# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001410368-26-010465
**Filing Date:** 2026-2
**Character Count:** 907608
**Document Hash:** 8b05aa832878e58600a14cb2133c3cfe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010465.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010465

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26606978

**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):** 2026-01-31

**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:** 43 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $34152387751.69

- **Amortized Cost of Portfolio Securities:** $34147229280.95

- **Cash:** $739733.19

- **Total Other Assets:** $57750901.85

- **Total Liabilities:** $331769937.12

- **Net Assets of Series:** $33873949978.87

- **Number of Shares Outstanding (Series):** 33873552243.1390

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $24565158389.24           | $29700459194.79            | 70.6800%                  | 85.4600%                   |
| 2026-01-05 | $25126394164.14           | $29838942455.49            | 72.2100%                  | 85.7500%                   |
| 2026-01-06 | $24586592219.20           | $29548152994.38            | 71.2500%                  | 85.6300%                   |
| 2026-01-07 | $25055058629.76           | $29542629023.28            | 71.3300%                  | 84.1000%                   |
| 2026-01-08 | $24700115976.43           | $29587195232.72            | 70.9200%                  | 84.9500%                   |
| 2026-01-09 | $23952217522.77           | $29038106007.77            | 70.0400%                  | 84.9100%                   |
| 2026-01-12 | $24694676726.07           | $29532092715.87            | 70.9300%                  | 84.8200%                   |
| 2026-01-13 | $23644896099.53           | $28830321227.78            | 69.2100%                  | 84.3900%                   |
| 2026-01-14 | $23616779517.40           | $28816713784.15            | 69.1600%                  | 84.3900%                   |
| 2026-01-15 | $23611664293.76           | $28851613543.76            | 69.0700%                  | 84.4000%                   |
| 2026-01-16 | $24620757993.47           | $28963210688.87            | 70.3200%                  | 82.7200%                   |
| 2026-01-20 | $23846243372.60           | $29550209520.35            | 68.6700%                  | 85.1000%                   |
| 2026-01-21 | $23733368066.35           | $29437336744.95            | 68.5700%                  | 85.0400%                   |
| 2026-01-22 | $23892230217.73           | $29596203236.73            | 68.6100%                  | 84.9900%                   |
| 2026-01-23 | $24035223082.87           | $29564199420.87            | 69.1900%                  | 85.1100%                   |
| 2026-01-26 | $25023302824.41           | $30188397603.76            | 71.1200%                  | 85.8000%                   |
| 2026-01-27 | $24191756407.46           | $29854865327.91            | 69.0100%                  | 85.1700%                   |
| 2026-01-28 | $24559795663.46           | $29773922882.06            | 70.2200%                  | 85.1300%                   |
| 2026-01-29 | $24745958083.69           | $29313603381.69            | 71.8000%                  | 85.0500%                   |
| 2026-01-30 | $23745729674.04           | $29013392008.04            | 69.4100%                  | 84.8100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8100%             |
| 2026-01-08 | 3.8000%             |
| 2026-01-09 | 3.7600%             |
| 2026-01-12 | 3.7500%             |
| 2026-01-13 | 3.7600%             |
| 2026-01-14 | 3.7600%             |
| 2026-01-15 | 3.7600%             |
| 2026-01-16 | 3.7600%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7400%             |
| 2026-01-26 | 3.7400%             |
| 2026-01-27 | 3.7400%             |
| 2026-01-28 | 3.7400%             |
| 2026-01-29 | 3.7400%             |
| 2026-01-30 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0002                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0002                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $24047896614.98

- **Number of Shares Outstanding:** 24047620149.4970

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $608297642.14             | $454228514.57           |
| 2026-01-05 | $435203801.01             | $453112819.04           |
| 2026-01-06 | $431642232.00             | $485001535.74           |
| 2026-01-07 | $481094389.68             | $560997436.92           |
| 2026-01-08 | $572192034.70             | $557084844.51           |
| 2026-01-09 | $448493395.83             | $581042965.10           |
| 2026-01-12 | $505467108.27             | $488415735.73           |
| 2026-01-13 | $452375924.61             | $512978115.16           |
| 2026-01-14 | $644395608.65             | $591103395.25           |
| 2026-01-15 | $544016576.58             | $562086750.95           |
| 2026-01-16 | $628760281.44             | $536853086.87           |
| 2026-01-20 | $904518841.58             | $599866539.12           |
| 2026-01-21 | $552120486.74             | $604772275.88           |
| 2026-01-22 | $495780997.86             | $523838871.52           |
| 2026-01-23 | $484797580.40             | $542263837.49           |
| 2026-01-26 | $579553474.09             | $581621190.87           |
| 2026-01-27 | $385682860.50             | $403935589.03           |
| 2026-01-28 | $404789972.38             | $446176295.58           |
| 2026-01-29 | $460094008.80             | $461463384.33           |
| 2026-01-30 | $402831403.69             | $614624626.69           |

**Total Gross Subscriptions (Month):** $10422108620.95

**Total Gross Redemptions (Month):** $10561467810.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1400%           |
| 2026-01-05 | 3.1300%           |
| 2026-01-06 | 3.1200%           |
| 2026-01-07 | 3.1000%           |
| 2026-01-08 | 3.0900%           |
| 2026-01-09 | 3.0500%           |
| 2026-01-12 | 3.0500%           |
| 2026-01-13 | 3.0500%           |
| 2026-01-14 | 3.0500%           |
| 2026-01-15 | 3.0500%           |
| 2026-01-16 | 3.0500%           |
| 2026-01-20 | 3.0400%           |
| 2026-01-21 | 3.0400%           |
| 2026-01-22 | 3.0400%           |
| 2026-01-23 | 3.0300%           |
| 2026-01-26 | 3.0300%           |
| 2026-01-27 | 3.0300%           |
| 2026-01-28 | 3.0300%           |
| 2026-01-29 | 3.0300%           |
| 2026-01-30 | 3.0300%           |

**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:** $9826053363.89

- **Number of Shares Outstanding:** 9825932093.6420

- **Expense Reimbursement/Waiver:** 4146965.16

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $559581447.89             | $477390240.11           |
| 2026-01-05 | $442739146.01             | $599240276.44           |
| 2026-01-06 | $511192644.96             | $551342710.01           |
| 2026-01-07 | $669269949.19             | $689356383.55           |
| 2026-01-08 | $595976388.78             | $615435762.71           |
| 2026-01-09 | $555869718.88             | $775086352.95           |
| 2026-01-12 | $527967144.44             | $518463140.63           |
| 2026-01-13 | $516710179.35             | $522118800.86           |
| 2026-01-14 | $595306492.12             | $599559173.95           |
| 2026-01-15 | $636204360.66             | $649625906.16           |
| 2026-01-16 | $626381046.59             | $602874160.08           |
| 2026-01-20 | $605035276.10             | $602616428.18           |
| 2026-01-21 | $551802855.87             | $560783739.59           |
| 2026-01-22 | $681766831.04             | $645512279.59           |
| 2026-01-23 | $652732668.35             | $643510513.41           |
| 2026-01-26 | $641703815.85             | $640291616.81           |
| 2026-01-27 | $558714797.67             | $534271603.43           |
| 2026-01-28 | $569404587.34             | $560723965.42           |
| 2026-01-29 | $538281701.64             | $544781966.65           |
| 2026-01-30 | $541355518.54             | $643040288.67           |

**Total Gross Subscriptions (Month):** $11577996571.27

**Total Gross Redemptions (Month):** $11976025309.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1300%           |
| 2026-01-05 | 3.1200%           |
| 2026-01-06 | 3.1100%           |
| 2026-01-07 | 3.0900%           |
| 2026-01-08 | 3.0800%           |
| 2026-01-09 | 3.0500%           |
| 2026-01-12 | 3.0400%           |
| 2026-01-13 | 3.0400%           |
| 2026-01-14 | 3.0400%           |
| 2026-01-15 | 3.0400%           |
| 2026-01-16 | 3.0400%           |
| 2026-01-20 | 3.0400%           |
| 2026-01-21 | 3.0300%           |
| 2026-01-22 | 3.0300%           |
| 2026-01-23 | 3.0300%           |
| 2026-01-26 | 3.0300%           |
| 2026-01-27 | 3.0300%           |
| 2026-01-28 | 3.0300%           |
| 2026-01-29 | 3.0300%           |
| 2026-01-30 | 3.0300%           |

**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: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 01399X005, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 01399X005_3.66_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $435054293.87      | $434534162.56      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | 0.0000% | $76001068.22       | $75621396.27       | U.S. Treasuries (including strips) |

### Security 2: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.780000%
- **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: 01399X005, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 01399X005_3.78_0305
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** 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 06.000 CLDE0751 | 2055-06-01      | 6.0000%  | 0.0000% | $28199.21          | $29006.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  | 0.0000% | $4431047.36        | $4558764.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $10570052.81       | $10623408.09       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  | 0.0000% | $81631.73          | $80475.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $10550682.43       | $10852572.61       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  | 0.0000% | $944525.79         | $962923.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7419 | 2055-07-01      | 6.5000%  | 0.0000% | $104762.97         | $110601.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6945 | 2055-07-01      | 6.0000%  | 0.0000% | $124475.15         | $130597.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY6113 | 2055-06-01      | 5.0000%  | 0.0000% | $122.17            | $123.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6188 | 2055-06-01      | 6.0000%  | 0.0000% | $353526.40         | $366528.86         | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1056 G        | 2055-07-01      | 5.4870%  | 0.0000% | $941504.72         | $958691.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQY6690 | 2055-07-01      | 4.5000%  | 0.0000% | $121533.84         | $120992.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0024 | 2055-07-01      | 4.0000%  | 0.0000% | $12859276.07       | $12341204.41       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  | 0.0000% | $1408654.03        | $1479413.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4924 | 2055-06-01      | 6.0000%  | 0.0000% | $454338.60         | $472135.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $406646.95         | $418282.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7212 | 2055-07-01      | 6.0000%  | 0.0000% | $127949.74         | $134520.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE3075 | 2055-06-01      | 5.5000%  | 0.0000% | $94141.12          | $95974.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  | 0.0000% | $214057.90         | $211024.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5757 | 2055-07-01      | 4.0000%  | 0.0000% | $1737749.20        | $1667739.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0971 | 2055-06-01      | 5.5000%  | 0.0000% | $567062.09         | $578107.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4000 | 2055-06-01      | 5.0000%  | 0.0000% | $558.38            | $568.76            | Agency Mortgage-Backed Securities |

### Security 3: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.670000%
- **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: 035998004, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 035998004_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 2023-182 FD     | 2053-12-20      | 5.0030%  | 0.0000% | $3561478.27        | $3598160.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-006 FD     | 2055-01-20      | 5.1230%  | 0.0000% | $3466773.14        | $3501756.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-144 FB     | 2054-09-20      | 4.8830%  | 0.0000% | $9821105.68        | $9898892.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-173 F      | 2054-10-20      | 4.7030%  | 0.0000% | $4621212.10        | $4639509.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC     | 2054-08-20      | 4.7630%  | 0.0000% | $4405597.59        | $4436243.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-109 LT     | 2054-07-20      | 4.5000%  | 0.0000% | $948571.38         | $949742.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FH     | 2054-04-20      | 4.7530%  | 0.0000% | $4730961.60        | $4760086.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FM     | 2054-04-20      | 4.8030%  | 0.0000% | $4969363.70        | $5004020.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-058 CT     | 2054-04-20      | 5.5000%  | 0.0000% | $169028.36         | $172998.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FC     | 2054-04-20      | 4.8030%  | 0.0000% | $4746756.23        | $4771036.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-044 F      | 2054-03-20      | 4.5030%  | 0.0000% | $153859.18         | $154390.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-055 FC     | 2054-03-20      | 4.7030%  | 0.0000% | $2180744.60        | $2195024.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-039 FJ     | 2054-03-20      | 4.8030%  | 0.0000% | $28713.22          | $28902.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 AF     | 2054-02-20      | 4.9530%  | 0.0000% | $46286.85          | $46674.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 DF     | 2053-11-20      | 5.0530%  | 0.0000% | $2670479.63        | $2706960.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 MF     | 2055-09-20      | 4.7030%  | 0.0000% | $4847792.34        | $4880613.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-152 HD     | 2055-09-20      | 4.5000%  | 0.0000% | $334029.77         | $313799.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-030 CL     | 2055-02-20      | 5.0000%  | 0.0000% | $577125.31         | $581650.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-152 F      | 2055-09-20      | 4.5030%  | 0.0000% | $91648.73          | $91957.48          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-152 UB     | 2055-09-20      | 4.5000%  | 0.0000% | $1021787.05        | $999547.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-152 UP     | 2055-09-20      | 4.5000%  | 0.0000% | $656002.24         | $621967.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-136 UC     | 2055-08-20      | 5.0000%  | 0.0000% | $267396.69         | $261897.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 GF     | 2055-07-20      | 5.0030%  | 0.0000% | $5885798.97        | $5956515.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  | 0.0000% | $84347.44          | $82988.86          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 JF     | 2055-07-20      | 5.0530%  | 0.0000% | $2791381.45        | $2830775.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FE     | 2055-07-20      | 5.2030%  | 0.0000% | $6319858.68        | $6389770.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-147 FJ     | 2053-10-20      | 5.2530%  | 0.0000% | $1140159.67        | $1154701.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-175 KW     | 2055-08-20      | 0.0100%  | 0.0000% | $279889.01         | $197221.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FA     | 2054-10-20      | 4.7230%  | 0.0000% | $4903077.90        | $4923827.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-149 FQ     | 2053-10-20      | 5.2030%  | 0.0000% | $2944053.52        | $2986286.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 WF     | 2055-06-20      | 4.7030%  | 0.0000% | $1146447.29        | $1153876.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 ML     | 2055-03-20      | 5.0000%  | 0.0000% | $443981.73         | $443295.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-103 FB     | 2054-06-20      | 4.9030%  | 0.0000% | $3759547.88        | $3787123.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-039 JF     | 2054-03-20      | 4.8030%  | 0.0000% | $272510.17         | $274160.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-142 WG     | 2054-09-20      | 4.0000%  | 0.0000% | $152563.49         | $140907.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-030 FB     | 2055-02-20      | 5.3530%  | 0.0000% | $8458311.66        | $8561680.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 NF     | 2054-10-20      | 4.6530%  | 0.0000% | $1379798.04        | $1387485.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 JH     | 2055-01-20      | 4.5000%  | 0.0000% | $295904.20         | $290139.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 CT     | 2055-03-20      | 5.0000%  | 0.0000% | $2451075.22        | $2474521.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-002 YF     | 2055-01-20      | 4.9530%  | 0.0000% | $4575479.80        | $4620190.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FD     | 2054-04-20      | 4.8530%  | 0.0000% | $3911906.48        | $3940498.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FJ     | 2054-04-20      | 4.9030%  | 0.0000% | $2328695.22        | $2346814.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-210 M      | 2054-10-20      | 4.5000%  | 0.0000% | $3545629.03        | $3527847.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-166 FJ     | 2053-11-20      | 5.2030%  | 0.0000% | $1934753.27        | $1960772.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.1030%  | 0.0000% | $3062494.79        | $3080234.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-175 EF     | 2055-10-20      | 4.7030%  | 0.0000% | $4986027.01        | $5020906.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-175 F      | 2055-10-20      | 4.6030%  | 0.0000% | $8267021.10        | $8313387.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FC     | 2055-05-20      | 5.4030%  | 0.0000% | $9393242.48        | $9521984.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 GU     | 2055-06-20      | 5.2500%  | 0.0000% | $962607.43         | $947546.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 EM     | 2054-05-20      | 5.0000%  | 0.0000% | $351065.56         | $351096.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 AT     | 2055-04-20      | 4.0000%  | 0.0000% | $4971181.20        | $4877679.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FG     | 2055-04-20      | 5.0130%  | 0.0000% | $9383440.03        | $9442916.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-039 FH     | 2055-03-20      | 4.8530%  | 0.0000% | $1811677.01        | $1825521.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-059 FD     | 2055-03-20      | 4.7030%  | 0.0000% | $2982436.70        | $2995429.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 AY     | 2055-03-20      | 5.0000%  | 0.0000% | $1782915.19        | $1796949.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 CL     | 2055-03-20      | 5.0000%  | 0.0000% | $266156.05         | $268742.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-039 YF     | 2055-03-20      | 4.8530%  | 0.0000% | $3450646.72        | $3480843.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-030 CT     | 2055-02-20      | 5.0000%  | 0.0000% | $86084.34          | $86420.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-028 KF     | 2055-02-20      | 4.9530%  | 0.0000% | $3166393.33        | $3198012.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 AT     | 2055-01-20      | 5.5000%  | 0.0000% | $16699.00          | $16947.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 ML     | 2055-01-20      | 5.5000%  | 0.0000% | $387686.54         | $400402.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 BL     | 2055-01-20      | 5.5000%  | 0.0000% | $265447.78         | $276003.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-147 FM     | 2053-10-20      | 5.1030%  | 0.0000% | $1849256.85        | $1871722.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-149 QF     | 2053-10-20      | 5.2530%  | 0.0000% | $1766432.11        | $1793160.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 FL     | 2053-11-20      | 5.3030%  | 0.0000% | $2298120.67        | $2328842.07        | Agency Collateralized Mortgage Obligation |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 3.9000%  | 0.0000% | $39807901.23       | $40321589.03       | Agency Debentures and Agency Strips       |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $15679.01          | $13889.28          | Agency Debentures and Agency Strips       |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  | 0.0000% | $1107283.95        | $1257264.55        | Agency Debentures and Agency Strips       |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  | 0.0000% | $788271.60         | $861166.10         | Agency Debentures and Agency Strips       |
| FMAC FMFR 00SO GB 28 M8   | 2028-07-07      | 3.8600%  | 0.0000% | $34744938.27       | $34897159.71       | Agency Debentures and Agency Strips       |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  | 0.0000% | $520617.28         | $603657.56         | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF ED 27/09   | 2027-09-10      | 3.7700%  | 0.0000% | $60410246.91       | $60721007.32       | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF EP 27/09   | 2027-09-24      | 3.7700%  | 0.0000% | $15308518.52       | $15364403.12       | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF EO 27/10   | 2027-10-01      | 3.7750%  | 0.0000% | $672222.22         | $675038.55         | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF BH 27/03   | 2027-03-24      | 3.7100%  | 0.0000% | $80370.37          | $80739.99          | Agency Debentures and Agency Strips       |
| FCSB 3.62 FCOR 27-28 MI   | 2028-12-22      | 3.6200%  | 0.0000% | $17407.41          | $17442.42          | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF FR 27/10   | 2027-10-08      | 3.7200%  | 0.0000% | $11913580.25       | $11945839.58       | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF FQ 27/12   | 2027-12-01      | 3.7350%  | 0.0000% | $10733209.88       | $10822557.89       | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF AF 27/11   | 2027-11-12      | 3.8900%  | 0.0000% | $12214320.99       | $12340444.04       | Agency Debentures and Agency Strips       |
| FCSB 4.94 FCOR 26-38 AA   | 2038-02-17      | 4.9400%  | 0.0000% | $987037.04         | $993944.54         | Agency Debentures and Agency Strips       |
| FCSB 4.98 FCOR 23-42 Q    | 2042-06-09      | 4.9800%  | 0.0000% | $1648024.69        | $1597463.29        | Agency Debentures and Agency Strips       |
| FCSB 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  | 0.0000% | $493703.70         | $398042.03         | Agency Debentures and Agency Strips       |
| FCSB 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  | 0.0000% | $4769753.09        | $3689288.74        | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  | 0.0000% | $607654.32         | $454403.90         | Agency Debentures and Agency Strips       |
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  | 0.0000% | $1850617.28        | $1416478.92        | Agency Debentures and Agency Strips       |
| FCSB 2.74 FCOR 22-36 BL   | 2036-12-15      | 2.7400%  | 0.0000% | $1208518.52        | $1004937.53        | Agency Debentures and Agency Strips       |
| FCSB 2.69 FCOR 22-41 U    | 2041-11-29      | 2.6900%  | 0.0000% | $246913.58         | $183179.77         | Agency Debentures and Agency Strips       |
| FCSB 2.48 FCOR 22-36 BG   | 2036-11-17      | 2.4800%  | 0.0000% | $2988395.06        | $2456367.77        | Agency Debentures and Agency Strips       |
| FCSB 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  | 0.0000% | $4820987.65        | $3995787.23        | Agency Debentures and Agency Strips       |
| FCSB 1.74 FCOR 22-28 GD   | 2028-11-01      | 1.7400%  | 0.0000% | $762345.68         | $727661.75         | Agency Debentures and Agency Strips       |
| FCSB 5.06 FCOR 23-37 AR   | 2037-07-20      | 5.0600%  | 0.0000% | $1875185.19        | $1855440.53        | Agency Debentures and Agency Strips       |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  | 0.0000% | $88271.60          | $68194.87          | Agency Debentures and Agency Strips       |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  | 0.0000% | $404197.53         | $329516.65         | Agency Debentures and Agency Strips       |
| FCSB 1.34 FCOR 21-32 BL   | 2032-08-10      | 1.3400%  | 0.0000% | $19753.09          | $16773.88          | Agency Debentures and Agency Strips       |
| FCSB 4.07 FCOR 23-33 AO   | 2033-11-21      | 4.0700%  | 0.0000% | $293086.42         | $287473.77         | Agency Debentures and Agency Strips       |
| FHLB 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  | 0.0000% | $139506.17         | $139311.64         | Agency Debentures and Agency Strips       |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 3.8600%  | 0.0000% | $46866543.21       | $47312491.39       | Agency Debentures and Agency Strips       |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 3.9700%  | 0.0000% | $5865432.10        | $5930265.98        | Agency Debentures and Agency Strips       |
| FHLB FHOR 03SO 26-27 8388 | 2027-10-08      | 3.8200%  | 0.0000% | $1418518.52        | $1421850.22        | Agency Debentures and Agency Strips       |
| FCSB 2.90 FCOR 22-41 V    | 2041-12-09      | 2.9000%  | 0.0000% | $1176296.30        | $898429.62         | Agency Debentures and Agency Strips       |
| FCSB 1.65 FCOR 21-35 AS   | 2035-07-23      | 1.6500%  | 0.0000% | $6117283.95        | $4801155.41        | Agency Debentures and Agency Strips       |
| FMAC 4.125 FMNT GB26-28G2 | 2028-11-13      | 4.1250%  | 0.0000% | $3977407.41        | $4011012.19        | Agency Debentures and Agency Strips       |
| FCSB 2.15 FCOR 21-36 BA   | 2036-03-07      | 2.1500%  | 0.0000% | $1806790.12        | $1481544.91        | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 3.8100%  | 0.0000% | $15432.10          | $15526.90          | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF D 27/10    | 2027-10-25      | 4.0600%  | 0.0000% | $786543.21         | $790630.18         | Agency Debentures and Agency Strips       |
| FMAC FMFR 00SO GB 28 Z3   | 2028-11-03      | 3.8650%  | 0.0000% | $41997530.86       | $42410996.56       | Agency Debentures and Agency Strips       |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  | 0.0000% | $3352345.68        | $3774368.29        | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF FT 27/07   | 2027-07-09      | 3.7050%  | 0.0000% | $6654320.99        | $6678911.48        | Agency Debentures and Agency Strips       |
| FCSB FCOR 03SF 26-28 JZ   | 2028-02-11      | 3.8750%  | 0.0000% | $122345.68         | $123411.21         | Agency Debentures and Agency Strips       |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  | 0.0000% | $1234.57           | $1270.06           | Agency Debentures and Agency Strips       |
| GNMA GNRM 2025-106 A      | 2055-07-16      | 5.0000%  | 0.0000% | $2291926.99        | $2312721.14        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-018 AE     | 2055-06-16      | 4.2500%  | 0.0000% | $1267325.19        | $1256959.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0872 M     | 2056-01-20      | 5.5000%  | 0.0000% | $3138300.25        | $3198808.42        | Agency Mortgage-Backed Securities         |

### Security 4: BMO Capital Markets Corp.

- **C.1 - Title:** Bank of Montreal/US 3.670000%
- **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: 06399G001, C.4 - ISIN: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 06399G001_3.67_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 2016-3O F        | 2066-10-20      | 4.6992%  | 0.0000% | $19065.51          | $19145.70          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 04948E 10/25/48  | 2048-10-25      | 2.5000%  | 0.0000% | $20106.42          | $18621.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O EF      | 2070-10-20      | 5.1692%  | 0.0000% | $852472.02         | $865149.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FL       | 2068-05-20      | 4.7950%  | 0.0000% | $2296490.24        | $2310783.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK       | 2034-09-20      | 4.0000%  | 0.0000% | $16.09             | $16.10             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FG       | 2068-08-20      | 4.9266%  | 0.0000% | $3752067.56        | $3780701.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O AF       | 2069-10-20      | 4.6492%  | 0.0000% | $512266.10         | $514541.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 DK      | 2056-01-20      | 4.5000%  | 0.0000% | $34551209.76       | $34383463.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-003 EF      | 2066-01-20      | 4.7051%  | 0.0000% | $19512195.12       | $19640253.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FJ      | 2065-12-20      | 4.8030%  | 0.0000% | $8476012.74        | $8513698.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PN      | 2055-06-20      | 4.5000%  | 0.0000% | $26053.17          | $24092.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PL      | 2055-11-20      | 4.5000%  | 0.0000% | $149485.61         | $131009.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 CH      | 2052-10-20      | 4.7500%  | 0.0000% | $1576949.47        | $1584085.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 UH      | 2055-10-20      | 4.5000%  | 0.0000% | $2458292.68        | $2435408.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QP      | 2052-12-20      | 5.0000%  | 0.0000% | $6222611.28        | $6290996.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 MD      | 2055-05-20      | 7.6530%  | 0.0000% | $110933.90         | $113244.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-061 FE      | 2055-04-20      | 4.7530%  | 0.0000% | $7750859.18        | $7795754.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 CT      | 2056-01-20      | 4.5000%  | 0.0000% | $11326478.54       | $11250795.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 P       | 2055-04-20      | 5.2500%  | 0.0000% | $1319593.90        | $1346334.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PL      | 2055-02-20      | 5.2500%  | 0.0000% | $1572439.02        | $1592616.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  | 0.0000% | $997.95            | $1004.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H01 AF      | 2060-11-20      | 4.3992%  | 0.0000% | $5067.60           | $5070.97           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081HC R14F081  | 2037-06-25      | 3.0000%  | 0.0000% | $49.71             | $49.35             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-174 ME      | 2048-04-20      | 2.0000%  | 0.0000% | $1485193.09        | $1247467.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JL      | 2055-04-20      | 4.5000%  | 0.0000% | $82439.02          | $76915.61          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4751PL 12/15/47  | 2047-12-15      | 3.0000%  | 0.0000% | $234620.73         | $182695.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-129 BP      | 2043-04-20      | 2.7500%  | 0.0000% | $923047.03         | $893815.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H10 FC      | 2060-05-20      | 5.0302%  | 0.0000% | $13922.36          | $14031.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FK       | 2067-05-20      | 3.8100%  | 0.0000% | $578.42            | $575.65            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565PA 08/25/55  | 2055-08-25      | 5.2500%  | 0.0000% | $4793423.32        | $4846990.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG       | 2068-10-20      | 4.7317%  | 0.0000% | $648708.64         | $654471.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-12O F       | 2070-07-20      | 4.4492%  | 0.0000% | $11676.77          | $11625.71          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42  | 2042-07-15      | 2.5000%  | 0.0000% | $67876.83          | $54237.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-14O FB      | 2065-05-20      | 4.3792%  | 0.0000% | $6228.10           | $6232.09           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O TF       | 2068-05-20      | 4.6274%  | 0.0000% | $171054.64         | $171999.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-006 LA      | 2048-12-20      | 3.5000%  | 0.0000% | $47874.31          | $44330.48          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL088PE R17F088  | 2046-08-25      | 3.0000%  | 0.0000% | $199215.00         | $194022.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PQ      | 2055-04-20      | 4.5000%  | 0.0000% | $1257324.99        | $1255989.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-19O FK      | 2065-08-20      | 4.5492%  | 0.0000% | $4900.04           | $4908.96           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-20O FB      | 2065-08-20      | 4.5492%  | 0.0000% | $8548.01           | $8566.48           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-9O FE       | 2067-04-20      | 4.9219%  | 0.0000% | $421296.64         | $423295.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-8O FB       | 2065-03-20      | 4.5792%  | 0.0000% | $2019.58           | $2024.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FC       | 2065-02-20      | 4.4292%  | 0.0000% | $7909.43           | $7918.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FS       | 2064-02-20      | 4.5992%  | 0.0000% | $31458.83          | $31517.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FA       | 2064-01-20      | 4.5492%  | 0.0000% | $1065.14           | $1068.39           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC059LM R15F059  | 2045-07-25      | 3.0000%  | 0.0000% | $28089.89          | $26658.98          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036LB R15F036  | 2045-06-25      | 2.0000%  | 0.0000% | $186661.32         | $159054.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106MA R13F106  | 2042-02-25      | 4.0000%  | 0.0000% | $3947.21           | $3935.27           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086LG R13F086  | 2043-08-25      | 3.5000%  | 0.0000% | $29024.39          | $25260.72          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047YA R13F047  | 2040-05-25      | 2.0000%  | 0.0000% | $118236.55         | $107672.96         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC121JP R11F121  | 2041-12-25      | 4.5000%  | 0.0000% | $9084.80           | $9046.25           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FA R07F064  | 2037-07-25      | 4.2818%  | 0.0000% | $1747.65           | $1720.76           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2716DS 05/15/33  | 2033-05-15      | 5.5000%  | 0.0000% | $42439.90          | $43782.76          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068PG R05F068  | 2035-08-25      | 5.5000%  | 0.0000% | $3680.19           | $3768.43           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025B R03F025   | 2033-04-25      | 5.5000%  | 0.0000% | $12875.89          | $13216.95          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31  | 2031-01-15      | 4.2500%  | 0.0000% | $868664.41         | $863842.12         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AB 06/25/53  | 2053-06-25      | 5.0000%  | 0.0000% | $2062960.32        | $2082958.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05535B 12/25/52  | 2052-12-25      | 5.0000%  | 0.0000% | $2231386.39        | $2253286.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FH 02/25/55  | 2055-02-25      | 4.8973%  | 0.0000% | $31809.23          | $32061.35          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5500AF 02/25/55  | 2055-02-25      | 4.6973%  | 0.0000% | $39854.90          | $39932.43          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481AT 12/25/54  | 2054-12-25      | 0.1250%  | 0.0000% | $9644610.73        | $7787132.91        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FQ 09/25/54  | 2054-09-25      | 5.1973%  | 0.0000% | $1150473.61        | $1159873.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5422CY 06/25/54  | 2054-06-25      | 5.5000%  | 0.0000% | $121951.22         | $124741.04         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5141AH 11/25/47  | 2047-11-25      | 2.2500%  | 0.0000% | $187296.34         | $170046.44         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BG 01/25/49  | 2049-01-25      | 2.0000%  | 0.0000% | $94758.34          | $82834.06          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49  | 2049-07-15      | 4.0000%  | 0.0000% | $39756.10          | $32092.20          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48  | 2048-01-15      | 3.0000%  | 0.0000% | $31075.42          | $28098.08          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4717BY 09/15/47  | 2047-09-15      | 3.0000%  | 0.0000% | $21219.51          | $16197.38          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4648ND 09/15/46  | 2046-09-15      | 3.0000%  | 0.0000% | $402129.76         | $370315.53         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4638FA 07/15/40  | 2040-07-15      | 4.5791%  | 0.0000% | $7097.77           | $7060.57           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43  | 2043-04-15      | 3.0000%  | 0.0000% | $2002.03           | $1973.30           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43  | 2043-01-15      | 3.0000%  | 0.0000% | $89756.10          | $77756.67          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  | 0.0000% | $36585.37          | $27972.54          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27  | 2027-03-15      | 2.5000%  | 0.0000% | $168.13            | $167.50            | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3856BF 03/15/40  | 2040-03-15      | 4.2718%  | 0.0000% | $7634.49           | $7645.09           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FA R25F053  | 2055-07-25      | 5.6273%  | 0.0000% | $28873049.06       | $29313032.92       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FJ R25F047  | 2055-06-25      | 4.7273%  | 0.0000% | $225382.16         | $227196.39         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006BY R25F006  | 2055-02-25      | 5.5000%  | 0.0000% | $513405.37         | $525009.64         | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8154%  | 0.0000% | $36828.42          | $27289.45          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083H R19F083   | 2050-01-25      | 2.5000%  | 0.0000% | $665675.61         | $549206.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H25 FA      | 2061-12-20      | 4.6492%  | 0.0000% | $5586.02           | $5530.66           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H21 CF      | 2061-05-20      | 4.6492%  | 0.0000% | $48.66             | $48.70             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H08 FC      | 2062-04-20      | 4.5192%  | 0.0000% | $2235.96           | $2241.49           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084GT R24F084  | 2054-11-25      | 0.1250%  | 0.0000% | $8714936.83        | $7026319.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL035DA R24F035  | 2054-04-25      | 5.5000%  | 0.0000% | $307127.04         | $313178.84         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011  | 2054-03-25      | 5.0473%  | 0.0000% | $6752771.22        | $6844784.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL081FL R22F081  | 2052-11-25      | 4.9473%  | 0.0000% | $120388.28         | $121079.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-028 GT      | 2055-02-20      | 5.5000%  | 0.0000% | $10947225.73       | $11069359.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O PF       | 2068-02-20      | 4.2492%  | 0.0000% | $45693.07          | $45615.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-20O FD      | 2074-11-20      | 4.5030%  | 0.0000% | $190123.80         | $191031.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 BY      | 2055-09-20      | 5.0000%  | 0.0000% | $10032111.71       | $9936513.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 A       | 2055-09-20      | 5.2500%  | 0.0000% | $490843.96         | $495346.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-08O FL      | 2071-12-20      | 4.7177%  | 0.0000% | $170463.12         | $170917.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-04O FC      | 2073-01-20      | 4.5530%  | 0.0000% | $76721.90          | $77216.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H18 BA      | 2063-07-20      | 4.5492%  | 0.0000% | $10213.57          | $10241.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF      | 2070-04-20      | 5.1992%  | 0.0000% | $83437.48          | $84735.62          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54  | 2054-07-25      | 0.1250%  | 0.0000% | $121584.87         | $104789.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-07O FG      | 2072-03-20      | 4.4530%  | 0.0000% | $17990.77          | $18010.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-196 L       | 2054-11-20      | 5.5000%  | 0.0000% | $1530221.95        | $1567731.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-187 DA      | 2052-10-20      | 5.0000%  | 0.0000% | $1020.01           | $1026.59           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-195 BL      | 2053-12-20      | 5.5000%  | 0.0000% | $487804.88         | $500649.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FD      | 2053-05-20      | 4.5530%  | 0.0000% | $10034075.33       | $10084955.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-055 FB      | 2053-04-20      | 4.5530%  | 0.0000% | $3964586.24        | $3978849.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-047 JA      | 2042-06-20      | 5.2500%  | 0.0000% | $1364239.81        | $1379168.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-063 LM      | 2050-10-20      | 3.5000%  | 0.0000% | $7317.07           | $6180.63           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-064 FA      | 2052-04-20      | 4.4030%  | 0.0000% | $7036446.59        | $6691274.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-08O KF      | 2074-05-20      | 4.5530%  | 0.0000% | $35050.82          | $35306.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF      | 2063-03-20      | 4.3492%  | 0.0000% | $22134.51          | $22092.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H08 FA      | 2061-02-20      | 4.5492%  | 0.0000% | $36452.99          | $36559.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H28 FE      | 2060-12-20      | 4.3492%  | 0.0000% | $34195.38          | $34200.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H20 FA      | 2063-08-20      | 4.5492%  | 0.0000% | $920.14            | $923.06            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-032 PE      | 2039-05-20      | 4.5000%  | 0.0000% | $2061783.01        | $2070609.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-70 F        | 2034-07-20      | 4.2398%  | 0.0000% | $1283.46           | $1284.04           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O BF       | 2068-06-20      | 4.5574%  | 0.0000% | $454772.61         | $456100.98         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5580FC 09/25/55  | 2055-09-25      | 4.7973%  | 0.0000% | $21506664.63       | $21648614.84       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065VD R14F065  | 2033-04-25      | 3.5000%  | 0.0000% | $4919.03           | $4910.04           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 DC      | 2055-12-20      | 4.5000%  | 0.0000% | $243902.44         | $242978.78         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41  | 2041-06-15      | 4.0000%  | 0.0000% | $2070.88           | $2042.70           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 AL      | 2055-10-20      | 4.7500%  | 0.0000% | $268487.80         | $253905.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AE R25F055  | 2053-04-25      | 5.0000%  | 0.0000% | $10215886.23       | $10316837.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HL      | 2052-05-20      | 4.7500%  | 0.0000% | $289194.87         | $290966.59         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009EA R19F009  | 2047-07-25      | 3.0000%  | 0.0000% | $325003.05         | $317313.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FG       | 2068-02-20      | 4.2292%  | 0.0000% | $18837.62          | $18801.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-119 JE      | 2049-09-20      | 3.0000%  | 0.0000% | $405.08            | $360.33            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086  | 2047-05-25      | 4.0000%  | 0.0000% | $8564.80           | $8572.80           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R18F064   | 2048-09-25      | 3.0000%  | 0.0000% | $39198.61          | $35396.76          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025PL R18F025  | 2048-04-25      | 3.5000%  | 0.0000% | $14194.15          | $11831.72          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110PB R17F110  | 2057-02-25      | 3.0000%  | 0.0000% | $9512.20           | $7268.36           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094DY R17F094  | 2047-11-25      | 3.0000%  | 0.0000% | $1165240.61        | $1054465.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC056PA R17F056  | 2045-12-25      | 3.0000%  | 0.0000% | $112821.02         | $107040.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-130 TA      | 2047-08-20      | 2.5000%  | 0.0000% | $4755.57           | $4107.54           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-34 PT       | 2047-09-20      | 2.5000%  | 0.0000% | $36571.27          | $32242.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-36 PJ       | 2046-01-20      | 3.5000%  | 0.0000% | $52278.08          | $44441.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-140 JD      | 2041-01-20      | 1.7500%  | 0.0000% | $13651.27          | $13268.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O FG      | 2066-08-20      | 4.6492%  | 0.0000% | $47418.27          | $47617.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA       | 2066-08-20      | 4.6992%  | 0.0000% | $3668.16           | $3683.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O FA       | 2067-01-20      | 4.6992%  | 0.0000% | $63597.46          | $63862.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FT       | 2066-02-20      | 4.6692%  | 0.0000% | $25798.50          | $25817.46          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-12-20      | 4.9492%  | 0.0000% | $3098.43           | $3123.59           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-159 P       | 2049-09-20      | 2.5000%  | 0.0000% | $1400042.83        | $1212095.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-70 KY       | 2043-08-20      | 3.0000%  | 0.0000% | $461477.49         | $428964.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-152 FE      | 2055-09-20      | 4.8030%  | 0.0000% | $5681107.52        | $5736698.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 PN      | 2055-08-20      | 5.0000%  | 0.0000% | $102228.29         | $97874.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 BV      | 2038-04-20      | 5.0000%  | 0.0000% | $2020013.11        | $2058003.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-113 HA      | 2052-03-20      | 5.5000%  | 0.0000% | $1531127.03        | $1557503.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-20O FA      | 2070-04-20      | 4.2992%  | 0.0000% | $305802.73         | $303308.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O JF      | 2071-04-20      | 5.2030%  | 0.0000% | $1007204.70        | $1026611.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O FE      | 2070-10-20      | 5.1692%  | 0.0000% | $3426862.22        | $3476153.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O DF      | 2070-10-20      | 5.1692%  | 0.0000% | $1896664.53        | $1927504.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FM      | 2070-08-20      | 4.3492%  | 0.0000% | $23265.91          | $23250.50          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O DF      | 2071-06-20      | 5.7030%  | 0.0000% | $392459.52         | $399311.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FT       | 2069-04-20      | 4.0400%  | 0.0000% | $663.07            | $661.94            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FT       | 2068-10-20      | 4.3492%  | 0.0000% | $391.96            | $391.98            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC       | 2068-10-20      | 4.2992%  | 0.0000% | $104318.71         | $104211.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 HM      | 2050-04-20      | 2.6000%  | 0.0000% | $25643.34          | $22430.70          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FD R24F093  | 2054-12-25      | 4.7473%  | 0.0000% | $263498.24         | $264692.50         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4793CD 06/15/48  | 2048-06-15      | 3.0000%  | 0.0000% | $44887.68          | $39955.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-16O FB      | 2072-08-20      | 4.6030%  | 0.0000% | $1250122.89        | $1262591.13        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5092XA 01/15/41  | 2041-01-15      | 1.0000%  | 0.0000% | $58549.59          | $50860.19          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL101KY R16F101  | 2047-01-25      | 3.0000%  | 0.0000% | $9756.10           | $7895.10           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 A        | 2048-07-20      | 0.4305%  | 0.0000% | $64390.24          | $38564.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-4O FC       | 2069-07-20      | 4.7692%  | 0.0000% | $87946.00          | $88475.77          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43  | 2043-07-15      | 3.5000%  | 0.0000% | $60975.61          | $58245.51          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-115 E       | 2057-11-20      | 5.5000%  | 0.0000% | $781866.10         | $790030.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016HL R10F016  | 2040-03-25      | 4.5000%  | 0.0000% | $24825.38          | $25130.58          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534NT 05/25/55  | 2055-05-25      | 5.0000%  | 0.0000% | $1926488.11        | $1896511.53        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016MA R25F016  | 2055-01-25      | 7.6473%  | 0.0000% | $380200.80         | $390177.70         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02817B 01/15/34  | 2034-01-15      | 7.5000%  | 0.0000% | $101485.21         | $108537.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-162 BY      | 2045-11-20      | 3.0000%  | 0.0000% | $126004.15         | $114663.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-047 CD      | 2049-08-20      | 5.0000%  | 0.0000% | $1523341.41        | $1537307.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 DB      | 2055-11-20      | 5.0000%  | 0.0000% | $1277130.49        | $1262669.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 DY      | 2055-11-20      | 5.0000%  | 0.0000% | $1025957.80        | $1007369.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-127 KA      | 2055-06-20      | 0.0100%  | 0.0000% | $430345.61         | $399883.50         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DC 04/15/43  | 2043-04-15      | 2.5000%  | 0.0000% | $944.35            | $926.24            | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8154%  | 0.0000% | $275069.44         | $203823.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H28 FA      | 2062-09-20      | 4.5292%  | 0.0000% | $39.32             | $39.41             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA       | 2066-12-20      | 4.5508%  | 0.0000% | $35205.02          | $35451.29          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 DJ      | 2051-07-20      | 5.0000%  | 0.0000% | $2362688.37        | $2383744.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 PY      | 2055-12-20      | 4.5000%  | 0.0000% | $1151332.44        | $1032603.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-09O FA      | 2072-04-20      | 4.3730%  | 0.0000% | $562074.32         | $560935.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-02-20      | 4.8692%  | 0.0000% | $164928.68         | $165937.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 HT      | 2054-11-20      | 4.5000%  | 0.0000% | $3341522.97        | $3295349.81        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL005A1 R21M005  | 2033-01-25      | 1.4616%  | 0.0000% | $1455653.03        | $1394378.36        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-010 AG      | 2060-05-16      | 2.2500%  | 0.0000% | $7594.74           | $6476.79           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL010AV1 R16M01  | 2045-11-25      | 2.3500%  | 0.0000% | $25.92             | $25.90             | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-05-25      | 1.5900%  | 0.0000% | $272214.14         | $240145.91         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-016 C       | 2066-08-16      | 4.5000%  | 0.0000% | $58170.49          | $54217.63          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 G       | 2068-02-16      | 4.5000%  | 0.0000% | $144163.17         | $114467.29         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2035-10-25      | 4.4200%  | 0.0000% | $4878048.78        | $4867046.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5313  | 2048-06-01      | 4.5000%  | 0.0000% | $100907.36         | $101084.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5508  | 2052-07-01      | 5.0000%  | 0.0000% | $72587.58          | $74263.46          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.1870%  | 0.0000% | $63948.53          | $63475.14          | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006  | 2043-02-25      | 3.3834%  | 0.0000% | $22421.47          | $22005.59          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-007 AT      | 2064-02-16      | 4.0000%  | 0.0000% | $1580574.02        | $1532101.33        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.0920%  | 0.0000% | $2743902.44        | $2753004.88        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BC      | 2068-02-16      | 4.5000%  | 0.0000% | $56097.56          | $45390.67          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BE      | 2068-02-16      | 4.5000%  | 0.0000% | $2121951.22        | $1877162.93        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-217 V       | 2039-07-16      | 4.2500%  | 0.0000% | $2962302.98        | $2913687.48        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-067 LD      | 2065-10-16      | 4.2500%  | 0.0000% | $2060975.61        | $1814933.48        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 V       | 2039-12-16      | 4.6500%  | 0.0000% | $4229010.76        | $4239810.95        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2033-08-25      | 4.5000%  | 0.0000% | $944357.80         | $956812.00         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G  | 2031-01-25      | 1.1810%  | 0.0000% | $1513.16           | $1507.07           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-09-25      | 4.4890%  | 0.0000% | $2591463.41        | $2615761.34        | Agency Mortgage-Backed Securities         |
| FMAC FRESB 2023-SB107 MTG  | 2043-06-25      | 4.0300%  | 0.0000% | $4352322.60        | $4085561.73        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-10-25      | 4.1700%  | 0.0000% | $5365853.66        | $5352391.62        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES Q- | 2054-06-25      | 2.7490%  | 0.0000% | $2436639.15        | $2335549.56        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2035-10-25      | 4.5300%  | 0.0000% | $20243902.44       | $20378831.43       | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB9 | 2031-10-25      | 1.8100%  | 0.0000% | $63597.72          | $56841.30          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-02-25      | 1.7700%  | 0.0000% | $2482629.99        | $2175786.44        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2040-10-25      | 1.2600%  | 0.0000% | $2363140.12        | $2045638.06        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-03-25      | 1.1900%  | 0.0000% | $1221833.01        | $1182812.07        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB4 | 2037-12-25      | 4.6011%  | 0.0000% | $465831.07         | $465671.95         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TR 201 | 2039-03-25      | 2.8900%  | 0.0000% | $1276540.68        | $1207205.44        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2038-07-25      | 3.7452%  | 0.0000% | $1737862.47        | $1706309.72        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-12-25      | 5.1500%  | 0.0000% | $1578738.78        | $1665758.25        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2028-08-25      | 5.2720%  | 0.0000% | $6638.21           | $6754.11           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2030-11-25      | 2.3330%  | 0.0000% | $268292.68         | $252691.83         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIES K | 2029-05-25      | 2.1840%  | 0.0000% | $65588.26          | $63973.89          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-10-25      | 2.8590%  | 0.0000% | $1225609.76        | $1089478.93        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-08-25      | 3.0380%  | 0.0000% | $89256.03          | $88810.84          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.2000%  | 0.0000% | $20731.71          | $20604.93          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S  | 2030-12-25      | 0.8330%  | 0.0000% | $515149.84         | $483036.96         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04  | 2030-11-25      | 1.2553%  | 0.0000% | $234515.15         | $220457.83         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020  | 2029-10-25      | 1.0860%  | 0.0000% | $42644.73          | $41882.57          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0051A2C R24M0  | 2034-08-25      | 4.4500%  | 0.0000% | $226585.37         | $225386.21         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005  | 2034-01-25      | 2.3356%  | 0.0000% | $364634.15         | $313963.78         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495  | 2028-02-01      | 3.2680%  | 0.0000% | $15259.30          | $15097.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4318  | 2053-10-01      | 5.5000%  | 0.0000% | $167615.02         | $171297.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399  | 2052-07-01      | 5.0000%  | 0.0000% | $1198632.98        | $1218094.92        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842080 G         | 2056-01-01      | 4.4890%  | 0.0000% | $6036981.10        | $6076632.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6720  | 2053-07-01      | 5.5000%  | 0.0000% | $172265.53         | $176118.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148  | 2052-08-01      | 5.0000%  | 0.0000% | $4122.80           | $4202.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA4355  | 2049-11-01      | 3.5000%  | 0.0000% | $125569.06         | $119547.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA0529  | 2049-06-01      | 3.5000%  | 0.0000% | $167442.70         | $159764.69         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3779  | 2030-05-01      | 4.2300%  | 0.0000% | $18251219.51       | $18441534.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9780  | 2053-06-01      | 5.5000%  | 0.0000% | $44560.54          | $46279.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1747  | 2041-01-01      | 5.5000%  | 0.0000% | $157913.04         | $162197.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0062  | 2041-02-01      | 5.0000%  | 0.0000% | $254356.59         | $258468.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0013  | 2055-06-01      | 5.5000%  | 0.0000% | $2175.77           | $2218.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3793  | 2056-01-01      | 5.0000%  | 0.0000% | $955458.65         | $967593.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093  | 2055-01-01      | 4.5000%  | 0.0000% | $1561937.46        | $1546333.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5848  | 2035-09-01      | 5.5000%  | 0.0000% | $276479.11         | $283979.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070  | 2053-07-01      | 4.5000%  | 0.0000% | $2249043.21        | $2221042.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732  | 2052-09-01      | 4.0000%  | 0.0000% | $777.36            | $747.99            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5520  | 2030-12-01      | 4.0550%  | 0.0000% | $32200487.80       | $32205850.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5810  | 2056-01-01      | 6.0000%  | 0.0000% | $16492406.10       | $17103191.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4600  | 2052-05-01      | 3.5000%  | 0.0000% | $2047.31           | $1906.01           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6039  | 2033-01-01      | 3.9700%  | 0.0000% | $21512195.12       | $21150576.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0092  | 2055-02-01      | 5.0000%  | 0.0000% | $3412815.62        | $3439871.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5700  | 2055-05-01      | 5.5000%  | 0.0000% | $3174.35           | $3236.18           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023  | 2031-11-25      | 0.5000%  | 0.0000% | $1019259.61        | $860808.34         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL020A1 R21M020  | 2031-10-25      | 1.8400%  | 0.0000% | $2311799.43        | $2193593.02        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 AK      | 2067-06-16      | 4.5000%  | 0.0000% | $3121951.22        | $3071800.20        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-016 V       | 2039-09-16      | 4.5000%  | 0.0000% | $5365853.66        | $5184954.63        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 E       | 2067-06-16      | 4.5000%  | 0.0000% | $67424.63          | $60735.91          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 D       | 2067-01-16      | 4.5000%  | 0.0000% | $47593.90          | $43501.54          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-016 AG      | 2060-01-16      | 4.5000%  | 0.0000% | $569804.88         | $567481.78         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 BC      | 2065-02-16      | 4.5000%  | 0.0000% | $43241.71          | $37223.85          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BH      | 2068-02-16      | 4.5000%  | 0.0000% | $2296250.00        | $2031136.46        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BG      | 2068-02-16      | 4.5000%  | 0.0000% | $1317073.17        | $1191160.98        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BD      | 2068-02-16      | 4.5000%  | 0.0000% | $604878.05         | $514691.94         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-06-25      | 4.6011%  | 0.0000% | $379409.72         | $379388.63         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 A       | 2054-06-16      | 4.5000%  | 0.0000% | $3642078.51        | $3640126.36        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-10-25      | 4.9000%  | 0.0000% | $1413255.85        | $1466990.98        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-11 AD       | 2043-11-16      | 2.2500%  | 0.0000% | $1470.98           | $1444.43           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC008ADP R19M00  | 2029-04-25      | 4.0039%  | 0.0000% | $12656.46          | $12585.44          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD      | 2047-11-16      | 2.7777%  | 0.0000% | $85592.82          | $78523.24          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VL      | 2039-12-16      | 5.0000%  | 0.0000% | $1852230.02        | $1890437.41        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VE      | 2039-07-16      | 5.0000%  | 0.0000% | $791457.27         | $811368.57         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-082 LD      | 2066-02-16      | 5.2500%  | 0.0000% | $57317.07          | $56753.14          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-090 AC      | 2066-07-16      | 2.0000%  | 0.0000% | $96948.27          | $74325.01          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-070 LA      | 2060-02-16      | 4.5000%  | 0.0000% | $585365.85         | $517416.00         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-091 AC      | 2055-02-16      | 4.0000%  | 0.0000% | $6815.21           | $6655.26           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-003 B       | 2061-02-16      | 1.8500%  | 0.0000% | $170731.71         | $85126.36          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-153 FA      | 2061-08-16      | 4.0000%  | 0.0000% | $10760457.48       | $9705852.55        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-141 FA      | 2063-06-16      | 4.0000%  | 0.0000% | $9895899.44        | $8935488.11        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-021 AH      | 2063-06-16      | 1.4000%  | 0.0000% | $20152.47          | $15407.57          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL007A1 R21M007  | 2031-03-25      | 1.7079%  | 0.0000% | $99792.17          | $96393.54          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2030-10-25      | 1.1100%  | 0.0000% | $1048592.77        | $920978.15         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001   | 2032-04-25      | 3.4343%  | 0.0000% | $358743.89         | $350489.65         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-03-25      | 1.7500%  | 0.0000% | $732083.73         | $645964.12         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL02GA1 R21M02G  | 2031-03-25      | 1.1980%  | 0.0000% | $225340.63         | $210573.62         | Agency Mortgage-Backed Securities         |

### Security 5: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40008300.40
- **C.18.a - Value (excl. sponsor support):** $40008300.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $37009170.08
- **C.18.a - Value (excl. sponsor support):** $37009170.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60027532.80
- **C.18.a - Value (excl. sponsor support):** $60027532.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.785000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30011723.70
- **C.18.a - Value (excl. sponsor support):** $30011723.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **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 9: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.795000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70036268.40
- **C.18.a - Value (excl. sponsor support):** $70036268.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99989827.00
- **C.18.a - Value (excl. sponsor support):** $99989827.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60031281.00
- **C.18.a - Value (excl. sponsor support):** $60031281.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199997012.00
- **C.18.a - Value (excl. sponsor support):** $199997012.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14000254.10
- **C.18.a - Value (excl. sponsor support):** $14000254.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99860052.00
- **C.18.a - Value (excl. sponsor support):** $99860052.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99937540.00
- **C.18.a - Value (excl. sponsor support):** $99937540.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $59993894.40
- **C.18.a - Value (excl. sponsor support):** $59993894.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125062616.25
- **C.18.a - Value (excl. sponsor support):** $125062616.25
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $135014914.80
- **C.18.a - Value (excl. sponsor support):** $135014914.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119872011.60
- **C.18.a - Value (excl. sponsor support):** $119872011.60
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119994883.20
- **C.18.a - Value (excl. sponsor support):** $119994883.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $129977185.00
- **C.18.a - Value (excl. sponsor support):** $129977185.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100038819.00
- **C.18.a - Value (excl. sponsor support):** $100038819.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65836317.69
- **C.18.a - Value (excl. sponsor support):** $65836317.69
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125945702.82
- **C.18.a - Value (excl. sponsor support):** $125945702.82
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BT6, C.4 - ISIN: US3130B9BT69, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-02-03
- **C.13 - Final Legal Maturity Date:** 2028-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149162334.00
- **C.18.a - Value (excl. sponsor support):** $149162334.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34996894.10
- **C.18.a - Value (excl. sponsor support):** $34996894.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30025188.90
- **C.18.a - Value (excl. sponsor support):** $30025188.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 29: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $7999027.84
- **C.18.a - Value (excl. sponsor support):** $7999027.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 31: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40000442.80
- **C.18.a - Value (excl. sponsor support):** $40000442.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25009662.75
- **C.18.a - Value (excl. sponsor support):** $25009662.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $11003580.94
- **C.18.a - Value (excl. sponsor support):** $11003580.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30007214.40
- **C.18.a - Value (excl. sponsor support):** $30007214.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30009227.70
- **C.18.a - Value (excl. sponsor support):** $30009227.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35016952.95
- **C.18.a - Value (excl. sponsor support):** $35016952.95
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15001218.45
- **C.18.a - Value (excl. sponsor support):** $15001218.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **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 38: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20021341.80
- **C.18.a - Value (excl. sponsor support):** $20021341.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35019182.45
- **C.18.a - Value (excl. sponsor support):** $35019182.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60000340.20
- **C.18.a - Value (excl. sponsor support):** $60000340.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60020845.20
- **C.18.a - Value (excl. sponsor support):** $60020845.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50001717.00
- **C.18.a - Value (excl. sponsor support):** $50001717.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40025096.00
- **C.18.a - Value (excl. sponsor support):** $40025096.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40002875.20
- **C.18.a - Value (excl. sponsor support):** $40002875.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30000155.10
- **C.18.a - Value (excl. sponsor support):** $30000155.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15006807.75
- **C.18.a - Value (excl. sponsor support):** $15006807.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 47: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70006547.80
- **C.18.a - Value (excl. sponsor support):** $70006547.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20002161.80
- **C.18.a - Value (excl. sponsor support):** $20002161.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40004018.40
- **C.18.a - Value (excl. sponsor support):** $40004018.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $32004469.12
- **C.18.a - Value (excl. sponsor support):** $32004469.12
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35015297.45
- **C.18.a - Value (excl. sponsor support):** $35015297.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 52: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **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: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100048132.00
- **C.18.a - Value (excl. sponsor support):** $100048132.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15010141.50
- **C.18.a - Value (excl. sponsor support):** $15010141.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **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 54: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20010125.00
- **C.18.a - Value (excl. sponsor support):** $20010125.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 55: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90026476.20
- **C.18.a - Value (excl. sponsor support):** $90026476.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49995388.50
- **C.18.a - Value (excl. sponsor support):** $49995388.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $9999749.00
- **C.18.a - Value (excl. sponsor support):** $9999749.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14999504.10
- **C.18.a - Value (excl. sponsor support):** $14999504.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69996672.20
- **C.18.a - Value (excl. sponsor support):** $69996672.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49999684.00
- **C.18.a - Value (excl. sponsor support):** $49999684.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34999515.95
- **C.18.a - Value (excl. sponsor support):** $34999515.95
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24997936.25
- **C.18.a - Value (excl. sponsor support):** $24997936.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 63: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39995708.00
- **C.18.a - Value (excl. sponsor support):** $39995708.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $86005541.84
- **C.18.a - Value (excl. sponsor support):** $86005541.84
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 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 65: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24001547.04
- **C.18.a - Value (excl. sponsor support):** $24001547.04
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69998671.40
- **C.18.a - Value (excl. sponsor support):** $69998671.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30007670.70
- **C.18.a - Value (excl. sponsor support):** $30007670.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99989648.00
- **C.18.a - Value (excl. sponsor support):** $99989648.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99963903.00
- **C.18.a - Value (excl. sponsor support):** $99963903.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $79991128.80
- **C.18.a - Value (excl. sponsor support):** $79991128.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24998648.00
- **C.18.a - Value (excl. sponsor support):** $24998648.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $62993432.25
- **C.18.a - Value (excl. sponsor support):** $62993432.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29999886.30
- **C.18.a - Value (excl. sponsor support):** $29999886.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39997013.20
- **C.18.a - Value (excl. sponsor support):** $39997013.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44899683.01
- **C.18.a - Value (excl. sponsor support):** $44899683.01
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $84999702.50
- **C.18.a - Value (excl. sponsor support):** $84999702.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49999819.00
- **C.18.a - Value (excl. sponsor support):** $49999819.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30015392.10
- **C.18.a - Value (excl. sponsor support):** $30015392.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49926293.73
- **C.18.a - Value (excl. sponsor support):** $49926293.73
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60025153.80
- **C.18.a - Value (excl. sponsor support):** $60025153.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40010215.20
- **C.18.a - Value (excl. sponsor support):** $40010215.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $98486783.27
- **C.18.a - Value (excl. sponsor support):** $98486783.27
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119987442.00
- **C.18.a - Value (excl. sponsor support):** $119987442.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75142620.75
- **C.18.a - Value (excl. sponsor support):** $75142620.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65022206.60
- **C.18.a - Value (excl. sponsor support):** $65022206.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19016562.11
- **C.18.a - Value (excl. sponsor support):** $19016562.11
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.790000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60028104.60
- **C.18.a - Value (excl. sponsor support):** $60028104.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60190512.00
- **C.18.a - Value (excl. sponsor support):** $60190512.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.790000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50042391.50
- **C.18.a - Value (excl. sponsor support):** $50042391.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.790000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40071291.60
- **C.18.a - Value (excl. sponsor support):** $40071291.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49999607.50
- **C.18.a - Value (excl. sponsor support):** $49999607.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** ING Bank NV 3.670000%
- **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: 454991001, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 454991001_3.67_0202
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 ING

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 05.000 FGPC Q02322 G | 2041-07-01      | 5.0000%  | 0.0000% | $35.72             | $36.52             | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  | 0.0000% | $65.21             | $67.25             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4102 | 2053-10-01      | 6.5000%  | 0.0000% | $759.00            | $808.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $774.40            | $796.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $848.46            | $881.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  | 0.0000% | $844.57            | $838.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $607.81            | $593.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM4785 | 2047-11-01      | 4.0000%  | 0.0000% | $293.75            | $289.38            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A90773 G | 2040-01-01      | 5.5000%  | 0.0000% | $14.24             | $14.76             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC C75105 G | 2032-12-01      | 6.0000%  | 0.0000% | $5.69              | $5.95              | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $882.19            | $888.04            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC N70070 G | 2035-06-01      | 5.5000%  | 0.0000% | $26.96             | $27.36             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $875.62            | $904.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU5985 | 2051-10-01      | 2.0000%  | 0.0000% | $895.77            | $738.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $304.25            | $302.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $1225.78           | $1256.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8664 | 2055-04-01      | 6.5000%  | 0.0000% | $993.02            | $1034.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2148 | 2045-07-01      | 3.5000%  | 0.0000% | $222.35            | $212.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAU7493 | 2043-09-01      | 4.5000%  | 0.0000% | $2077339.78        | $2098611.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT8491 | 2043-08-01      | 3.5000%  | 0.0000% | $228.91            | $219.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9662 | 2047-05-01      | 4.0000%  | 0.0000% | $18664065.04       | $18303143.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAP4709 | 2042-08-01      | 4.0000%  | 0.0000% | $98.72             | $96.52             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK5547 | 2042-04-01      | 4.0000%  | 0.0000% | $99.64             | $98.11             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  | 0.0000% | $23499739.71       | $23360973.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA2462 | 2050-04-01      | 4.0000%  | 0.0000% | $18534745.37       | $17986825.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ9868 | 2054-12-01      | 6.0000%  | 0.0000% | $3186883.28        | $3337496.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9032 | 2052-08-01      | 5.0000%  | 0.0000% | $648.39            | $655.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2180 | 2055-06-01      | 6.5000%  | 0.0000% | $3145890.07        | $3271052.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4252 | 2052-06-01      | 5.0000%  | 0.0000% | $4467105.93        | $4548710.03        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q59265 G | 2048-10-01      | 4.5000%  | 0.0000% | $889998.23         | $896084.04         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q57396 G | 2048-07-01      | 4.0000%  | 0.0000% | $258.10            | $253.95            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U99177 G | 2044-02-01      | 4.0000%  | 0.0000% | $194.20            | $190.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0691 | 2054-01-01      | 5.5000%  | 0.0000% | $12102637.09       | $12484820.89       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7058 | 2055-06-01      | 6.5000%  | 0.0000% | $2827199.21        | $2974273.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4864 | 2055-06-01      | 6.0000%  | 0.0000% | $846.90            | $871.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9223 | 2055-03-01      | 6.5000%  | 0.0000% | $2140845.33        | $2259876.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5073 | 2037-05-01      | 3.5000%  | 0.0000% | $65.42             | $63.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM4250 | 2050-09-01      | 2.0000%  | 0.0000% | $583.98            | $482.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  | 0.0000% | $1936.68           | $1977.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9302 | 2054-10-01      | 4.5000%  | 0.0000% | $113233.14         | $111628.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  | 0.0000% | $9131786.00        | $9566041.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6519 | 2053-06-01      | 5.0000%  | 0.0000% | $960.68            | $973.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6462 | 2053-06-01      | 5.5000%  | 0.0000% | $29547250.56       | $30324802.89       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1825 | 2055-06-01      | 5.0000%  | 0.0000% | $4585131.43        | $4626955.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5649 | 2053-02-01      | 6.0000%  | 0.0000% | $33613124.85       | $34877964.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4896 | 2052-10-01      | 5.0000%  | 0.0000% | $760.19            | $772.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1555 | 2051-09-01      | 2.5000%  | 0.0000% | $830.35            | $708.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8623 | 2051-01-01      | 3.0000%  | 0.0000% | $692.95            | $617.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | 0.0000% | $2842714.77        | $2947785.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2341 | 2048-09-01      | 4.5000%  | 0.0000% | $3747813.26        | $3790557.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9850 | 2052-09-01      | 5.0000%  | 0.0000% | $716.82            | $724.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6426 | 2053-02-01      | 5.5000%  | 0.0000% | $930.73            | $966.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  | 0.0000% | $489.70            | $439.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2850 | 2049-10-01      | 3.5000%  | 0.0000% | $3872778.63        | $3629732.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5831 | 2053-03-01      | 4.5000%  | 0.0000% | $823.78            | $815.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | 0.0000% | $427.31            | $368.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX6174 | 2053-02-01      | 5.0000%  | 0.0000% | $670.93            | $681.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM1926 | 2047-09-01      | 4.0000%  | 0.0000% | $230.87            | $226.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX0561 | 2052-11-01      | 5.5000%  | 0.0000% | $3390138.13        | $3522328.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $18168865.64       | $18096608.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV7556 | 2052-11-01      | 5.0000%  | 0.0000% | $782.96            | $790.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9534 | 2054-10-01      | 5.5000%  | 0.0000% | $42536508.90       | $43808459.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6751 | 2053-07-01      | 6.0000%  | 0.0000% | $1132723.80        | $1185545.35        | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC A97738 G | 2041-03-01      | 5.0000%  | 0.0000% | $94.16             | $96.98             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1555 | 2055-06-01      | 6.0000%  | 0.0000% | $999.69            | $1028.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5278 | 2055-06-01      | 6.0000%  | 0.0000% | $952.11            | $981.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3077 | 2054-12-01      | 5.5000%  | 0.0000% | $3370167.89        | $3473515.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1901 | 2055-08-01      | 6.0000%  | 0.0000% | $3456219.19        | $3565509.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD3322 | 2055-02-01      | 6.5000%  | 0.0000% | $843.34            | $902.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2017 | 2055-08-01      | 5.5000%  | 0.0000% | $968.25            | $995.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1254 | 2055-06-01      | 6.0000%  | 0.0000% | $994.01            | $1036.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1220 | 2055-04-01      | 6.0000%  | 0.0000% | $918.64            | $948.71            | Agency Mortgage-Backed Securities |

### Security 94: J.P. Morgan Securities LLC

- **C.1 - Title:** J P Morgan Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.4 - ISIN: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 466999000_3.66_0202
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $334672873.58      | $341090488.88      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $139907600.00      | $142870635.04      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $25776950.00       | $26038889.96       | U.S. Treasuries (including strips) |

### Security 95: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.660000%
- **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.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_3.66_0206
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** 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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-023 FG | 2050-07-20      | 5.7030%  | 0.0000% | $2415190.31        | $2563198.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 GF | 2055-07-20      | 4.6030%  | 0.0000% | $12674665.11       | $12736423.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD | 2053-12-20      | 4.8030%  | 0.0000% | $5439912.64        | $5486000.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F  | 2055-05-20      | 5.0730%  | 0.0000% | $8212110.27        | $8309244.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB | 2055-05-20      | 5.2030%  | 0.0000% | $4608446.69        | $4679113.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA | 2055-03-20      | 4.9030%  | 0.0000% | $3437620.95        | $3470398.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-063 LD | 2053-07-20      | 5.2500%  | 0.0000% | $444034.43         | $447245.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK | 2051-04-20      | 6.4530%  | 0.0000% | $4109038.98        | $4498721.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF | 2055-04-20      | 4.8530%  | 0.0000% | $1633.00           | $1646.24           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FN | 2054-11-20      | 4.9030%  | 0.0000% | $6798949.58        | $6867074.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ | 2053-10-20      | 5.0030%  | 0.0000% | $702733.62         | $710371.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW | 2065-06-20      | 4.6030%  | 0.0000% | $6925928.72        | $6959676.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-065 KC | 2053-05-20      | 7.0000%  | 0.0000% | $2688789.48        | $2946415.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-008 LF | 2056-01-20      | 4.5384%  | 0.0000% | $8821743.30        | $8864481.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD | 2053-08-20      | 5.0030%  | 0.0000% | $7042041.55        | $7113748.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF | 2051-05-20      | 4.5530%  | 0.0000% | $1377475.67        | $1384826.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN | 2051-03-20      | 4.5530%  | 0.0000% | $984316.66         | $989635.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 FM | 2055-07-20      | 4.8530%  | 0.0000% | $5488161.13        | $5549925.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG | 2055-09-20      | 4.6030%  | 0.0000% | $4771234.81        | $4796687.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-005 FC | 2056-01-20      | 4.6784%  | 0.0000% | $10521405.75       | $10468920.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF | 2054-01-20      | 5.0030%  | 0.0000% | $4308622.76        | $4349613.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD | 2051-05-20      | 4.9530%  | 0.0000% | $5685490.60        | $5822310.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF | 2055-07-20      | 5.0230%  | 0.0000% | $14542001.40       | $14725409.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF | 2055-06-20      | 5.2030%  | 0.0000% | $14282350.03       | $14522440.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF | 2055-06-20      | 5.1030%  | 0.0000% | $64096.11          | $64467.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM | 2055-12-20      | 4.5030%  | 0.0000% | $13304403.10       | $13367011.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FP | 2055-11-20      | 4.7530%  | 0.0000% | $54322322.01       | $54802383.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-189 FG | 2055-11-20      | 4.5030%  | 0.0000% | $25558824.36       | $25679534.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-168 F  | 2055-10-20      | 4.5030%  | 0.0000% | $4983341.28        | $5000009.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FY | 2055-05-20      | 5.0030%  | 0.0000% | $13556531.47       | $13719409.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF | 2055-04-20      | 4.8530%  | 0.0000% | $5543193.42        | $5591912.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC | 2054-11-20      | 4.9030%  | 0.0000% | $6001220.08        | $6064562.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM | 2054-11-20      | 4.9530%  | 0.0000% | $4297080.83        | $4338559.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX | 2054-11-20      | 4.9530%  | 0.0000% | $14370237.15       | $14529873.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG | 2054-04-20      | 4.9030%  | 0.0000% | $11983.82          | $12086.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 NF | 2054-03-20      | 4.9530%  | 0.0000% | $3069771.18        | $3097800.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF | 2054-02-20      | 4.7030%  | 0.0000% | $2400228.60        | $2417892.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF | 2054-01-20      | 4.9530%  | 0.0000% | $3820323.41        | $3859060.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FM | 2053-12-20      | 5.0530%  | 0.0000% | $3039298.24        | $3073282.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF | 2063-09-20      | 4.7530%  | 0.0000% | $6789415.05        | $6844445.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ | 2053-10-20      | 4.8530%  | 0.0000% | $3420882.23        | $3452830.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH | 2052-01-20      | 1.5000%  | 0.0000% | $7341935.46        | $5904203.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH | 2055-09-20      | 4.8530%  | 0.0000% | $11149445.81       | $11256793.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF | 2051-05-20      | 4.5530%  | 0.0000% | $1372373.59        | $1379697.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH | 2055-09-20      | 4.9030%  | 0.0000% | $7480659.64        | $7548837.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH | 2055-08-20      | 4.7730%  | 0.0000% | $8544148.46        | $8611577.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF | 2065-08-20      | 4.7030%  | 0.0000% | $7546699.22        | $7589574.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE | 2055-08-20      | 4.8530%  | 0.0000% | $23418371.71       | $23680307.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL | 2053-08-20      | 4.8230%  | 0.0000% | $3251046.38        | $3275519.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF CZ3124 C | 2053-12-20      | 8.0000%  | 0.0000% | $1384456.24        | $1459804.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C | 2053-12-20      | 8.0000%  | 0.0000% | $188173.33         | $198418.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C | 2053-12-20      | 8.0000%  | 0.0000% | $198026.95         | $208804.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C | 2053-12-20      | 8.0000%  | 0.0000% | $182236.71         | $192141.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C | 2053-10-20      | 7.5000%  | 0.0000% | $154821.87         | $166566.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C | 2053-10-20      | 7.5000%  | 0.0000% | $397670.06         | $427837.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C | 2053-10-20      | 7.5000%  | 0.0000% | $785353.53         | $844929.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C | 2053-10-20      | 7.5000%  | 0.0000% | $209783.84         | $225697.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C | 2053-11-20      | 7.5000%  | 0.0000% | $128860.19         | $134710.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C | 2054-01-20      | 7.5000%  | 0.0000% | $277975.68         | $292838.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C | 2063-05-20      | 1.5000%  | 0.0000% | $20386.25          | $14555.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C | 2054-01-20      | 8.0000%  | 0.0000% | $380175.99         | $401174.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C | 2053-11-20      | 7.5000%  | 0.0000% | $332201.59         | $345498.85         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X | 2045-10-15      | 4.5000%  | 0.0000% | $57884.45          | $57483.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C | 2054-03-20      | 6.0000%  | 0.0000% | $230531.61         | $243103.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C | 2050-04-20      | 4.0000%  | 0.0000% | $45356.74          | $43337.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C | 2050-05-20      | 3.0000%  | 0.0000% | $145478.57         | $131823.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M | 2050-09-20      | 6.0000%  | 0.0000% | $19144.25          | $20296.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M | 2053-11-20      | 3.5000%  | 0.0000% | $2116049.29        | $1979182.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C | 2050-04-20      | 4.0000%  | 0.0000% | $109016.16         | $103972.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C | 2052-04-20      | 5.0000%  | 0.0000% | $169454.79         | $177651.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C | 2064-08-20      | 2.5000%  | 0.0000% | $91717.00          | $76652.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C | 2054-01-20      | 7.5000%  | 0.0000% | $864261.91         | $929824.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M | 2048-05-20      | 3.5000%  | 0.0000% | $28987.37          | $26387.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C | 2064-07-20      | 3.5000%  | 0.0000% | $91665.64          | $83990.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C | 2050-04-20      | 4.0000%  | 0.0000% | $812834.70         | $787267.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C | 2053-09-20      | 7.5000%  | 0.0000% | $218905.76         | $232504.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M | 2048-06-20      | 5.0000%  | 0.0000% | $163701.41         | $166853.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C | 2050-04-20      | 4.0000%  | 0.0000% | $30495.95          | $29084.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C | 2064-08-20      | 4.0000%  | 0.0000% | $52909.41          | $50623.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M | 2050-01-20      | 3.5000%  | 0.0000% | $41449.61          | $37822.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M | 2052-05-20      | 4.0000%  | 0.0000% | $8490.57           | $7987.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M | 2052-10-20      | 5.0000%  | 0.0000% | $9341.94           | $9448.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C | 2053-05-20      | 6.0000%  | 0.0000% | $1208411.55        | $1310471.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M | 2049-09-20      | 5.0000%  | 0.0000% | $18625.51          | $19052.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C | 2054-01-20      | 8.0000%  | 0.0000% | $317415.06         | $334953.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C | 2054-01-20      | 7.5000%  | 0.0000% | $256514.70         | $272795.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M | 2049-03-20      | 5.0000%  | 0.0000% | $15673.37          | $16010.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C | 2055-03-20      | 6.0000%  | 0.0000% | $1075355.24        | $1116112.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C | 2054-01-20      | 7.5000%  | 0.0000% | $470621.53         | $499859.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C | 2063-06-20      | 2.0000%  | 0.0000% | $15161.07          | $11935.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C | 2053-11-20      | 6.5000%  | 0.0000% | $144392.84         | $151748.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C | 2053-06-20      | 6.0000%  | 0.0000% | $136789.01         | $143167.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C | 2053-11-20      | 7.5000%  | 0.0000% | $285303.67         | $303411.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C | 2053-11-20      | 7.5000%  | 0.0000% | $380961.74         | $404799.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C | 2053-11-20      | 7.5000%  | 0.0000% | $3460784.50        | $3639356.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C | 2053-11-20      | 7.0000%  | 0.0000% | $113865.16         | $118887.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C | 2053-05-20      | 6.0000%  | 0.0000% | $138631.16         | $144882.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C | 2053-05-20      | 6.0000%  | 0.0000% | $133663.07         | $138609.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C | 2064-08-20      | 3.0000%  | 0.0000% | $24965.62          | $22434.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C | 2064-08-20      | 3.5000%  | 0.0000% | $108647.63         | $99549.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C | 2064-05-20      | 3.5000%  | 0.0000% | $146433.87         | $134172.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C | 2064-06-20      | 3.5000%  | 0.0000% | $69431.77          | $63618.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C | 2064-06-20      | 2.5000%  | 0.0000% | $119708.79         | $100046.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M | 2050-09-20      | 5.0000%  | 0.0000% | $36551.17          | $37567.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C | 2054-01-20      | 8.0000%  | 0.0000% | $387362.24         | $408756.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M | 2052-06-20      | 5.0000%  | 0.0000% | $10936.98          | $11141.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C | 2063-08-20      | 2.0000%  | 0.0000% | $42624.31          | $33555.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C | 2054-01-20      | 8.0000%  | 0.0000% | $925060.14         | $965217.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C | 2050-05-20      | 4.0000%  | 0.0000% | $143437.58         | $137420.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C | 2053-01-20      | 7.5000%  | 0.0000% | $212479.99         | $228596.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C | 2050-04-20      | 4.0000%  | 0.0000% | $114633.57         | $109719.71         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X | 2042-06-15      | 4.0000%  | 0.0000% | $87275.93          | $85275.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C | 2052-06-20      | 6.0000%  | 0.0000% | $165980.81         | $179998.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M | 2051-12-20      | 2.5000%  | 0.0000% | $16920.79          | $14232.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C | 2063-07-20      | 6.0000%  | 0.0000% | $50835.49          | $52394.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C | 2052-01-20      | 4.0000%  | 0.0000% | $127874.15         | $122409.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C | 2049-06-20      | 6.0000%  | 0.0000% | $56522.27          | $60204.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C | 2053-01-20      | 7.5000%  | 0.0000% | $119158.59         | $128197.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C | 2053-10-20      | 7.5000%  | 0.0000% | $341010.59         | $366879.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M | 2050-02-20      | 6.5000%  | 0.0000% | $73831.79          | $78745.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C | 2051-08-20      | 4.0000%  | 0.0000% | $91378.89          | $87492.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C | 2054-01-20      | 6.5000%  | 0.0000% | $238168.38         | $254023.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M | 2050-09-20      | 5.5000%  | 0.0000% | $37487.75          | $39039.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C | 2064-08-20      | 4.0000%  | 0.0000% | $123518.99         | $118180.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C | 2054-01-20      | 7.5000%  | 0.0000% | $330093.24         | $350747.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M | 2050-06-20      | 6.0000%  | 0.0000% | $41179.69          | $43655.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M | 2050-06-20      | 5.0000%  | 0.0000% | $52079.96          | $53273.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M | 2050-04-20      | 3.5000%  | 0.0000% | $15692.30          | $14277.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M | 2035-03-20      | 2.5000%  | 0.0000% | $52630.89          | $50167.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M | 2051-01-20      | 2.5000%  | 0.0000% | $28898.95          | $24325.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M | 2047-10-20      | 5.5000%  | 0.0000% | $51377.49          | $53531.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C | 2064-05-20      | 3.5000%  | 0.0000% | $164576.36         | $150796.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C | 2054-05-20      | 6.5000%  | 0.0000% | $271639.92         | $288091.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C | 2064-06-20      | 3.5000%  | 0.0000% | $51939.98          | $47591.02          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X | 2042-05-15      | 4.5000%  | 0.0000% | $40387.03          | $41305.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C | 2052-12-20      | 7.5000%  | 0.0000% | $136441.93         | $142575.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M | 2053-07-20      | 6.0000%  | 0.0000% | $12706.14          | $12926.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C | 2050-04-20      | 4.0000%  | 0.0000% | $38789.84          | $37085.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M | 2041-07-20      | 7.0000%  | 0.0000% | $8222.19           | $8273.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C | 2053-09-20      | 7.5000%  | 0.0000% | $192946.99         | $205020.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C | 2053-09-20      | 7.5000%  | 0.0000% | $1019513.57        | $1075089.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C | 2053-04-20      | 7.5000%  | 0.0000% | $121809.75         | $131048.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C | 2063-03-20      | 5.5000%  | 0.0000% | $58642.84          | $59515.36          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X | 2053-05-15      | 6.0000%  | 0.0000% | $529549.71         | $574256.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C | 2052-12-20      | 7.5000%  | 0.0000% | $167581.01         | $174288.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C | 2062-09-20      | 4.5000%  | 0.0000% | $84255.41          | $82167.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C | 2035-08-20      | 5.5000%  | 0.0000% | $26759.41          | $27151.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C | 2036-04-20      | 5.5000%  | 0.0000% | $15973.16          | $16510.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C | 2039-07-20      | 5.5000%  | 0.0000% | $97932.76          | $101511.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C | 2050-06-20      | 4.5000%  | 0.0000% | $9937220.47        | $9687865.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C | 2050-06-20      | 5.5000%  | 0.0000% | $548766.39         | $584141.27         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X | 2031-05-15      | 6.5000%  | 0.0000% | $19993.28          | $20720.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C | 2050-04-20      | 4.0000%  | 0.0000% | $81505.20          | $77924.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C | 2050-04-20      | 4.0000%  | 0.0000% | $68868.85          | $65884.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C | 2050-04-20      | 4.0000%  | 0.0000% | $99572.54          | $96363.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C | 2050-04-20      | 4.0000%  | 0.0000% | $139073.05         | $133252.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C | 2050-06-20      | 4.5000%  | 0.0000% | $65679.51          | $67412.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C | 2053-01-20      | 7.5000%  | 0.0000% | $98741.67          | $103165.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C | 2052-07-20      | 4.5000%  | 0.0000% | $130654.42         | $129581.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C | 2052-07-20      | 4.5000%  | 0.0000% | $105842.93         | $104973.96         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X | 2047-10-15      | 4.0000%  | 0.0000% | $183252.72         | $176563.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C | 2031-02-20      | 7.0000%  | 0.0000% | $18139.38          | $18581.07          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X | 2041-01-15      | 3.5000%  | 0.0000% | $14206.26          | $13463.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C | 2037-05-20      | 5.5000%  | 0.0000% | $97244.73          | $101310.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8269 C | 2055-12-20      | 5.5000%  | 0.0000% | $180247.80         | $185916.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7746 C | 2056-01-20      | 5.5000%  | 0.0000% | $942417.90         | $976641.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C | 2055-09-20      | 6.5000%  | 0.0000% | $4501558.47        | $4774218.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C | 2055-07-20      | 6.0000%  | 0.0000% | $280629.00         | $291266.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C | 2055-08-20      | 6.5000%  | 0.0000% | $252247.35         | $266160.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C | 2055-08-20      | 6.5000%  | 0.0000% | $259980.38         | $274085.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C | 2065-05-20      | 7.0000%  | 0.0000% | $1791004.29        | $1869553.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C | 2055-08-20      | 6.0000%  | 0.0000% | $2128145.63        | $2208813.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C | 2063-06-20      | 2.0000%  | 0.0000% | $22438.03          | $17664.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C | 2054-01-20      | 8.0000%  | 0.0000% | $164709.22         | $171857.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C | 2054-01-20      | 6.0000%  | 0.0000% | $230005.02         | $241712.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M | 2051-10-20      | 3.0000%  | 0.0000% | $17800.45          | $16017.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M | 2051-10-20      | 2.5000%  | 0.0000% | $41770.50          | $35142.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M | 2050-08-20      | 3.0000%  | 0.0000% | $52144.64          | $46541.01          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X | 2052-06-15      | 5.5000%  | 0.0000% | $214768.36         | $228820.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C | 2040-08-20      | 5.0000%  | 0.0000% | $156917.17         | $158487.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C | 2051-08-20      | 4.0000%  | 0.0000% | $66893.79          | $64223.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C | 2051-05-20      | 2.5000%  | 0.0000% | $104278.74         | $90682.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C | 2051-04-20      | 3.0000%  | 0.0000% | $818387.04         | $741605.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C | 2050-12-20      | 4.0000%  | 0.0000% | $102282.76         | $97865.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C | 2050-08-20      | 2.0000%  | 0.0000% | $58029.76          | $47993.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C | 2055-03-20      | 6.0000%  | 0.0000% | $1696774.21        | $1761091.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C | 2055-04-20      | 6.5000%  | 0.0000% | $1343064.96        | $1417143.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C | 2055-02-20      | 6.5000%  | 0.0000% | $158449.07         | $169569.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C | 2055-01-20      | 6.0000%  | 0.0000% | $159168.44         | $167078.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C | 2064-11-20      | 4.0000%  | 0.0000% | $133316.96         | $127555.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C | 2064-10-20      | 6.5000%  | 0.0000% | $766771.17         | $801012.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C | 2054-12-20      | 5.5000%  | 0.0000% | $307257.99         | $315378.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C | 2055-02-20      | 6.5000%  | 0.0000% | $183819.71         | $196785.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5588 C | 2056-01-20      | 5.5000%  | 0.0000% | $319103.70         | $327586.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C | 2055-08-20      | 6.0000%  | 0.0000% | $2978309.91        | $3091203.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C | 2050-05-20      | 5.0000%  | 0.0000% | $69263.18          | $70151.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C | 2050-05-20      | 3.0000%  | 0.0000% | $193558.70         | $177186.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C | 2050-04-20      | 4.0000%  | 0.0000% | $1006838.39        | $977187.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C | 2050-04-20      | 4.0000%  | 0.0000% | $551163.04         | $531785.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C | 2050-04-20      | 4.0000%  | 0.0000% | $168249.92         | $162303.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C | 2050-05-20      | 4.0000%  | 0.0000% | $107085.72         | $102396.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C | 2050-05-20      | 4.0000%  | 0.0000% | $153120.70         | $146508.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C | 2050-05-20      | 4.0000%  | 0.0000% | $78361.14          | $75012.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C | 2050-05-20      | 4.0000%  | 0.0000% | $112452.15         | $107804.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C | 2050-04-20      | 4.0000%  | 0.0000% | $72699.40          | $69462.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C | 2050-04-20      | 4.0000%  | 0.0000% | $75526.28          | $72163.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C | 2055-01-20      | 7.0000%  | 0.0000% | $305827.82         | $328366.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M | 2051-08-20      | 3.0000%  | 0.0000% | $20764.98          | $18685.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M | 2045-04-20      | 3.5000%  | 0.0000% | $11670.42          | $10616.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M | 2038-12-20      | 7.0000%  | 0.0000% | $10659.83          | $11096.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M | 2051-03-20      | 2.5000%  | 0.0000% | $29701.45          | $24984.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M | 2051-08-20      | 3.0000%  | 0.0000% | $36430.83          | $32817.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M | 2039-01-20      | 6.5000%  | 0.0000% | $16498.13          | $17789.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C | 2055-03-20      | 6.5000%  | 0.0000% | $211800.61         | $222209.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C | 2055-04-20      | 6.0000%  | 0.0000% | $1445748.29        | $1507542.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C | 2054-11-20      | 5.5000%  | 0.0000% | $153472.20         | $157528.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C | 2054-12-20      | 5.5000%  | 0.0000% | $347864.20         | $357058.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C | 2056-03-20      | 3.0000%  | 0.0000% | $15847.22          | $14202.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C | 2062-04-20      | 4.0000%  | 0.0000% | $9694.09           | $9251.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C | 2063-12-20      | 7.5000%  | 0.0000% | $45314.92          | $47210.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C | 2050-05-20      | 3.5000%  | 0.0000% | $195573.75         | $182126.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C | 2064-10-20      | 4.0000%  | 0.0000% | $21828.33          | $20884.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C | 2063-10-20      | 4.5000%  | 0.0000% | $5749.03           | $5606.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C | 2064-08-20      | 3.0000%  | 0.0000% | $129503.90         | $116374.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C | 2063-08-20      | 4.0000%  | 0.0000% | $44494.96          | $42572.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C | 2064-02-20      | 3.5000%  | 0.0000% | $17719.87          | $16236.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C | 2064-01-20      | 3.0000%  | 0.0000% | $30242.93          | $27176.80          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X | 2032-05-15      | 6.5000%  | 0.0000% | $25008.02          | $25978.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M | 2052-09-20      | 5.0000%  | 0.0000% | $9998.02           | $10111.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M | 2045-10-20      | 3.5000%  | 0.0000% | $13452.47          | $12234.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M | 2051-08-20      | 3.0000%  | 0.0000% | $16209.93          | $14588.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M | 2052-01-20      | 2.5000%  | 0.0000% | $86390.34          | $72739.10          | Agency Mortgage-Backed Securities         |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | 0.0000% | $75248865.00       | $76140322.92       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | 0.0000% | $142141410.00      | $143822181.41      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $116390475.00      | $117440355.02      | U.S. Treasuries (including strips)        |

### Security 96: RBC Dominion Securities Inc.

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.670000%
- **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.4 - ISIN: N/A, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 74999S007_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.9500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 2025-169 FC     | 2055-10-20      | 4.7030%  | 0.0000% | $770.76            | $776.13            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-193 FE     | 2055-11-20      | 5.1530%  | 0.0000% | $65469896.51       | $65317704.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-100 FJ     | 2055-06-20      | 4.9030%  | 0.0000% | $338.94            | $343.08            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.1030%  | 0.0000% | $13464670.07       | $13654138.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FN     | 2055-04-20      | 5.0030%  | 0.0000% | $10380371.89       | $10477819.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 XF     | 2065-02-20      | 4.9030%  | 0.0000% | $217.11            | $217.90            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 AF     | 2054-10-20      | 4.7530%  | 0.0000% | $28024622.86       | $28184707.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-171 FA     | 2054-10-20      | 4.8530%  | 0.0000% | $1374.09           | $1381.40           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5547FH 06/25/55 | 2055-06-25      | 5.0973%  | 0.0000% | $745600.92         | $754626.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 5.0030%  | 0.0000% | $14801913.02       | $14946464.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FC     | 2055-07-20      | 4.8030%  | 0.0000% | $323.60            | $326.69            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $23844740.16       | $19454624.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FH     | 2054-10-20      | 4.9030%  | 0.0000% | $18890642.81       | $18991366.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FE     | 2055-04-20      | 4.7530%  | 0.0000% | $11227832.69       | $11285075.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-174 YF     | 2055-09-20      | 4.7030%  | 0.0000% | $4699027.65        | $4732091.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 4.6030%  | 0.0000% | $176.17            | $176.77            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FH     | 2055-01-20      | 5.0030%  | 0.0000% | $2510299.39        | $2532622.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-010 FB     | 2055-01-20      | 4.7730%  | 0.0000% | $268.99            | $271.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-084 FA     | 2054-05-20      | 4.8330%  | 0.0000% | $638676.44         | $643486.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 AF     | 2055-08-20      | 4.9530%  | 0.0000% | $15471108.16       | $15620695.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $375.84            | $333.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FD     | 2055-05-20      | 5.1030%  | 0.0000% | $12090643.49       | $12258491.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 5.0030%  | 0.0000% | $10545702.87       | $10646664.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 4.7530%  | 0.0000% | $5400256.73        | $5423236.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 TF     | 2053-01-20      | 4.7030%  | 0.0000% | $12314396.98       | $12329560.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $56053380.55       | $52601843.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-050 FH     | 2052-03-20      | 3.5000%  | 0.0000% | $13681926.23       | $12378958.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $14822296.04       | $12875688.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $29469311.42       | $24023425.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-223 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $22793099.23       | $19153279.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $1527.66           | $1327.66           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FX     | 2055-08-20      | 4.7530%  | 0.0000% | $764.15            | $770.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-121 FD     | 2055-07-20      | 5.0030%  | 0.0000% | $14908794.29       | $15083789.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $127207.26         | $115338.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $4394764.48        | $3985632.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $48039877.88       | $40091108.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $79132786.46       | $75965672.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $5772824.92        | $5542375.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $161125.07         | $154624.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $811765.55         | $736810.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $15467914.01       | $14039818.23       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $35175020.13       | $33016661.34       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $31.63             | $29.65             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $11298059.40       | $11300149.54       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  | 0.0000% | $623201.63         | $589582.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9782 M     | 2054-07-20      | 7.0000%  | 0.0000% | $186088.31         | $193140.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $8068971.29        | $8154484.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8567 M     | 2053-01-20      | 4.0000%  | 0.0000% | $258.17            | $247.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $395457.52         | $391266.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $15285980.67       | $15675017.37       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $248.52            | $250.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1774959.12        | $1795402.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $9066140.25        | $8459247.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7294 | 2050-10-01      | 2.5000%  | 0.0000% | $10546349.30       | $9170534.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $17378795.85       | $15088685.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM3663 | 2047-04-01      | 3.0000%  | 0.0000% | $66095.28          | $60366.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7422 | 2055-12-01      | 6.0000%  | 0.0000% | $1384151.32        | $1430519.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $10078560.77       | $9198668.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $4009453.97        | $3296348.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2161 | 2046-12-01      | 3.0000%  | 0.0000% | $588784.51         | $537077.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $5539598.46        | $5021622.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $223.69            | $202.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW5983 C     | 2050-07-20      | 3.5000%  | 0.0000% | $3857.85           | $3671.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $38558095.69       | $38161332.89       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M     | 2052-03-20      | 4.0000%  | 0.0000% | $4157838.35        | $3990577.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS7974 | 2054-05-01      | 7.0000%  | 0.0000% | $12117336.08       | $13004032.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $346357.84         | $323972.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M     | 2053-07-20      | 4.5000%  | 0.0000% | $2080096.44        | $2053564.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $63.62             | $61.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  | 0.0000% | $13628186.47       | $10609329.65       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783639 X     | 2042-06-15      | 4.0000%  | 0.0000% | $18.06             | $17.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783656 M     | 2042-05-20      | 4.0000%  | 0.0000% | $437922.49         | $426653.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $92914.92          | $93700.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $2463484.43        | $2313851.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $571683.41         | $577141.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $8578770.49        | $7954917.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $803587.52         | $779791.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $61082.54          | $57760.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3741 | 2053-09-01      | 6.5000%  | 0.0000% | $7290621.94        | $7726354.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $2526798.31        | $2614410.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $7663527.92        | $7807890.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7427 | 2055-12-01      | 6.0000%  | 0.0000% | $1419907.97        | $1468118.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $4291534.26        | $4365093.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4183 | 2055-05-01      | 6.5000%  | 0.0000% | $3077839.14        | $3225089.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M     | 2055-10-20      | 5.5000%  | 0.0000% | $317.51            | $323.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1260 | 2055-12-01      | 5.5000%  | 0.0000% | $1504628.61        | $1544440.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $7970417.82        | $8323627.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2467 | 2052-01-01      | 2.5000%  | 0.0000% | $4184150.32        | $3662562.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9668 | 2051-11-01      | 2.0000%  | 0.0000% | $18239065.09       | $15039625.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $15488910.83       | $13468396.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9175 | 2054-09-01      | 7.0000%  | 0.0000% | $4227691.42        | $4528140.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8338 | 2054-04-01      | 6.0000%  | 0.0000% | $712216.60         | $734984.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M     | 2054-06-20      | 6.5000%  | 0.0000% | $2819637.52        | $2932268.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $4675598.43        | $4470700.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  | 0.0000% | $2962287.28        | $3027933.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $7988697.05        | $8053363.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $13910427.44       | $14019454.28       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9306 M     | 2053-11-20      | 6.0000%  | 0.0000% | $126218.93         | $130696.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1295580.97        | $1348628.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $3563313.02        | $3681128.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $11496867.98       | $11769223.68       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783516 X     | 2040-10-15      | 4.0000%  | 0.0000% | $684808.91         | $669563.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 787887 M     | 2055-01-20      | 4.0000%  | 0.0000% | $2041177.82        | $1897593.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783619 M     | 2042-05-20      | 4.0000%  | 0.0000% | $78140.48          | $76127.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0288 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1677722.64        | $1718827.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $4038323.36        | $4108107.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $18131562.08       | $18456308.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0027 M     | 2054-11-20      | 6.0000%  | 0.0000% | $4348556.42        | $4473896.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB6851 C     | 2054-06-20      | 6.5000%  | 0.0000% | $950907.87         | $997638.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $10449335.47       | $10502290.38       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CH8922 C     | 2051-09-20      | 3.5000%  | 0.0000% | $254.83            | $235.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  | 0.0000% | $49.81             | $47.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $1582249.63        | $1453322.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1841 M     | 2044-04-20      | 5.0000%  | 0.0000% | $57076.24          | $58735.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ4050 | 2055-04-01      | 7.0000%  | 0.0000% | $272.08            | $291.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1684 | 2055-06-01      | 5.5000%  | 0.0000% | $8394633.90        | $8646939.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $236.55            | $183.85            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783641 X     | 2042-06-15      | 4.0000%  | 0.0000% | $1041867.92        | $1018397.99        | Agency Mortgage-Backed Securities         |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $43587.30          | $42988.23          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $285.71            | $272.33            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $3278825.40        | $3428687.77        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $952.38            | $961.31            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $253.97            | $262.45            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $31.75             | $32.81             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $63.49             | $60.02             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  | 0.0000% | $2592222.22        | $2579886.68        | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  | 0.0000% | $317781.63         | $226509.34         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $839000.24         | $664310.17         | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $994261.19         | $1021416.97        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $2426380.95        | $1712917.98        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $8851126.82        | $8397851.57        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $123365.08         | $111683.31         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $2248507.94        | $1859648.53        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $63.49             | $46.43             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $20622349.21       | $17324942.90       | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $380.95            | $260.03            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $285.71            | $162.60            | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 48            | 2048-02-15      | 1.0000%  | 0.0000% | $2854966.01        | $2112035.96        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $3555.56           | $2380.27           | U.S. Treasuries (including strips)        |
| USTR BILL 07/02/26        | 2026-07-02      | 0.0000%  | 0.0000% | $31.75             | $31.27             | U.S. Treasuries (including strips)        |
| USTR BILL 02/17/26        | 2026-02-17      | 0.0000%  | 0.0000% | $59587.30          | $59478.85          | U.S. Treasuries (including strips)        |
| USTR BILL 02/10/26        | 2026-02-10      | 0.0000%  | 0.0000% | $1184158.73        | $1182840.76        | U.S. Treasuries (including strips)        |
| USTR BILL 04/30/26        | 2026-04-30      | 0.0000%  | 0.0000% | $930476.19         | $922129.82         | U.S. Treasuries (including strips)        |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  | 0.0000% | $28920.63          | $28681.75          | U.S. Treasuries (including strips)        |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  | 0.0000% | $22158.73          | $21583.67          | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  | 0.0000% | $166984.13         | $165947.16         | U.S. Treasuries (including strips)        |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  | 0.0000% | $425269.84         | $424410.80         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $190.48            | $194.50            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $222.22            | $228.48            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $1321766.33        | $1302388.90        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $19776571.43       | $18708555.72       | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  | 0.0000% | $95.24             | $95.01             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $31.75             | $30.34             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $126.98            | $125.34            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $222.22            | $219.83            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  | 0.0000% | $163.07            | $162.14            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $31.75             | $31.55             | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $761.90            | $540.02            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  | 0.0000% | $32.34             | $32.96             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  | 0.0000% | $4165079.37        | $4124560.60        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $2022.62           | $1954.89           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $10959111.11       | $11137227.08       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $330761.90         | $324850.78         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $34170314.70       | $18628106.02       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $583523.58         | $495422.12         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $20324507.94       | $15346744.33       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $95.24             | $94.96             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  | 0.0000% | $26.01             | $17.62             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $156.63            | $108.92            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  | 0.0000% | $984.13            | $983.68            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  | 0.0000% | $349.21            | $356.68            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $5832984.13        | $5908260.24        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $1777.78           | $1826.90           | U.S. Treasuries (including strips)        |

### Security 97: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 3.660000%
- **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.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_3.66_0202
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 14.7600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 01/15/2033 | 2033-01-15      | 1.1250%  | 0.0000% | $22008459.47       | $21339551.08       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35086899.75       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35086899.75       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35086899.75       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 01/15/2036 | 2036-01-15      | 1.8750%  | 0.0000% | $49897000.00       | $49846106.74       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 01/15/2036 | 2036-01-15      | 1.8750%  | 0.0000% | $49897000.00       | $49846106.74       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 01/15/2036 | 2036-01-15      | 1.8750%  | 0.0000% | $49897000.00       | $49846106.74       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2035 | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52711956.52       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $48680807.24       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  | 0.0000% | $49040100.00       | $47746233.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2034 | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $49917715.87       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $23668700.00       | $16725384.67       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 02/15/2040 | 2040-02-15      | 2.1250%  | 0.0000% | $75013000.00       | $75389084.20       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/15/2038 | 2038-05-15      | 4.5000%  | 0.0000% | $50000000.00       | $51144250.69       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  | 0.0000% | $44600000.00       | $46002007.01       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2040 | 2040-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $49508084.14       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 01/15/2034 | 2034-01-15      | 1.7500%  | 0.0000% | $52745000.00       | $52952194.92       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 01/15/2034 | 2034-01-15      | 1.7500%  | 0.0000% | $12658800.00       | $12708526.78       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 08/15/2041 | 2041-08-15      | 1.7500%  | 0.0000% | $50000000.00       | $34116251.52       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 08/15/2041 | 2041-08-15      | 1.7500%  | 0.0000% | $16700000.00       | $11394828.01       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $50255605.87       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2041 | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51881114.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2041 | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51881114.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2041 | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51881114.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 07/15/2035 | 2035-07-15      | 1.8750%  | 0.0000% | $48877708.00       | $49156253.93       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $49123314.14       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $48680807.24       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2034 | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $49917715.87       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 02/15/2040 | 2040-02-15      | 2.1250%  | 0.0000% | $75013000.00       | $75389084.20       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 02/15/2040 | 2040-02-15      | 2.1250%  | 0.0000% | $37506500.00       | $37694542.10       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  | 0.0000% | $50000000.00       | $51571756.74       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2040 | 2040-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $49508084.14       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 07/15/2034 | 2034-07-15      | 1.8750%  | 0.0000% | $5063709.00        | $5131137.52        | U.S. Treasuries (including strips) |
| UST - 1.7500 - 01/15/2034 | 2034-01-15      | 1.7500%  | 0.0000% | $52745000.00       | $52952194.92       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 08/15/2041 | 2041-08-15      | 1.7500%  | 0.0000% | $50000000.00       | $34116251.52       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 08/15/2041 | 2041-08-15      | 1.7500%  | 0.0000% | $50000000.00       | $34116251.52       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 08/15/2039 | 2039-08-15      | 4.5000%  | 0.0000% | $25000000.00       | $25505774.46       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2041 | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51881114.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2041 | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51881114.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2041 | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51881114.13       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $20900000.00       | $21673020.23       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35086899.75       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35086899.75       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35086899.75       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $44481700.00       | $31214498.97       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 01/15/2036 | 2036-01-15      | 1.8750%  | 0.0000% | $49897000.00       | $49846106.74       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 01/15/2036 | 2036-01-15      | 1.8750%  | 0.0000% | $49897000.00       | $49846106.74       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 07/15/2035 | 2035-07-15      | 1.8750%  | 0.0000% | $50493500.00       | $50781254.06       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2035 | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52711956.52       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2055 | 2055-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $48680807.24       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2034 | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $49917715.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2034 | 2034-08-15      | 3.8750%  | 0.0000% | $33135000.00       | $33080470.31       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2041 | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $35332284.13       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 02/15/2040 | 2040-02-15      | 2.1250%  | 0.0000% | $75013000.00       | $75389084.20       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 02/15/2040 | 2040-02-15      | 2.1250%  | 0.0000% | $75013000.00       | $75389084.20       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 08/15/2045 | 2045-08-15      | 4.8750%  | 0.0000% | $50000000.00       | $51571756.74       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50263929.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $37120000.00       | $37315940.99       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 07/15/2034 | 2034-07-15      | 1.8750%  | 0.0000% | $51670500.00       | $52358546.12       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 01/15/2034 | 2034-01-15      | 1.7500%  | 0.0000% | $52745000.00       | $52952194.92       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 08/15/2041 | 2041-08-15      | 1.7500%  | 0.0000% | $50000000.00       | $34116251.52       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 08/15/2041 | 2041-08-15      | 1.7500%  | 0.0000% | $50000000.00       | $34116251.52       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 08/15/2039 | 2039-08-15      | 4.5000%  | 0.0000% | $50000000.00       | $51011548.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2033 | 2033-08-15      | 3.8750%  | 0.0000% | $25000000.00       | $25127802.93       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2041 | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51881114.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2041 | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51881114.13       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2041 | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $51881114.13       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35086899.75       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35086899.75       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $37709944.75       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2041 | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35086899.75       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 01/15/2036 | 2036-01-15      | 1.8750%  | 0.0000% | $49897000.00       | $49846106.74       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 01/15/2036 | 2036-01-15      | 1.8750%  | 0.0000% | $49897000.00       | $49846106.74       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 01/15/2036 | 2036-01-15      | 1.8750%  | 0.0000% | $20087534.26       | $20067045.65       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |

### 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: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $46021608.33
- **C.18.a - Value (excl. sponsor support):** $46021608.33
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 99: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $635555159.17
- **C.18.a - Value (excl. sponsor support):** $635555159.17
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $306998118.81
- **C.18.a - Value (excl. sponsor support):** $306998118.81
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $787004641.69
- **C.18.a - Value (excl. sponsor support):** $787004641.69
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $157581192.47
- **C.18.a - Value (excl. sponsor support):** $157581192.47
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $314384465.90
- **C.18.a - Value (excl. sponsor support):** $314384465.90
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $317262260.21
- **C.18.a - Value (excl. sponsor support):** $317262260.21
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $303100093.29
- **C.18.a - Value (excl. sponsor support):** $303100093.29
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $97188202.46
- **C.18.a - Value (excl. sponsor support):** $97188202.46
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $195290539.31
- **C.18.a - Value (excl. sponsor support):** $195290539.31
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149014125.00
- **C.18.a - Value (excl. sponsor support):** $149014125.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $306787204.69
- **C.18.a - Value (excl. sponsor support):** $306787204.69
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $319314825.17
- **C.18.a - Value (excl. sponsor support):** $319314825.17
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $452760506.50
- **C.18.a - Value (excl. sponsor support):** $452760506.50
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $197780338.25
- **C.18.a - Value (excl. sponsor support):** $197780338.25
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $343504488.50
- **C.18.a - Value (excl. sponsor support):** $343504488.50
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $118817662.87
- **C.18.a - Value (excl. sponsor support):** $118817662.87
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $245663300.90
- **C.18.a - Value (excl. sponsor support):** $245663300.90
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $502981171.42
- **C.18.a - Value (excl. sponsor support):** $502981171.42
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $91047806.25
- **C.18.a - Value (excl. sponsor support):** $91047806.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29790820.20
- **C.18.a - Value (excl. sponsor support):** $29790820.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60420976.41
- **C.18.a - Value (excl. sponsor support):** $60420976.41
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $64833562.50
- **C.18.a - Value (excl. sponsor support):** $64833562.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $76383188.87
- **C.18.a - Value (excl. sponsor support):** $76383188.87
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49855356.90
- **C.18.a - Value (excl. sponsor support):** $49855356.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $137458156.30
- **C.18.a - Value (excl. sponsor support):** $137458156.30
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.857700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $55000000.01
- **C.18.a - Value (excl. sponsor support):** $55000000.01
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52195036.45
- **C.18.a - Value (excl. sponsor support):** $52195036.45
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.762700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $139032199.35
- **C.18.a - Value (excl. sponsor support):** $139032199.35
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 127: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $63542815.00
- **C.18.a - Value (excl. sponsor support):** $63542815.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $78850480.86
- **C.18.a - Value (excl. sponsor support):** $78850480.86
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $58309428.66
- **C.18.a - Value (excl. sponsor support):** $58309428.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30103359.30
- **C.18.a - Value (excl. sponsor support):** $30103359.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.817700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $130134462.90
- **C.18.a - Value (excl. sponsor support):** $130134462.90
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 132: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $142395875.08
- **C.18.a - Value (excl. sponsor support):** $142395875.08
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $248004648.66
- **C.18.a - Value (excl. sponsor support):** $248004648.66
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.710700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $335124171.10
- **C.18.a - Value (excl. sponsor support):** $335124171.10
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 135: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.772700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $397497691.11
- **C.18.a - Value (excl. sponsor support):** $397497691.11
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 136: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.4 - ISIN: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 921AZS005_3.67_0202
- **C.18 - Value (incl. sponsor support):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 06.000 CLQJ3516 | 2054-09-01      | 6.0000%  | 0.0000% | $184.68            | $193.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3875 | 2053-06-01      | 5.5000%  | 0.0000% | $172453.56         | $179494.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  | 0.0000% | $693829.75         | $706504.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0160 | 2051-03-01      | 2.0000%  | 0.0000% | $111.42            | $92.44             | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60782 G | 2046-10-01      | 3.0000%  | 0.0000% | $290986.61         | $261814.23         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50241 G | 2047-08-01      | 3.5000%  | 0.0000% | $113.51            | $107.46            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37812 G | 2045-12-01      | 3.0000%  | 0.0000% | $13529.68          | $12422.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $4613709.61        | $4715753.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $8849593.66        | $8922928.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $8646759.83        | $8547451.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $8834507.68        | $8500406.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $8466904.19        | $8371422.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $236.26            | $240.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $53103.20          | $49902.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $2900400.26        | $2934844.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $175.22            | $156.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  | 0.0000% | $194.05            | $200.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE8527 | 2055-09-01      | 5.0000%  | 0.0000% | $214.65            | $216.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6698 | 2055-08-01      | 6.0000%  | 0.0000% | $207.15            | $215.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4351 | 2055-08-01      | 6.5000%  | 0.0000% | $215.41            | $226.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2710 | 2055-07-01      | 5.5000%  | 0.0000% | $213.68            | $220.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE0708 | 2055-06-01      | 6.5000%  | 0.0000% | $202.82            | $213.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9301 | 2055-05-01      | 6.0000%  | 0.0000% | $1384825.27        | $1437727.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9232 | 2055-05-01      | 5.5000%  | 0.0000% | $198.22            | $204.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5955 | 2055-04-01      | 6.5000%  | 0.0000% | $214.43            | $226.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD4967 | 2055-03-01      | 7.0000%  | 0.0000% | $177.31            | $187.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8494 | 2054-11-01      | 5.0000%  | 0.0000% | $190.00            | $191.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $201.26            | $202.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4789 | 2055-08-01      | 6.0000%  | 0.0000% | $213.29            | $219.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  | 0.0000% | $151.40            | $125.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | 0.0000% | $73.43             | $73.39             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  | 0.0000% | $50.44             | $47.72             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1865 | 2052-11-01      | 5.0000%  | 0.0000% | $202.22            | $206.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT8059 | 2053-03-01      | 6.0000%  | 0.0000% | $104.51            | $108.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR0980 | 2051-05-01      | 2.5000%  | 0.0000% | $131.67            | $114.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP3065 | 2050-03-01      | 2.5000%  | 0.0000% | $58.62             | $50.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN6595 | 2049-05-01      | 3.5000%  | 0.0000% | $24.94             | $23.44             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  | 0.0000% | $6113.56           | $5972.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $97003.53          | $95289.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  | 0.0000% | $453874.69         | $442914.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  | 0.0000% | $127004.68         | $124215.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  | 0.0000% | $172.88            | $170.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $178.99            | $150.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC1457 | 2046-07-01      | 3.0000%  | 0.0000% | $63.80             | $58.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7399 | 2055-12-01      | 5.0000%  | 0.0000% | $215.10            | $216.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3316 | 2053-07-01      | 6.0000%  | 0.0000% | $152.53            | $159.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $137.63            | $142.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  | 0.0000% | $11984931.00       | $11901887.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  | 0.0000% | $48.29             | $48.26             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5784 | 2055-11-01      | 6.0000%  | 0.0000% | $215.81            | $227.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF5769 | 2055-12-01      | 4.5000%  | 0.0000% | $210.12            | $208.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3568 | 2055-10-01      | 6.0000%  | 0.0000% | $229010.94         | $239097.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2365 | 2055-10-01      | 6.5000%  | 0.0000% | $215.79            | $227.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1532 | 2055-10-01      | 6.5000%  | 0.0000% | $211.31            | $223.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2046 | 2051-11-01      | 2.5000%  | 0.0000% | $154.22            | $134.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3867 | 2054-11-01      | 6.0000%  | 0.0000% | $180.89            | $186.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  | 0.0000% | $2364081.61        | $2410253.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6153 | 2054-08-01      | 6.5000%  | 0.0000% | $150.17            | $159.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB2673 | 2054-04-01      | 7.0000%  | 0.0000% | $171.88            | $183.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4358 | 2054-01-01      | 7.0000%  | 0.0000% | $140.34            | $150.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  | 0.0000% | $29806.55          | $29360.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  | 0.0000% | $5321336.21        | $5043671.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  | 0.0000% | $13.54             | $13.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  | 0.0000% | $3700.42           | $3532.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  | 0.0000% | $229239.20         | $218854.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  | 0.0000% | $60841.73          | $59605.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  | 0.0000% | $4.22              | $4.21              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1044 | 2055-09-01      | 6.0000%  | 0.0000% | $215872.01         | $224620.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF0404 | 2055-09-01      | 4.5000%  | 0.0000% | $215.27            | $213.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0023 | 2055-10-01      | 5.5000%  | 0.0000% | $179.23            | $182.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9723 | 2055-09-01      | 6.0000%  | 0.0000% | $214.90            | $223.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  | 0.0000% | $215.50            | $226.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0861 | 2055-03-01      | 5.5000%  | 0.0000% | $748520.44         | $774897.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8787 | 2055-12-01      | 6.0000%  | 0.0000% | $666452.81         | $697952.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF8119 | 2055-12-01      | 4.5000%  | 0.0000% | $215.76            | $213.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  | 0.0000% | $206.02            | $210.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | 0.0000% | $666280.95         | $674208.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | 0.0000% | $516430.06         | $522589.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5350 | 2045-06-01      | 5.5000%  | 0.0000% | $1427060.67        | $1462274.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  | 0.0000% | $108.78            | $94.05             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTQK1777 | 2045-10-01      | 6.5000%  | 0.0000% | $140377.61         | $146214.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  | 0.0000% | $212.06            | $203.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC0409 | 2054-09-01      | 5.0000%  | 0.0000% | $211.77            | $212.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDB6650 | 2039-06-01      | 6.5000%  | 0.0000% | $160779.65         | $169099.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  | 0.0000% | $106.60            | $87.40             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6481 | 2054-06-01      | 5.5000%  | 0.0000% | $170.06            | $175.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $5062648.81        | $5091889.55        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q46872 G | 2047-03-01      | 4.5000%  | 0.0000% | $714956.29         | $719330.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  | 0.0000% | $1903992.78        | $1933226.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  | 0.0000% | $103.54            | $98.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6076 | 2053-04-01      | 5.5000%  | 0.0000% | $167.43            | $173.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  | 0.0000% | $67.08             | $64.13             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $7621707.29        | $7687991.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  | 0.0000% | $199.95            | $206.70            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G67700 G | 2046-08-01      | 3.5000%  | 0.0000% | $49.54             | $47.08             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV6962 | 2044-07-01      | 4.0000%  | 0.0000% | $11.79             | $11.58             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  | 0.0000% | $4602309.81        | $4117441.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $8116012.51        | $8296176.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB4235 | 2054-07-01      | 6.0000%  | 0.0000% | $200.87            | $210.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0351 | 2051-05-01      | 2.0000%  | 0.0000% | $152.66            | $126.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  | 0.0000% | $97.16             | $84.44             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY9128 | 2053-08-01      | 5.0000%  | 0.0000% | $207.43            | $211.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA4990 | 2053-11-01      | 5.5000%  | 0.0000% | $172.89            | $176.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  | 0.0000% | $166.60            | $138.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI9489 | 2054-07-01      | 6.0000%  | 0.0000% | $195.62            | $205.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2582 | 2052-11-01      | 5.5000%  | 0.0000% | $163.18            | $168.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $8348147.39        | $8520040.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0853 | 2055-01-01      | 6.5000%  | 0.0000% | $153.57            | $161.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1915 | 2055-01-01      | 7.0000%  | 0.0000% | $163.30            | $173.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6387 | 2054-11-01      | 5.0000%  | 0.0000% | $212.55            | $213.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  | 0.0000% | $168.65            | $171.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  | 0.0000% | $215.82            | $225.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6581 | 2050-12-01      | 4.5000%  | 0.0000% | $216.08            | $213.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5388 | 2046-02-01      | 5.0000%  | 0.0000% | $1930715.14        | $1950769.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7941 | 2055-08-01      | 5.5000%  | 0.0000% | $214.75            | $221.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE2869 | 2040-06-01      | 6.0000%  | 0.0000% | $201.90            | $210.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  | 0.0000% | $472661.39         | $485520.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | 0.0000% | $215.62            | $222.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0869 | 2056-01-01      | 6.0000%  | 0.0000% | $1202046.91        | $1272596.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8639 | 2055-05-01      | 6.0000%  | 0.0000% | $201.35            | $209.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0611 | 2055-06-01      | 6.0000%  | 0.0000% | $206.22            | $212.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9730 | 2055-09-01      | 5.0000%  | 0.0000% | $215.41            | $216.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3423 | 2055-06-01      | 7.0000%  | 0.0000% | $206646.48         | $218372.82         | Agency Mortgage-Backed Securities |

### Security 137: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank Repo Repo 3.670000%
- **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: 932UNT009, C.4 - ISIN: N/A, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: 932UNT009_3.67_0202
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 2025-137 FB     | 2055-08-20      | 5.0530%  | 0.0000% | $15651917.74       | $15845619.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DJ3576 C     | 2055-02-20      | 6.5000%  | 0.0000% | $43380.42          | $45512.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3599 C     | 2055-11-20      | 6.0000%  | 0.0000% | $819201.21         | $857222.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0475 | 2056-01-01      | 6.5000%  | 0.0000% | $147180.92         | $156331.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4698 C     | 2056-01-20      | 6.0000%  | 0.0000% | $228727.77         | $240000.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4998 C     | 2056-01-20      | 5.0000%  | 0.0000% | $183.33            | $184.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $333705.84         | $330674.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7075 C     | 2056-01-20      | 6.5000%  | 0.0000% | $247427.40         | $259588.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3363 C     | 2055-02-20      | 6.5000%  | 0.0000% | $10589.67          | $11156.27          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1756       | 2060-03-15      | 5.7700%  | 0.0000% | $9283.18           | $9790.97           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF4296       | 2060-05-15      | 5.3900%  | 0.0000% | $17308.70          | $17844.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1898 C     | 2055-11-20      | 5.0000%  | 0.0000% | $182.94            | $184.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1002 C     | 2056-01-20      | 5.5000%  | 0.0000% | $209708.95         | $215283.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9461 C     | 2055-04-20      | 6.5000%  | 0.0000% | $164.38            | $172.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF8441 | 2055-12-01      | 6.5000%  | 0.0000% | $160196.67         | $168271.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | 0.0000% | $174.38            | $175.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $7472992.36        | $7853108.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  | 0.0000% | $4717546.11        | $4999528.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2051 | 2051-11-01      | 2.5000%  | 0.0000% | $32005393.54       | $27674324.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | 0.0000% | $111.75            | $92.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  | 0.0000% | $146.36            | $147.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  | 0.0000% | $5260286.63        | $4740921.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  | 0.0000% | $2775966.19        | $2634379.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9264 | 2048-06-01      | 4.5000%  | 0.0000% | $56.38             | $56.84             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR9630       | 2053-01-15      | 5.6700%  | 0.0000% | $979650.71         | $984750.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AH5889 C     | 2045-05-20      | 3.7500%  | 0.0000% | $6067.27           | $5735.03           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE7694 X     | 2043-08-15      | 3.5000%  | 0.0000% | $47589.48          | $44894.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AD8889 C     | 2043-04-20      | 3.0000%  | 0.0000% | $2752.48           | $2482.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $3346703.10        | $3363663.45        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 777172 X     | 2041-11-15      | 4.0000%  | 0.0000% | $105.86            | $102.68            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 775151 X     | 2041-10-15      | 4.5000%  | 0.0000% | $27519.68          | $27601.36          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 775089 X     | 2041-09-15      | 4.5000%  | 0.0000% | $21.40             | $21.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII MH 770216 C     | 2031-02-20      | 4.0000%  | 0.0000% | $18.34             | $18.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA3999 | 2055-12-01      | 7.0000%  | 0.0000% | $155598.12         | $166107.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA3656 | 2056-01-01      | 7.0000%  | 0.0000% | $155041.15         | $164302.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA3038 | 2056-01-01      | 7.0000%  | 0.0000% | $668.07            | $711.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3972 | 2055-04-01      | 6.5000%  | 0.0000% | $2677275.21        | $2850894.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  | 0.0000% | $3574409.77        | $3753956.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  | 0.0000% | $3526481.00        | $3729388.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $1726817.70        | $1576509.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA4178 | 2050-02-01      | 4.0000%  | 0.0000% | $5172288.30        | $5047461.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1544 | 2055-05-01      | 5.0000%  | 0.0000% | $2163992.37        | $2189652.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  | 0.0000% | $2281443.16        | $2355043.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0863 | 2055-03-01      | 5.5000%  | 0.0000% | $169.66            | $175.38            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 762838 X     | 2041-03-15      | 4.0000%  | 0.0000% | $7.25              | $7.08              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF9697 | 2055-12-01      | 4.5000%  | 0.0000% | $183.14            | $180.73            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08750 G | 2047-03-01      | 3.0000%  | 0.0000% | $42.10             | $38.45             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  | 0.0000% | $889.85            | $879.66            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $7.10              | $7.30              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $9027388.61        | $9072505.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $1585615.76        | $1593619.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  | 0.0000% | $1332.29           | $1370.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $307929.29         | $309476.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M     | 2055-12-20      | 5.0000%  | 0.0000% | $13612.64          | $13680.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8759 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1047940.67        | $1075797.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8731 C     | 2056-01-20      | 4.5000%  | 0.0000% | $823697.60         | $809734.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8890 C     | 2056-01-20      | 5.5000%  | 0.0000% | $219392.80         | $226826.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6470 C     | 2056-01-20      | 6.5000%  | 0.0000% | $264777.33         | $278872.78         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3716       | 2058-05-15      | 4.5500%  | 0.0000% | $760885.19         | $753907.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  | 0.0000% | $2132248.08        | $1945556.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CS7634 C     | 2049-02-20      | 5.0000%  | 0.0000% | $127.69            | $128.50            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 741699 X     | 2041-08-15      | 4.0000%  | 0.0000% | $10.59             | $10.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  | 0.0000% | $3409805.23        | $3651314.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $21284356.48       | $17761606.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD7982 C     | 2054-09-20      | 6.5000%  | 0.0000% | $336108.01         | $358484.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI7932 C     | 2051-11-20      | 2.5000%  | 0.0000% | $132353.96         | $115217.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9738 C     | 2049-10-20      | 4.5000%  | 0.0000% | $6208.27           | $6054.33           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR4162       | 2058-04-15      | 4.7300%  | 0.0000% | $16431.02          | $16424.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785195 C     | 2050-11-20      | 3.5000%  | 0.0000% | $2219751.89        | $2031491.28        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CG6827       | 2058-02-15      | 4.3500%  | 0.0000% | $1132894.16        | $1111701.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4512 M     | 2047-06-20      | 4.5000%  | 0.0000% | $172724.12         | $173315.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6932 M     | 2050-10-20      | 3.0000%  | 0.0000% | $15449.39          | $14058.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $50.17             | $45.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6659 M     | 2050-05-20      | 4.5000%  | 0.0000% | $37096.47          | $37007.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6603 M     | 2050-04-20      | 5.0000%  | 0.0000% | $3699.80           | $3784.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6542 M     | 2050-03-20      | 3.5000%  | 0.0000% | $24770.75          | $23213.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  | 0.0000% | $15835.15          | $15261.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | 0.0000% | $17.28             | $16.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $17.51             | $16.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $1480.60           | $1343.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5138 M     | 2048-04-20      | 4.5000%  | 0.0000% | $181.10            | $181.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3875 M     | 2046-08-20      | 4.0000%  | 0.0000% | $2427.54           | $2359.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3806 M     | 2046-07-20      | 5.0000%  | 0.0000% | $17.86             | $18.40             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $49747.22          | $48294.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2892 M     | 2045-06-20      | 3.5000%  | 0.0000% | $16.50             | $15.59             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2148 M     | 2044-08-20      | 3.5000%  | 0.0000% | $13.80             | $13.08             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $31.99             | $29.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $53846.45          | $51907.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $9241.25           | $9322.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2724 M     | 2030-04-20      | 3.0000%  | 0.0000% | $8.34              | $8.22              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $140.65            | $141.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV8187 C     | 2063-10-20      | 6.0000%  | 0.0000% | $72.84             | $75.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8152 M     | 2052-07-20      | 5.0000%  | 0.0000% | $130.39            | $131.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6661 M     | 2050-05-20      | 5.5000%  | 0.0000% | $5400.67           | $5602.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9168 M     | 2053-09-20      | 4.0000%  | 0.0000% | $5282.64           | $5068.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6602 M     | 2050-04-20      | 4.5000%  | 0.0000% | $6365.63           | $6351.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5448 C     | 2053-01-20      | 6.0000%  | 0.0000% | $64310.84          | $66682.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2708 | 2048-05-01      | 4.0000%  | 0.0000% | $23.09             | $22.55             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC D98141 G | 2029-04-01      | 5.0000%  | 0.0000% | $7.26              | $7.35              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  | 0.0000% | $11780.15          | $11778.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  | 0.0000% | $91.12             | $81.79             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 635160 C     | 2047-01-20      | 2.5000%  | 0.0000% | $197.49            | $172.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  | 0.0000% | $9110683.45        | $8954025.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M     | 2055-09-20      | 4.0000%  | 0.0000% | $7281814.39        | $6931356.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4577 C     | 2055-11-20      | 6.5000%  | 0.0000% | $182.72            | $194.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9904 M     | 2054-09-20      | 4.5000%  | 0.0000% | $1037675.65        | $1020330.90        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CJ9613       | 2063-12-15      | 2.8700%  | 0.0000% | $28503.56          | $24360.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8644 M     | 2053-02-20      | 3.5000%  | 0.0000% | $63501.79          | $59184.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA8143 M     | 2052-07-20      | 4.5000%  | 0.0000% | $201760.31         | $196265.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $22715.22          | $22488.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2221 | 2052-06-01      | 3.0000%  | 0.0000% | $145.23            | $131.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  | 0.0000% | $143.92            | $131.47            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT0809 X     | 2050-03-15      | 3.0000%  | 0.0000% | $249188.70         | $223353.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BN7043 C     | 2049-09-20      | 4.5000%  | 0.0000% | $69.69             | $69.01             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BI1270 X     | 2048-08-15      | 4.0000%  | 0.0000% | $4231.96           | $4171.27           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP1391       | 2058-02-15      | 5.2500%  | 0.0000% | $202102.21         | $207791.82         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP0912       | 2063-04-15      | 4.9000%  | 0.0000% | $411380.82         | $415012.17         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  | 0.0000% | $25183.13          | $24293.11          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  | 0.0000% | $12805.94          | $12353.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $7126.24           | $7253.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $4843.59           | $4881.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $166.10            | $163.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9271 M     | 2038-11-20      | 5.5000%  | 0.0000% | $167418.98         | $172172.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CK9592 C     | 2052-06-20      | 4.0000%  | 0.0000% | $13260.27          | $12673.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $134.75            | $137.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9170 M     | 2053-09-20      | 5.0000%  | 0.0000% | $152.57            | $153.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8727 M     | 2053-03-20      | 6.0000%  | 0.0000% | $6323.51           | $6537.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7310 | 2052-05-01      | 3.5000%  | 0.0000% | $142.86            | $133.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLBT0248 | 2051-09-01      | 1.5000%  | 0.0000% | $130.76            | $101.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5659 | 2048-02-01      | 3.5000%  | 0.0000% | $27.40             | $25.79             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $6112.49           | $5703.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8429 M     | 2052-11-20      | 5.5000%  | 0.0000% | $6271.83           | $6430.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0857 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1314.61           | $1324.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7850 C     | 2055-04-20      | 6.5000%  | 0.0000% | $153.61            | $161.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2253 C     | 2055-11-20      | 6.0000%  | 0.0000% | $263520.77         | $275103.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1756 C     | 2056-01-20      | 6.0000%  | 0.0000% | $201469.77         | $209716.19         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ7964       | 2067-08-15      | 6.3000%  | 0.0000% | $385951.87         | $418089.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3015 C     | 2055-07-20      | 5.5000%  | 0.0000% | $69558.80          | $71407.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2769 C     | 2055-04-20      | 6.5000%  | 0.0000% | $148.01            | $155.28            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ2719       | 2065-08-15      | 6.2800%  | 0.0000% | $78073.23          | $83549.91          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DL7527       | 2067-12-15      | 4.9500%  | 0.0000% | $98173.90          | $97479.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1739 | 2054-10-01      | 5.0000%  | 0.0000% | $7794317.75        | $7916562.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2915 C     | 2055-12-20      | 5.5000%  | 0.0000% | $39708.38          | $40763.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3994 | 2056-01-01      | 6.5000%  | 0.0000% | $165448.07         | $173561.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0434 C     | 2056-01-20      | 6.0000%  | 0.0000% | $325367.17         | $340553.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5207 C     | 2056-01-20      | 5.5000%  | 0.0000% | $3855382.67        | $3957868.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6559 C     | 2056-01-20      | 6.5000%  | 0.0000% | $183.33            | $192.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3847 | 2055-10-01      | 5.5000%  | 0.0000% | $183.33            | $189.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3894 C     | 2055-11-20      | 6.0000%  | 0.0000% | $275261.44         | $286736.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3396 C     | 2055-11-20      | 6.0000%  | 0.0000% | $431676.10         | $458613.70         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8149       | 2060-11-15      | 5.5000%  | 0.0000% | $723320.34         | $751736.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7045 C     | 2056-01-20      | 5.5000%  | 0.0000% | $183.33            | $188.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2455 | 2055-08-01      | 6.5000%  | 0.0000% | $2906566.34        | $3063829.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1813 | 2055-02-01      | 5.0000%  | 0.0000% | $7055200.46        | $7160229.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4737 C     | 2055-06-20      | 6.0000%  | 0.0000% | $177.30            | $184.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8249 C     | 2055-02-20      | 6.5000%  | 0.0000% | $552263.98         | $579405.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  | 0.0000% | $366.42            | $379.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6432 C     | 2056-01-20      | 5.5000%  | 0.0000% | $189271.87         | $197044.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $7266699.81        | $7141748.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0661 C     | 2055-08-20      | 6.5000%  | 0.0000% | $825747.81         | $865554.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3169 C     | 2055-03-20      | 6.5000%  | 0.0000% | $24330.26          | $25526.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6521 C     | 2056-01-20      | 6.5000%  | 0.0000% | $240556.43         | $252378.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  | 0.0000% | $171.92            | $174.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAX0069 | 2044-08-01      | 4.5000%  | 0.0000% | $117446.56         | $117485.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  | 0.0000% | $40.19             | $37.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  | 0.0000% | $555.52            | $456.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1469 | 2050-07-01      | 2.5000%  | 0.0000% | $95.82             | $82.60             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711498 X     | 2040-03-15      | 5.0000%  | 0.0000% | $42.71             | $44.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787111 C     | 2051-10-20      | 2.0000%  | 0.0000% | $152.51            | $124.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785225 C     | 2050-12-20      | 3.0000%  | 0.0000% | $2945073.94        | $2684984.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785106 C     | 2050-08-20      | 3.5000%  | 0.0000% | $814629.05         | $761351.86         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744371 X     | 2041-09-15      | 4.0000%  | 0.0000% | $15588.41          | $15099.88          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732704 X     | 2040-03-15      | 4.5000%  | 0.0000% | $17.82             | $17.81             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005083 M     | 2041-06-20      | 5.0000%  | 0.0000% | $23166.19          | $23874.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  | 0.0000% | $9.31              | $9.08              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $62427.02          | $65043.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004215 M     | 2038-08-20      | 5.5000%  | 0.0000% | $4573.11           | $4649.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8042 C     | 2055-12-20      | 5.0000%  | 0.0000% | $206423.30         | $207851.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4180 | 2053-01-01      | 3.5000%  | 0.0000% | $153.12            | $143.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $142.77            | $145.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $2015323.17        | $1797095.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $741598.86         | $697636.47         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30932 G | 2034-03-01      | 4.5000%  | 0.0000% | $17.19             | $17.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5346 C     | 2065-12-20      | 6.0000%  | 0.0000% | $758683.44         | $783320.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2254 C     | 2055-11-20      | 6.0000%  | 0.0000% | $226376.97         | $236344.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6468 C     | 2056-01-20      | 6.0000%  | 0.0000% | $41276.03          | $43265.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6348 C     | 2056-01-20      | 6.5000%  | 0.0000% | $209266.93         | $219550.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4578 C     | 2056-01-20      | 5.5000%  | 0.0000% | $57597.10          | $59128.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4536 C     | 2056-01-20      | 6.0000%  | 0.0000% | $261314.17         | $273037.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3834 C     | 2056-01-20      | 5.5000%  | 0.0000% | $183.33            | $188.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0093 M     | 2054-12-20      | 6.0000%  | 0.0000% | $37571.42          | $38665.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3794 C     | 2056-01-20      | 5.5000%  | 0.0000% | $790836.02         | $811858.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4468 C     | 2056-01-20      | 6.0000%  | 0.0000% | $43354.30          | $45128.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3029 C     | 2056-01-20      | 5.5000%  | 0.0000% | $112473.53         | $115463.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1435 C     | 2056-01-20      | 6.0000%  | 0.0000% | $231.73            | $245.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $6145.30           | $6202.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7710 M     | 2051-11-20      | 5.0000%  | 0.0000% | $11335.98          | $11513.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $4659.78           | $4056.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7056 M     | 2050-12-20      | 4.5000%  | 0.0000% | $46.20             | $46.10             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4706       | 2060-06-15      | 6.1800%  | 0.0000% | $182322.43         | $197028.25         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8488       | 2059-05-15      | 5.8000%  | 0.0000% | $35488.17          | $37560.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CY1390 C     | 2049-05-20      | 4.5000%  | 0.0000% | $104.12            | $102.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV8188 C     | 2063-10-20      | 6.5000%  | 0.0000% | $69.97             | $72.94             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV6105       | 2059-03-15      | 5.9600%  | 0.0000% | $9331.43           | $9961.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT7526 C     | 2053-04-20      | 7.0000%  | 0.0000% | $24.79             | $25.67             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT7507 C     | 2053-05-20      | 7.0000%  | 0.0000% | $29.43             | $30.47             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5391 C     | 2053-01-20      | 6.0000%  | 0.0000% | $32944.58          | $34119.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0884 C     | 2056-01-20      | 7.0000%  | 0.0000% | $313425.02         | $333531.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0883 C     | 2056-01-20      | 7.0000%  | 0.0000% | $923842.70         | $983104.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5763 C     | 2055-11-20      | 5.5000%  | 0.0000% | $182.93            | $188.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5577 C     | 2055-12-20      | 6.0000%  | 0.0000% | $29565.94          | $30776.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6195 C     | 2055-12-20      | 5.5000%  | 0.0000% | $183.34            | $187.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4984 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1034562.39        | $1062063.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4480 C     | 2055-12-20      | 5.5000%  | 0.0000% | $347255.35         | $356358.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1970 C     | 2056-01-20      | 7.5000%  | 0.0000% | $280348.20         | $291571.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3708 C     | 2055-11-20      | 6.5000%  | 0.0000% | $183.00            | $189.90            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0353       | 2060-10-15      | 5.5100%  | 0.0000% | $365920.11         | $379278.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7653 C     | 2055-09-20      | 6.0000%  | 0.0000% | $384295.62         | $391155.04         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7519       | 2060-10-15      | 4.4200%  | 0.0000% | $1448757.59        | $1399593.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8026 C     | 2055-08-20      | 6.5000%  | 0.0000% | $120489.32         | $125749.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5023 C     | 2055-10-20      | 6.5000%  | 0.0000% | $228369.19         | $245495.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4805 C     | 2055-07-20      | 6.5000%  | 0.0000% | $85720.74          | $89933.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3893 C     | 2055-11-20      | 6.0000%  | 0.0000% | $196316.36         | $204812.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5413 C     | 2055-12-20      | 5.5000%  | 0.0000% | $482965.40         | $495216.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0699 M     | 2043-01-20      | 3.5000%  | 0.0000% | $18288.10          | $17412.24          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779777 X     | 2041-12-15      | 4.0000%  | 0.0000% | $25.74             | $25.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6355 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1350442.50        | $1390038.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF9409 | 2056-01-01      | 6.5000%  | 0.0000% | $152018.53         | $158752.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL1306 C     | 2055-08-20      | 6.5000%  | 0.0000% | $383193.59         | $400700.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  | 0.0000% | $9334717.77        | $9493403.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $14669118.99       | $14922609.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6741 C     | 2055-09-20      | 6.5000%  | 0.0000% | $430711.92         | $456411.69         | Agency Mortgage-Backed Securities         |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $232008.33         | $179441.12         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $644233.33         | $501255.63         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $19211353.33       | $15037366.91       | U.S. Treasuries (including strips)        |
| USTR BILL 03/03/26        | 2026-03-03      | 0.0000%  | 0.0000% | $105508.33         | $105200.67         | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  | 0.0000% | $33637211.67       | $33438213.92       | U.S. Treasuries (including strips)        |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  | 0.0000% | $730748.33         | $723937.03         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $1092721.67        | $788538.45         | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  | 0.0000% | $613800.00         | $610168.76         | U.S. Treasuries (including strips)        |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  | 0.0000% | $113098.33         | $112506.72         | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  | 0.0000% | $11183.33          | $11140.40          | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  | 0.0000% | $149233.33         | $148768.17         | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  | 0.0000% | $36731310.00       | $36616818.51       | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  | 0.0000% | $716100.00         | $714369.19         | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  | 0.0000% | $566316.67         | $564947.88         | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  | 0.0000% | $5683241.67        | $5626460.40        | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $1614268.33        | $1602545.52        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $184360.00         | $186554.25         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $18.33             | $18.55             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $18.33             | $18.76             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $18.33             | $18.72             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $183.33            | $188.33            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $1428716.67        | $1458717.11        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | 0.0000% | $6378845.00        | $6433343.70        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $18.33             | $18.45             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $377630.00         | $373437.69         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $523710.00         | $457533.89         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $2121258.33        | $1544508.67        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $326003.33         | $273110.34         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $31790.00          | $23668.75          | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $4515445.00        | $2624879.81        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $12237170.00       | $7758820.85        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $5162666.67        | $3637298.89        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $2456556.67        | $2261587.56        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $45136.67          | $46628.04          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  | 0.0000% | $1130948.95        | $1158601.54        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $36.67             | $37.58             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $18.33             | $18.30             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $4169000.00        | $4223609.71        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $416240.00         | $430028.33         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $1833296.67        | $1889590.43        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  | 0.0000% | $220.00            | $219.65            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  | 0.0000% | $43981.67          | $43739.87          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  | 0.0000% | $36.67             | $36.77             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $29480476.67       | $29307832.97       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  | 0.0000% | $18.33             | $18.44             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $3004466.67        | $3030524.39        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $11096250.00       | $5522527.88        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $36.67             | $32.00             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | 0.0000% | $8087181.67        | $7752621.39        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $36.67             | $36.93             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $128.33            | $131.78            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $18.33             | $17.33             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $1537323.33        | $1461531.42        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $5782205.00        | $3438419.63        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $1371370.00        | $815492.62         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $5032151.67        | $3926642.85        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $3552981.67        | $3270751.19        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $168868.33         | $121213.02         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $18.33             | $18.34             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $3694339.08        | $3636137.55        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $1034000.00        | $1013991.20        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $4491.67           | $3699.69           | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | 0.0000% | $99.20             | $99.43             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $35643190.00       | $31436542.51       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $18.33             | $10.39             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $2538378.33        | $2597498.29        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $18.33             | $18.61             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $36.67             | $37.27             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $22086240.00       | $19283737.17       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $12103098.33       | $10055503.85       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $946825.00         | $917666.52         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $1127426.67        | $1016147.99        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $1290648.33        | $974704.52         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $473.66            | $472.75            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  | 0.0000% | $48.61             | $48.45             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  | 0.0000% | $22625.78          | $22553.00          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $1545023.33        | $1519083.85        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $1383910.00        | $1341994.06        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $527981.67         | $543202.55         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $7511716.67        | $7761152.51        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $3869781.67        | $3827799.86        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $14177826.67       | $13981817.43       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $1520915.00        | $1474076.82        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $3198598.33        | $3150556.92        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $18.33             | $18.20             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $1734003.33        | $1713699.79        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $848393.33         | $849621.62         | U.S. Treasuries (including strips)        |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  | 0.0000% | $2618916.67        | $2565943.84        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $10396723.33       | $10570001.75       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $18.33             | $18.76             | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  | 0.0000% | $4312183.33        | $4283891.10        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $18.33             | $18.04             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $18.33             | $18.64             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $36.67             | $38.03             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $12260948.33       | $9224704.13        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $194388.33         | $146968.59         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $10723130.00       | $7680339.79        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $432556.67         | $326669.11         | U.S. Treasuries (including strips)        |

### Security 138: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.680000%
- **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.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_3.68_0206
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** 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? 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 2025-192 NL     | 2055-11-20      | 5.0000%  | 0.0000% | $5940402.81        | $5830979.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  | 0.0000% | $6662206.50        | $6788909.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF     | 2055-04-20      | 5.2130%  | 0.0000% | $20520065.26       | $20749911.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.7530%  | 0.0000% | $6784040.26        | $6825479.07        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  | 0.0000% | $29989080.19       | $29391781.02       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  | 0.0000% | $10979257.49       | $10938597.03       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DY 02/25/56 | 2056-02-25      | 4.5000%  | 0.0000% | $984851.35         | $898271.10         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  | 0.0000% | $11815000.00       | $11773517.54       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05623A 02/25/50 | 2050-02-25      | 4.5000%  | 0.0000% | $26900551.66       | $26713108.62       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616DA 06/15/32 | 2032-06-15      | 4.2500%  | 0.0000% | $266933.69         | $266060.44         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PT 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $10696831.48       | $10538539.76       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PM 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $182380.36         | $164134.67         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616MG 07/15/31 | 2031-07-15      | 4.3500%  | 0.0000% | $20545449.58       | $20417249.38       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  | 0.0000% | $41061038.17       | $40418576.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 4.9492%  | 0.0000% | $2615514.72        | $2638402.50        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $380219.24         | $361604.00         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $19607518.99       | $19498670.03       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GB 12/15/32 | 2032-12-15      | 4.1500%  | 0.0000% | $54496356.92       | $54305459.23       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $236803.80         | $204848.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $834171.51         | $808477.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $450420.42         | $437509.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $513692.45         | $503580.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $240259.02         | $234846.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $722353.09         | $728326.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 4.8492%  | 0.0000% | $697992.06         | $702534.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 4.8692%  | 0.0000% | $1026444.10        | $1032722.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 4.8992%  | 0.0000% | $1787163.08        | $1803252.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 4.8992%  | 0.0000% | $1785584.20        | $1797499.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 4.8592%  | 0.0000% | $760255.28         | $764999.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 4.8492%  | 0.0000% | $2703359.91        | $2720128.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 4.8492%  | 0.0000% | $912730.87         | $918690.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-092 FC     | 2039-10-16      | 4.5919%  | 0.0000% | $265093.74         | $267311.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.5892%  | 0.0000% | $1034212.98        | $1036866.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  | 0.0000% | $394010.64         | $396339.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 DB     | 2055-12-20      | 5.0000%  | 0.0000% | $9846114.22        | $9659380.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FG     | 2055-12-20      | 4.7030%  | 0.0000% | $18722695.55       | $18597036.10       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CL 12/25/55 | 2055-12-25      | 4.5000%  | 0.0000% | $538399.42         | $492402.88         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  | 0.0000% | $3077011.04        | $2971476.39        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  | 0.0000% | $25122481.83       | $24721165.54       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  | 0.0000% | $33397550.64       | $33409660.96       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5587AE 01/25/53 | 2053-01-25      | 4.5000%  | 0.0000% | $5024075.56        | $5016564.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1973%  | 0.0000% | $1281005.10        | $1296628.04        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $480426.97         | $455609.28         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1636810.08        | $1522162.90        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $8659.01           | $8445.12           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623PQ 02/25/56 | 2056-02-25      | 4.7500%  | 0.0000% | $11027027.03       | $11016544.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 4.9530%  | 0.0000% | $5492660.13        | $5538171.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.9030%  | 0.0000% | $6190779.16        | $6244242.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.0030%  | 0.0000% | $19621778.59       | $19764384.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 4.8030%  | 0.0000% | $8806820.73        | $8858932.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 4.9030%  | 0.0000% | $9623858.38        | $9697923.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.7530%  | 0.0000% | $5012777.50        | $5047547.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC     | 2054-10-20      | 4.8530%  | 0.0000% | $1104381.16        | $1109691.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.9530%  | 0.0000% | $5346008.84        | $5393443.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.9030%  | 0.0000% | $5441237.21        | $5480985.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.9030%  | 0.0000% | $5476934.91        | $5520618.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.0030%  | 0.0000% | $4937596.59        | $4984867.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.0030%  | 0.0000% | $9440994.57        | $9530974.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 4.8030%  | 0.0000% | $9105167.84        | $9159044.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.9530%  | 0.0000% | $3351683.70        | $3383178.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.7030%  | 0.0000% | $4310915.02        | $4330091.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2545080.48        | $2458493.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $1719248.36        | $1702440.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 4.7030%  | 0.0000% | $11742588.04       | $11786944.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $2538676.28        | $2544228.93        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FE R26F007 | 2056-02-25      | 4.5473%  | 0.0000% | $24053111.16       | $24211658.85       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4990%  | 0.0000% | $14724226.08       | $14783695.08       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL007PY R26F007 | 2056-02-25      | 4.5000%  | 0.0000% | $791878.38         | $736462.73         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL007PA R26F007 | 2051-08-25      | 4.5000%  | 0.0000% | $10176797.30       | $10140221.89       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081BT R25F081 | 2055-10-25      | 4.5000%  | 0.0000% | $4082026.57        | $4042181.91        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  | 0.0000% | $27685.19          | $26275.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  | 0.0000% | $10761127.04       | $10601442.68       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $707842.55         | $652863.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.9473%  | 0.0000% | $11262663.85       | $11310700.48       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $1608108.11        | $1679675.89        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  | 0.0000% | $199088.00         | $163747.16         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $109810.74         | $105678.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $5543.37           | $5436.18           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2672003.34        | $2594209.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 4.8030%  | 0.0000% | $11116012.49       | $11158266.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 4.9030%  | 0.0000% | $6274831.09        | $6361053.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $9516656.28        | $8346423.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $9653214.32        | $8594828.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2647178.26        | $2333559.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $6931854.99        | $5994864.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $963498.40         | $983871.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1898%  | 0.0000% | $5067438.88        | $4977587.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  | 0.0000% | $3406365.57        | $3346672.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.0830%  | 0.0000% | $5241340.07        | $5227016.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.1992%  | 0.0000% | $1190140.42        | $1208656.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $1867338.64        | $1886742.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 4.6108%  | 0.0000% | $1329881.33        | $1340957.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.4992%  | 0.0000% | $2092716.84        | $2095175.31        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  | 0.0000% | $317432.73         | $312712.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.2398%  | 0.0000% | $7034312.54        | $6924315.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  | 0.0000% | $2121452.83        | $2155375.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 4.7030%  | 0.0000% | $19611730.72       | $19768338.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.9030%  | 0.0000% | $4454095.75        | $4492587.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  | 0.0000% | $2237229.59        | $2201194.53        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007CA R26F007 | 2053-04-25      | 4.5000%  | 0.0000% | $11305000.00       | $11257541.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.6092%  | 0.0000% | $1580638.55        | $1585238.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $843948.00         | $818141.52         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  | 0.0000% | $267762.97         | $265953.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  | 0.0000% | $1781027.60        | $1793932.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $412262.48         | $365091.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $7000688.56        | $6192019.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.5492%  | 0.0000% | $1688405.32        | $1692033.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CB 12/25/55 | 2055-12-25      | 4.5000%  | 0.0000% | $537837.73         | $510206.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 4.9492%  | 0.0000% | $698628.01         | $704044.32         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $3918136.96        | $3947631.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $67971.15          | $59891.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.5892%  | 0.0000% | $1137142.23        | $1140003.02        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $14645860.91       | $14590772.13       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5623HT 12/15/48 | 2048-12-15      | 4.5000%  | 0.0000% | $3248639.35        | $3106547.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  | 0.0000% | $10071725.27       | $10177032.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.4492%  | 0.0000% | $1156868.12        | $1158493.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  | 0.0000% | $147526.94         | $147601.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2398%  | 0.0000% | $3545285.67        | $3492325.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.1030%  | 0.0000% | $3398556.26        | $3434786.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  | 0.0000% | $265758.67         | $268119.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.8030%  | 0.0000% | $5346008.84        | $5379352.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.9030%  | 0.0000% | $5834678.32        | $5878928.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  | 0.0000% | $1669897.43        | $1687949.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.2992%  | 0.0000% | $74025.42          | $73956.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 4.8030%  | 0.0000% | $18107430.08       | $18214357.48       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 4.9473%  | 0.0000% | $108461.99         | $108859.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 4.9030%  | 0.0000% | $18425942.31       | $18581106.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 EF     | 2065-10-20      | 4.5530%  | 0.0000% | $7598651.36        | $7621194.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 4.5508%  | 0.0000% | $207450.48         | $208901.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5388612.02        | $5328249.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 4.9030%  | 0.0000% | $19323795.47       | $19435775.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.6992%  | 0.0000% | $535579.02         | $537831.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  | 0.0000% | $1775347.16        | $1789923.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $2681207.23        | $2696992.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  | 0.0000% | $1500088.01        | $1517304.58        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0837%  | 0.0000% | $3129795.28        | $3006117.59        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $977631.75         | $916783.05         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $19588550.72       | $17869509.57       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1051477.77        | $958670.72         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5908%  | 0.0000% | $1981926.08        | $1904402.33        | Agency Mortgage-Backed Securities         |

### Security 139: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bny Ficc P Repo 4 Repo 3.670000%
- **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.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 935AYQ004_3.67_0202
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 10.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 05.000 CLCB9777 | 2055-01-01      | 5.0000%  | 0.0000% | $113451012.97      | $115001636.22      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9850 | 2055-08-01      | 6.0000%  | 0.0000% | $18678977.90       | $19222803.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  | 0.0000% | $139434777.60      | $115277996.73      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6565 | 2050-08-01      | 2.5000%  | 0.0000% | $137260906.82      | $119263790.53      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $88386974.32       | $72561473.15       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $141666202.37      | $145719602.93      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $152437704.78      | $158456876.91      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | 0.0000% | $1432339.14        | $1477567.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | 0.0000% | $139190376.75      | $115691994.42      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $20821279.73       | $21226848.20       | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $2834593500.00     | $2847681006.12     | U.S. Treasuries (including strips) |

### Security 140: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo Repo 3.650000%
- **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: 964FUN008, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 964FUN008_3.65_0206
- **C.18 - Value (incl. sponsor support):** $798500000.00
- **C.18.a - Value (excl. sponsor support):** $798500000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** 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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.6473%  | 0.0000% | $706354.00         | $706718.80         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6973%  | 0.0000% | $301782.84         | $304030.64         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547HV 05/25/36 | 2036-05-25      | 5.0000%  | 0.0000% | $2068414.41        | $2095384.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8973%  | 0.0000% | $948840.16         | $957952.99         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7473%  | 0.0000% | $6297996.52        | $6314134.16        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6373%  | 0.0000% | $798836.23         | $803428.80         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FM 11/25/54 | 2054-11-25      | 4.7473%  | 0.0000% | $9401722.93        | $9435092.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6973%  | 0.0000% | $592890.55         | $597159.59         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  | 0.0000% | $544834.45         | $537524.89         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7973%  | 0.0000% | $297554.85         | $300012.44         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.7473%  | 0.0000% | $3530874.79        | $3554197.44        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8973%  | 0.0000% | $5382592.74        | $5440714.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 5.0473%  | 0.0000% | $1179984.84        | $1190952.82        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5762%  | 0.0000% | $174960.68         | $181170.79         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.8473%  | 0.0000% | $5393252.58        | $5416336.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6973%  | 0.0000% | $1843860.60        | $1838772.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC099FE R24F099 | 2055-01-25      | 5.1473%  | 0.0000% | $683197.68         | $691922.73         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0973%  | 0.0000% | $872637.36         | $881317.45         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.2473%  | 0.0000% | $1805142.88        | $1833290.09        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8973%  | 0.0000% | $4318459.11        | $4348892.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $1762228.69        | $1707503.46        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5585FD 10/25/55 | 2055-10-25      | 4.7973%  | 0.0000% | $10668850.44       | $10758119.79       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.8473%  | 0.0000% | $2627670.53        | $2644866.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.1173%  | 0.0000% | $419533.87         | $424428.88         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  | 0.0000% | $102200.50         | $103533.77         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.1473%  | 0.0000% | $2216210.15        | $2241450.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1973%  | 0.0000% | $2893646.76        | $2929345.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9973%  | 0.0000% | $3934556.07        | $3971454.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6973%  | 0.0000% | $638749.42         | $643211.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.1473%  | 0.0000% | $1469076.31        | $1486495.01        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6973%  | 0.0000% | $1286050.96        | $1295267.31        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7973%  | 0.0000% | $612678.21         | $617723.79         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  | 0.0000% | $157424.66         | $156913.73         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8973%  | 0.0000% | $438661.84         | $442895.88         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.5473%  | 0.0000% | $2357069.45        | $2363378.30        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.5473%  | 0.0000% | $4712434.43        | $4730141.72        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.1218%  | 0.0000% | $4252779.30        | $4169953.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.2473%  | 0.0000% | $2250273.33        | $2278126.73        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.3005%  | 0.0000% | $93410.27          | $94682.86          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.4891%  | 0.0000% | $84660.16          | $83854.67          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  | 0.0000% | $2470506.62        | $2398972.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.2118%  | 0.0000% | $992401.82         | $989138.77         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $4179756.62        | $3068134.32        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2718%  | 0.0000% | $339966.88         | $336104.50         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.8247%  | 0.0000% | $967987.96         | $958582.79         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $409130.60         | $404403.91         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1473%  | 0.0000% | $2949565.40        | $2982092.91        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 5.0473%  | 0.0000% | $4915942.33        | $4962584.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.8473%  | 0.0000% | $4238541.33        | $4277481.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.0473%  | 0.0000% | $831711.63         | $839096.40         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1973%  | 0.0000% | $1059237.66        | $1072155.96        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8973%  | 0.0000% | $2349820.44        | $2367919.17        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8973%  | 0.0000% | $1121893.96        | $1130885.02        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.6473%  | 0.0000% | $3133696.18        | $3138435.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7973%  | 0.0000% | $4128466.29        | $4151116.25        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5438FE 08/25/54 | 2054-08-25      | 4.9973%  | 0.0000% | $791947.21         | $799325.05         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6973%  | 0.0000% | $1762555.62        | $1771614.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7473%  | 0.0000% | $810214.51         | $814914.03         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.5473%  | 0.0000% | $3133201.34        | $3134541.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.5473%  | 0.0000% | $2966911.05        | $2973861.24        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1718%  | 0.0000% | $2541608.93        | $2499525.64        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  | 0.0000% | $2683247.55        | $2518618.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  | 0.0000% | $69450.42          | $69183.44          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  | 0.0000% | $3402287.29        | $3248336.05        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.5800%  | 0.0000% | $69229.55          | $69569.60          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4906%  | 0.0000% | $61965.85          | $61919.36          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.4327%  | 0.0000% | $173189.11         | $173693.26         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.1203%  | 0.0000% | $77747.85          | $79117.25          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.6263%  | 0.0000% | $123924.83         | $125216.98         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.1473%  | 0.0000% | $7522621.64        | $7611816.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.0473%  | 0.0000% | $493753.73         | $497609.95         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FA R24F087 | 2054-12-25      | 5.0973%  | 0.0000% | $1005952.28        | $1017326.54        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8973%  | 0.0000% | $976746.03         | $985917.85         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9973%  | 0.0000% | $2188357.31        | $2210392.03        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0973%  | 0.0000% | $4184619.00        | $4236098.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.5473%  | 0.0000% | $3886400.67        | $3899589.43        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL078FC R22F078 | 2052-11-25      | 4.9473%  | 0.0000% | $295301.24         | $296996.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7973%  | 0.0000% | $3201815.52        | $3214361.15        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  | 0.0000% | $2396887.32        | $1850268.91        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 4.5473%  | 0.0000% | $8341481.73        | $8369689.01        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $437277.65         | $429322.11         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $97609.37          | $95735.43          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  | 0.0000% | $708924.28         | $714438.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8973%  | 0.0000% | $201885.47         | $203964.93         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4973%  | 0.0000% | $14907006.94       | $14937665.01       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FL R25F042 | 2055-05-25      | 4.9973%  | 0.0000% | $3854222.76        | $3895860.18        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019CA R25F019 | 2051-02-25      | 5.0000%  | 0.0000% | $1603246.22        | $1614572.80        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007BD R25F007 | 2052-02-25      | 5.0000%  | 0.0000% | $2507930.59        | $2534561.75        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8973%  | 0.0000% | $235110.64         | $236966.41         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103MF R24F103 | 2055-01-25      | 4.5973%  | 0.0000% | $3746226.31        | $3740230.51        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8973%  | 0.0000% | $677766.86         | $681791.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0473%  | 0.0000% | $129.09            | $130.68            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9473%  | 0.0000% | $3528977.03        | $3563102.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1973%  | 0.0000% | $617865.93         | $625438.40         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8973%  | 0.0000% | $467269.14         | $471184.00         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575FB 09/25/55 | 2055-09-25      | 5.0473%  | 0.0000% | $7240693.57        | $7332932.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578GF 09/25/55 | 2055-09-25      | 4.7973%  | 0.0000% | $9982019.99        | $10068327.42       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05563G 11/25/52 | 2052-11-25      | 5.0000%  | 0.0000% | $2618030.83        | $2639068.74        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $8557.07           | $8435.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $80566.42          | $81254.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $133.00            | $131.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | 0.0000% | $337901.36         | $349587.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | 0.0000% | $6738.87           | $6980.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $4362.56           | $4312.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  | 0.0000% | $17406.12          | $14919.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  | 0.0000% | $21794.52          | $21986.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $249.43            | $246.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  | 0.0000% | $15280.76          | $15439.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  | 0.0000% | $5529361.10        | $5661030.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $5348097.20        | $5179948.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $101843.25         | $104458.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  | 0.0000% | $16417526.53       | $16384510.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | 0.0000% | $21667.29          | $22152.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY2758 | 2053-06-01      | 5.5000%  | 0.0000% | $120.55            | $125.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2612 | 2052-10-01      | 4.5000%  | 0.0000% | $75116.39          | $74331.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  | 0.0000% | $4099157.04        | $4106867.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  | 0.0000% | $636.63            | $669.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1365 | 2055-04-01      | 5.5000%  | 0.0000% | $995466.81         | $1016716.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  | 0.0000% | $227627.22         | $237220.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $7716530.93        | $7756778.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $1477569.67        | $1509353.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $6487589.28        | $6544341.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $142583.50         | $125813.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $53069.31          | $50435.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA3910 | 2035-01-01      | 2.0000%  | 0.0000% | $51.06             | $47.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $18625.49          | $17688.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  | 0.0000% | $11581955.94       | $11702255.14       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $3097423.23        | $3085045.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  | 0.0000% | $156.79            | $150.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  | 0.0000% | $226171.38         | $240585.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3211 | 2054-10-01      | 6.0000%  | 0.0000% | $228888.53         | $238346.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  | 0.0000% | $315.17            | $334.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5331 | 2054-03-01      | 6.0000%  | 0.0000% | $104570.01         | $109322.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  | 0.0000% | $3216015.49        | $3424535.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5309 | 2054-04-01      | 5.5000%  | 0.0000% | $4314.44           | $4441.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  | 0.0000% | $123.26            | $127.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3392 | 2053-07-01      | 5.5000%  | 0.0000% | $2021165.04        | $2084893.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $121.33            | $123.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD2358 | 2053-02-01      | 6.5000%  | 0.0000% | $1586693.24        | $1685309.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $3423.25           | $3484.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA2677 | 2050-06-01      | 2.0000%  | 0.0000% | $42824.75          | $35605.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN3688 | 2035-10-01      | 2.0000%  | 0.0000% | $63225.53          | $58942.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  | 0.0000% | $44.30             | $42.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  | 0.0000% | $794.73            | $827.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7476 | 2055-04-01      | 5.5000%  | 0.0000% | $158.08            | $161.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7235 | 2055-05-01      | 6.0000%  | 0.0000% | $2534429.39        | $2612640.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7020 | 2055-04-01      | 6.0000%  | 0.0000% | $128.55            | $133.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  | 0.0000% | $135.33            | $140.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6012 | 2055-04-01      | 6.5000%  | 0.0000% | $158.49            | $165.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  | 0.0000% | $2357696.48        | $2425693.76        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  | 0.0000% | $32.80             | $33.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8220 | 2038-02-01      | 5.5000%  | 0.0000% | $180163.55         | $185139.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA3178 | 2053-11-01      | 6.5000%  | 0.0000% | $136.39            | $144.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $133.84            | $132.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  | 0.0000% | $10781784.25       | $11230722.18       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $3699.65           | $3819.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  | 0.0000% | $115.09            | $119.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $4875.12           | $4538.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  | 0.0000% | $23.91             | $23.36             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  | 0.0000% | $370890.76         | $358751.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $16.59             | $16.23             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $1629115.16        | $1565990.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  | 0.0000% | $4069.22           | $4094.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $12453015.69       | $13021612.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $3766744.40        | $3958947.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9466 | 2053-03-01      | 5.5000%  | 0.0000% | $234122.70         | $242249.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  | 0.0000% | $21521.96          | $21905.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | 0.0000% | $124.47            | $125.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  | 0.0000% | $116074.69         | $120539.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7638 | 2053-05-01      | 5.5000%  | 0.0000% | $110007.74         | $112787.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  | 0.0000% | $233245.57         | $235238.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  | 0.0000% | $128.17            | $123.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  | 0.0000% | $131.72            | $131.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW1433 | 2052-05-01      | 4.0000%  | 0.0000% | $125.76            | $120.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  | 0.0000% | $129.40            | $121.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4133 | 2052-03-01      | 2.5000%  | 0.0000% | $121.95            | $104.28            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G67720 G | 2049-03-01      | 4.5000%  | 0.0000% | $41.87             | $41.98             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U90454 G | 2042-06-01      | 4.0000%  | 0.0000% | $19.58             | $19.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  | 0.0000% | $4203246.68        | $4403125.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4050 | 2053-08-01      | 5.0000%  | 0.0000% | $124.58            | $125.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  | 0.0000% | $22914372.38       | $24058975.82       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $22325.66          | $22213.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $5992.91           | $5131.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4473 | 2053-12-01      | 6.5000%  | 0.0000% | $676934.51         | $717392.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $152.89            | $153.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $112.76            | $117.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  | 0.0000% | $1585673.15        | $1581797.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  | 0.0000% | $4426.31           | $4495.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH7861 | 2054-01-01      | 6.0000%  | 0.0000% | $165859.88         | $174628.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  | 0.0000% | $23.52             | $24.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  | 0.0000% | $112.67            | $116.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $839947.87         | $736047.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $659995.34         | $631137.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $4986.59           | $4441.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  | 0.0000% | $2855.86           | $2858.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $246.96            | $231.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  | 0.0000% | $29.45             | $28.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $88.57             | $92.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2321 | 2051-12-01      | 2.5000%  | 0.0000% | $119.24            | $103.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $111.62            | $101.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  | 0.0000% | $3666650.36        | $3732029.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $24372.09          | $21705.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  | 0.0000% | $13042.81          | $12675.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $7470.34           | $7640.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5012 | 2054-03-01      | 5.0000%  | 0.0000% | $76992.93          | $77606.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4890 | 2054-10-01      | 5.5000%  | 0.0000% | $212855.81         | $220207.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $8373949.90        | $8566555.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  | 0.0000% | $95.90             | $99.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  | 0.0000% | $25363.29          | $25992.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $638777.50         | $653751.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $736.82            | $757.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $136.67            | $139.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $3788084.42        | $3807842.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $2556.99           | $2520.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  | 0.0000% | $5643955.62        | $5866813.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $4329.34           | $4456.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $130.44            | $132.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $24.99             | $24.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  | 0.0000% | $1920.53           | $1924.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  | 0.0000% | $277324.51         | $272859.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3366 | 2050-08-01      | 4.0000%  | 0.0000% | $3212940.20        | $3125985.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4047 | 2055-12-01      | 5.0000%  | 0.0000% | $186929.65         | $190151.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  | 0.0000% | $217618.21         | $226254.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $928848.31         | $814992.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  | 0.0000% | $157.39            | $163.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  | 0.0000% | $120.39            | $123.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  | 0.0000% | $477.79            | $505.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | 0.0000% | $159.51            | $163.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4050 | 2055-12-01      | 6.0000%  | 0.0000% | $280385.61         | $293941.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  | 0.0000% | $340.68            | $358.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $32823320.36       | $33910669.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  | 0.0000% | $636.84            | $663.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | 0.0000% | $159.70            | $163.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1773 | 2037-03-01      | 2.0000%  | 0.0000% | $157.33            | $146.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  | 0.0000% | $1256.15           | $1291.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  | 0.0000% | $126.58            | $132.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7097 | 2054-11-01      | 5.0000%  | 0.0000% | $146.99            | $149.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3328 | 2056-01-01      | 6.0000%  | 0.0000% | $156582.34         | $163888.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  | 0.0000% | $159.70            | $160.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1056 | 2055-10-01      | 5.5000%  | 0.0000% | $159.18            | $162.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | 0.0000% | $37345.58          | $37744.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4064 | 2056-01-01      | 6.0000%  | 0.0000% | $210679.11         | $221222.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4599 | 2055-11-01      | 6.5000%  | 0.0000% | $380502.91         | $407449.41         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5863%  | 0.0000% | $2475559.06        | $2386617.59        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $4902790.00        | $4287181.39        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  | 0.0000% | $580255.58         | $556475.15         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4573%  | 0.0000% | $1179987.87        | $1132471.46        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.6684%  | 0.0000% | $760784.32         | $715822.48         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4681%  | 0.0000% | $4100297.50        | $3645035.55        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0022A1 R26M00 | 2033-03-25      | 4.2000%  | 0.0000% | $4791000.00        | $4797493.40        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4947%  | 0.0000% | $3439995.17        | $3325708.26        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.4605%  | 0.0000% | $798500.00         | $695713.82         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  | 0.0000% | $33730.47          | $31627.81          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2553%  | 0.0000% | $1105585.08        | $1039314.07        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6837%  | 0.0000% | $463928.50         | $398541.75         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  | 0.0000% | $120626.52         | $118933.43         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL042A2 R20M042 | 2030-07-25      | 1.2700%  | 0.0000% | $4687195.00        | $4178554.92        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0253A1 R20M02 | 2034-08-25      | 0.9980%  | 0.0000% | $122.44            | $122.21            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $656924.61         | $606839.96         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  | 0.0000% | $211224.75         | $210341.28         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  | 0.0000% | $469898.82         | $462805.58         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0950%  | 0.0000% | $282934.81         | $265865.05         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $290289.42         | $279401.97         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  | 0.0000% | $399521.25         | $367764.87         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.6246%  | 0.0000% | $794531.40         | $784335.29         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0742%  | 0.0000% | $2114361.36        | $2055942.14        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  | 0.0000% | $1266222.01        | $1206078.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  | 0.0000% | $20185.33          | $19724.94          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1011 | 2034-05-01      | 5.0300%  | 0.0000% | $275931.90         | $286993.71         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0614 | 2034-03-01      | 4.6300%  | 0.0000% | $159700.00         | $160744.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  | 0.0000% | $8046.81           | $8254.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  | 0.0000% | $127.78            | $130.29            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0837%  | 0.0000% | $2508088.50        | $2232007.59        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  | 0.0000% | $254772.87         | $248692.94         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0626%  | 0.0000% | $1024694.91        | $1016164.75        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  | 0.0000% | $44116.57          | $43015.84          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $7323.10           | $7293.62           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4983%  | 0.0000% | $7094.77           | $7107.04           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3225%  | 0.0000% | $1017090.17        | $908088.36         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $3242229.40        | $3082529.43        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  | 0.0000% | $444725.61         | $375589.80         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $78222.57          | $76824.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  | 0.0000% | $1321463.95        | $1347777.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0105 | 2051-06-01      | 2.5000%  | 0.0000% | $353781.97         | $304337.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  | 0.0000% | $1396267.82        | $1228322.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5585 | 2053-08-01      | 6.5000%  | 0.0000% | $1158250.42        | $1213999.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6650 | 2047-02-01      | 3.0000%  | 0.0000% | $1205452.23        | $1118788.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $1187025.02        | $1079773.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  | 0.0000% | $1790676.58        | $1842315.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  | 0.0000% | $4494895.74        | $4632743.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $2081033.67        | $1989904.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $11936191.71       | $12302221.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $319072.87         | $327492.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  | 0.0000% | $29000.08          | $24078.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG1574 | 2056-02-01      | 5.5000%  | 0.0000% | $160.98            | $164.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1517 | 2056-02-01      | 6.0000%  | 0.0000% | $1932216.37        | $1994304.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  | 0.0000% | $480.21            | $447.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $475.79            | $408.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $14209.20          | $12218.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $106.71            | $91.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8115 | 2050-12-01      | 3.0000%  | 0.0000% | $41995.86          | $37698.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $436.62            | $355.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $113.44            | $119.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4967 | 2054-02-01      | 5.5000%  | 0.0000% | $18527.51          | $19015.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  | 0.0000% | $105.02            | $86.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $3293437.37        | $2705463.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $97.37             | $80.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $7768793.47        | $6819710.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $100.35            | $83.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | 0.0000% | $130.45            | $121.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1528 | 2051-09-01      | 2.5000%  | 0.0000% | $7722210.01        | $6712375.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $714.84            | $665.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $126.41            | $125.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $120.62            | $108.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD0254 | 2051-11-01      | 2.0000%  | 0.0000% | $122.84            | $101.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  | 0.0000% | $13359.11          | $10881.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  | 0.0000% | $460928.39         | $465654.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  | 0.0000% | $159.21            | $164.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  | 0.0000% | $1113.41           | $1147.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  | 0.0000% | $259788.13         | $267754.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  | 0.0000% | $159.15            | $164.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  | 0.0000% | $19112.10          | $20073.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $159.73            | $160.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4170 | 2055-08-01      | 6.0000%  | 0.0000% | $158.68            | $163.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3693 | 2055-07-01      | 6.5000%  | 0.0000% | $1624469.87        | $1688886.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  | 0.0000% | $159.20            | $168.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  | 0.0000% | $158.71            | $168.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $2741741.90        | $2671998.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  | 0.0000% | $116.20            | $108.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3109 | 2052-03-01      | 2.5000%  | 0.0000% | $118.23            | $102.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  | 0.0000% | $7811.20           | $6438.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $19723.82          | $19571.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  | 0.0000% | $121.51            | $104.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  | 0.0000% | $13796.77          | $12320.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $127.54            | $109.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $4896632.50        | $4267091.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2168 | 2051-11-01      | 3.0000%  | 0.0000% | $115.64            | $103.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2047 | 2051-11-01      | 2.5000%  | 0.0000% | $3616500.22        | $3139573.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  | 0.0000% | $113.66            | $93.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  | 0.0000% | $98.20             | $80.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  | 0.0000% | $80.53             | $72.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  | 0.0000% | $63.05             | $64.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $21.69             | $20.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  | 0.0000% | $595569.49         | $539137.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $4218.63           | $4221.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | 0.0000% | $31.63             | $29.80             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7274 | 2052-08-01      | 3.3490%  | 0.0000% | $4447425.68        | $4371135.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  | 0.0000% | $886947.05         | $743229.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3927 | 2038-03-01      | 4.0000%  | 0.0000% | $45.75             | $45.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3123 | 2037-04-01      | 4.0000%  | 0.0000% | $42.42             | $42.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM1497 | 2037-07-01      | 4.0000%  | 0.0000% | $28.26             | $27.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  | 0.0000% | $6377.00           | $5458.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1277 | 2047-05-01      | 4.0000%  | 0.0000% | $30.30             | $29.61             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q53213 G | 2047-12-01      | 4.0000%  | 0.0000% | $25.67             | $25.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  | 0.0000% | $73189.88          | $66754.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  | 0.0000% | $100.78            | $108.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  | 0.0000% | $43.93             | $44.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  | 0.0000% | $4582726.35        | $4589550.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  | 0.0000% | $71514.10          | $74375.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  | 0.0000% | $58.03             | $54.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  | 0.0000% | $12593.03          | $13191.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $906.01            | $940.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  | 0.0000% | $29899.27          | $28475.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  | 0.0000% | $6975.24           | $6798.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $14681.14          | $15051.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $22251.33          | $20685.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9140 | 2042-07-01      | 3.5000%  | 0.0000% | $8222.90           | $7845.35           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HLAN5919 | 2047-07-01      | 3.4700%  | 0.0000% | $404750.33         | $349814.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  | 0.0000% | $18007.83          | $16538.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9438 | 2031-09-01      | 3.5000%  | 0.0000% | $20.35             | $20.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $58729.61          | $59984.11          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  | 0.0000% | $6068600.00        | $5514631.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  | 0.0000% | $529.60            | $453.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $5917.09           | $5075.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $776.55            | $633.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $1991.96           | $1626.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $5160.87           | $4804.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $130.59            | $121.58            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $9.00              | $9.36              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $2347.76           | $2372.07           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  | 0.0000% | $2.24              | $2.22              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  | 0.0000% | $10.29             | $10.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  | 0.0000% | $236.16            | $196.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $122.33            | $105.10            | Agency Mortgage-Backed Securities         |
| FNMA MNMS 01.690 MIBL6320 | 2035-05-01      | 1.6900%  | 0.0000% | $160.04            | $143.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  | 0.0000% | $100.85            | $82.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  | 0.0000% | $7575713.26        | $7757625.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $134.02            | $139.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $5866247.32        | $5921775.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  | 0.0000% | $2605623.44        | $2672610.25        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $14.41             | $14.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  | 0.0000% | $11.50             | $11.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  | 0.0000% | $16341.99          | $15265.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  | 0.0000% | $101.61            | $105.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3022 | 2050-10-01      | 2.0000%  | 0.0000% | $98.88             | $82.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2056 | 2052-12-01      | 6.0000%  | 0.0000% | $529388.51         | $555907.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0831 | 2054-07-01      | 7.0000%  | 0.0000% | $225066.38         | $240510.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  | 0.0000% | $12635564.44       | $10384982.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4205 | 2053-10-01      | 6.5000%  | 0.0000% | $1341080.02        | $1401624.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $120.79            | $119.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  | 0.0000% | $221984.62         | $224256.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9225 | 2055-10-01      | 6.0000%  | 0.0000% | $210568.31         | $219670.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $148.80            | $149.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  | 0.0000% | $896270.16         | $939680.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1882 | 2056-01-01      | 6.0000%  | 0.0000% | $3896338.83        | $4080492.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4144 | 2040-09-01      | 4.5000%  | 0.0000% | $155.70            | $156.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  | 0.0000% | $9203799.97        | $9480443.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0639 | 2055-12-01      | 6.5000%  | 0.0000% | $283072.63         | $299149.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4598 | 2055-11-01      | 6.5000%  | 0.0000% | $198182.85         | $212188.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  | 0.0000% | $317.96            | $324.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  | 0.0000% | $139.69            | $148.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $3827.44           | $3901.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6712 | 2056-01-01      | 5.5000%  | 0.0000% | $194121.42         | $201022.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3902 | 2056-01-01      | 5.5000%  | 0.0000% | $2810720.00        | $2883294.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9693 | 2055-01-01      | 6.0000%  | 0.0000% | $2269281.16        | $2353456.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4138 | 2055-12-01      | 6.0000%  | 0.0000% | $345910.04         | $356848.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1554 | 2055-05-01      | 4.5000%  | 0.0000% | $766751.78         | $760993.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6615 | 2055-08-01      | 6.0000%  | 0.0000% | $672993.06         | $693514.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  | 0.0000% | $310101.68         | $316142.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0631 | 2055-11-01      | 6.5000%  | 0.0000% | $240726.95         | $257775.26         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4759%  | 0.0000% | $446361.35         | $454255.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  | 0.0000% | $100.42            | $106.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  | 0.0000% | $92506.80          | $95025.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3252 | 2054-06-01      | 5.5000%  | 0.0000% | $175872.69         | $181855.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2273 | 2054-09-01      | 6.5000%  | 0.0000% | $224382.94         | $238330.83         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $6.09              | $6.16              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $5.08              | $5.12              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $329.62            | $338.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0293 | 2030-01-01      | 4.5000%  | 0.0000% | $43462.16          | $43923.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $1053317.18        | $1007244.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $156.37            | $160.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  | 0.0000% | $212077.08         | $225018.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  | 0.0000% | $213550.15         | $227324.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6654 | 2053-12-01      | 6.5000%  | 0.0000% | $204479.85         | $214310.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  | 0.0000% | $240589.80         | $244717.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  | 0.0000% | $148.84            | $153.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  | 0.0000% | $532794.40         | $554184.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0705 | 2051-06-01      | 3.0000%  | 0.0000% | $88.85             | $79.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  | 0.0000% | $2283.42           | $1870.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCB0466 | 2041-05-01      | 2.5000%  | 0.0000% | $12664.26          | $11506.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  | 0.0000% | $29825.72          | $25643.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  | 0.0000% | $3611.37           | $3381.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $1123445.10        | $1075693.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $26.05             | $24.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $137961.31         | $131885.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | 0.0000% | $1347572.42        | $1400654.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $21564.02          | $20752.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $129.40            | $133.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  | 0.0000% | $10966.66          | $10830.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  | 0.0000% | $3595869.48        | $3687476.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTCB6022 | 2043-04-01      | 5.0000%  | 0.0000% | $122.06            | $125.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $130.09            | $128.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  | 0.0000% | $4521003.89        | $4715232.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $101.51            | $107.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $4614960.58        | $4658644.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $11345590.90       | $11520026.85       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $124.96            | $127.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4693 | 2052-09-01      | 5.5000%  | 0.0000% | $1044481.82        | $1083483.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5074 | 2054-09-01      | 5.0000%  | 0.0000% | $230127.49         | $232359.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  | 0.0000% | $4708382.95        | $4890105.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  | 0.0000% | $1896423.42        | $1942333.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $99.96             | $103.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  | 0.0000% | $112.77            | $93.65             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $840564.66         | $840808.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7670 | 2054-01-01      | 7.0000%  | 0.0000% | $127034.15         | $135686.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  | 0.0000% | $449297.81         | $429510.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $17589.29          | $16663.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $4778.07           | $3924.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  | 0.0000% | $124.29            | $128.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0411 | 2054-09-01      | 5.5000%  | 0.0000% | $127.36            | $132.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  | 0.0000% | $115.91            | $122.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  | 0.0000% | $107546.65         | $100523.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $154.73            | $127.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  | 0.0000% | $157.72            | $171.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  | 0.0000% | $1054959.88        | $908399.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $1360.17           | $1305.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  | 0.0000% | $20910.84          | $19072.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  | 0.0000% | $45.19             | $42.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  | 0.0000% | $140.62            | $150.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS9318 | 2032-03-01      | 2.5000%  | 0.0000% | $4808.97           | $4649.47           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS7348 | 2030-02-01      | 5.0800%  | 0.0000% | $221459.04         | $229811.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  | 0.0000% | $1644691.40        | $1713383.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $134.17            | $133.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  | 0.0000% | $994005.45         | $824469.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8684 | 2052-03-01      | 3.0000%  | 0.0000% | $262243.11         | $235673.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $1063.25           | $1075.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0019 | 2054-07-01      | 7.0000%  | 0.0000% | $171683.46         | $183914.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $91.00             | $79.11             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $1361034.78        | $1254647.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  | 0.0000% | $36.58             | $37.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  | 0.0000% | $134.68            | $135.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  | 0.0000% | $87.88             | $78.44             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $3858074.44        | $3859192.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  | 0.0000% | $105.26            | $90.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $5368.98           | $5084.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8040 | 2035-04-01      | 2.5000%  | 0.0000% | $150956.15         | $143327.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1768 | 2037-07-01      | 2.0000%  | 0.0000% | $163.09            | $151.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0661 | 2037-04-01      | 2.5000%  | 0.0000% | $181041.36         | $171601.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  | 0.0000% | $46.92             | $45.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1639 | 2048-02-01      | 4.0000%  | 0.0000% | $22.54             | $22.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  | 0.0000% | $148.87            | $137.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $691.89            | $693.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  | 0.0000% | $42.89             | $42.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8826 | 2055-07-01      | 6.5000%  | 0.0000% | $158.97            | $167.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  | 0.0000% | $2246438.01        | $2311327.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  | 0.0000% | $855995.89         | $890865.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $6006.50           | $5688.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8172 | 2037-07-01      | 4.0000%  | 0.0000% | $6750.12           | $6698.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $90.66             | $88.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4061 | 2056-01-01      | 6.0000%  | 0.0000% | $318534.27         | $333934.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4049 | 2055-12-01      | 5.5000%  | 0.0000% | $235656.35         | $243990.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4048 | 2055-12-01      | 5.0000%  | 0.0000% | $218053.74         | $221811.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4046 | 2056-01-01      | 5.5000%  | 0.0000% | $4724625.97        | $4914053.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3959 | 2055-12-01      | 6.5000%  | 0.0000% | $416299.57         | $445160.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3956 | 2056-01-01      | 6.0000%  | 0.0000% | $196123.26         | $204920.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3955 | 2055-12-01      | 6.0000%  | 0.0000% | $593816.82         | $620629.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3948 | 2056-01-01      | 5.0000%  | 0.0000% | $252968.79         | $256376.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3947 | 2055-12-01      | 5.5000%  | 0.0000% | $214350.30         | $221316.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3844 | 2056-01-01      | 6.5000%  | 0.0000% | $118099.75         | $125512.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB0831 | 2037-10-01      | 4.0000%  | 0.0000% | $107.79            | $106.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8168 | 2054-11-01      | 5.0000%  | 0.0000% | $137.52            | $138.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $85.66             | $79.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7394 | 2052-05-01      | 4.0000%  | 0.0000% | $64639.54          | $62365.01          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $100.98            | $105.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  | 0.0000% | $79385.41          | $79143.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0039 | 2051-04-01      | 2.5000%  | 0.0000% | $1794669.39        | $1543869.53        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.2080%  | 0.0000% | $37.20             | $38.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  | 0.0000% | $99.92             | $104.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9635 | 2053-09-01      | 5.5000%  | 0.0000% | $175708.96         | $183126.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3748 | 2056-01-01      | 6.5000%  | 0.0000% | $37911.02          | $39913.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0632 | 2055-11-01      | 6.5000%  | 0.0000% | $326976.42         | $348864.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5779 | 2056-01-01      | 6.5000%  | 0.0000% | $509268.61         | $543056.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  | 0.0000% | $202900.59         | $212489.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $174066.85         | $176277.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5574 | 2051-07-01      | 2.5000%  | 0.0000% | $110.41            | $95.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4528 | 2051-02-01      | 2.5000%  | 0.0000% | $242133.71         | $207243.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  | 0.0000% | $94.27             | $77.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  | 0.0000% | $84.39             | $80.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $1627.85           | $1673.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQI3548 | 2054-04-01      | 4.0000%  | 0.0000% | $85056.76          | $81630.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2108 | 2051-04-01      | 2.5000%  | 0.0000% | $145.53            | $124.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 3PRE6121 | 2052-02-01      | 2.0000%  | 0.0000% | $136.13            | $108.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CNRD5246 | 2035-05-01      | 4.5000%  | 0.0000% | $129395.73         | $131242.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  | 0.0000% | $155.96            | $160.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  | 0.0000% | $1188541.25        | $1247179.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  | 0.0000% | $159.28            | $165.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2014 | 2055-11-01      | 5.0000%  | 0.0000% | $1009060.65        | $1017869.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4067 | 2056-01-01      | 5.5000%  | 0.0000% | $546683.28         | $565933.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0601 | 2055-09-01      | 6.0000%  | 0.0000% | $159.00            | $166.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0461 | 2055-10-01      | 6.0000%  | 0.0000% | $968425.52         | $1010700.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  | 0.0000% | $159.34            | $160.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4068 | 2056-01-01      | 5.5000%  | 0.0000% | $944365.99         | $977619.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4066 | 2056-01-01      | 5.5000%  | 0.0000% | $456507.72         | $472582.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4065 | 2056-01-01      | 6.0000%  | 0.0000% | $688601.33         | $728521.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4063 | 2056-01-01      | 5.5000%  | 0.0000% | $505583.05         | $523386.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4062 | 2055-12-01      | 5.5000%  | 0.0000% | $274496.03         | $284488.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  | 0.0000% | $4.15              | $4.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | 0.0000% | $5.09              | $5.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | 0.0000% | $46.67             | $45.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  | 0.0000% | $1190606.68        | $1030656.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $3812956.98        | $3671237.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6713 | 2055-12-01      | 5.5000%  | 0.0000% | $788269.14         | $811000.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6711 | 2055-12-01      | 5.0000%  | 0.0000% | $279071.44         | $282830.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6710 | 2055-12-01      | 4.5000%  | 0.0000% | $231815.41         | $230131.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6638 | 2055-11-01      | 6.5000%  | 0.0000% | $159.73            | $169.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6631 | 2055-11-01      | 4.5000%  | 0.0000% | $159.52            | $157.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF7147 | 2055-12-01      | 6.5000%  | 0.0000% | $226.08            | $242.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7108 | 2055-12-01      | 6.0000%  | 0.0000% | $167554.37         | $176178.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | 0.0000% | $182958.22         | $189046.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4602 | 2055-11-01      | 6.5000%  | 0.0000% | $319.14            | $340.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $12084.90          | $12060.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $216025.16         | $188109.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIQO2416 | 2039-09-01      | 5.5000%  | 0.0000% | $138.67            | $143.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | 0.0000% | $267.01            | $276.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $569.40            | $587.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1860 | 2036-04-01      | 2.0000%  | 0.0000% | $41171.36          | $38147.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  | 0.0000% | $931.82            | $847.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5388 | 2046-02-01      | 5.0000%  | 0.0000% | $3957.21           | $3998.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  | 0.0000% | $24842.26          | $25513.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $225755.27         | $229211.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8417 | 2053-01-01      | 6.0000%  | 0.0000% | $666171.68         | $698689.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $131940.51         | $130672.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $14615313.16       | $14887900.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2197 | 2036-08-01      | 2.0000%  | 0.0000% | $2762124.66        | $2559155.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745802 | 2036-07-01      | 6.0000%  | 0.0000% | $93231.71          | $98868.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  | 0.0000% | $1.79              | $1.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  | 0.0000% | $24.23             | $22.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  | 0.0000% | $8.53              | $8.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  | 0.0000% | $11.54             | $11.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  | 0.0000% | $35.01             | $32.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  | 0.0000% | $23811.84          | $24285.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  | 0.0000% | $18997.14          | $18238.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  | 0.0000% | $1760.89           | $1636.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $23.38             | $22.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  | 0.0000% | $38.53             | $35.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS9321 | 2032-03-01      | 2.5000%  | 0.0000% | $4050.12           | $3913.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1471 | 2056-02-01      | 5.0000%  | 0.0000% | $383850.29         | $388075.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG0726 | 2055-12-01      | 5.5000%  | 0.0000% | $174275.02         | $178173.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0710 | 2055-11-01      | 6.5000%  | 0.0000% | $238752.94         | $253025.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0709 | 2055-12-01      | 6.0000%  | 0.0000% | $294704.47         | $306771.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0731 | 2055-12-01      | 6.5000%  | 0.0000% | $229519.40         | $242692.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0730 | 2055-12-01      | 6.0000%  | 0.0000% | $172623.88         | $178030.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDG0728 | 2055-12-01      | 7.0000%  | 0.0000% | $192408.48         | $204361.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0581 | 2055-12-01      | 6.5000%  | 0.0000% | $459834.59         | $487323.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8084 | 2050-08-01      | 3.0000%  | 0.0000% | $51.35             | $46.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $49.30             | $46.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6883 | 2054-10-01      | 6.0000%  | 0.0000% | $312106.34         | $323471.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  | 0.0000% | $22145.22          | $22706.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | 0.0000% | $306082.37         | $309261.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  | 0.0000% | $129400.75         | $135244.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $326.47            | $281.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8176 | 2054-08-01      | 6.0000%  | 0.0000% | $133.89            | $140.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  | 0.0000% | $105.03            | $111.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  | 0.0000% | $157.45            | $165.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  | 0.0000% | $52043.74          | $47369.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  | 0.0000% | $2680442.16        | $2358036.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $12830.03          | $13094.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8858 | 2054-07-01      | 6.5000%  | 0.0000% | $165681.76         | $174114.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  | 0.0000% | $73.30             | $70.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  | 0.0000% | $103885.62         | $104949.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1551 | 2048-04-01      | 4.0000%  | 0.0000% | $14.59             | $14.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  | 0.0000% | $4718085.71        | $4762746.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $103.79            | $107.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | 0.0000% | $27.34             | $26.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  | 0.0000% | $12682207.53       | $12618327.25       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6076 | 2051-10-01      | 2.0000%  | 0.0000% | $65821.35          | $54470.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6187 | 2055-04-01      | 5.5000%  | 0.0000% | $1539076.41        | $1580792.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3396 | 2055-03-01      | 5.5000%  | 0.0000% | $208200.44         | $214966.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $128.31            | $134.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  | 0.0000% | $115.56            | $119.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  | 0.0000% | $156.96            | $158.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5042 | 2054-10-01      | 5.5000%  | 0.0000% | $229327.71         | $234394.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1741.44           | $1779.95           | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC E04114 G | 2027-11-01      | 2.5000%  | 0.0000% | $8855.82           | $8776.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $246121.77         | $219502.63         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q45023 G | 2046-12-01      | 3.5000%  | 0.0000% | $38.15             | $36.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  | 0.0000% | $118.86            | $111.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  | 0.0000% | $134.69            | $136.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | 0.0000% | $120.57            | $114.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  | 0.0000% | $30206.19          | $27352.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  | 0.0000% | $123.89            | $119.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $912.83            | $816.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  | 0.0000% | $252800.06         | $257910.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  | 0.0000% | $23.51             | $22.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3774 | 2042-09-01      | 3.5000%  | 0.0000% | $19.20             | $18.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5247 | 2043-08-01      | 5.5000%  | 0.0000% | $3760691.72        | $3865466.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0580 | 2056-01-01      | 6.0000%  | 0.0000% | $1884620.82        | $1969727.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9397 | 2056-01-01      | 6.0000%  | 0.0000% | $191209.29         | $197543.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  | 0.0000% | $160.54            | $164.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  | 0.0000% | $2246201.34        | $2261245.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  | 0.0000% | $1355304.11        | $1398358.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $1332878.34        | $1372073.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  | 0.0000% | $61448.13          | $61854.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $123.06            | $124.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6008 | 2054-10-01      | 5.5000%  | 0.0000% | $144.13            | $147.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  | 0.0000% | $999040.57         | $1039253.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5193 | 2054-10-01      | 5.5000%  | 0.0000% | $149331.38         | $153833.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4592 | 2054-09-01      | 5.5000%  | 0.0000% | $138.62            | $143.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4332 | 2054-08-01      | 6.0000%  | 0.0000% | $188492.40         | $196946.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3930 | 2054-09-01      | 6.5000%  | 0.0000% | $133.70            | $141.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  | 0.0000% | $127.85            | $136.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2196 | 2054-08-01      | 6.0000%  | 0.0000% | $122.85            | $129.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1794 | 2054-08-01      | 5.5000%  | 0.0000% | $212116.76         | $220430.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB4847 | 2050-10-01      | 2.5000%  | 0.0000% | $89.93             | $76.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8819 | 2050-04-01      | 3.0000%  | 0.0000% | $86.33             | $77.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  | 0.0000% | $345986.01         | $355963.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $4723.47           | $4597.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  | 0.0000% | $42.07             | $40.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8233 | 2031-11-01      | 2.0000%  | 0.0000% | $91315.53          | $87546.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $34.15             | $32.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | 0.0000% | $41.17             | $37.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  | 0.0000% | $21.89             | $21.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  | 0.0000% | $24.88             | $24.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  | 0.0000% | $14.41             | $14.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  | 0.0000% | $139.37            | $149.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3756 | 2054-08-01      | 5.5000%  | 0.0000% | $223736.46         | $229543.00         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A17062 G | 2033-12-01      | 6.0000%  | 0.0000% | $10449.96          | $10759.83          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A15111 G | 2033-10-01      | 6.0000%  | 0.0000% | $19398.10          | $20047.17          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91596 G | 2033-02-01      | 3.0000%  | 0.0000% | $116.79            | $113.87            | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC C91706 G | 2033-05-01      | 2.5000%  | 0.0000% | $40764.92          | $39227.30          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $88025.64          | $86191.29          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  | 0.0000% | $10.49             | $10.10             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08372 G | 2039-11-01      | 4.5000%  | 0.0000% | $6835.18           | $6913.07           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G16464 G | 2033-04-01      | 4.0000%  | 0.0000% | $13442.53          | $13472.43          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC D98141 G | 2029-04-01      | 5.0000%  | 0.0000% | $4.61              | $4.66              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3735 | 2054-07-01      | 6.5000%  | 0.0000% | $254500.69         | $265460.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  | 0.0000% | $2238094.30        | $2303196.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  | 0.0000% | $144.39            | $144.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  | 0.0000% | $229066.84         | $199252.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $293.08            | $286.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1485 | 2054-08-01      | 5.5000%  | 0.0000% | $189740.45         | $197177.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  | 0.0000% | $22934942.52       | $19765514.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  | 0.0000% | $948905.59         | $997082.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  | 0.0000% | $40429.48          | $40323.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $20.84             | $19.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  | 0.0000% | $11690.71          | $10149.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $250.30            | $204.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4973 | 2054-08-01      | 6.0000%  | 0.0000% | $218736.41         | $228546.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  | 0.0000% | $3203468.35        | $3371981.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $1752.92           | $1504.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $92347.89          | $79352.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  | 0.0000% | $123.15            | $122.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  | 0.0000% | $93.91             | $100.18            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8907 | 2030-07-01      | 4.7800%  | 0.0000% | $442161.23         | $455525.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  | 0.0000% | $86675.99          | $87360.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  | 0.0000% | $157.17            | $163.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | 0.0000% | $25.13             | $25.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2040 | 2052-12-01      | 6.0000%  | 0.0000% | $1061543.82        | $1112095.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  | 0.0000% | $339745.41         | $340997.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  | 0.0000% | $1023400.50        | $1040448.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  | 0.0000% | $1031.89           | $1085.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $3751334.29        | $3946318.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  | 0.0000% | $95.72             | $98.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  | 0.0000% | $6185.39           | $6138.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  | 0.0000% | $1.18              | $1.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  | 0.0000% | $4980.83           | $5010.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  | 0.0000% | $159.70            | $165.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  | 0.0000% | $55.84             | $49.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $73.29             | $63.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $5665427.73        | $4898260.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  | 0.0000% | $49.31             | $47.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  | 0.0000% | $49.60             | $47.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1787 | 2054-08-01      | 6.0000%  | 0.0000% | $111.26            | $114.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ0527 | 2054-07-01      | 5.5000%  | 0.0000% | $221708.90         | $230400.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  | 0.0000% | $109.36            | $113.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  | 0.0000% | $129.31            | $138.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQH2881 | 2053-10-01      | 4.5000%  | 0.0000% | $144.21            | $143.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  | 0.0000% | $130.86            | $139.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9460 | 2053-08-01      | 5.5000%  | 0.0000% | $128.54            | $132.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG9327 | 2053-08-01      | 6.5000%  | 0.0000% | $138.85            | $147.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $635183.15         | $648557.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $2154519.78        | $2240774.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  | 0.0000% | $2962024.35        | $3006267.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0207 | 2052-09-01      | 4.5000%  | 0.0000% | $186711.57         | $185991.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  | 0.0000% | $119.98            | $119.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $8007233.45        | $8083028.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  | 0.0000% | $112.52            | $111.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0454 | 2055-10-01      | 6.0000%  | 0.0000% | $159.16            | $165.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0316 | 2055-09-01      | 6.0000%  | 0.0000% | $158.60            | $164.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  | 0.0000% | $1241.41           | $1285.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | 0.0000% | $158.71            | $162.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  | 0.0000% | $159.32            | $168.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1402 | 2055-05-01      | 6.5000%  | 0.0000% | $4991124.49        | $5193814.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5868 | 2055-10-01      | 6.0000%  | 0.0000% | $210563.21         | $219837.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  | 0.0000% | $194241.22         | $204572.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  | 0.0000% | $477.78            | $497.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  | 0.0000% | $5255.09           | $5477.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  | 0.0000% | $219843.50         | $226770.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1280 | 2051-08-01      | 2.5000%  | 0.0000% | $109.66            | $94.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  | 0.0000% | $11.28             | $11.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  | 0.0000% | $10.31             | $10.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  | 0.0000% | $9.85              | $10.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  | 0.0000% | $12.40             | $12.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  | 0.0000% | $4.61              | $4.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  | 0.0000% | $4696.72           | $4943.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555967 | 2033-11-01      | 5.5000%  | 0.0000% | $20104.69          | $20681.71          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4388 | 2034-01-01      | 2.2100%  | 0.0000% | $111196.08         | $95768.76          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS2927 | 2033-09-01      | 1.8200%  | 0.0000% | $11587714.94       | $9765617.58        | Agency Mortgage-Backed Securities         |
| FNMA MNMS 01.900 MYBS2409 | 2031-07-01      | 1.9000%  | 0.0000% | $172.64            | $152.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | 0.0000% | $116.28            | $101.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $413.33            | $397.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $110.85            | $114.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $17767.16          | $18382.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $17038.28          | $17389.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  | 0.0000% | $823348.09         | $734485.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  | 0.0000% | $107.88            | $93.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0430 | 2050-08-01      | 2.5000%  | 0.0000% | $173966.12         | $151121.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  | 0.0000% | $100258.73         | $100883.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  | 0.0000% | $180.48            | $179.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  | 0.0000% | $193.78            | $188.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  | 0.0000% | $34.14             | $32.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  | 0.0000% | $38.10             | $36.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  | 0.0000% | $12735.22          | $12846.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  | 0.0000% | $30.04             | $30.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1951 | 2048-07-01      | 4.0000%  | 0.0000% | $14429.68          | $14092.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  | 0.0000% | $5816550.78        | $5860715.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  | 0.0000% | $28.47             | $27.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9292 | 2051-02-01      | 2.5000%  | 0.0000% | $120.69            | $103.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  | 0.0000% | $3179027.06        | $2899732.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $6275572.73        | $5153915.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  | 0.0000% | $77.55             | $73.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  | 0.0000% | $83.60             | $89.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA3464 | 2053-11-01      | 7.0000%  | 0.0000% | $142.00            | $152.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  | 0.0000% | $156825.61         | $168381.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $186503.30         | $178308.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  | 0.0000% | $40661.91          | $42583.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  | 0.0000% | $18347.12          | $19214.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  | 0.0000% | $157.50            | $160.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  | 0.0000% | $1059.54           | $1091.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3954 | 2055-12-01      | 5.5000%  | 0.0000% | $257643.21         | $265072.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0711 | 2055-11-01      | 6.5000%  | 0.0000% | $159.73            | $169.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1395 | 2056-02-01      | 6.0000%  | 0.0000% | $160.82            | $167.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  | 0.0000% | $159.25            | $160.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5518 | 2055-10-01      | 5.5000%  | 0.0000% | $6205.04           | $6339.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  | 0.0000% | $210584.63         | $219885.12         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.150 WAWA3290 | 2039-09-01      | 3.1500%  | 0.0000% | $428993.27         | $365813.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  | 0.0000% | $218652.74         | $221000.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  | 0.0000% | $138677.07         | $146292.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  | 0.0000% | $145.89            | $154.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  | 0.0000% | $209824.42         | $220245.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0729 | 2055-12-01      | 6.0000%  | 0.0000% | $253925.87         | $265774.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $1518.57           | $1497.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  | 0.0000% | $2634528.94        | $2325275.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  | 0.0000% | $158.46            | $164.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $10.35             | $10.32             | Agency Mortgage-Backed Securities         |

### Security 141: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.670000%
- **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: 977HCB005, C.4 - ISIN: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 977HCB005_3.67_0202
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.9500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 788168 C | 2054-10-20      | 6.0000%  | 0.0000% | $8578191.53        | $8891701.55        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788161 M | 2051-06-20      | 5.0000%  | 0.0000% | $6234453.49        | $6407944.47        | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 788144 M | 2039-08-20      | 6.0000%  | 0.0000% | $7565963.50        | $8005435.01        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781160 X | 2030-04-15      | 7.5000%  | 0.0000% | $17802.51          | $18493.63          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781083 X | 2029-09-15      | 7.5000%  | 0.0000% | $18187.62          | $18868.14          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781086 X | 2029-09-15      | 7.5000%  | 0.0000% | $17101.57          | $17669.23          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780914 X | 2028-11-15      | 6.0000%  | 0.0000% | $97.36             | $99.64             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781690 X | 2033-12-15      | 6.0000%  | 0.0000% | $112965.99         | $117586.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780749 M | 2028-03-20      | 7.0000%  | 0.0000% | $1160.93           | $1201.68           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780748 M | 2028-03-20      | 7.0000%  | 0.0000% | $12132.45          | $12558.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780690 M | 2027-12-20      | 7.0000%  | 0.0000% | $14701.41          | $15217.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780654 X | 2027-10-15      | 7.0000%  | 0.0000% | $12821.34          | $13052.67          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780651 X | 2027-10-15      | 7.0000%  | 0.0000% | $6485.20           | $6603.53           | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 788138 M | 2040-02-20      | 4.0000%  | 0.0000% | $2119802.53        | $2096642.04        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788136 C | 2055-07-20      | 7.0000%  | 0.0000% | $6768045.09        | $7108774.80        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788126 X | 2048-06-15      | 3.5000%  | 0.0000% | $12622909.67       | $11955996.47       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788124 X | 2042-01-15      | 4.5000%  | 0.0000% | $9405611.45        | $9537967.22        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788123 X | 2040-12-15      | 5.0000%  | 0.0000% | $8003949.90        | $8277675.20        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788115 C | 2052-09-20      | 4.5000%  | 0.0000% | $1640405.28        | $1620533.41        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788112 M | 2051-05-20      | 4.5000%  | 0.0000% | $18880623.78       | $18902581.95       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788084 C | 2055-07-20      | 5.5000%  | 0.0000% | $2084.59           | $2140.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788082 M | 2049-01-20      | 3.5000%  | 0.0000% | $52557817.98       | $49397697.39       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780672 M | 2027-11-20      | 7.0000%  | 0.0000% | $5795.45           | $5998.87           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780623 X | 2027-08-15      | 7.0000%  | 0.0000% | $2819.45           | $2855.54           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780603 X | 2027-07-15      | 7.0000%  | 0.0000% | $2149.45           | $2172.73           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780601 X | 2027-07-15      | 7.0000%  | 0.0000% | $5726.98           | $5781.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780570 X | 2027-05-15      | 7.0000%  | 0.0000% | $3760.54           | $3811.42           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780525 X | 2027-03-15      | 7.0000%  | 0.0000% | $1160.04           | $1171.99           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780499 X | 2027-01-15      | 7.0000%  | 0.0000% | $314.81            | $317.74            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  | 0.0000% | $10508972.86       | $10687620.73       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0369 M | 2055-05-20      | 7.0000%  | 0.0000% | $1964134.15        | $2033819.45        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0091 M | 2054-12-20      | 5.0000%  | 0.0000% | $33938235.69       | $34108801.73       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $1550151.00        | $1524201.47        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786082 C | 2051-11-20      | 3.0000%  | 0.0000% | $32158.77          | $28798.71          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786108 C | 2052-03-20      | 3.5000%  | 0.0000% | $155827.05         | $141255.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785954 C | 2052-03-20      | 2.0000%  | 0.0000% | $507981.53         | $421691.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785944 C | 2052-02-20      | 3.0000%  | 0.0000% | $54782.71          | $49266.45          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785764 C | 2051-11-20      | 2.5000%  | 0.0000% | $22706.25          | $19708.66          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785713 C | 2051-10-20      | 2.5000%  | 0.0000% | $95811.35          | $83201.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785616 C | 2051-09-20      | 2.5000%  | 0.0000% | $33917.30          | $29223.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786395 C | 2052-10-20      | 5.0000%  | 0.0000% | $55671.52          | $56125.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786337 C | 2052-09-20      | 4.5000%  | 0.0000% | $965456.86         | $953031.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785359 C | 2051-03-20      | 2.0000%  | 0.0000% | $3997.96           | $3321.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785327 C | 2049-10-20      | 3.5000%  | 0.0000% | $3853.00           | $3561.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785221 C | 2050-12-20      | 2.0000%  | 0.0000% | $69909.77          | $57864.26          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783416 X | 2041-04-15      | 5.5000%  | 0.0000% | $449565.79         | $470443.87         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783403 X | 2041-09-15      | 3.5000%  | 0.0000% | $17856.55          | $16878.53          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783362 X | 2040-05-15      | 6.0000%  | 0.0000% | $9633.52           | $10230.93          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783170 X | 2040-09-15      | 5.0000%  | 0.0000% | $998725.20         | $1025787.44        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783175 X | 2040-05-15      | 5.0000%  | 0.0000% | $664468.97         | $687175.05         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783127 X | 2040-10-15      | 5.0000%  | 0.0000% | $770883.39         | $797043.91         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783013 X | 2039-11-15      | 6.0000%  | 0.0000% | $382045.44         | $405950.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 782950 C | 2038-10-20      | 6.0000%  | 0.0000% | $673.04            | $708.11            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782911 X | 2039-12-15      | 5.5000%  | 0.0000% | $403030.50         | $421747.46         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782885 X | 2039-12-15      | 5.5000%  | 0.0000% | $178906.02         | $188727.70         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 787165 X | 2052-02-15      | 3.5000%  | 0.0000% | $245277.41         | $232502.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787058 C | 2053-08-20      | 5.0000%  | 0.0000% | $59578.12          | $60173.18          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785087 M | 2048-02-20      | 3.5000%  | 0.0000% | $3260757.48        | $3080680.34        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785005 X | 2042-08-15      | 3.6250%  | 0.0000% | $79004.80          | $74998.87          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785010 X | 2042-08-15      | 3.3750%  | 0.0000% | $1002020.02        | $931422.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784934 M | 2048-08-20      | 3.0000%  | 0.0000% | $10451406.70       | $9574279.37        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784894 C | 2048-02-20      | 3.5000%  | 0.0000% | $39190.04          | $36351.75          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784870 X | 2047-01-15      | 4.5000%  | 0.0000% | $556024.20         | $555613.85         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784830 X | 2047-09-15      | 4.5000%  | 0.0000% | $558228.87         | $557816.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785192 C | 2050-11-20      | 4.0000%  | 0.0000% | $577682.06         | $548475.16         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786916 C | 2053-08-20      | 5.5000%  | 0.0000% | $49540.96          | $50868.93          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786835 C | 2053-08-20      | 5.5000%  | 0.0000% | $24955.10          | $25599.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782720 X | 2039-01-15      | 5.5000%  | 0.0000% | $199359.65         | $208620.22         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782719 X | 2039-07-15      | 5.0000%  | 0.0000% | $1147657.05        | $1186874.54        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784827 M | 2049-09-20      | 2.5000%  | 0.0000% | $46979.17          | $41376.01          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784849 C | 2049-10-20      | 3.0000%  | 0.0000% | $206108.40         | $184480.14         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784667 C | 2049-02-20      | 4.5000%  | 0.0000% | $1493354.09        | $1480079.66        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785445 C | 2051-03-20      | 2.5000%  | 0.0000% | $181970.79         | $156164.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785433 C | 2051-04-20      | 2.5000%  | 0.0000% | $7931.68           | $6873.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785396 C | 2051-03-20      | 2.0000%  | 0.0000% | $105300.20         | $86568.05          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782712 X | 2039-07-15      | 5.0000%  | 0.0000% | $1433842.01        | $1462573.01        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782707 X | 2039-07-15      | 5.0000%  | 0.0000% | $2211925.39        | $2252113.37        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786795 C | 2053-07-20      | 6.0000%  | 0.0000% | $25327.36          | $26550.68          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783590 M | 2041-06-20      | 4.5000%  | 0.0000% | $33512.95          | $33803.17          | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783548 X | 2027-02-15      | 3.0000%  | 0.0000% | $7619.83           | $7592.30           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782288 X | 2037-12-15      | 6.5000%  | 0.0000% | $2016.63           | $2164.84           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782251 X | 2038-01-15      | 6.0000%  | 0.0000% | $639589.69         | $679195.22         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782130 X | 2036-01-15      | 6.0000%  | 0.0000% | $273001.49         | $288196.84         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782106 X | 2036-07-15      | 6.5000%  | 0.0000% | $266.10            | $285.66            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782119 X | 2036-08-15      | 6.0000%  | 0.0000% | $486.07            | $516.37            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782088 X | 2036-05-15      | 6.0000%  | 0.0000% | $10472.21          | $11122.25          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782044 X | 2032-12-15      | 6.5000%  | 0.0000% | $422.38            | $437.13            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781855 X | 2034-11-15      | 6.0000%  | 0.0000% | $349203.13         | $363783.53         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782690 X | 2039-06-15      | 5.0000%  | 0.0000% | $613037.62         | $633983.75         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782685 X | 2039-06-15      | 5.0000%  | 0.0000% | $868691.38         | $898365.68         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782680 X | 2039-06-15      | 5.0000%  | 0.0000% | $1398157.99        | $1424768.82        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784520 C | 2047-08-20      | 3.5000%  | 0.0000% | $35578.26          | $32445.33          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784324 X | 2046-06-15      | 4.5000%  | 0.0000% | $1322321.58        | $1326235.65        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784283 X | 2045-09-15      | 3.5000%  | 0.0000% | $6938.69           | $6555.40           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784241 X | 2046-07-15      | 3.5000%  | 0.0000% | $169850.12         | $160464.11         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784226 X | 2046-03-15      | 3.5000%  | 0.0000% | $331871.83         | $313508.18         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784154 X | 2044-03-15      | 5.0000%  | 0.0000% | $18083.97          | $18698.06          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784172 X | 2045-10-15      | 4.5000%  | 0.0000% | $3153.35           | $3161.56           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783972 X | 2039-12-15      | 5.0000%  | 0.0000% | $4278.17           | $4424.31           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783871 X | 2044-03-15      | 4.0000%  | 0.0000% | $10607.04          | $10347.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783809 X | 2028-07-15      | 2.5000%  | 0.0000% | $8359.51           | $8281.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784559 C | 2047-09-20      | 3.5000%  | 0.0000% | $478705.76         | $445758.57         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783798 X | 2040-09-15      | 6.0000%  | 0.0000% | $22186.73          | $23575.25          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782704 X | 2039-07-15      | 5.0000%  | 0.0000% | $891893.81         | $922371.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786474 C | 2053-01-20      | 5.0000%  | 0.0000% | $23303.95          | $23579.58          | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 786298 M | 2037-12-20      | 2.5000%  | 0.0000% | $47050.64          | $44613.88          | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783327 X | 2026-06-15      | 3.5000%  | 0.0000% | $3300.09           | $3301.51           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783376 X | 2041-06-15      | 5.0000%  | 0.0000% | $3062.15           | $3148.53           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787227 C | 2052-03-20      | 3.0000%  | 0.0000% | $14351.98          | $12956.32          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784393 X | 2047-11-15      | 4.5000%  | 0.0000% | $3649.57           | $3618.56           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785009 X | 2042-08-15      | 3.8750%  | 0.0000% | $30816.35          | $29884.05          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780613 X | 2027-08-15      | 7.0000%  | 0.0000% | $4290.44           | $4343.13           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780625 X | 2027-08-15      | 7.0000%  | 0.0000% | $5084.83           | $5151.74           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781079 X | 2029-08-15      | 7.5000%  | 0.0000% | $4473.66           | $4628.18           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781144 X | 2030-03-15      | 7.5000%  | 0.0000% | $4346.92           | $4459.17           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781190 X | 2030-06-15      | 7.5000%  | 0.0000% | $4540.50           | $4714.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781205 X | 2030-07-15      | 8.5000%  | 0.0000% | $136.92            | $142.73            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781501 X | 2032-09-15      | 5.5000%  | 0.0000% | $69137.62          | $70610.29          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784445 C | 2048-02-20      | 3.5000%  | 0.0000% | $92941.93          | $86923.89          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784119 M | 2046-02-20      | 3.0000%  | 0.0000% | $877.11            | $806.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781551 X | 2033-01-15      | 6.0000%  | 0.0000% | $78.84             | $82.71             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784682 C | 2048-08-20      | 3.5000%  | 0.0000% | $66980.46          | $64377.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786583 C | 2052-03-20      | 3.0000%  | 0.0000% | $24735.60          | $22100.44          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783582 M | 2042-05-20      | 3.5000%  | 0.0000% | $5791.97           | $5512.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785218 C | 2050-12-20      | 2.0000%  | 0.0000% | $61285.95          | $50611.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787255 C | 2054-02-20      | 5.5000%  | 0.0000% | $16655.21          | $17095.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786922 C | 2053-09-20      | 5.5000%  | 0.0000% | $8221.40           | $8406.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786348 C | 2052-08-20      | 4.5000%  | 0.0000% | $370521.76         | $365110.29         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783647 X | 2035-09-15      | 5.5000%  | 0.0000% | $108793.52         | $112826.45         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783672 X | 2042-10-15      | 3.0000%  | 0.0000% | $116302.98         | $107806.08         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787485 C | 2054-07-20      | 5.5000%  | 0.0000% | $264499.09         | $272505.62         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782205 X | 2037-10-15      | 6.0000%  | 0.0000% | $21959.27          | $23319.69          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782252 X | 2038-01-15      | 5.5000%  | 0.0000% | $682075.24         | $713702.08         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785441 X | 2050-07-15      | 2.5000%  | 0.0000% | $466884.28         | $407856.98         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783765 X | 2039-09-15      | 5.5000%  | 0.0000% | $83242.29          | $87393.30          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786287 C | 2052-08-20      | 4.5000%  | 0.0000% | $792065.48         | $779400.35         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 787203 X | 2052-10-15      | 4.5000%  | 0.0000% | $777975.54         | $769490.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786216 C | 2052-06-20      | 3.5000%  | 0.0000% | $54433.02          | $49477.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784295 C | 2047-03-20      | 3.5000%  | 0.0000% | $358361.19         | $333730.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785587 M | 2044-12-20      | 3.5000%  | 0.0000% | $573834.09         | $538887.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785307 C | 2050-09-20      | 4.0000%  | 0.0000% | $16060.49          | $15427.42          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782686 X | 2039-06-15      | 5.0000%  | 0.0000% | $907113.67         | $938114.98         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782691 X | 2039-06-15      | 5.0000%  | 0.0000% | $1411129.78        | $1459344.95        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782709 X | 2039-07-15      | 5.0000%  | 0.0000% | $647622.41         | $669747.00         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782716 X | 2039-07-15      | 5.0000%  | 0.0000% | $2435.71           | $2480.56           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784314 C | 2043-05-20      | 3.5000%  | 0.0000% | $428215.89         | $397618.77         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784293 X | 2046-12-15      | 3.0000%  | 0.0000% | $440585.93         | $401641.07         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784699 X | 2048-04-15      | 5.0000%  | 0.0000% | $51742.59          | $52043.61          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782978 X | 2040-04-15      | 6.0000%  | 0.0000% | $181412.38         | $192675.97         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783142 X | 2040-05-15      | 5.0000%  | 0.0000% | $1219569.40        | $1260989.37        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784346 C | 2047-07-20      | 3.5000%  | 0.0000% | $550004.69         | $517732.85         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784177 X | 2046-05-15      | 3.0000%  | 0.0000% | $4014.63           | $3718.75           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788081 M | 2047-01-20      | 3.5000%  | 0.0000% | $22755965.14       | $21483939.54       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787938 M | 2048-05-20      | 4.0000%  | 0.0000% | $23067662.86       | $22374853.80       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788333 C | 2054-01-20      | 7.0000%  | 0.0000% | $5085093.60        | $5367976.79        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 786469 X | 2040-07-15      | 5.0000%  | 0.0000% | $4245.73           | $4391.13           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788085 C | 2055-06-20      | 6.5000%  | 0.0000% | $15633791.56       | $16636935.53       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786843 C | 2052-03-20      | 3.0000%  | 0.0000% | $28567.91          | $25850.89          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785294 C | 2051-01-20      | 3.5000%  | 0.0000% | $73003.26          | $66364.66          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786737 C | 2052-03-20      | 3.0000%  | 0.0000% | $8844136.88        | $7888498.42        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786699 C | 2052-08-20      | 4.0000%  | 0.0000% | $1820240.72        | $1748412.60        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786646 C | 2050-07-20      | 3.5000%  | 0.0000% | $2626329.32        | $2451309.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786579 C | 2053-03-20      | 5.5000%  | 0.0000% | $11026.03          | $11290.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786535 C | 2053-02-20      | 5.5000%  | 0.0000% | $11041.44          | $11246.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786435 M | 2050-11-20      | 2.5000%  | 0.0000% | $5669149.00        | $4978101.79        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786429 C | 2052-06-20      | 4.0000%  | 0.0000% | $132422.28         | $126864.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786428 C | 2052-06-20      | 4.0000%  | 0.0000% | $301835.27         | $289541.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786928 C | 2053-09-20      | 6.5000%  | 0.0000% | $514202.11         | $541478.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787276 C | 2054-02-20      | 6.0000%  | 0.0000% | $38222.51          | $39905.58          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787228 C | 2054-01-20      | 6.0000%  | 0.0000% | $883650.65         | $922675.61         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787170 C | 2053-05-20      | 5.5000%  | 0.0000% | $425964.82         | $451775.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786231 C | 2052-06-20      | 4.0000%  | 0.0000% | $43711.33          | $41708.40          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782738 X | 2039-08-15      | 5.0000%  | 0.0000% | $1313318.65        | $1357942.30        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782721 X | 2034-06-15      | 5.5000%  | 0.0000% | $460294.19         | $473997.87         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787707 C | 2054-12-20      | 7.0000%  | 0.0000% | $3401.24           | $3497.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788029 M | 2046-09-20      | 3.5000%  | 0.0000% | $9450100.89        | $8930755.89        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788166 M | 2045-11-20      | 3.5000%  | 0.0000% | $11004785.98       | $10444284.10       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788200 C | 2054-11-20      | 6.5000%  | 0.0000% | $3611801.38        | $3789292.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 788137 M | 2039-09-20      | 6.0000%  | 0.0000% | $1562491.34        | $1621236.85        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788170 C | 2055-09-20      | 6.5000%  | 0.0000% | $25369867.15       | $26526431.47       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788139 X | 2051-10-15      | 4.0000%  | 0.0000% | $9054096.56        | $8751275.26        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788116 C | 2054-08-20      | 6.5000%  | 0.0000% | $8176205.66        | $8521463.20        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787857 C | 2055-01-20      | 7.0000%  | 0.0000% | $5846898.96        | $6205289.83        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788326 C | 2054-11-20      | 6.5000%  | 0.0000% | $4275404.85        | $4503485.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788327 C | 2054-12-20      | 6.5000%  | 0.0000% | $4069488.89        | $4277476.85        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788295 X | 2052-02-15      | 4.0000%  | 0.0000% | $9366113.89        | $8999385.78        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788125 X | 2050-06-15      | 3.5000%  | 0.0000% | $8110677.20        | $7563883.28        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0424 M | 2055-06-20      | 5.5000%  | 0.0000% | $217092846.81      | $220783328.82      | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788416 C | 2056-01-20      | 6.5000%  | 0.0000% | $11721848.43       | $12312841.89       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788413 X | 2051-07-15      | 3.0000%  | 0.0000% | $7393965.05        | $6650403.28        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788422 C | 2056-01-20      | 6.5000%  | 0.0000% | $8235288.09        | $8650495.76        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788420 C | 2055-12-20      | 6.5000%  | 0.0000% | $4929275.39        | $5177992.39        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788419 C | 2056-01-20      | 6.5000%  | 0.0000% | $5925525.86        | $6224279.68        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 782611 M | 2039-02-20      | 5.5000%  | 0.0000% | $3220.02           | $3350.86           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788329 C | 2055-01-20      | 6.0000%  | 0.0000% | $5019893.61        | $5212774.66        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788358 M | 2044-12-20      | 3.5000%  | 0.0000% | $6947145.21        | $6611628.97        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788298 M | 2051-12-20      | 4.5000%  | 0.0000% | $14797785.22       | $14791392.57       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788285 C | 2055-05-20      | 6.0000%  | 0.0000% | $4071290.13        | $4227128.26        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788296 X | 2041-08-15      | 5.0000%  | 0.0000% | $6624484.20        | $6850708.87        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788294 M | 2044-02-20      | 4.0000%  | 0.0000% | $4650795.78        | $4533168.88        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788292 M | 2051-01-20      | 4.0000%  | 0.0000% | $12219397.67       | $11787481.33       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788201 M | 2049-05-20      | 3.0000%  | 0.0000% | $10845209.16       | $9931464.14        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788034 C | 2052-02-20      | 3.0000%  | 0.0000% | $3766187.30        | $3410646.66        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788033 X | 2050-03-15      | 4.0000%  | 0.0000% | $7989361.91        | $7670556.18        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788031 M | 2047-09-20      | 3.0000%  | 0.0000% | $8256398.84        | $7574599.19        | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783707 X | 2028-01-15      | 2.5000%  | 0.0000% | $8938.29           | $8854.48           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783669 X | 2042-09-15      | 3.0000%  | 0.0000% | $5888.87           | $5465.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783651 X | 2027-08-15      | 3.0000%  | 0.0000% | $37817.18          | $37611.94          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784446 C | 2048-02-20      | 3.0000%  | 0.0000% | $7690.59           | $7024.71           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784439 X | 2045-02-15      | 3.0000%  | 0.0000% | $18914.22          | $17566.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784433 C | 2048-02-20      | 3.5000%  | 0.0000% | $98976.06          | $92434.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784400 C | 2047-11-20      | 3.5000%  | 0.0000% | $386469.04         | $356315.74         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784397 X | 2047-06-15      | 4.5000%  | 0.0000% | $67133.67          | $67088.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781627 X | 2033-06-15      | 5.5000%  | 0.0000% | $5299.73           | $5446.32           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781526 X | 2032-11-15      | 5.5000%  | 0.0000% | $97572.41          | $100630.39         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781513 X | 2032-10-15      | 5.5000%  | 0.0000% | $44095.92          | $45081.63          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781482 X | 2032-08-15      | 6.0000%  | 0.0000% | $5378.77           | $5577.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781456 X | 2032-02-15      | 7.0000%  | 0.0000% | $40580.88          | $42524.78          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781340 X | 2031-10-15      | 6.5000%  | 0.0000% | $169.00            | $175.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781324 X | 2031-07-15      | 7.0000%  | 0.0000% | $208.42            | $218.81            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781319 X | 2031-07-15      | 7.0000%  | 0.0000% | $63915.89          | $67453.57          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781300 X | 2031-06-15      | 7.0000%  | 0.0000% | $291.35            | $305.72            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787854 C | 2052-04-20      | 3.5000%  | 0.0000% | $7913948.01        | $7388987.69        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787853 C | 2052-10-20      | 4.5000%  | 0.0000% | $6102599.92        | $5949870.15        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788030 M | 2047-01-20      | 3.0000%  | 0.0000% | $19658260.34       | $18075685.21       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781271 X | 2031-04-15      | 7.0000%  | 0.0000% | $5511.44           | $5743.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781231 X | 2030-12-15      | 7.0000%  | 0.0000% | $22847.14          | $23721.02          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781197 X | 2030-07-15      | 7.5000%  | 0.0000% | $22116.93          | $22986.93          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787852 C | 2054-10-20      | 6.5000%  | 0.0000% | $6554662.72        | $6876772.68        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787664 M | 2049-01-20      | 3.5000%  | 0.0000% | $15581264.55       | $14692718.69       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787462 C | 2052-06-20      | 4.0000%  | 0.0000% | $46775.35          | $44537.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787489 C | 2054-07-20      | 5.5000%  | 0.0000% | $13255.53          | $13605.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788199 M | 2047-04-20      | 2.5000%  | 0.0000% | $4016188.65        | $3576114.33        | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $14932805.64       | $14826713.80       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $127304451.41      | $129401575.41      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $40879529.78       | $41983076.08       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $6799263.32        | $6990807.44        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $9560423.20        | $9779543.79        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $1917727.27        | $1902715.38        | U.S. Treasuries (including strips) |

### Security 142: Pershing LLC

- **C.1 - Title:** Pershing LLC 3.670000%
- **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: 988LWT002, C.4 - ISIN: N/A, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: 988LWT002_3.67_0202
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $82.46             | $84.94             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5598PB 10/25/55 | 2055-10-25      | 4.5000%  | 0.0000% | $12221690.00       | $12152857.44       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51 | 2051-10-25      | 5.5000%  | 0.0000% | $1673686.60        | $1702208.82        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5502DG 12/25/49 | 2049-12-25      | 5.5000%  | 0.0000% | $5675796.03        | $5729577.35        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $1338190.27        | $1363439.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $1198009.32        | $1204391.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4978HP 05/25/50 | 2050-05-25      | 3.5000%  | 0.0000% | $3627464.70        | $3299296.84        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4852CA 11/15/47 | 2047-11-15      | 4.0000%  | 0.0000% | $4983.42           | $4924.78           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $15484.89          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $12534.69          | $12332.35          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9669.68           | $6821.52           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.8524%  | 0.0000% | $250000.00         | $215926.93         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9316.09           | $7086.37           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5602NE 11/25/52 | 2052-11-25      | 4.0000%  | 0.0000% | $2709677.16        | $2670517.50        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL055MA R13F055 | 2032-12-25      | 3.0000%  | 0.0000% | $671811.73         | $662117.27         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $84653.21          | $82526.22          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $37.92             | $38.97             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2306PL 04/15/31 | 2031-04-15      | 6.0000%  | 0.0000% | $1480.28           | $1525.72           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $40.83             | $41.82             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $18.58             | $18.78             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1259.61           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $1951.32           | $1761.41           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL103MB R12F103 | 2041-09-25      | 2.0000%  | 0.0000% | $32492.09          | $31229.58          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084HK R12F084 | 2042-03-25      | 2.0000%  | 0.0000% | $987593.20         | $921810.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-165 FE     | 2053-06-20      | 5.3530%  | 0.0000% | $3849575.32        | $3953663.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $339843.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-177 PL     | 2051-06-20      | 6.0000%  | 0.0000% | $57213.69          | $58088.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-223 P      | 2051-06-20      | 2.0000%  | 0.0000% | $70662.88          | $62202.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-178 LB     | 2055-06-20      | 4.5000%  | 0.0000% | $6113683.58        | $6078988.43        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $5989.55           | $5817.09           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3997GP 01/15/41 | 2041-01-15      | 4.0000%  | 0.0000% | $95055.41          | $94013.71          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004HP R25F004 | 2051-02-25      | 5.5000%  | 0.0000% | $10084919.84       | $10199893.54       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010AF R24F010 | 2050-12-25      | 4.9247%  | 0.0000% | $1388177.25        | $1390797.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC056YM R21F056 | 2051-09-25      | 1.5000%  | 0.0000% | $7788628.98        | $6407006.68        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $3439.17           | $3442.38           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL082CA R17F082 | 2047-10-25      | 3.0000%  | 0.0000% | $15.03             | $11.07             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $77946.47          | $76585.44          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $3736.43           | $3726.47           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $35.50             | $36.57             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $2691.72           | $2665.75           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $41.47             | $42.93             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $3869.84           | $3878.96           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1112.43           | $1153.47           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $298291.01         | $304606.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $786618.57         | $826974.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3159.91           | $3150.65           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426BF 04/15/49 | 2049-04-15      | 4.9247%  | 0.0000% | $412907.73         | $414751.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $2015.85           | $1916.13           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-198 LE     | 2055-11-20      | 5.0000%  | 0.0000% | $99252.99          | $98369.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-34 PC      | 2046-05-20      | 2.5000%  | 0.0000% | $1236890.34        | $1181931.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC124PG R12F124 | 2042-07-25      | 2.0000%  | 0.0000% | $897627.50         | $826031.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-005 JA     | 2055-01-20      | 5.5000%  | 0.0000% | $4218.52           | $4225.09           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-077 MY     | 2042-06-20      | 2.5000%  | 0.0000% | $324000.00         | $299224.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1199.85           | $1201.57           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $30178.96          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5038PJ 10/25/50 | 2050-10-25      | 0.7500%  | 0.0000% | $324098.34         | $236094.35         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2339.68           | $2333.03           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $307.44            | $308.75            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $4645.02           | $4845.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $336469.92         | $351350.26         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3398.02           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $12577.78          | $12405.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5675%  | 0.0000% | $100000.00         | $96262.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5149%  | 0.0000% | $107021.03         | $77627.86          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $1879.98           | $1835.32           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5236HP 12/25/42 | 2042-12-25      | 4.5000%  | 0.0000% | $137690.18         | $138824.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-042 KG     | 2042-11-20      | 1.7500%  | 0.0000% | $604187.80         | $572319.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $4247.89           | $4231.98           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5500VG 12/25/35 | 2035-12-25      | 5.5000%  | 0.0000% | $209267.93         | $215096.37         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2078QN 08/15/28 | 2028-08-15      | 6.5000%  | 0.0000% | $97.83             | $99.93             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC035LP R13F035 | 2043-01-25      | 3.0000%  | 0.0000% | $139947.29         | $137133.88         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $17760.29          | $16288.96          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 04269P 08/15/41 | 2041-08-15      | 4.0000%  | 0.0000% | $958462.96         | $958966.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $36258.60          | $36180.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-090 MA     | 2055-05-20      | 6.0000%  | 0.0000% | $60581.33          | $60529.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-112 LV     | 2035-05-20      | 6.0000%  | 0.0000% | $2096443.14        | $2168970.29        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2383.67           | $2025.02           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $1.77              | $1.78              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1675465.16        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077BL R16F077 | 2046-10-25      | 2.5000%  | 0.0000% | $2430356.00        | $1972204.46        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4074PA 05/15/41 | 2041-05-15      | 3.0000%  | 0.0000% | $12948.63          | $12915.85          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.2012%  | 0.0000% | $57024.22          | $58350.57          | 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% | $4868.19           | $4760.15           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $455.24            | $396.61            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $6613.19           | $6836.61           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 4.4118%  | 0.0000% | $42208.12          | $42248.46          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2597AE 04/15/33 | 2033-04-15      | 5.5000%  | 0.0000% | $26.84             | $27.19             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0206%  | 0.0000% | $5720837.49        | $5410904.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $185410.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5627%  | 0.0000% | $137757.56         | $135119.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5627%  | 0.0000% | $3729708.34        | $3658293.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2078400.29        | $2166244.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-048 AC     | 2054-02-20      | 5.0000%  | 0.0000% | $6522726.80        | $6574828.89        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4265GA 11/15/41 | 2041-11-15      | 3.0000%  | 0.0000% | $38347.20          | $38205.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-204 BL     | 2055-12-20      | 5.5000%  | 0.0000% | $127542.00         | $124162.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $497.67            | $492.51            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1045.25           | $1024.13           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9466.76           | $8329.66           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PH R99F019 | 2029-05-25      | 6.0000%  | 0.0000% | $1194.74           | $1220.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PM     | 2055-11-20      | 4.5000%  | 0.0000% | $1886330.39        | $1868617.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-169 LU     | 2055-10-20      | 5.0000%  | 0.0000% | $99846.77          | $98612.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4521%  | 0.0000% | $123789.70         | $114376.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.5899%  | 0.0000% | $100000.00         | $97603.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-146 BJ     | 2051-08-20      | 1.0000%  | 0.0000% | $2645008.28        | $2210056.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-066 AH     | 2050-12-20      | 1.2500%  | 0.0000% | $1580839.30        | $1327609.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-159 GP     | 2054-11-20      | 4.5000%  | 0.0000% | $10815277.18       | $10682346.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA     | 2055-02-20      | 6.5000%  | 0.0000% | $1277064.18        | $1311707.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6259%  | 0.0000% | $100000.00         | $97190.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.81            | $132.69            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1237.02           | $1137.48           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-11 UA      | 2046-08-20      | 3.5000%  | 0.0000% | $329522.67         | $323064.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $3855.27           | $3457.93           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.73              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3014.11           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-096 ME     | 2046-08-20      | 3.0000%  | 0.0000% | $899909.55         | $889234.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.4492%  | 0.0000% | $3387.05           | $3391.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $9169.51           | $9187.38           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-46 ND      | 2033-06-20      | 5.0000%  | 0.0000% | $3265.88           | $3270.56           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2378.70           | $2307.90           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1211.01           | $1184.03           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $7427.23           | $7268.59           | Agency Collateralized Mortgage Obligation |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $681000.00         | $570944.27         | Agency Debentures and Agency Strips       |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $1059000.00        | $909275.40         | Agency Debentures and Agency Strips       |
| TVDB 4.875 TVBD 35 B      | 2035-05-15      | 4.8750%  | 0.0000% | $2478000.00        | $2575713.12        | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $4000.00           | $4577.06           | Agency Debentures and Agency Strips       |
| TVDB 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  | 0.0000% | $1188000.00        | $1212740.30        | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $2000.00           | $2000.86           | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/28        | 2028-07-15      | 0.0000%  | 0.0000% | $7000.00           | $6378.46           | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/30        | 2030-04-15      | 0.0000%  | 0.0000% | $110000.00         | $93143.93          | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $4224000.00        | $3656697.79        | Agency Debentures and Agency Strips       |
| TVDB TVIN 12/15/32        | 2032-12-15      | 0.0000%  | 0.0000% | $6000.00           | $4417.07           | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $883.00            | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $100000.00         | $85542.30          | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $49000.00          | $46403.98          | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/27        | 2027-01-15      | 0.0000%  | 0.0000% | $1000.00           | $964.28            | Agency Debentures and Agency Strips       |
| FNMA 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  | 0.0000% | $6000.00           | $5738.44           | Agency Debentures and Agency Strips       |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $2000.00           | $1771.70           | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-28 TE        | 2028-01-27      | 1.0000%  | 0.0000% | $190000.00         | $180834.65         | Agency Debentures and Agency Strips       |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  | 0.0000% | $23000.00          | $25948.44          | Agency Debentures and Agency Strips       |
| FCSB 5.00 FCOR 26-35 CR   | 2035-10-29      | 5.0000%  | 0.0000% | $50000.00          | $50484.74          | Agency Debentures and Agency Strips       |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $656000.00         | $667173.68         | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $4000.00           | $3654.17           | Agency Debentures and Agency Strips       |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1818.67           | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7857.30           | Agency Debentures and Agency Strips       |
| FHLB 4.19 FHOR 28-33 JY   | 2033-01-27      | 4.1900%  | 0.0000% | $1545000.00        | $1540841.12        | Agency Debentures and Agency Strips       |
| FHLB 5.32 FHOR 28-51 D    | 2051-01-26      | 5.3200%  | 0.0000% | $7105000.00        | $7084474.44        | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-28 VP        | 2028-03-24      | 2.0000%  | 0.0000% | $150000.00         | $145873.65         | Agency Debentures and Agency Strips       |
| FHLB 0.96 FHOR 21-26 5418 | 2026-03-05      | 0.9600%  | 0.0000% | $2035000.00        | $2037435.22        | Agency Debentures and Agency Strips       |
| FHLB FHOR 23-28 TS        | 2028-02-16      | 1.0000%  | 0.0000% | $560000.00         | $534312.55         | Agency Debentures and Agency Strips       |
| FNMA 3.875 FNNT B 26-29   | 2029-10-16      | 3.8750%  | 0.0000% | $3973000.00        | $3972968.00        | Agency Debentures and Agency Strips       |
| FNMA 4.00 FNNT K 27-31    | 2031-01-15      | 4.0000%  | 0.0000% | $868000.00         | $867420.75         | Agency Debentures and Agency Strips       |
| GNMA GNII JM MB0734 M     | 2055-11-20      | 6.0000%  | 0.0000% | $953932.97         | $966725.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTCC1741 | 2045-12-01      | 5.0000%  | 0.0000% | $2579120.02        | $2623341.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3724 | 2055-11-01      | 6.0000%  | 0.0000% | $2763630.73        | $2843210.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5369 | 2045-10-01      | 5.5000%  | 0.0000% | $3289633.83        | $3365889.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  | 0.0000% | $2833486.78        | $2828845.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | 0.0000% | $5406207.56        | $5470529.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9111 | 2056-01-01      | 5.0000%  | 0.0000% | $4277500.00        | $4305495.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5982 | 2046-02-01      | 5.0000%  | 0.0000% | $1300672.00        | $1316234.25        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0885 M     | 2056-01-20      | 5.5000%  | 0.0000% | $6489292.00        | $6640398.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0872 M     | 2056-01-20      | 5.5000%  | 0.0000% | $417116.00         | $425158.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP3092 C     | 2065-11-20      | 4.0000%  | 0.0000% | $560797.00         | $536561.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9195 C     | 2055-12-20      | 6.0000%  | 0.0000% | $2734313.68        | $2840485.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9223 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3309362.13        | $3333278.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $1112.95           | $1139.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM5371 | 2050-08-01      | 3.0000%  | 0.0000% | $2038011.06        | $1830059.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $826.95            | $737.19            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6952 | 2050-05-01      | 5.6910%  | 0.0000% | $2886861.78        | $3010486.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 R3BF0207 | 2047-04-01      | 4.5000%  | 0.0000% | $5230801.56        | $5210819.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4697 | 2055-11-01      | 6.0000%  | 0.0000% | $2734533.78        | $2821520.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $2010.67           | $2068.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1317.56           | $1343.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6955 C     | 2056-01-20      | 6.0000%  | 0.0000% | $3700469.00        | $3840736.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5377 | 2045-12-01      | 4.5000%  | 0.0000% | $631986.69         | $629745.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  | 0.0000% | $3388018.26        | $3437773.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8353 | 2055-12-01      | 6.0000%  | 0.0000% | $3379903.85        | $3442051.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6704 C     | 2055-12-20      | 6.5000%  | 0.0000% | $3242008.53        | $3401347.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1519 C     | 2056-01-20      | 6.0000%  | 0.0000% | $6871641.00        | $7186110.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $7628.32           | $7837.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2272.77           | $2310.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $4799.55           | $4617.41           | Agency Mortgage-Backed Securities         |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $82900.00          | $81766.09          | U.S. Treasuries (including strips)        |
| USTR BILL 12/24/26        | 2026-12-24      | 0.0000%  | 0.0000% | $3000.00           | $2907.36           | U.S. Treasuries (including strips)        |
| USTR BILL 03/24/26        | 2026-03-24      | 0.0000%  | 0.0000% | $341000.00         | $339179.06         | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  | 0.0000% | $240000.00         | $233148.00         | U.S. Treasuries (including strips)        |
| USTR BILL 02/17/26        | 2026-02-17      | 0.0000%  | 0.0000% | $5021300.00        | $5012161.23        | U.S. Treasuries (including strips)        |
| USTR BILL 02/03/26        | 2026-02-03      | 0.0000%  | 0.0000% | $900.00            | $899.64            | U.S. Treasuries (including strips)        |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  | 0.0000% | $55300.00          | $54994.19          | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  | 0.0000% | $309400.00         | $302175.51         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  | 0.0000% | $5932.00           | $5141.41           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $30523700.00       | $30761123.79       | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  | 0.0000% | $254600.00         | $278806.87         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | 0.0000% | $46100.00          | $46453.21          | U.S. Treasuries (including strips)        |
| USTR BILL 04/14/26        | 2026-04-14      | 0.0000%  | 0.0000% | $8500.00           | $8437.44           | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  | 0.0000% | $442100.00         | $437241.32         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $5600800.00        | $5668182.21        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $1317700.00        | $1341738.50        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $741000.00         | $749077.47         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $573000.00         | $579775.52         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $1011700.00        | $1039010.93        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $4109300.00        | $4208773.92        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $2977400.00        | $2997252.51        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $791900.00         | $813087.74         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  | 0.0000% | $3793736.15        | $3680406.48        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $1621400.00        | $1636025.56        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $2651300.00        | $2703741.32        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $596200.00         | $609864.64         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $96700.00          | $96556.34          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $453600.00         | $442831.77         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.60             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $491400.00         | $487176.35         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $2929700.00        | $2792845.70        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $300000.00         | $302201.85         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $42200.00          | $43268.34          | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $3689500.00        | $3658227.41        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  | 0.0000% | $484200.00         | $493031.26         | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $9000.00           | $8931.74           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $6959000.00        | $7138840.79        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $65.15             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $331700.00         | $333585.60         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $1029600.00        | $1068164.20        | U.S. Treasuries (including strips)        |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  | 0.0000% | $187700.00         | $186149.60         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $7138000.00        | $7255240.87        | U.S. Treasuries (including strips)        |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  | 0.0000% | $611000.00         | $603875.74         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $4076300.00        | $2854154.41        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $70400.00          | $70360.82          | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  | 0.0000% | $1442500.00        | $1433542.08        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $414700.00         | $362815.65         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $600.00            | $564.06            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $2399800.00        | $2476078.69        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $56400.00          | $55975.44          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $62000.00          | $53360.34          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $1100.00           | $804.30            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $4620700.00        | $3262010.48        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $8700.00           | $7167.40           | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $252600.00         | $270491.58         | U.S. Treasuries (including strips)        |
| USTR BILL 04/07/26        | 2026-04-07      | 0.0000%  | 0.0000% | $282000.00         | $280116.24         | U.S. Treasuries (including strips)        |

### Security 143: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D5HX6, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D5HX6_3.78_0203
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** 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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $38207646.15       | $38504838.31       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $8576123.08        | $8636171.91        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $24632476.92       | $23751518.70       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $19553966.39       | $19478358.76       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $64127138.46       | $63625153.69       | U.S. Treasuries (including strips) |

### Security 144: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.680000%
- **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: ARP1DXD84, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1DXD84_3.68_0205
- **C.18 - Value (incl. sponsor support):** $99500000.00
- **C.18.a - Value (excl. sponsor support):** $99500000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** 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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-211 FG     | 2055-12-20      | 4.7030%  | 0.0000% | $2019914.74        | $2006357.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FD     | 2055-05-20      | 5.4530%  | 0.0000% | $20113549.33       | $20404345.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.4530%  | 0.0000% | $20113549.33       | $20404345.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF     | 2055-05-20      | 5.4230%  | 0.0000% | $20113549.33       | $20398767.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.3530%  | 0.0000% | $14730947.14       | $14926823.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA     | 2054-04-20      | 4.8030%  | 0.0000% | $17428105.58       | $17531021.45       | Agency Collateralized Mortgage Obligation |
| FMAC FKAR 04.200 WNWN2694 | 2032-06-01      | 4.2000%  | 0.0000% | $2562932.72        | $2560421.90        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  | 0.0000% | $2763888.89        | $2808537.21        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  | 0.0000% | $1710175.38        | $1737714.52        | Agency Mortgage-Backed Securities         |

### Security 145: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.670000%
- **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: ARP1DZZK8, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1DZZK8_3.67_0206
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** 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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNAR XX.XXX HYBZ6101 | 2036-01-01      | 4.6700%  | 0.0000% | $5427529.41        | $5510868.82        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6025 | 2036-01-01      | 4.3850%  | 0.0000% | $4852058.82        | $4816713.33        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5683 | 2032-11-01      | 4.0300%  | 0.0000% | $4719705.88        | $4668640.50        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3129 | 2030-03-01      | 4.7300%  | 0.0000% | $5161764.71        | $5309124.20        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6293 | 2036-01-01      | 4.4100%  | 0.0000% | $5391705.88        | $5364130.00        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4004 | 2030-07-01      | 4.0400%  | 0.0000% | $4611176.47        | $4627142.41        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  | 0.0000% | $4896352.94        | $4989049.33        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  | 0.0000% | $5866058.82        | $5939611.05        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3540 | 2030-05-01      | 4.2100%  | 0.0000% | $5505882.35        | $5565342.52        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  | 0.0000% | $4800000.00        | $4802722.40        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1980 | 2029-10-01      | 4.1200%  | 0.0000% | $6462705.88        | $6527267.60        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1813 | 2029-09-01      | 4.1900%  | 0.0000% | $5294117.65        | $5360406.77        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1172 | 2029-07-01      | 4.6750%  | 0.0000% | $5348823.53        | $5483774.20        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1165 | 2029-07-01      | 4.7200%  | 0.0000% | $1179385.94        | $1210898.22        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1041 | 2029-06-01      | 4.8300%  | 0.0000% | $6111176.47        | $6295806.31        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0658 | 2029-03-01      | 4.8100%  | 0.0000% | $6430677.21        | $6600554.62        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  | 0.0000% | $5294117.65        | $5435430.59        | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.300 WNWN2515 | 2028-11-01      | 4.3000%  | 0.0000% | $5287342.18        | $5366445.52        | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.200 WNWN2694 | 2032-06-01      | 4.2000%  | 0.0000% | $412004.82         | $411601.20         | Agency Mortgage-Backed Securities |
| FMAC FMAR 842035 G        | 2055-09-01      | 5.0240%  | 0.0000% | $4824661.88        | $4915481.85        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1131 | 2029-07-01      | 4.7900%  | 0.0000% | $6198529.41        | $6378513.70        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1050 | 2029-06-01      | 4.9200%  | 0.0000% | $6356470.59        | $6565632.37        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3516 | 2030-04-01      | 4.6100%  | 0.0000% | $4796470.59        | $4921272.89        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5991 | 2030-12-01      | 4.1600%  | 0.0000% | $4941176.47        | $4967567.84        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3443 | 2030-04-01      | 4.2100%  | 0.0000% | $4849365.88        | $4891305.08        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5680 | 2032-11-01      | 4.2300%  | 0.0000% | $6022058.82        | $6046764.32        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3369 | 2030-03-01      | 4.6750%  | 0.0000% | $4875000.00        | $5003763.24        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2543 | 2029-12-01      | 4.7000%  | 0.0000% | $5818764.71        | $5978472.99        | Agency Mortgage-Backed Securities |
| FMAC FMAR 842040 G        | 2055-10-01      | 4.8660%  | 0.0000% | $4565047.48        | $4641926.68        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODF8753 | 2056-01-01      | 5.0580%  | 0.0000% | $6175193.82        | $6313280.42        | Agency Mortgage-Backed Securities |

### Security 146: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.670000%
- **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: ARP1E0TO3, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1E0TO3_3.67_0206
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** 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 2025-120 TA      | 2051-05-20      | 5.0000%  | 0.0000% | $3521250.51        | $3538690.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.3530%  | 0.0000% | $11945245.97       | $12100557.40       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077  | 2053-10-25      | 4.9973%  | 0.0000% | $19210962.92       | $19317911.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  | 0.0000% | $262415.86         | $234463.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3830%  | 0.0000% | $25312380.63       | $25648941.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 4.4919%  | 0.0000% | $66732.43          | $67103.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-091 BA      | 2045-08-20      | 3.0000%  | 0.0000% | $89948.89          | $86639.46          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FG      | 2055-02-20      | 4.7530%  | 0.0000% | $7917915.30        | $7973849.65        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5597FB 11/25/55  | 2055-11-25      | 4.9973%  | 0.0000% | $12417387.30       | $12503353.70       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9473%  | 0.0000% | $9303449.79        | $9383618.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 4.9973%  | 0.0000% | $3871918.80        | $3893520.50        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  | 0.0000% | $1541468.60        | $1228247.31        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  | 0.0000% | $4925562.69        | $5198720.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  | 0.0000% | $13965137.29       | $13947680.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  | 0.0000% | $4311196.76        | $4329406.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 AT      | 2055-12-20      | 4.5000%  | 0.0000% | $8744367.97        | $8682073.09        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55  | 2055-11-25      | 4.6973%  | 0.0000% | $6653247.42        | $6692930.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-05 GA       | 2047-12-20      | 3.0000%  | 0.0000% | $246134.08         | $225153.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 PT      | 2065-11-20      | 6.5000%  | 0.0000% | $78452602.99       | $81227401.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.6030%  | 0.0000% | $12836360.96       | $12886238.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD      | 2055-04-20      | 5.0000%  | 0.0000% | $5549642.66        | $5592373.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  | 0.0000% | $5028970.44        | $5077684.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  | 0.0000% | $1888701.37        | $1908096.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.5030%  | 0.0000% | $7997420.21        | $8025177.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.8030%  | 0.0000% | $21395389.00       | $21543298.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7530%  | 0.0000% | $12847373.12       | $12914761.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  | 0.0000% | $261720.02         | $263828.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  | 0.0000% | $98673.15          | $86280.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  | 0.0000% | $851901.17         | $662651.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-083 FA      | 2039-06-20      | 4.1898%  | 0.0000% | $935.93            | $935.67            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.2398%  | 0.0000% | $6069.31           | $5960.77           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.2030% | 0.0000% | $3043099.68        | $3247079.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF      | 2055-07-20      | 5.0230%  | 0.0000% | $12730629.30       | $12891191.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0898%  | 0.0000% | $5389.61           | $5259.77           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-79 MY       | 2045-05-20      | 3.5000%  | 0.0000% | $1281116.84        | $1120886.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.1898%  | 0.0000% | $60365.58          | $60430.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.3530%  | 0.0000% | $10322372.17       | $10440449.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  | 0.0000% | $13436.80          | $13426.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695  | 2031-03-01      | 2.5000%  | 0.0000% | $3693.14           | $3635.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549  | 2046-03-01      | 3.5000%  | 0.0000% | $110652.93         | $105093.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7424 M      | 2051-06-20      | 5.5000%  | 0.0000% | $570920.33         | $590360.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3537  | 2048-12-01      | 4.5000%  | 0.0000% | $1849.14           | $1847.77           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q31356 G  | 2045-02-01      | 3.5000%  | 0.0000% | $2155.17           | $2053.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6573  | 2046-01-01      | 3.5000%  | 0.0000% | $69073.21          | $65638.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1607  | 2038-09-01      | 3.0000%  | 0.0000% | $40669.20          | $39175.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M      | 2032-11-20      | 5.5000%  | 0.0000% | $3118.09           | $3259.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0808  | 2040-05-01      | 6.5000%  | 0.0000% | $2976.96           | $3171.74           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G06784 G  | 2041-10-01      | 3.5000%  | 0.0000% | $104405.09         | $100677.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671  | 2050-05-01      | 3.5000%  | 0.0000% | $117926.06         | $111877.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3883  | 2043-12-01      | 3.5000%  | 0.0000% | $19512.54          | $18660.79          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q58591 G  | 2048-09-01      | 5.0000%  | 0.0000% | $65557.40          | $67113.33          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G67711 G  | 2048-03-01      | 4.0000%  | 0.0000% | $215804.39         | $211438.94         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q61236 G  | 2049-02-01      | 4.0000%  | 0.0000% | $217701.55         | $212870.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6436 C      | 2055-03-20      | 6.5000%  | 0.0000% | $310465.16         | $330202.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6434 C      | 2055-03-20      | 6.5000%  | 0.0000% | $352629.80         | $375046.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9922 C      | 2054-12-20      | 5.5000%  | 0.0000% | $300802.23         | $309575.29         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  | 0.0000% | $264.73            | $277.70            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0020        | 2064-12-15      | 5.9800%  | 0.0000% | $299137.37         | $311916.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD6592 C      | 2054-08-20      | 7.0000%  | 0.0000% | $299064.37         | $312710.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2851 C      | 2054-07-20      | 7.0000%  | 0.0000% | $290421.22         | $303083.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2827 C      | 2054-07-20      | 7.0000%  | 0.0000% | $297450.31         | $311200.51         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  | 0.0000% | $299147.87         | $309099.58         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CV9792 X      | 2053-06-15      | 6.0000%  | 0.0000% | $365129.35         | $376031.87         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09068 G  | 2044-11-01      | 3.5000%  | 0.0000% | $387.45            | $369.13            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04060 G  | 2042-06-01      | 3.5000%  | 0.0000% | $102535.73         | $97927.72          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C04482 G  | 2043-02-01      | 3.0000%  | 0.0000% | $24140.04          | $22452.08          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G61985 G  | 2047-10-01      | 3.0000%  | 0.0000% | $1390797.46        | $1271312.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7997 C      | 2055-07-20      | 6.0000%  | 0.0000% | $307960.00         | $316064.38         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5978        | 2060-09-15      | 5.6500%  | 0.0000% | $195657.53         | $201325.22         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5809        | 2067-09-15      | 5.6000%  | 0.0000% | $1293308.20        | $1333068.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C      | 2055-04-20      | 6.5000%  | 0.0000% | $301595.61         | $320769.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  | 0.0000% | $297785.55         | $316716.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6438 C      | 2055-03-20      | 6.5000%  | 0.0000% | $354084.75         | $376594.66         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60384 G  | 2045-12-01      | 4.5000%  | 0.0000% | $9335.54           | $9402.71           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60344 G  | 2045-12-01      | 4.0000%  | 0.0000% | $24109.05          | $23720.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0800  | 2049-07-01      | 3.0000%  | 0.0000% | $50760.90          | $45866.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4883  | 2049-12-01      | 3.0000%  | 0.0000% | $1492309.83        | $1359143.07        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  | 0.0000% | $363011.43         | $348006.80         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q10378 G  | 2042-08-01      | 3.0000%  | 0.0000% | $1131.46           | $1053.06           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q08511 G  | 2042-05-01      | 3.0000%  | 0.0000% | $3809.99           | $3545.98           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q04439 G  | 2041-11-01      | 3.5000%  | 0.0000% | $6408.19           | $6174.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0947  | 2036-06-01      | 2.5000%  | 0.0000% | $41812.62          | $39683.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  | 0.0000% | $9410.58           | $8831.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ7473 C      | 2052-01-20      | 4.0000%  | 0.0000% | $305786.44         | $292955.71         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08726 G  | 2046-10-01      | 3.0000%  | 0.0000% | $424515.57         | $388022.38         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586343 X      | 2035-01-15      | 6.0000%  | 0.0000% | $70.33             | $74.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA1217  | 2049-08-01      | 5.0000%  | 0.0000% | $19609.56          | $19961.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  | 0.0000% | $43129.82          | $41726.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  | 0.0000% | $41681.82          | $41688.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC2815  | 2038-01-01      | 2.5000%  | 0.0000% | $359541.70         | $340609.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4580 C      | 2042-01-20      | 4.0000%  | 0.0000% | $305711.44         | $292539.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4984  | 2049-04-01      | 3.0000%  | 0.0000% | $227065.69         | $205168.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6038 M      | 2049-07-20      | 3.0000%  | 0.0000% | $324533.46         | $295518.12         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18712 G  | 2033-11-01      | 3.0000%  | 0.0000% | $20166.78          | $19699.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0934 M      | 2043-04-20      | 3.5000%  | 0.0000% | $354364.16         | $337134.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3527  | 2042-09-01      | 3.5000%  | 0.0000% | $13609.16          | $12992.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308  | 2039-05-01      | 6.5000%  | 0.0000% | $252.90            | $269.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1118 C      | 2054-06-20      | 7.0000%  | 0.0000% | $372440.08         | $391257.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662  | 2047-02-01      | 3.5000%  | 0.0000% | $8559.97           | $8109.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4285  | 2037-07-01      | 2.5000%  | 0.0000% | $47502.75          | $44984.81          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61615 G  | 2045-07-01      | 4.5000%  | 0.0000% | $653288.54         | $660064.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938  | 2045-03-01      | 3.5000%  | 0.0000% | $2468.29           | $2331.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAK7581  | 2042-08-01      | 3.0000%  | 0.0000% | $71684.67          | $66677.83          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q09949 G  | 2042-08-01      | 3.0000%  | 0.0000% | $5339.65           | $4972.47           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1703  | 2049-01-01      | 4.0000%  | 0.0000% | $1254294.07        | $1224818.44        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08676 G  | 2045-11-01      | 3.5000%  | 0.0000% | $109400.94         | $104139.79         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08659 G  | 2045-08-01      | 3.5000%  | 0.0000% | $24491.27          | $23326.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5283 C      | 2055-10-20      | 6.0000%  | 0.0000% | $319955.74         | $339606.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5282 C      | 2055-11-20      | 5.5000%  | 0.0000% | $269122.00         | $279314.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6021 C      | 2055-07-20      | 6.5000%  | 0.0000% | $346797.43         | $363841.18         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08853 G  | 2048-12-01      | 4.5000%  | 0.0000% | $36.52             | $36.54             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3599 C      | 2055-07-20      | 7.0000%  | 0.0000% | $274090.33         | $287088.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1982 C      | 2055-06-20      | 6.5000%  | 0.0000% | $357005.71         | $374551.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3831  | 2039-11-01      | 3.0000%  | 0.0000% | $25683.59          | $24167.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3776  | 2049-09-01      | 4.0000%  | 0.0000% | $1038334.06        | $1010339.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  | 0.0000% | $366475.24         | $330796.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3741  | 2039-08-01      | 3.0000%  | 0.0000% | $84966.49          | $80048.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331  | 2048-04-01      | 3.0000%  | 0.0000% | $2652.23           | $2396.60           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08641 G  | 2045-05-01      | 3.5000%  | 0.0000% | $10141.16          | $9661.38           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08667 G  | 2045-09-01      | 3.5000%  | 0.0000% | $31809.76          | $30304.72          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08589 G  | 2044-05-01      | 5.0000%  | 0.0000% | $6795.77           | $6942.01           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G08271 G  | 2038-05-01      | 6.0000%  | 0.0000% | $11136.81          | $11824.55          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G08066 G  | 2035-06-01      | 6.5000%  | 0.0000% | $2425.95           | $2576.10           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G08046 G  | 2035-03-01      | 5.5000%  | 0.0000% | $31596.26          | $33119.22          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08837 G  | 2048-09-01      | 4.5000%  | 0.0000% | $672.50            | $670.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5650  | 2053-02-01      | 6.0000%  | 0.0000% | $14852337.07       | $15554114.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0281  | 2046-03-01      | 3.5000%  | 0.0000% | $11990.74          | $11403.86          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57426 G  | 2048-07-01      | 4.5000%  | 0.0000% | $536.28            | $532.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841  | 2045-07-01      | 4.0000%  | 0.0000% | $11236.04          | $10987.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5970  | 2037-07-01      | 2.5000%  | 0.0000% | $110617.45         | $104754.05         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q12445 G  | 2042-11-01      | 3.0000%  | 0.0000% | $111.04            | $103.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5017  | 2039-11-01      | 3.0000%  | 0.0000% | $365018.55         | $343327.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA5090  | 2038-06-01      | 3.0000%  | 0.0000% | $100653.83         | $96956.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215  | 2046-06-01      | 3.5000%  | 0.0000% | $141165.10         | $133802.97         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC STACR REMIC TR  | 2045-09-25      | 5.1973%  | 0.0000% | $627794.00         | $627941.83         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G  | 2043-05-01      | 3.5000%  | 0.0000% | $26076.45          | $24868.03          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18615 G  | 2043-05-01      | 3.5000%  | 0.0000% | $121443.12         | $115133.36         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7280 X      | 2047-08-15      | 4.5000%  | 0.0000% | $17892.85          | $17816.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  | 0.0000% | $1905830.15        | $1954334.59        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08820 G  | 2048-05-01      | 4.5000%  | 0.0000% | $359660.01         | $360694.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4015 C      | 2055-01-20      | 6.5000%  | 0.0000% | $289610.81         | $302676.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3736 C      | 2055-12-20      | 6.5000%  | 0.0000% | $381054.27         | $399782.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3667 C      | 2055-11-20      | 5.0000%  | 0.0000% | $305594.63         | $308612.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2329 C      | 2055-12-20      | 7.0000%  | 0.0000% | $286759.92         | $299246.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2223 C      | 2055-11-20      | 5.5000%  | 0.0000% | $582594.47         | $600296.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C      | 2055-12-20      | 6.5000%  | 0.0000% | $406653.47         | $422043.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8718 C      | 2055-07-20      | 6.5000%  | 0.0000% | $371276.73         | $389524.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0421 M      | 2055-06-20      | 4.0000%  | 0.0000% | $2466372.09        | $2347671.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  | 0.0000% | $275709.71         | $259660.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  | 0.0000% | $131835.26         | $123965.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3124  | 2032-09-01      | 2.5000%  | 0.0000% | $73417.84          | $71012.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  | 0.0000% | $1672.31           | $1522.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA1528  | 2028-08-01      | 2.5000%  | 0.0000% | $12537.90          | $12371.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  | 0.0000% | $12386.30          | $11859.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069  | 2038-10-01      | 6.0000%  | 0.0000% | $149.62            | $158.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851  | 2037-12-01      | 6.0000%  | 0.0000% | $248.03            | $263.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  | 0.0000% | $5456.00           | $5732.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930063  | 2038-09-01      | 6.0000%  | 0.0000% | $79725.25          | $84879.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL928828  | 2037-10-01      | 6.0000%  | 0.0000% | $87710.35          | $92746.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  | 0.0000% | $30876.52          | $32739.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888813  | 2037-03-01      | 6.5000%  | 0.0000% | $10538.94          | $11164.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5057  | 2038-01-01      | 2.5000%  | 0.0000% | $8062.13           | $7634.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  | 0.0000% | $55352.19          | $49859.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  | 0.0000% | $17082.43          | $16034.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  | 0.0000% | $61888.46          | $55786.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5349 C      | 2065-11-20      | 6.5000%  | 0.0000% | $729814.44         | $762405.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5348 C      | 2065-11-20      | 7.0000%  | 0.0000% | $942892.34         | $984245.61         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A90726 G  | 2040-01-01      | 5.5000%  | 0.0000% | $93663.87          | $97665.43          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A89607 G  | 2039-11-01      | 5.5000%  | 0.0000% | $17501.81          | $18187.89          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C01151 G  | 2031-03-01      | 6.5000%  | 0.0000% | $62.00             | $64.49             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02328 G  | 2041-07-01      | 5.5000%  | 0.0000% | $20946.15          | $21687.80          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01609 G  | 2041-06-01      | 5.5000%  | 0.0000% | $30012.95          | $31021.40          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00294 G  | 2041-04-01      | 5.5000%  | 0.0000% | $131655.51         | $137257.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8066  | 2050-05-01      | 5.0000%  | 0.0000% | $56889.79          | $57801.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062  | 2050-05-01      | 3.0000%  | 0.0000% | $1135073.03        | $1018338.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8056  | 2050-04-01      | 3.0000%  | 0.0000% | $147482.76         | $132801.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6147  | 2054-09-01      | 6.5000%  | 0.0000% | $1218502.69        | $1284929.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD0093  | 2049-10-01      | 5.0000%  | 0.0000% | $897261.24         | $917295.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0026  | 2047-02-01      | 3.0000%  | 0.0000% | $2277538.87        | $2113124.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1595  | 2049-01-01      | 4.5000%  | 0.0000% | $203254.36         | $203347.86         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2163 X      | 2052-04-15      | 3.0000%  | 0.0000% | $381121.95         | $346300.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4574 C      | 2045-04-20      | 4.0000%  | 0.0000% | $423198.56         | $404953.71         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CF8153 X      | 2051-07-15      | 3.0000%  | 0.0000% | $8694.22           | $7878.50           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  | 0.0000% | $5723401.84        | $5970504.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9407  | 2042-09-01      | 4.5000%  | 0.0000% | $39841.15          | $39908.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462  | 2027-10-01      | 2.5000%  | 0.0000% | $27054.76          | $26785.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704  | 2040-05-01      | 6.5000%  | 0.0000% | $11206.75          | $11939.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK1531  | 2042-03-01      | 5.0000%  | 0.0000% | $31302.73          | $32110.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ7680  | 2041-12-01      | 3.5000%  | 0.0000% | $74228.89          | $71372.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5791  | 2041-07-01      | 5.5000%  | 0.0000% | $29035.47          | $29968.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4613  | 2031-07-01      | 4.5000%  | 0.0000% | $18615.21          | $18715.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650  | 2041-06-01      | 5.5000%  | 0.0000% | $43246.37          | $44764.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1172  | 2041-04-01      | 5.5000%  | 0.0000% | $119938.58         | $124849.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5991  | 2041-03-01      | 5.0000%  | 0.0000% | $42161.95          | $43243.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  | 0.0000% | $1.44              | $1.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL256801  | 2037-07-01      | 6.5000%  | 0.0000% | $4817.93           | $5133.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5875 C      | 2055-11-20      | 7.0000%  | 0.0000% | $267474.37         | $279360.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5545 C      | 2055-11-20      | 6.0000%  | 0.0000% | $268436.72         | $275523.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5496 C      | 2055-11-20      | 5.0000%  | 0.0000% | $370670.83         | $374895.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5116 C      | 2055-11-20      | 5.0000%  | 0.0000% | $309558.07         | $312472.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C      | 2055-11-20      | 6.5000%  | 0.0000% | $264.18            | $270.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3823 C      | 2065-10-20      | 5.5000%  | 0.0000% | $299201.92         | $305213.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3817 C      | 2065-10-20      | 6.0000%  | 0.0000% | $77657.57          | $80540.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1983 C      | 2055-12-20      | 7.0000%  | 0.0000% | $295459.71         | $308942.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6682 C      | 2055-10-20      | 5.0000%  | 0.0000% | $332843.25         | $336576.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5451 C      | 2065-12-20      | 7.0000%  | 0.0000% | $984018.33         | $1027175.30        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7228 X      | 2047-09-15      | 4.5000%  | 0.0000% | $49174.69          | $48980.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8489 M      | 2052-12-20      | 4.5000%  | 0.0000% | $393944.19         | $389769.17         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91112 G  | 2027-10-01      | 6.0000%  | 0.0000% | $405.44            | $417.43            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08716 G  | 2046-08-01      | 3.5000%  | 0.0000% | $986124.05         | $942553.58         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08732 G  | 2046-11-01      | 3.0000%  | 0.0000% | $277878.11         | $253918.53         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08687 G  | 2046-01-01      | 3.5000%  | 0.0000% | $5913.27           | $5625.91           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83727 G  | 2033-09-01      | 5.5000%  | 0.0000% | $41525.47          | $42377.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4794  | 2037-08-01      | 2.0000%  | 0.0000% | $125250.83         | $115974.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M      | 2055-05-20      | 4.0000%  | 0.0000% | $463381.25         | $441079.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0145 M      | 2055-01-20      | 4.5000%  | 0.0000% | $373915.92         | $367486.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  | 0.0000% | $124074.95         | $116674.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3033 M      | 2045-08-20      | 3.0000%  | 0.0000% | $384210.90         | $352773.48         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04359 G  | 2038-06-01      | 5.5000%  | 0.0000% | $3719.10           | $3886.28           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18736 G  | 2034-06-01      | 3.0000%  | 0.0000% | $3554.68           | $3466.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203  | 2045-11-01      | 3.5000%  | 0.0000% | $26763.58          | $25460.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4666  | 2037-07-01      | 3.0000%  | 0.0000% | $65749.57          | $63334.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  | 0.0000% | $15549.38          | $14845.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL968381  | 2038-10-01      | 6.5000%  | 0.0000% | $2744.12           | $2893.68           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18706 G  | 2033-09-01      | 3.0000%  | 0.0000% | $103367.11         | $101077.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB8152  | 2037-05-01      | 1.5000%  | 0.0000% | $821146.05         | $743020.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  | 0.0000% | $62309.09          | $66080.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO7682 C      | 2045-08-20      | 4.0000%  | 0.0000% | $486234.11         | $469045.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  | 0.0000% | $36432.85          | $36486.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3106 M      | 2045-09-20      | 4.0000%  | 0.0000% | $392533.66         | $381911.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB0816  | 2037-06-01      | 1.5000%  | 0.0000% | $163525.82         | $147967.70         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q62886 G  | 2049-04-01      | 4.0000%  | 0.0000% | $83547.56          | $81682.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M      | 2054-05-20      | 7.0000%  | 0.0000% | $383283.24         | $397928.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3375 M      | 2046-01-20      | 3.0000%  | 0.0000% | $299449.49         | $275452.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722  | 2045-09-01      | 3.5000%  | 0.0000% | $21133.19          | $20109.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7170  | 2046-05-01      | 3.5000%  | 0.0000% | $13903.42          | $13181.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  | 0.0000% | $23062.25          | $23272.46          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A91161 G  | 2040-02-01      | 4.5000%  | 0.0000% | $73125.61          | $73944.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0919  | 2038-05-01      | 3.0000%  | 0.0000% | $9643.70           | $9289.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA6568  | 2039-04-01      | 3.0000%  | 0.0000% | $27103.52          | $25457.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4607  | 2045-03-01      | 3.5000%  | 0.0000% | $26207.87          | $24938.59          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733218 X      | 2040-06-15      | 4.5000%  | 0.0000% | $1422.64           | $1423.41           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J40197 G  | 2034-02-01      | 3.0000%  | 0.0000% | $4556.95           | $4446.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3701  | 2035-07-01      | 2.5000%  | 0.0000% | $3806.18           | $3624.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483  | 2037-06-01      | 2.5000%  | 0.0000% | $47573.30          | $45139.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0098  | 2055-06-01      | 6.0000%  | 0.0000% | $2447441.64        | $2565311.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2272 C      | 2055-10-20      | 6.5000%  | 0.0000% | $307564.49         | $322680.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0733 M      | 2055-11-20      | 5.5000%  | 0.0000% | $1218907.92        | $1233328.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5857 C      | 2055-11-20      | 6.0000%  | 0.0000% | $988618.00         | $1032767.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5239 C      | 2055-11-20      | 6.0000%  | 0.0000% | $282251.11         | $295329.03         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3002        | 2060-01-15      | 5.6400%  | 0.0000% | $143165.30         | $149647.73         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0349        | 2067-07-15      | 6.1400%  | 0.0000% | $341036.03         | $366586.15         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7245        | 2066-12-15      | 5.7400%  | 0.0000% | $331996.78         | $350775.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6016 C      | 2055-07-20      | 6.5000%  | 0.0000% | $279410.25         | $293309.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  | 0.0000% | $66570.97          | $68669.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4364 C      | 2065-11-20      | 6.5000%  | 0.0000% | $3866812.58        | $4039493.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0636 C      | 2055-12-20      | 5.0000%  | 0.0000% | $320833.61         | $325713.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6435 C      | 2055-04-20      | 6.5000%  | 0.0000% | $393427.65         | $418438.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9837 C      | 2055-12-20      | 6.0000%  | 0.0000% | $243509.63         | $250037.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8519 C      | 2065-12-20      | 6.0000%  | 0.0000% | $285470.67         | $294742.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5350 C      | 2055-11-20      | 6.5000%  | 0.0000% | $399268.05         | $421435.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M      | 2055-07-20      | 6.0000%  | 0.0000% | $19952081.31       | $20527166.79       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8709 C      | 2055-07-20      | 6.5000%  | 0.0000% | $409599.17         | $429729.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6439 C      | 2055-04-20      | 6.5000%  | 0.0000% | $371368.22         | $394976.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3735 C      | 2055-12-20      | 6.5000%  | 0.0000% | $262886.41         | $280026.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3004 C      | 2054-12-20      | 6.0000%  | 0.0000% | $412581.87         | $427271.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8746 C      | 2055-12-20      | 6.5000%  | 0.0000% | $460935.71         | $491624.40         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  | 0.0000% | $82588.44          | $76390.62          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  | 0.0000% | $154489.09         | $142300.55         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB      | 2066-07-16      | 4.0000%  | 0.0000% | $397655.46         | $307278.80         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  | 0.0000% | $258757.47         | $256038.19         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-157 AB      | 2064-09-16      | 3.0000%  | 0.0000% | $2719779.95        | $2390715.59        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-109 A       | 2064-09-16      | 3.0000%  | 0.0000% | $5153344.87        | $4539476.70        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-193 A       | 2065-07-16      | 3.0000%  | 0.0000% | $5572899.32        | $4877806.45        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB      | 2065-05-16      | 4.0000%  | 0.0000% | $229100.09         | $177250.21         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  | 0.0000% | $2197664.23        | $1585365.68        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-029 AB      | 2045-10-16      | 1.7670%  | 0.0000% | $3132.45           | $3063.14           | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.5011% | 0.0000% | $6295181.26        | $5879228.10        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-04-25      | 11.9368% | 0.0000% | $50494.16          | $51355.88          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  | 0.0000% | $472736.84         | $303012.44         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB      | 2065-05-16      | 4.0000%  | 0.0000% | $306017.53         | $237377.25         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  | 0.0000% | $1930410.57        | $1866010.58        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E       | 2064-10-16      | 3.0000%  | 0.0000% | $52526.32          | $37716.50          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  | 0.0000% | $306440.89         | $235804.80         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.4011% | 0.0000% | $122108.90         | $115487.37         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  | 0.0000% | $882703.51         | $722405.53         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 CA      | 2053-08-16      | 4.5000%  | 0.0000% | $755246.63         | $753940.06         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-033 AC      | 2046-05-16      | 1.7440%  | 0.0000% | $23327.41          | $21210.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6441 C      | 2055-03-20      | 6.5000%  | 0.0000% | $416445.86         | $442920.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8361 C      | 2055-11-20      | 6.0000%  | 0.0000% | $272387.32         | $285919.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5726 C      | 2055-11-20      | 6.0000%  | 0.0000% | $4844337.91        | $5017180.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5680 C      | 2055-11-20      | 6.0000%  | 0.0000% | $206303.19         | $212002.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6778 C      | 2065-11-20      | 6.0000%  | 0.0000% | $366391.31         | $378290.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0991 C      | 2055-12-20      | 6.0000%  | 0.0000% | $290468.28         | $301479.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6350 C      | 2055-11-20      | 6.0000%  | 0.0000% | $366660.84         | $384107.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7998 C      | 2055-07-20      | 6.5000%  | 0.0000% | $355594.97         | $373070.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  | 0.0000% | $485.55            | $493.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5299 C      | 2055-11-20      | 6.0000%  | 0.0000% | $314909.51         | $331786.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0976 C      | 2055-11-20      | 6.5000%  | 0.0000% | $286689.88         | $300780.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8897  | 2042-10-01      | 3.5000%  | 0.0000% | $19459.18          | $18547.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP6242  | 2042-10-01      | 3.5000%  | 0.0000% | $119291.73         | $113299.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703  | 2042-08-01      | 4.5000%  | 0.0000% | $7534.35           | $7587.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4855 C      | 2055-12-20      | 6.5000%  | 0.0000% | $117500.14         | $127795.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4834 C      | 2055-12-20      | 6.0000%  | 0.0000% | $1370266.98        | $1461908.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL9562  | 2041-07-01      | 6.0000%  | 0.0000% | $75482.70          | $80046.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  | 0.0000% | $39710.07          | $38251.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0873  | 2037-09-01      | 3.0000%  | 0.0000% | $98788.16          | $95341.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIRC3002  | 2038-08-01      | 3.0000%  | 0.0000% | $225274.69         | $216999.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2813  | 2037-11-01      | 1.5000%  | 0.0000% | $5488.99           | $4966.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027  | 2040-01-01      | 3.0000%  | 0.0000% | $53606.35          | $50365.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQN9907  | 2037-04-01      | 3.0000%  | 0.0000% | $21841.09          | $21068.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9049  | 2050-04-01      | 3.0000%  | 0.0000% | $208501.43         | $187746.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA6448  | 2050-01-01      | 3.0000%  | 0.0000% | $3395.60           | $3052.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M      | 2055-01-20      | 3.5000%  | 0.0000% | $579.52            | $533.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6380 C      | 2056-01-20      | 5.0000%  | 0.0000% | $4221231.15        | $4250445.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1597 C      | 2055-12-20      | 6.0000%  | 0.0000% | $358303.40         | $367615.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9552 C      | 2055-12-20      | 6.0000%  | 0.0000% | $358547.15         | $367837.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7202 C      | 2055-11-20      | 6.0000%  | 0.0000% | $306643.22         | $323065.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5916 C      | 2055-12-20      | 6.0000%  | 0.0000% | $1220609.71        | $1302985.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8266 M      | 2052-09-20      | 3.5000%  | 0.0000% | $111224.97         | $103779.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M      | 2051-05-20      | 2.5000%  | 0.0000% | $2869556.76        | $2499191.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  | 0.0000% | $50410.79          | $48625.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6545 M      | 2050-03-20      | 5.0000%  | 0.0000% | $2427.82           | $2493.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7136 M      | 2051-01-20      | 2.5000%  | 0.0000% | $506109.11         | $440903.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8512 C      | 2055-10-20      | 6.0000%  | 0.0000% | $409207.62         | $419769.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9157 C      | 2055-12-20      | 6.5000%  | 0.0000% | $2597107.88        | $2766907.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7452 C      | 2055-07-20      | 6.5000%  | 0.0000% | $264395.72         | $278502.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6216 C      | 2055-12-20      | 5.5000%  | 0.0000% | $279306.55         | $287495.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5712 M      | 2049-01-20      | 5.0000%  | 0.0000% | $285458.24         | $291659.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  | 0.0000% | $17.55             | $17.97             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6282 M      | 2049-11-20      | 2.5000%  | 0.0000% | $393130.69         | $344422.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M      | 2048-02-20      | 3.0000%  | 0.0000% | $479177.48         | $439248.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4961 M      | 2048-01-20      | 3.0000%  | 0.0000% | $419330.56         | $383870.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  | 0.0000% | $69971.79          | $64141.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  | 0.0000% | $387073.53         | $354341.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4198 M      | 2047-01-20      | 4.5000%  | 0.0000% | $223800.39         | $224738.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ5849  | 2048-01-01      | 4.0000%  | 0.0000% | $47480.61          | $46079.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1437  | 2046-08-01      | 3.5000%  | 0.0000% | $230249.77         | $218003.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC4437  | 2046-04-01      | 3.5000%  | 0.0000% | $57851.69          | $55035.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1442  | 2046-07-01      | 3.5000%  | 0.0000% | $7460.36           | $7075.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101  | 2045-08-01      | 3.5000%  | 0.0000% | $104407.09         | $99350.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL796197  | 2034-11-01      | 5.5000%  | 0.0000% | $448.00            | $461.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735178  | 2035-01-01      | 5.5000%  | 0.0000% | $850.33            | $866.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY6023  | 2045-09-01      | 3.5000%  | 0.0000% | $67887.10          | $64511.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY3376  | 2045-04-01      | 3.5000%  | 0.0000% | $30148.97          | $28688.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV9187  | 2044-03-01      | 4.0000%  | 0.0000% | $904018.21         | $886382.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAT2060  | 2028-04-01      | 2.5000%  | 0.0000% | $3795.33           | $3748.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7545  | 2046-07-01      | 3.5000%  | 0.0000% | $315583.63         | $299191.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  | 0.0000% | $17996.01          | $17110.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6393  | 2045-12-01      | 3.5000%  | 0.0000% | $33780.43          | $32100.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328  | 2045-12-01      | 3.5000%  | 0.0000% | $17563.84          | $16786.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  | 0.0000% | $73897.75          | $70318.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ9362  | 2028-01-01      | 2.5000%  | 0.0000% | $8609.42           | $8517.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ4071  | 2028-04-01      | 2.5000%  | 0.0000% | $8206.30           | $8108.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  | 0.0000% | $20434.36          | $19444.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4610  | 2045-04-01      | 3.5000%  | 0.0000% | $647.50            | $615.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4581  | 2044-09-01      | 3.5000%  | 0.0000% | $3097.16           | $2947.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6177  | 2049-06-01      | 3.0000%  | 0.0000% | $169035.73         | $152682.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN5108  | 2049-04-01      | 3.0000%  | 0.0000% | $39519.56          | $35708.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4632  | 2048-12-01      | 4.0000%  | 0.0000% | $1468150.02        | $1433563.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4288  | 2049-03-01      | 3.0000%  | 0.0000% | $7171.86           | $6480.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  | 0.0000% | $5169.54           | $4671.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1323  | 2048-10-01      | 3.0000%  | 0.0000% | $380027.58         | $345108.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  | 0.0000% | $2955.72           | $2884.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8621  | 2031-09-01      | 2.5000%  | 0.0000% | $31461.51          | $30532.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8549  | 2030-01-01      | 2.5000%  | 0.0000% | $54806.01          | $53571.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4706  | 2047-03-01      | 3.0000%  | 0.0000% | $213482.93         | $194733.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4678  | 2046-09-01      | 3.5000%  | 0.0000% | $33039.12          | $31438.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4651  | 2046-03-01      | 3.5000%  | 0.0000% | $79671.28          | $75689.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3214  | 2042-06-01      | 3.5000%  | 0.0000% | $903.14            | $860.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  | 0.0000% | $1879.62           | $1807.29           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A91351 G  | 2040-03-01      | 5.0000%  | 0.0000% | $4243.46           | $4354.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3936 M      | 2046-09-20      | 3.0000%  | 0.0000% | $35.80             | $32.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M      | 2047-05-20      | 3.5000%  | 0.0000% | $20423123.94       | $19273086.47       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2960 M      | 2045-07-20      | 3.0000%  | 0.0000% | $317443.48         | $292153.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0462 M      | 2042-10-20      | 3.5000%  | 0.0000% | $247598.65         | $235785.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  | 0.0000% | $344007.15         | $326868.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0782 M      | 2043-02-20      | 3.0000%  | 0.0000% | $328820.27         | $305535.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3672  | 2056-01-01      | 6.0000%  | 0.0000% | $1499610.27        | $1560114.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9429  | 2055-04-01      | 6.0000%  | 0.0000% | $2522983.18        | $2638882.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE8023  | 2040-11-01      | 5.0000%  | 0.0000% | $20082.22          | $20503.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443  | 2039-10-01      | 6.5000%  | 0.0000% | $4442.90           | $4733.70           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781489 X      | 2032-08-15      | 6.0000%  | 0.0000% | $23.04             | $23.84             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781205 X      | 2030-07-15      | 8.5000%  | 0.0000% | $15.05             | $15.69             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733663 X      | 2040-05-15      | 4.5000%  | 0.0000% | $29839.30          | $29949.26          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728629 X      | 2040-01-15      | 4.5000%  | 0.0000% | $22554.55          | $22774.23          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 454446 X      | 2028-06-15      | 7.0000%  | 0.0000% | $71.34             | $73.56             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 442018 X      | 2026-09-15      | 8.5000%  | 0.0000% | $16.04             | $16.24             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003840 M      | 2036-04-20      | 5.0000%  | 0.0000% | $30237.65          | $31039.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003335 M      | 2033-01-20      | 6.5000%  | 0.0000% | $59.14             | $61.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003231 M      | 2032-04-20      | 8.0000%  | 0.0000% | $805.57            | $827.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3967  | 2047-08-01      | 3.5000%  | 0.0000% | $25336.40          | $23994.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  | 0.0000% | $884609.03         | $838037.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB4486  | 2037-08-01      | 3.0000%  | 0.0000% | $69458.19          | $66906.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB3224  | 2037-03-01      | 3.0000%  | 0.0000% | $12026.79          | $11603.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3474  | 2046-04-01      | 3.5000%  | 0.0000% | $1036761.20        | $986879.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652  | 2048-11-01      | 5.0000%  | 0.0000% | $37808.42          | $38620.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  | 0.0000% | $244757.46         | $244944.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  | 0.0000% | $426278.22         | $402021.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  | 0.0000% | $127907.32         | $130301.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY4530  | 2053-08-01      | 6.0000%  | 0.0000% | $33348.14          | $35142.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  | 0.0000% | $30195.13          | $27218.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5383  | 2049-12-01      | 3.0000%  | 0.0000% | $21664.32          | $19555.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3112  | 2049-04-01      | 4.0000%  | 0.0000% | $101703.92         | $99528.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5197  | 2046-07-01      | 4.5000%  | 0.0000% | $19192.57          | $19307.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  | 0.0000% | $112554.57         | $106842.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4655  | 2047-05-01      | 3.5000%  | 0.0000% | $135414.65         | $128682.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3803  | 2046-11-01      | 3.5000%  | 0.0000% | $137352.83         | $130487.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  | 0.0000% | $829343.63         | $884555.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7660  | 2048-10-01      | 4.5000%  | 0.0000% | $5123.63           | $5129.68           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q36667 G  | 2045-10-01      | 3.5000%  | 0.0000% | $115771.11         | $110293.80         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q34990 G  | 2045-08-01      | 3.0000%  | 0.0000% | $1956929.65        | $1805991.01        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q27614 G  | 2044-05-01      | 4.5000%  | 0.0000% | $57157.84          | $57533.25          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V82504 G  | 2046-07-01      | 3.0000%  | 0.0000% | $944.22            | $864.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7475  | 2053-11-01      | 5.5000%  | 0.0000% | $1593833.51        | $1631399.46        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC V80890 G  | 2039-12-01      | 5.5000%  | 0.0000% | $28808.12          | $30103.20          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q15239 G  | 2043-02-01      | 3.0000%  | 0.0000% | $171735.67         | $159512.67         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q13691 G  | 2042-12-01      | 3.0000%  | 0.0000% | $134000.01         | $124671.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  | 0.0000% | $4800717.68        | $4953438.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788238 M      | 2052-05-20      | 3.0000%  | 0.0000% | $341017.16         | $309110.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786577 C      | 2053-03-20      | 5.0000%  | 0.0000% | $376912.55         | $379751.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M      | 2048-11-20      | 3.0000%  | 0.0000% | $330967.36         | $300158.49         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08827 G  | 2048-07-01      | 4.5000%  | 0.0000% | $63540.87          | $63610.19          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07098 G  | 2042-07-01      | 3.5000%  | 0.0000% | $62353.68          | $59773.45          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G  | 2039-01-01      | 5.5000%  | 0.0000% | $2001.99           | $2094.83           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03969 G  | 2038-02-01      | 6.0000%  | 0.0000% | $9512.65           | $10097.70          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03551 G  | 2037-11-01      | 6.0000%  | 0.0000% | $30217.19          | $32075.01          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04173 G  | 2037-12-01      | 6.5000%  | 0.0000% | $1475.20           | $1569.89           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02648 G  | 2036-12-01      | 5.5000%  | 0.0000% | $15079.34          | $15821.23          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A79180 G  | 2037-10-01      | 6.0000%  | 0.0000% | $11177.00          | $11508.46          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A66740 G  | 2037-10-01      | 6.5000%  | 0.0000% | $4166.40           | $4444.15           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G  | 2037-06-01      | 6.0000%  | 0.0000% | $7.41              | $7.78              | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC D97671 G  | 2028-03-01      | 6.5000%  | 0.0000% | $113.40            | $113.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN1295  | 2048-11-01      | 4.0000%  | 0.0000% | $5175.32           | $5058.89           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61578 G  | 2048-08-01      | 4.5000%  | 0.0000% | $427693.40         | $428879.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4612  | 2031-07-01      | 4.5000%  | 0.0000% | $13169.71          | $13240.60          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 581589 X      | 2032-10-15      | 6.0000%  | 0.0000% | $57716.97          | $59509.27          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602837 X      | 2033-02-15      | 6.0000%  | 0.0000% | $1659.88           | $1707.35           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY1184 X      | 2046-11-15      | 2.5000%  | 0.0000% | $39857.04          | $34922.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9788 C      | 2055-12-20      | 6.5000%  | 0.0000% | $678698.33         | $704300.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8624 C      | 2055-12-20      | 6.0000%  | 0.0000% | $354910.46         | $364070.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7941 C      | 2055-12-20      | 5.5000%  | 0.0000% | $1018620.77        | $1045698.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7940 C      | 2055-11-20      | 5.5000%  | 0.0000% | $297934.71         | $306670.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0801  | 2039-09-01      | 6.0000%  | 0.0000% | $55989.16          | $59375.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9720  | 2040-08-01      | 5.5000%  | 0.0000% | $56704.21          | $58735.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5025  | 2040-08-01      | 5.5000%  | 0.0000% | $31011.84          | $32054.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4629  | 2037-06-01      | 3.0000%  | 0.0000% | $79674.66          | $76747.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4601  | 2037-05-01      | 1.5000%  | 0.0000% | $58076.29          | $52586.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  | 0.0000% | $421977.84         | $382091.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4538  | 2037-02-01      | 3.0000%  | 0.0000% | $192775.41         | $185693.74         | Agency Mortgage-Backed Securities         |

### Security 147: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.670000%
- **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: ARP1E11F0, C.4 - ISIN: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1E11F0_3.67_0206
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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? 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 CIDE0607 | 2040-05-01      | 6.0000%  | 0.0000% | $131437.78         | $137217.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA5307 | 2056-02-01      | 5.0000%  | 0.0000% | $615666.00         | $618877.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2896 | 2056-01-01      | 5.5000%  | 0.0000% | $340396.79         | $347513.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA1094 | 2055-12-01      | 7.0000%  | 0.0000% | $201276.48         | $212965.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3326 | 2052-06-01      | 3.5000%  | 0.0000% | $2570246.85        | $2392862.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3217 | 2055-06-01      | 3.5000%  | 0.0000% | $731828.09         | $681321.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL1822 | 2052-12-01      | 4.0000%  | 0.0000% | $355984.05         | $343404.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5983 | 2046-02-01      | 5.5000%  | 0.0000% | $316662.50         | $323710.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6277 C     | 2055-12-20      | 6.5000%  | 0.0000% | $193179.93         | $202673.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $57437.63          | $59093.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0256 M     | 2055-03-20      | 4.0000%  | 0.0000% | $135.55            | $129.03            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4185 C     | 2055-10-20      | 6.0000%  | 0.0000% | $65963.98          | $68224.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2072 C     | 2052-10-20      | 6.5000%  | 0.0000% | $124.56            | $130.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1920 C     | 2055-08-20      | 6.5000%  | 0.0000% | $441130.61         | $464764.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5809 C     | 2055-08-20      | 6.5000%  | 0.0000% | $145546.47         | $152262.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3031 C     | 2055-07-20      | 6.5000%  | 0.0000% | $15922.53          | $16818.89          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0385       | 2061-01-15      | 5.0000%  | 0.0000% | $555998.00         | $563869.14         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH3825 C     | 2065-03-20      | 6.5000%  | 0.0000% | $291332.42         | $304342.19         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG6440 C     | 2065-07-20      | 6.5000%  | 0.0000% | $886.78            | $926.38            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT7526 C     | 2053-04-20      | 7.0000%  | 0.0000% | $16.90             | $17.50             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB2624 | 2054-04-01      | 4.5000%  | 0.0000% | $91858.86          | $90557.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA7883 | 2054-02-01      | 6.5000%  | 0.0000% | $2488.60           | $2589.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX9859 | 2045-03-01      | 3.5000%  | 0.0000% | $207039.38         | $197010.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6994 | 2046-04-01      | 4.0000%  | 0.0000% | $32981.76          | $32236.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAI9114 | 2042-06-01      | 4.0000%  | 0.0000% | $169492.05         | $166475.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAI9102 | 2042-04-01      | 4.0000%  | 0.0000% | $176298.34         | $173569.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4718 | 2041-01-01      | 4.0000%  | 0.0000% | $71833.75          | $71225.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC1863 | 2036-03-01      | 1.5000%  | 0.0000% | $98776.00          | $89996.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  | 0.0000% | $1712636.59        | $1503465.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  | 0.0000% | $5934.20           | $5725.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV7183 | 2052-03-01      | 3.5000%  | 0.0000% | $40301.03          | $37637.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM9738 C     | 2049-10-20      | 4.5000%  | 0.0000% | $282.19            | $275.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $3389071.10        | $3468404.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $24945.59          | $23902.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8345 M     | 2052-10-20      | 3.5000%  | 0.0000% | $395.02            | $367.42            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8350 M     | 2052-10-20      | 6.0000%  | 0.0000% | $9240.86           | $9571.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $2215127.40        | $2066845.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $749924.29         | $652834.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $37806.17          | $36296.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7055 M     | 2050-12-20      | 4.0000%  | 0.0000% | $128.36            | $123.63            | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7184 M     | 2051-02-20      | 2.0000%  | 0.0000% | $83.33             | $67.99             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5986 M     | 2049-06-20      | 4.0000%  | 0.0000% | $6038.74           | $5821.22           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $154.49            | $149.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0535 M     | 2042-11-20      | 4.0000%  | 0.0000% | $20.39             | $19.86             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4162       | 2058-04-15      | 4.7300%  | 0.0000% | $363.30            | $363.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $71.64             | $66.35             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  | 0.0000% | $43150.63          | $41626.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786095 C     | 2052-04-20      | 3.0000%  | 0.0000% | $8451.45           | $7637.21           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $508.13            | $512.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  | 0.0000% | $77.68             | $78.63             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9307 M     | 2053-11-20      | 6.5000%  | 0.0000% | $34002.35          | $35347.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5139 | 2052-07-01      | 3.5000%  | 0.0000% | $171332.45         | $159508.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC7473 | 2051-09-01      | 2.0000%  | 0.0000% | $6653702.21        | $5438870.00        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G15268 G | 2029-11-01      | 3.5000%  | 0.0000% | $58382.78          | $58162.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE9349 | 2052-09-01      | 4.0000%  | 0.0000% | $80275.53          | $77432.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6040 M     | 2049-07-20      | 4.0000%  | 0.0000% | $94125.38          | $90707.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE5112 | 2052-07-01      | 3.5000%  | 0.0000% | $2009595.19        | $1870903.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $513208.07         | $536740.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD3684 | 2052-11-01      | 4.5000%  | 0.0000% | $498770.88         | $494871.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFS3563 | 2038-06-01      | 3.5000%  | 0.0000% | $23166.58          | $22566.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $92393.82          | $86017.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0174 | 2052-01-01      | 2.5000%  | 0.0000% | $13343.53          | $11410.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2259 C     | 2055-11-20      | 6.5000%  | 0.0000% | $623.61            | $666.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2310 | 2055-12-01      | 5.0000%  | 0.0000% | $1027826.69        | $1033287.30        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ4692       | 2060-06-15      | 4.9200%  | 0.0000% | $372.75            | $367.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4955 C     | 2056-01-20      | 5.0000%  | 0.0000% | $875.00            | $881.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  | 0.0000% | $1365720.79        | $1387801.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ6848 | 2055-10-01      | 6.5000%  | 0.0000% | $153098.28         | $163337.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8954 C     | 2055-05-20      | 6.5000%  | 0.0000% | $136.01            | $142.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD0990 | 2055-02-01      | 5.0000%  | 0.0000% | $15000.17          | $15099.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8049 | 2050-03-01      | 2.5000%  | 0.0000% | $5328493.43        | $4596272.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6591 | 2054-10-01      | 5.0000%  | 0.0000% | $605253.17         | $608410.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1116 | 2052-06-01      | 3.5000%  | 0.0000% | $73742.26          | $68975.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZN5730 | 2049-05-01      | 3.5000%  | 0.0000% | $162108.80         | $150951.41         | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18487 G | 2028-10-01      | 2.0000%  | 0.0000% | $20725.25          | $20260.10          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08738 G | 2046-12-01      | 3.5000%  | 0.0000% | $13129.52          | $12454.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $13936.75          | $11902.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $4918106.94        | $5013904.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $18.03             | $16.93             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  | 0.0000% | $25079.44          | $24808.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $38.34             | $40.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS8360 | 2052-09-01      | 3.5000%  | 0.0000% | $11977802.69       | $11151159.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6596 | 2053-10-01      | 3.5000%  | 0.0000% | $656553.57         | $611241.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1242 C     | 2055-10-20      | 6.5000%  | 0.0000% | $124.66            | $132.96            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3707 C     | 2055-11-20      | 6.5000%  | 0.0000% | $124.74            | $129.44            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4514 C     | 2055-03-20      | 6.5000%  | 0.0000% | $78586.83          | $82449.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA3617 | 2053-12-01      | 3.5000%  | 0.0000% | $19254627.60       | $17925778.02       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1149 C     | 2055-04-20      | 6.5000%  | 0.0000% | $15744.59          | $16522.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3538 C     | 2055-09-20      | 6.5000%  | 0.0000% | $249.17            | $265.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1371 | 2052-06-01      | 3.5000%  | 0.0000% | $1066218.57        | $994706.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8139 | 2054-03-01      | 5.5000%  | 0.0000% | $11704155.66       | $12081035.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6401 | 2050-07-01      | 2.5000%  | 0.0000% | $37972.96          | $32994.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5465 | 2035-03-01      | 3.0000%  | 0.0000% | $36.25             | $35.18             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA0324 | 2047-09-01      | 4.5000%  | 0.0000% | $16514.82          | $16542.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV0783 | 2052-01-01      | 3.5000%  | 0.0000% | $25448.75          | $23947.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5807 | 2048-04-01      | 3.5000%  | 0.0000% | $2317.60           | $2187.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3065 | 2047-12-01      | 3.5000%  | 0.0000% | $906235.45         | $848448.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8473 | 2055-09-01      | 5.5000%  | 0.0000% | $156889.43         | $161303.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8302 | 2055-09-01      | 6.0000%  | 0.0000% | $337984.02         | $351680.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5696 | 2055-05-01      | 5.5000%  | 0.0000% | $145015.83         | $148414.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE9405 | 2047-07-01      | 4.0000%  | 0.0000% | $288536.77         | $278802.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784673 C     | 2049-01-20      | 5.5000%  | 0.0000% | $67220.41          | $69733.15          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 741699 X     | 2041-08-15      | 4.0000%  | 0.0000% | $108.36            | $105.14            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 737730 C     | 2040-12-20      | 4.0000%  | 0.0000% | $15.84             | $15.32             | Agency Mortgage-Backed Securities |
| GNMA GNII BD 736299 C     | 2029-12-20      | 6.0000%  | 0.0000% | $24459.56          | $24871.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005189 M     | 2041-09-20      | 6.0000%  | 0.0000% | $3280.86           | $3461.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003568 M     | 2034-06-20      | 5.0000%  | 0.0000% | $43.32             | $44.06             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6619 C     | 2055-12-20      | 6.0000%  | 0.0000% | $125.01            | $129.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF9202 | 2053-03-01      | 5.5000%  | 0.0000% | $50516.37          | $52520.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQF1730 | 2052-10-01      | 4.0000%  | 0.0000% | $66624.09          | $64269.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE8105 | 2052-08-01      | 3.5000%  | 0.0000% | $631087.40         | $587533.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD9879 | 2052-03-01      | 2.5000%  | 0.0000% | $23297.55          | $19920.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQC6920 | 2051-09-01      | 3.5000%  | 0.0000% | $9389.89           | $8741.85           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8535 | 2055-05-01      | 6.5000%  | 0.0000% | $18012.65          | $18723.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8500 | 2055-01-01      | 3.5000%  | 0.0000% | $9627207.81        | $8962790.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8437 | 2054-06-01      | 5.0000%  | 0.0000% | $394808.62         | $396867.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $6633381.73        | $6830528.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7535 | 2051-02-01      | 2.5000%  | 0.0000% | $23119.93          | $20196.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  | 0.0000% | $190528.61         | $164723.77         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4166       | 2058-09-15      | 5.1900%  | 0.0000% | $488.12            | $499.53            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AF5097 C     | 2043-08-20      | 4.0000%  | 0.0000% | $86.61             | $83.75             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9965 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2990598.83        | $3044162.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR8118 C     | 2049-11-20      | 3.0000%  | 0.0000% | $36204.64          | $32359.34          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BK1105 X     | 2048-11-15      | 4.0000%  | 0.0000% | $47693.40          | $45852.92          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3656       | 2057-12-15      | 3.9700%  | 0.0000% | $719.12            | $692.54            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $20672.13          | $21158.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  | 0.0000% | $105859.79         | $90343.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ1758 | 2054-06-01      | 5.0000%  | 0.0000% | $67059.15          | $68031.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4072 | 2053-03-01      | 5.5000%  | 0.0000% | $180681.05         | $184898.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2707 | 2052-04-01      | 3.5000%  | 0.0000% | $2179.21           | $2040.98           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783538 X     | 2034-12-15      | 5.0000%  | 0.0000% | $14212.95          | $14537.40          | Agency Mortgage-Backed Securities |
| GNMA GNII JP 786764 M     | 2038-06-20      | 2.5000%  | 0.0000% | $331.28            | $313.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1455 | 2052-04-01      | 3.5000%  | 0.0000% | $2477509.69        | $2315719.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7807 | 2051-04-01      | 2.5000%  | 0.0000% | $2862738.60        | $2466515.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5939 | 2051-02-01      | 2.0000%  | 0.0000% | $479197.17         | $394140.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $1808064.87        | $1729009.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $12858864.15       | $10974164.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1035 | 2053-01-01      | 3.5000%  | 0.0000% | $636079.21         | $595829.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1005 | 2055-03-01      | 5.5000%  | 0.0000% | $792302.55         | $807735.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $38113.23          | $36283.20          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $13.90             | $12.88             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7994 M     | 2052-04-20      | 6.0000%  | 0.0000% | $3127.11           | $3257.07           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 777172 X     | 2041-11-15      | 4.0000%  | 0.0000% | $74.91             | $72.66             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA5525 | 2056-01-01      | 4.5000%  | 0.0000% | $2478835.00        | $2443712.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA4840 | 2056-02-01      | 4.5000%  | 0.0000% | $695570.00         | $685714.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4609 | 2056-01-01      | 6.5000%  | 0.0000% | $139044.75         | $146954.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV7203 | 2052-04-01      | 3.5000%  | 0.0000% | $2362229.62        | $2199201.39        | Agency Mortgage-Backed Securities |

### Security 148: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.670000%
- **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: ARP1E24M0, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1E24M0_3.67_0206
- **C.18 - Value (incl. sponsor support):** $249500000.00
- **C.18.a - Value (excl. sponsor support):** $249500000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** 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 2025-208 QP      | 2055-06-20      | 4.5000%  | 0.0000% | $4540036.15        | $4506380.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  | 0.0000% | $14724.29          | $12999.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC      | 2055-07-20      | 5.0000%  | 0.0000% | $259725.41         | $258926.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 4.9030%  | 0.0000% | $3953965.45        | $3994109.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  | 0.0000% | $202237.31         | $199909.56         | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.4473%  | 0.0000% | $105868.92         | $110025.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QY      | 2055-12-20      | 4.5000%  | 0.0000% | $301175.36         | $264543.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF BB7223 X      | 2047-08-15      | 5.0000%  | 0.0000% | $18080.93          | $18211.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3000  | 2042-12-01      | 3.5000%  | 0.0000% | $13571.30          | $12939.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958  | 2046-04-01      | 3.5000%  | 0.0000% | $16715.62          | $15906.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  | 0.0000% | $53097.50          | $50511.36          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X      | 2046-07-15      | 5.0000%  | 0.0000% | $5684.62           | $5876.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4197  | 2047-03-01      | 3.0000%  | 0.0000% | $1023733.81        | $941596.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771  | 2039-09-01      | 3.0000%  | 0.0000% | $19.70             | $18.63             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G  | 2043-06-01      | 3.5000%  | 0.0000% | $22980.63          | $22016.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4585 M      | 2047-07-20      | 3.0000%  | 0.0000% | $9117.56           | $8360.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6340 M      | 2049-12-20      | 4.0000%  | 0.0000% | $14628.16          | $14101.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4992  | 2045-05-01      | 3.5000%  | 0.0000% | $22423.77          | $21337.78          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  | 0.0000% | $941.10            | $979.06            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A79390 G  | 2038-07-01      | 5.5000%  | 0.0000% | $10448.47          | $10892.52          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08554 G  | 2043-10-01      | 3.5000%  | 0.0000% | $22086.51          | $21056.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336  | 2045-11-01      | 3.5000%  | 0.0000% | $8935.68           | $8472.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989  | 2046-02-01      | 3.5000%  | 0.0000% | $21541.47          | $20434.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1677 M      | 2044-02-20      | 3.5000%  | 0.0000% | $103904.84         | $98645.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  | 0.0000% | $2454728.12        | $2516011.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH6808  | 2053-12-01      | 7.0000%  | 0.0000% | $111974.55         | $119475.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228  | 2042-09-01      | 3.5000%  | 0.0000% | $3013.58           | $2875.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  | 0.0000% | $7322054.42        | $7584340.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1760 M      | 2044-03-20      | 3.5000%  | 0.0000% | $37463.50          | $35560.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4832  | 2037-12-01      | 3.5000%  | 0.0000% | $80218.98          | $78139.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004399 M      | 2039-03-20      | 5.5000%  | 0.0000% | $2384.90           | $2508.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M      | 2051-05-20      | 2.5000%  | 0.0000% | $4284998.86        | $3731946.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2090  | 2049-06-01      | 3.0000%  | 0.0000% | $9617.35           | $8675.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4091  | 2035-08-01      | 2.5000%  | 0.0000% | $2902.68           | $2776.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  | 0.0000% | $6460.18           | $6121.92           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CK0445 X      | 2052-02-15      | 4.0000%  | 0.0000% | $7862.98           | $7530.88           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08650 G  | 2045-06-01      | 3.5000%  | 0.0000% | $17955.11          | $17105.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  | 0.0000% | $2666.71           | $2778.47           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08393 G  | 2040-03-01      | 5.0000%  | 0.0000% | $3701.22           | $3817.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLQB9274  | 2051-02-01      | 1.5000%  | 0.0000% | $282209.92         | $219279.46         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  | 0.0000% | $3732.13           | $3821.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC4613  | 2040-05-01      | 4.5000%  | 0.0000% | $38856.91          | $39228.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745236 X      | 2040-07-15      | 4.5000%  | 0.0000% | $11089.15          | $11152.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  | 0.0000% | $4948.58           | $4707.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4788  | 2048-09-01      | 3.0000%  | 0.0000% | $19932.40          | $18089.58          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q43733 G  | 2046-10-01      | 3.0000%  | 0.0000% | $34685.57          | $31734.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M      | 2047-05-20      | 3.5000%  | 0.0000% | $46057.30          | $43463.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  | 0.0000% | $542177.91         | $522964.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5564  | 2037-07-01      | 2.5000%  | 0.0000% | $188530.28         | $178537.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423  | 2042-08-01      | 3.5000%  | 0.0000% | $1877.25           | $1798.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5398 M      | 2048-08-20      | 4.0000%  | 0.0000% | $12.92             | $12.50             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  | 0.0000% | $170634.97         | $163805.69         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G62009 G  | 2046-08-01      | 3.5000%  | 0.0000% | $13378.09          | $12758.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5762 M      | 2049-02-20      | 3.5000%  | 0.0000% | $167235.38         | $157234.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0256 M      | 2055-03-20      | 4.0000%  | 0.0000% | $18117.16          | $17245.22          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5989        | 2067-04-15      | 5.7500%  | 0.0000% | $758551.21         | $787938.96         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO8312        | 2060-12-15      | 5.4000%  | 0.0000% | $475297.47         | $492084.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0743 M      | 2055-11-20      | 4.0000%  | 0.0000% | $5904341.49        | $5620178.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359  | 2055-05-01      | 6.5000%  | 0.0000% | $5980047.94        | $6331244.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8523  | 2055-04-01      | 5.0000%  | 0.0000% | $6340501.15        | $6373571.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4370 C      | 2065-11-20      | 7.0000%  | 0.0000% | $440578.24         | $459901.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C      | 2055-11-20      | 6.5000%  | 0.0000% | $135.66            | $139.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4487 C      | 2055-12-20      | 6.0000%  | 0.0000% | $462042.73         | $474176.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0600 C      | 2055-12-20      | 6.0000%  | 0.0000% | $541200.98         | $555561.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7550 C      | 2055-11-20      | 6.5000%  | 0.0000% | $3876021.19        | $4026899.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9248 C      | 2055-12-20      | 6.5000%  | 0.0000% | $247279.61         | $256608.75         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2261        | 2060-01-15      | 5.5200%  | 0.0000% | $73856.14          | $76546.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0100  | 2055-06-01      | 6.0000%  | 0.0000% | $1125849.95        | $1179055.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M      | 2055-01-20      | 3.5000%  | 0.0000% | $89264.68          | $82252.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0869 M      | 2056-01-20      | 4.0000%  | 0.0000% | $6783822.60        | $6457461.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9157 C      | 2055-12-20      | 6.5000%  | 0.0000% | $135.83            | $144.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7410 C      | 2054-12-20      | 6.0000%  | 0.0000% | $416171.53         | $437080.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5234 C      | 2055-11-20      | 6.0000%  | 0.0000% | $41249.38          | $43201.27          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-049 A       | 2065-10-16      | 3.0000%  | 0.0000% | $1996257.13        | $1751211.90        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-157 AB      | 2064-09-16      | 3.0000%  | 0.0000% | $1902276.06        | $1672120.95        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  | 0.0000% | $3297318.36        | $2834478.00        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-063 A       | 2065-07-16      | 3.0000%  | 0.0000% | $1993917.90        | $1745917.72        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-180 A       | 2065-07-16      | 3.0000%  | 0.0000% | $3961803.91        | $3472915.98        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-193 A       | 2065-07-16      | 3.0000%  | 0.0000% | $1748951.04        | $1530809.04        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AM2757 X      | 2045-04-15      | 4.0000%  | 0.0000% | $10392.28          | $10055.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M      | 2054-10-20      | 5.0000%  | 0.0000% | $8345956.37        | $8388251.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9907 M      | 2054-09-20      | 6.0000%  | 0.0000% | $456589.17         | $469749.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CJ9437 C      | 2049-08-20      | 5.5000%  | 0.0000% | $494210.95         | $504761.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7608 C      | 2050-05-20      | 3.5000%  | 0.0000% | $112346.87         | $104414.00         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8591 X      | 2049-11-15      | 3.0000%  | 0.0000% | $30802.49          | $27914.40          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  | 0.0000% | $228894.13         | $238776.43         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4789 X      | 2047-11-15      | 4.5000%  | 0.0000% | $6179.92           | $6149.23           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8549 X      | 2047-09-15      | 4.5000%  | 0.0000% | $14655.14          | $14535.03          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  | 0.0000% | $14910.59          | $14833.58          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB8885 X      | 2047-07-15      | 5.0000%  | 0.0000% | $36921.92          | $37138.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9725 M      | 2054-06-20      | 5.5000%  | 0.0000% | $9023.71           | $9185.33           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9668 M      | 2054-05-20      | 5.5000%  | 0.0000% | $76023.79          | $77385.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9541 M      | 2054-03-20      | 5.5000%  | 0.0000% | $8102982.28        | $8248111.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M      | 2053-12-20      | 7.5000%  | 0.0000% | $26.20             | $27.29             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9361 M      | 2053-12-20      | 5.0000%  | 0.0000% | $314384.88         | $316334.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9306 M      | 2053-11-20      | 6.0000%  | 0.0000% | $172045.24         | $178148.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9108 M      | 2053-08-20      | 6.5000%  | 0.0000% | $19354.60          | $20151.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9104 M      | 2053-08-20      | 4.5000%  | 0.0000% | $133473.53         | $131812.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8566 M      | 2053-01-20      | 3.5000%  | 0.0000% | $252398.69         | $235028.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8347 M      | 2052-10-20      | 4.5000%  | 0.0000% | $4667828.88        | $4621220.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5962  | 2041-02-01      | 5.0000%  | 0.0000% | $29675.29          | $30493.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0971  | 2037-10-01      | 3.0000%  | 0.0000% | $24365.64          | $23470.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  | 0.0000% | $29744.30          | $27345.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4002 M      | 2046-10-20      | 2.5000%  | 0.0000% | $11574.29          | $10272.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3936 M      | 2046-09-20      | 3.0000%  | 0.0000% | $129853.85         | $119382.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3803 M      | 2046-07-20      | 3.5000%  | 0.0000% | $43523.68          | $40849.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4450 M      | 2047-05-20      | 3.0000%  | 0.0000% | $2581.24           | $2370.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3309 M      | 2045-12-20      | 3.0000%  | 0.0000% | $14507.07          | $13345.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  | 0.0000% | $92032.54          | $86970.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1521 M      | 2043-12-20      | 3.5000%  | 0.0000% | $8131.00           | $7701.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M      | 2052-03-20      | 4.0000%  | 0.0000% | $8795.35           | $8441.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M      | 2052-03-20      | 2.0000%  | 0.0000% | $445792.07         | $371994.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7882 M      | 2052-02-20      | 3.0000%  | 0.0000% | $322953.69         | $292737.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1120 C      | 2054-06-20      | 7.0000%  | 0.0000% | $225344.34         | $235809.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7827 M      | 2052-01-20      | 2.5000%  | 0.0000% | $397106.24         | $345696.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  | 0.0000% | $44886.10          | $40391.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3800  | 2039-10-01      | 3.0000%  | 0.0000% | $29004.00          | $27289.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  | 0.0000% | $14449.17          | $13055.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  | 0.0000% | $4276.11           | $4245.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3818  | 2039-11-01      | 6.0000%  | 0.0000% | $18072.82          | $18703.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447  | 2028-02-01      | 2.5000%  | 0.0000% | $5217.92           | $5160.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469  | 2042-06-01      | 3.5000%  | 0.0000% | $7789.92           | $7436.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  | 0.0000% | $212794.35         | $214729.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726  | 2038-07-01      | 6.0000%  | 0.0000% | $202.40            | $212.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394  | 2037-07-01      | 6.0000%  | 0.0000% | $31.10             | $32.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929605  | 2038-06-01      | 6.0000%  | 0.0000% | $29367.35          | $30244.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888814  | 2037-08-01      | 6.5000%  | 0.0000% | $1352.05           | $1440.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  | 0.0000% | $305960.39         | $296226.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS2983  | 2037-07-01      | 2.5000%  | 0.0000% | $28531.92          | $27019.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  | 0.0000% | $1396469.90        | $1440148.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  | 0.0000% | $6347724.92        | $6456675.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802  | 2037-07-01      | 2.5000%  | 0.0000% | $21800.60          | $20645.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3444  | 2037-04-01      | 2.5000%  | 0.0000% | $156785.77         | $148475.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  | 0.0000% | $202316.54         | $197459.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  | 0.0000% | $13205.26          | $13227.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237  | 2047-08-01      | 4.0000%  | 0.0000% | $246206.37         | $240524.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135  | 2054-12-01      | 5.0000%  | 0.0000% | $15361551.85       | $15625198.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M      | 2051-03-20      | 2.5000%  | 0.0000% | $471997.85         | $410902.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  | 0.0000% | $89226.91          | $83978.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  | 0.0000% | $1688281.04        | $1532408.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M      | 2050-05-20      | 3.0000%  | 0.0000% | $3779120.56        | $3435506.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6603 M      | 2050-04-20      | 5.0000%  | 0.0000% | $11785.39          | $12055.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  | 0.0000% | $81062.86          | $83027.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4962 M      | 2048-01-20      | 3.5000%  | 0.0000% | $7918.64           | $7449.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4899 M      | 2047-12-20      | 3.0000%  | 0.0000% | $302875.43         | $277875.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M      | 2047-08-20      | 3.5000%  | 0.0000% | $35260.67          | $33358.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  | 0.0000% | $1157596.77        | $1091576.06        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 540218 X      | 2033-02-15      | 6.0000%  | 0.0000% | $826.37            | $874.03            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487108 X      | 2029-04-15      | 6.0000%  | 0.0000% | $3.30              | $3.36              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  | 0.0000% | $1903.02           | $1962.67           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723341 X      | 2039-09-15      | 6.0000%  | 0.0000% | $1191.47           | $1248.60           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 433970 X      | 2028-09-15      | 7.0000%  | 0.0000% | $5.32              | $5.40              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  | 0.0000% | $118828.99         | $119912.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004344 M      | 2039-01-20      | 6.0000%  | 0.0000% | $4708.99           | $4997.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002717 M      | 2029-02-20      | 7.5000%  | 0.0000% | $1.72              | $1.74              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW2044  | 2052-09-01      | 5.0000%  | 0.0000% | $166810.49         | $171130.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBW1354  | 2037-11-01      | 3.5000%  | 0.0000% | $147154.51         | $143339.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345  | 2049-11-01      | 3.0000%  | 0.0000% | $2796.76           | $2546.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  | 0.0000% | $160284.88         | $156856.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276  | 2029-09-01      | 6.0000%  | 0.0000% | $5004.48           | $5147.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM1865  | 2029-01-01      | 6.0000%  | 0.0000% | $4965.50           | $5107.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1888  | 2031-10-01      | 2.5000%  | 0.0000% | $8931.81           | $8821.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285  | 2047-05-01      | 4.5000%  | 0.0000% | $3026.53           | $3044.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  | 0.0000% | $4073.39           | $4211.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  | 0.0000% | $231096.68         | $226157.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752  | 2047-11-01      | 3.5000%  | 0.0000% | $80544.51          | $76127.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997  | 2046-11-01      | 3.5000%  | 0.0000% | $1853.06           | $1761.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  | 0.0000% | $6015.19           | $5723.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4365  | 2055-11-01      | 6.5000%  | 0.0000% | $372967.76         | $390300.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  | 0.0000% | $1767.40           | $1801.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725943  | 2034-10-01      | 5.5000%  | 0.0000% | $420.14            | $431.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898  | 2030-08-01      | 2.5000%  | 0.0000% | $1476.03           | $1437.34           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781564 X      | 2033-02-15      | 6.0000%  | 0.0000% | $0.68              | $0.72              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0682 M      | 2055-10-20      | 3.5000%  | 0.0000% | $4530697.52        | $4174804.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M      | 2055-09-20      | 4.0000%  | 0.0000% | $24926226.90       | $23726582.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0619 M      | 2055-09-20      | 3.5000%  | 0.0000% | $2796733.11        | $2577045.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0554 M      | 2055-08-20      | 4.5000%  | 0.0000% | $22386679.29       | $22001740.34       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0481 M      | 2055-07-20      | 3.5000%  | 0.0000% | $1866504.97        | $1719888.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  | 0.0000% | $1045.27           | $1063.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M      | 2055-03-20      | 6.0000%  | 0.0000% | $448571.12         | $461500.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  | 0.0000% | $11915.83          | $11323.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6534  | 2046-01-01      | 3.5000%  | 0.0000% | $7326.46           | $6965.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  | 0.0000% | $10917.28          | $10385.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056  | 2045-05-01      | 3.5000%  | 0.0000% | $78591.51          | $74785.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  | 0.0000% | $17502.12          | $16715.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3877  | 2044-11-01      | 4.5000%  | 0.0000% | $485892.43         | $488815.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAR6885  | 2028-02-01      | 2.5000%  | 0.0000% | $9533.99           | $9428.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578  | 2027-11-01      | 2.5000%  | 0.0000% | $3568.79           | $3531.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422  | 2042-08-01      | 3.5000%  | 0.0000% | $6966.97           | $6658.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2993  | 2042-05-01      | 3.5000%  | 0.0000% | $96888.37          | $92192.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  | 0.0000% | $31945.98          | $31587.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  | 0.0000% | $1016.39           | $1077.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK9716  | 2042-04-01      | 5.0000%  | 0.0000% | $28397.07          | $29028.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  | 0.0000% | $3282.58           | $3144.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5790  | 2041-07-01      | 5.5000%  | 0.0000% | $13174.36          | $13600.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1204  | 2041-04-01      | 5.5000%  | 0.0000% | $30939.33          | $32047.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1173  | 2041-04-01      | 5.5000%  | 0.0000% | $51461.92          | $53526.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH7402  | 2041-06-01      | 5.5000%  | 0.0000% | $7363.10           | $7567.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  | 0.0000% | $2976.98           | $2757.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321  | 2043-06-01      | 3.5000%  | 0.0000% | $8725.25           | $8332.18           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G  | 2043-08-01      | 3.5000%  | 0.0000% | $7872.35           | $7507.54           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G  | 2043-02-01      | 3.0000%  | 0.0000% | $4436.12           | $4117.64           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G06886 G  | 2042-01-01      | 4.0000%  | 0.0000% | $208711.87         | $205719.40         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G05580 G  | 2039-04-01      | 6.5000%  | 0.0000% | $867.53            | $908.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1449 M      | 2043-11-20      | 4.0000%  | 0.0000% | $26330.71          | $25645.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1376 M      | 2043-10-20      | 4.0000%  | 0.0000% | $2168.19           | $2111.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0935 M      | 2043-04-20      | 4.0000%  | 0.0000% | $3574.54           | $3460.12           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q32117 G  | 2045-03-01      | 3.5000%  | 0.0000% | $70986.21          | $67439.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  | 0.0000% | $2225.79           | $2122.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  | 0.0000% | $299129.97         | $278089.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  | 0.0000% | $1584204.17        | $1230908.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5137 M      | 2048-04-20      | 4.0000%  | 0.0000% | $1913.00           | $1853.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9362 M      | 2053-12-20      | 5.5000%  | 0.0000% | $262208.41         | $268498.94         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05956 G  | 2038-07-01      | 5.5000%  | 0.0000% | $11050.67          | $11582.82          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03927 G  | 2038-01-01      | 5.5000%  | 0.0000% | $1150.36           | $1206.98           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03812 G  | 2038-02-01      | 5.5000%  | 0.0000% | $6232.61           | $6519.44           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A67394 G  | 2037-11-01      | 6.5000%  | 0.0000% | $711.12            | $745.67            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A65070 G  | 2037-09-01      | 6.5000%  | 0.0000% | $0.39              | $0.41              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605619 X      | 2034-07-15      | 6.0000%  | 0.0000% | $36.90             | $38.60             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI3214 X      | 2044-05-15      | 4.0000%  | 0.0000% | $7960.83           | $7707.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  | 0.0000% | $22725.76          | $22898.88          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920        | 2041-09-15      | 3.0200%  | 0.0000% | $155819.27         | $137166.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8509 C      | 2055-12-20      | 5.0000%  | 0.0000% | $739997.95         | $745686.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C      | 2055-12-20      | 6.0000%  | 0.0000% | $337018.24         | $345869.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7525 C      | 2055-12-20      | 6.0000%  | 0.0000% | $298143.84         | $309445.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4835 C      | 2055-12-20      | 6.0000%  | 0.0000% | $114474.37         | $121790.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  | 0.0000% | $288647.83         | $294788.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0471 C      | 2055-11-20      | 6.0000%  | 0.0000% | $222807.25         | $228658.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  | 0.0000% | $249908.14         | $260987.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8718 C      | 2055-07-20      | 6.5000%  | 0.0000% | $35070.26          | $36793.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  | 0.0000% | $26762131.25       | $26301956.40       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0742 M      | 2055-11-20      | 3.5000%  | 0.0000% | $2123747.89        | $1956924.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1678 M      | 2044-02-20      | 4.0000%  | 0.0000% | $7871.37           | $7665.47           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5947 X      | 2042-12-15      | 2.5000%  | 0.0000% | $17536.06          | $15497.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3319  | 2055-01-01      | 6.5000%  | 0.0000% | $325435.95         | $340337.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1462  | 2055-05-01      | 6.5000%  | 0.0000% | $998644.50         | $1056681.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303  | 2040-09-01      | 5.0000%  | 0.0000% | $218178.80         | $224748.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4751  | 2037-08-01      | 2.0000%  | 0.0000% | $165804.11         | $153524.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  | 0.0000% | $386964.37         | $350387.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0578  | 2037-07-01      | 2.5000%  | 0.0000% | $5030.52           | $4763.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059  | 2038-10-01      | 2.5000%  | 0.0000% | $9767.97           | $9250.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2885  | 2050-04-01      | 3.0000%  | 0.0000% | $1513.98           | $1361.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  | 0.0000% | $103074.86         | $92814.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5902  | 2050-01-01      | 3.0000%  | 0.0000% | $28646.46          | $25857.35          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G61761 G  | 2046-01-01      | 4.0000%  | 0.0000% | $523335.62         | $514970.74         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61720 G  | 2044-01-01      | 3.5000%  | 0.0000% | $2817.85           | $2698.03           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60126 G  | 2041-11-01      | 4.5000%  | 0.0000% | $2325.31           | $2349.36           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60018 G  | 2043-12-01      | 4.5000%  | 0.0000% | $5380.52           | $5378.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0055  | 2049-06-01      | 3.0000%  | 0.0000% | $12686.63          | $11463.28          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G  | 2045-07-01      | 3.5000%  | 0.0000% | $12556.73          | $11952.87          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q28431 G  | 2044-09-01      | 3.5000%  | 0.0000% | $27413.21          | $26116.44          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V83709 G  | 2043-01-01      | 3.5000%  | 0.0000% | $207988.42         | $198606.98         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83169 G  | 2047-05-01      | 4.0000%  | 0.0000% | $625028.88         | $614186.02         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17647 G  | 2043-04-01      | 3.5000%  | 0.0000% | $43302.47          | $41309.14          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q14276 G  | 2043-01-01      | 3.0000%  | 0.0000% | $60156.85          | $55987.90          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q11553 G  | 2042-10-01      | 3.0000%  | 0.0000% | $1804.76           | $1679.69           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q07758 G  | 2042-04-01      | 3.5000%  | 0.0000% | $108312.89         | $104138.02         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00293 G  | 2041-04-01      | 5.5000%  | 0.0000% | $44025.05          | $45844.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  | 0.0000% | $10118285.86       | $10360675.03       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M      | 2055-01-20      | 6.0000%  | 0.0000% | $1847220.62        | $1900463.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0801 M      | 2055-12-20      | 5.5000%  | 0.0000% | $413696.92         | $418591.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7890 C      | 2055-11-20      | 6.5000%  | 0.0000% | $500422.59         | $532725.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7871 C      | 2055-11-20      | 6.5000%  | 0.0000% | $300636.28         | $319432.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6761 C      | 2065-10-20      | 6.5000%  | 0.0000% | $341795.41         | $357059.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5133 C      | 2055-11-20      | 6.0000%  | 0.0000% | $133093.89         | $139386.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4971 C      | 2055-12-20      | 6.0000%  | 0.0000% | $459160.72         | $477954.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3763 C      | 2065-11-20      | 6.0000%  | 0.0000% | $127094.32         | $131813.24         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8124        | 2060-12-15      | 5.7900%  | 0.0000% | $1430648.85        | $1517552.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7089 C      | 2055-10-20      | 5.0000%  | 0.0000% | $667114.03         | $674597.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0442 C      | 2055-08-20      | 5.5000%  | 0.0000% | $241872.76         | $245124.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5455 C      | 2065-12-20      | 5.5000%  | 0.0000% | $1100966.30        | $1118688.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5364 C      | 2055-12-20      | 6.0000%  | 0.0000% | $441220.23         | $458744.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5281 C      | 2065-11-20      | 7.0000%  | 0.0000% | $361934.19         | $378301.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  | 0.0000% | $4417351.49        | $4539369.04        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6742        | 2060-10-15      | 4.8000%  | 0.0000% | $100614.37         | $99571.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3042 C      | 2055-07-20      | 6.5000%  | 0.0000% | $577968.10         | $606372.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3040 C      | 2055-07-20      | 6.5000%  | 0.0000% | $664524.63         | $697182.11         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7954        | 2060-07-15      | 5.9900%  | 0.0000% | $100740.41         | $107498.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0069 C      | 2055-09-20      | 6.5000%  | 0.0000% | $404181.46         | $425989.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2058 C      | 2054-12-20      | 5.0000%  | 0.0000% | $304080.10         | $303197.59         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  | 0.0000% | $257091.00         | $269686.25         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242        | 2067-03-15      | 5.7000%  | 0.0000% | $20899.60          | $21830.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  | 0.0000% | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  | 0.0000% | $3675.92           | $3867.97           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  | 0.0000% | $2420.76           | $2532.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783519 M      | 2041-10-20      | 4.0000%  | 0.0000% | $71636.86          | $69829.12          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781889 X      | 2035-03-15      | 6.0000%  | 0.0000% | $0.94              | $0.99              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788360 C      | 2055-12-20      | 5.0000%  | 0.0000% | $3027.64           | $3048.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  | 0.0000% | $522762.65         | $556461.26         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X      | 2040-12-15      | 5.5000%  | 0.0000% | $6560.16           | $6864.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783619 M      | 2042-05-20      | 4.0000%  | 0.0000% | $236449.90         | $230359.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT1237  | 2043-04-01      | 3.5000%  | 0.0000% | $47.68             | $45.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715  | 2048-09-01      | 3.0000%  | 0.0000% | $10943.93          | $9888.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0712  | 2048-10-01      | 4.0000%  | 0.0000% | $8742.00           | $8532.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792  | 2048-09-01      | 5.0000%  | 0.0000% | $18198.53          | $18619.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  | 0.0000% | $228.29            | $217.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572  | 2042-09-01      | 3.5000%  | 0.0000% | $4263.17           | $4086.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5947  | 2048-11-01      | 4.5000%  | 0.0000% | $11240.35          | $11255.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN5068  | 2049-04-01      | 4.5000%  | 0.0000% | $40465.54          | $40510.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  | 0.0000% | $78628.96          | $76832.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  | 0.0000% | $11407.81          | $10924.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3398  | 2042-08-01      | 3.5000%  | 0.0000% | $1976.05           | $1890.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632  | 2028-06-01      | 2.5000%  | 0.0000% | $5220.56           | $5153.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  | 0.0000% | $18764.45          | $18556.18          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A90380 G  | 2039-12-01      | 5.5000%  | 0.0000% | $34971.77          | $36342.47          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A88904 G  | 2039-09-01      | 6.0000%  | 0.0000% | $3744.16           | $3943.65           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09022 G  | 2043-01-01      | 3.0000%  | 0.0000% | $99077.20          | $92149.30          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18719 G  | 2034-01-01      | 3.0000%  | 0.0000% | $216610.81         | $211411.43         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08711 G  | 2046-06-01      | 3.5000%  | 0.0000% | $297645.20         | $282718.13         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G  | 2045-10-01      | 3.5000%  | 0.0000% | $2051.05           | $1953.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4004 M      | 2046-10-20      | 3.5000%  | 0.0000% | $104344.41         | $98535.08          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08654 G  | 2045-07-01      | 3.5000%  | 0.0000% | $27194.83          | $25908.20          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X      | 2049-02-15      | 4.5000%  | 0.0000% | $26163.63          | $26333.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4439  | 2048-06-01      | 4.0000%  | 0.0000% | $176121.60         | $172357.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4686  | 2027-11-01      | 2.5000%  | 0.0000% | $28570.66          | $28275.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9965 M      | 2054-10-20      | 5.5000%  | 0.0000% | $2215696.11        | $2255380.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8487 M      | 2052-12-20      | 3.5000%  | 0.0000% | $402325.99         | $373716.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5949  | 2048-11-01      | 4.5000%  | 0.0000% | $10059.27          | $10073.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  | 0.0000% | $921104.58         | $925225.60         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615519 X      | 2033-09-15      | 4.5000%  | 0.0000% | $7309.42           | $7322.90           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783520 X      | 2042-01-15      | 4.0000%  | 0.0000% | $129103.22         | $126221.02         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08488 G  | 2042-04-01      | 3.5000%  | 0.0000% | $35244.15          | $33825.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780  | 2042-04-01      | 3.5000%  | 0.0000% | $44640.07          | $42742.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4833 M      | 2046-03-20      | 1.5000%  | 0.0000% | $1115.62           | $941.81            | Agency Mortgage-Backed Securities         |

### Security 149: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E3QW2, C.4 - ISIN: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1E3QW2_3.66_0204
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | 0.0000% | $1639700.00        | $1666445.14        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $1400000.00        | $1436180.07        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $10.00             | $10.27             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $1749580.00        | $1739690.58        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $260580.00         | $245477.92         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $1800000.00        | $1794774.57        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $1116300.00        | $1105095.62        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $181940.00         | $172106.82         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $1249910.00        | $1230143.97        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $632170.00         | $605942.76         | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $2200040.00        | $2059039.51        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | 0.0000% | $1464190.00        | $1471722.10        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $697000.00         | $688478.11         | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  | 0.0000% | $12.89             | $9.39              | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $35760.00          | $35585.28          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $1924550.00        | $1941910.07        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $2101100.00        | $2056568.59        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $881110.00         | $895430.48         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $1428500.00        | $1365361.46        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $50549290.00       | $50208202.38       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | 0.0000% | $996410.00         | $1016212.54        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | 0.0000% | $2100100.00        | $1994817.59        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | 0.0000% | $2000080.00        | $2001248.15        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | 0.0000% | $1000110.00        | $956212.93         | U.S. Treasuries (including strips) |

### Security 150: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E5G24, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1E5G24_3.65_0206
- **C.18 - Value (incl. sponsor support):** $249500000.00
- **C.18.a - Value (excl. sponsor support):** $249500000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** 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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 5/8 NOTE G 26  | 2026-01-31      | 2.6250%  | 0.0000% | $504114.75         | $510625.73         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $3682370.50        | $3736357.82        | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.7727%  | 0.0000% | $12.48             | $12.61             | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $45594266.23       | $46650986.00       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $45125942.25       | $46251359.56       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $87.33             | $87.76             | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $25857568.73       | $26647551.18       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $1882589.78        | $1883583.28        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $638869.70         | $646668.28         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $12.48             | $12.40             | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | 0.0000% | $12.48             | $12.29             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | 0.0000% | $111788.48         | $110454.73         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $12.48             | $11.85             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $37.43             | $35.57             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $12.48             | $12.03             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $172990.83         | $171126.32         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $10152005.30       | $10057001.94       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $37.43             | $19.83             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $1668206.90        | $1214468.55        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | 0.0000% | $39804384.14       | $33794645.53       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $112.28            | $114.58            | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | 0.0000% | $830074.03         | $869174.84         | U.S. Treasuries (including strips) |
| USTR BILL 05/12/26    | 2026-05-12      | 0.0000%  | 0.0000% | $12.48             | $12.35             | U.S. Treasuries (including strips) |
| USTR BILL 04/28/26    | 2026-04-28      | 0.0000%  | 0.0000% | $12.48             | $12.37             | U.S. Treasuries (including strips) |
| USTR BILL 07/02/26    | 2026-07-02      | 0.0000%  | 0.0000% | $19061.80          | $18774.83          | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  | 0.0000% | $37.43             | $36.91             | U.S. Treasuries (including strips) |
| USTR BILL 03/31/26    | 2026-03-31      | 0.0000%  | 0.0000% | $21369.68          | $21240.60          | U.S. Treasuries (including strips) |
| USTR BILL 04/09/26    | 2026-04-09      | 0.0000%  | 0.0000% | $16130.18          | $16019.36          | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26    | 2026-03-26      | 0.0000%  | 0.0000% | $37.43             | $37.22             | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26    | 2026-02-12      | 0.0000%  | 0.0000% | $12.48             | $12.46             | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26    | 2026-02-05      | 0.0000%  | 0.0000% | $12.48             | $12.47             | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  | 0.0000% | $24.95             | $24.90             | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | 0.0000% | $5421.87           | $5446.54           | U.S. Treasuries (including strips) |
| USTR BILL 03/03/26    | 2026-03-03      | 0.0000%  | 0.0000% | $106299.48         | $105957.19         | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $62.38             | $54.69             | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26    | 2026-12-24      | 0.0000%  | 0.0000% | $49.90             | $48.36             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $40871218.75       | $41985192.04       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $4241325.35        | $4173753.66        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | 0.0000% | $3143.66           | $2319.09           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $37016481.18       | $35282537.17       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | 0.0000% | $499.00            | $496.30            | U.S. Treasuries (including strips) |
| USTR BILL 05/05/26    | 2026-05-05      | 0.0000%  | 0.0000% | $385402.65         | $381772.16         | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  | 0.0000% | $12.48             | $12.30             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $268798.83         | $258413.22         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $1897173.05        | $1930049.00        | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  | 0.0000% | $84323.19          | $85650.87          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $12.48             | $12.57             | U.S. Treasuries (including strips) |

### Security 151: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.670000%
- **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: ARP1E5ML5, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1E5ML5_3.67_0206
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** 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 2025-098 WF     | 2055-05-20      | 4.9630%  | 0.0000% | $4868898.05        | $4915384.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 669068 X     | 2037-06-15      | 6.0000%  | 0.0000% | $1890.74           | $1973.12           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783551 X     | 2040-12-15      | 6.0000%  | 0.0000% | $1536.13           | $1627.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788360 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1995.06           | $2009.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788359 C     | 2055-12-20      | 5.0000%  | 0.0000% | $25933.10          | $26179.87          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242       | 2067-03-15      | 5.7000%  | 0.0000% | $1577104.60        | $1647360.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7488 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1249505.03        | $1321807.50        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA5814 X     | 2047-06-15      | 5.0000%  | 0.0000% | $69234.43          | $69989.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9106 M     | 2053-08-20      | 5.5000%  | 0.0000% | $1163988.77        | $1193612.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $145.52            | $149.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $180440.95         | $157079.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7474 M     | 2051-07-20      | 3.5000%  | 0.0000% | $45317.95          | $42203.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $5134295.71        | $4471627.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $1803936.21        | $1637367.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $1729051.14        | $1571838.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M     | 2050-04-20      | 3.5000%  | 0.0000% | $42081.66          | $39409.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1733381.17        | $1571200.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $1169532.93        | $1169386.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $2897165.78        | $2811752.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  | 0.0000% | $107536.59         | $101802.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $1382878.66        | $1271068.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8487 M     | 2052-12-20      | 3.5000%  | 0.0000% | $485.39            | $450.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1119 C     | 2054-06-20      | 7.0000%  | 0.0000% | $691027.21         | $723342.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $313079.66         | $272649.77         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $14732.79          | $12908.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M     | 2054-08-20      | 4.0000%  | 0.0000% | $6231278.00        | $5946809.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M     | 2040-05-20      | 5.0000%  | 0.0000% | $18198.43          | $18783.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4835 M     | 2047-11-20      | 2.5000%  | 0.0000% | $1867.21           | $1658.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  | 0.0000% | $190395.78         | $174885.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $1501930.03        | $1502671.99        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3001       | 2060-01-15      | 5.6400%  | 0.0000% | $109023.68         | $113960.19         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DO8097       | 2068-03-15      | 4.6300%  | 0.0000% | $1708177.00        | $1663253.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0070 C     | 2055-11-20      | 6.5000%  | 0.0000% | $794857.67         | $833919.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6437 C     | 2055-03-20      | 6.5000%  | 0.0000% | $376890.77         | $400850.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9999 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1516920.38        | $1559505.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5094 C     | 2055-09-20      | 6.0000%  | 0.0000% | $736261.65         | $764170.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0053 C     | 2055-11-20      | 6.5000%  | 0.0000% | $416411.59         | $438379.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0783 M     | 2040-12-20      | 4.0000%  | 0.0000% | $1761301.53        | $1743322.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0590 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1194873.77        | $1204058.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3174 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1786763.60        | $1799677.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4946 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1660509.10        | $1723452.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7512 C     | 2065-12-20      | 6.0000%  | 0.0000% | $360455.85         | $373732.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3232 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1471239.60        | $1487745.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4858 C     | 2055-12-20      | 6.5000%  | 0.0000% | $702314.43         | $763852.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9250 C     | 2055-12-20      | 6.0000%  | 0.0000% | $603840.40         | $619809.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5141 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1482427.05        | $1550829.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7530 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1693514.81        | $1737221.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8540 C     | 2055-12-20      | 6.0000%  | 0.0000% | $606724.55         | $622824.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788361 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1011742.99        | $1018747.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5455 C     | 2065-12-20      | 5.5000%  | 0.0000% | $201.50            | $204.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7941 C     | 2055-12-20      | 5.5000%  | 0.0000% | $59351.48          | $60929.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9191 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1116696.26        | $1146227.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C     | 2065-12-20      | 7.0000%  | 0.0000% | $1721580.41        | $1797085.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787046 C     | 2051-09-20      | 4.0000%  | 0.0000% | $1102977.44        | $1054698.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1070491.94        | $1111062.87        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 325576 X     | 2028-06-15      | 7.0000%  | 0.0000% | $5.10              | $5.16              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 410455 X     | 2028-03-15      | 7.0000%  | 0.0000% | $14.78             | $15.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003840 M     | 2036-04-20      | 5.0000%  | 0.0000% | $2.43              | $2.50              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587128 X     | 2032-06-15      | 6.0000%  | 0.0000% | $36.65             | $38.52             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6655 X     | 2047-01-15      | 4.5000%  | 0.0000% | $8879.47           | $8837.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9157 C     | 2055-12-20      | 6.5000%  | 0.0000% | $201.43            | $214.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9841 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1295110.57        | $1343970.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9837 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1676499.62        | $1721440.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7533 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1527267.44        | $1581456.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5732 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1364332.73        | $1413424.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5747 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1500052.03        | $1559951.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5746 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1092093.07        | $1134048.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5538 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1125927.81        | $1168604.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3096 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1396502.92        | $1461686.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $13.34             | $12.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5324 C     | 2054-12-20      | 6.0000%  | 0.0000% | $1713279.71        | $1783399.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2944 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1080417.16        | $1132742.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4841 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1407898.17        | $1502056.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4834 C     | 2055-12-20      | 6.0000%  | 0.0000% | $749148.67         | $799250.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3709 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1384173.96        | $1436641.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO3618 C     | 2065-12-20      | 6.0000%  | 0.0000% | $696917.70         | $719551.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0666 C     | 2055-12-20      | 5.0000%  | 0.0000% | $961899.41         | $969293.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M     | 2055-11-20      | 6.0000%  | 0.0000% | $1477579.46        | $1497394.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0621 M     | 2055-09-20      | 4.5000%  | 0.0000% | $956476.18         | $940029.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  | 0.0000% | $292.24            | $300.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $1167170.27        | $1187176.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $4346182.29        | $4421286.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8229 C     | 2055-11-20      | 6.5000%  | 0.0000% | $697688.79         | $731977.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5789 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1314064.24        | $1368968.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M     | 2055-01-20      | 3.5000%  | 0.0000% | $121876.19         | $112302.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0802 M     | 2055-12-20      | 6.0000%  | 0.0000% | $1744366.57        | $1769334.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3810 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1357996.20        | $1367394.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2893 C     | 2055-12-20      | 5.0000%  | 0.0000% | $832522.12         | $841861.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0669 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1294688.39        | $1329105.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $745454.24         | $692800.32         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779384 X     | 2042-06-15      | 3.5000%  | 0.0000% | $19807.42          | $18722.04          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91112 G | 2027-10-01      | 6.0000%  | 0.0000% | $72.05             | $74.18             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9678 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1286569.47        | $1320771.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7363 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1139510.38        | $1163923.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5355 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1622134.19        | $1683621.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1152243.57        | $1208868.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0458 C     | 2055-02-20      | 6.5000%  | 0.0000% | $817240.76         | $870913.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1987 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1742075.36        | $1827691.59        | Agency Mortgage-Backed Securities         |

### Security 152: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.660000%
- **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: ARP1E8PQ5, C.4 - ISIN: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1E8PQ5_3.66_0206
- **C.18 - Value (incl. sponsor support):** $149500000.00
- **C.18.a - Value (excl. sponsor support):** $149500000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** 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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $128594.54         | $127499.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4749 | 2053-11-01      | 6.5000%  | 0.0000% | $729243.86         | $764345.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  | 0.0000% | $2859973.24        | $2513427.10        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5536 | 2030-11-01      | 4.0800%  | 0.0000% | $983624.49         | $986520.93         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ6275 | 2031-01-01      | 4.1600%  | 0.0000% | $149.50            | $150.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2372 | 2053-05-01      | 6.5000%  | 0.0000% | $288978.24         | $306610.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4555 | 2054-04-01      | 5.0000%  | 0.0000% | $360820.78         | $366593.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5400 | 2044-04-01      | 4.0000%  | 0.0000% | $645613.81         | $631752.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ3524 | 2047-11-01      | 4.0000%  | 0.0000% | $16638.46          | $16251.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5037 | 2055-11-01      | 6.0000%  | 0.0000% | $187253.80         | $192994.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2921 | 2055-04-01      | 6.5000%  | 0.0000% | $859840.52         | $904259.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9463 | 2054-12-01      | 4.5000%  | 0.0000% | $291427.89         | $290706.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9228 | 2054-12-01      | 5.5000%  | 0.0000% | $635856.25         | $657333.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2908 | 2054-08-01      | 6.5000%  | 0.0000% | $67269.36          | $71210.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB8697 | 2054-07-01      | 5.5000%  | 0.0000% | $589975.54         | $612743.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2697 | 2054-04-01      | 6.0000%  | 0.0000% | $558788.57         | $587953.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  | 0.0000% | $17408.18          | $18115.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  | 0.0000% | $2282714.09        | $2230401.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP9363 | 2042-09-01      | 3.5000%  | 0.0000% | $6177.88           | $5892.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO0747 | 2042-04-01      | 3.5000%  | 0.0000% | $3908.30           | $3733.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $713138.06         | $681731.07         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G06623 G | 2039-04-01      | 5.5000%  | 0.0000% | $98489.66          | $102917.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  | 0.0000% | $189992.93         | $199284.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1556 | 2055-04-01      | 6.5000%  | 0.0000% | $94773.27          | $100438.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5507 | 2055-02-01      | 5.5000%  | 0.0000% | $872108.24         | $895765.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1641 | 2054-12-01      | 5.5000%  | 0.0000% | $773291.53         | $798920.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0938 | 2039-04-01      | 6.0000%  | 0.0000% | $32630.79          | $34603.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $3211489.93        | $3303381.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  | 0.0000% | $1780556.83        | $1463614.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $76774.98          | $69944.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $972476.15         | $929745.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  | 0.0000% | $19620.07          | $20805.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 K0918263 | 2037-04-01      | 6.5000%  | 0.0000% | $15170.50          | $15493.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL888743 | 2036-01-01      | 6.0000%  | 0.0000% | $24059.64          | $25493.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA8506 | 2054-01-01      | 7.0000%  | 0.0000% | $221488.37         | $237071.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  | 0.0000% | $17919.83          | $18442.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9994 | 2054-11-01      | 6.5000%  | 0.0000% | $454897.56         | $477490.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS8097 | 2052-03-01      | 2.0000%  | 0.0000% | $3734870.67        | $3076278.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  | 0.0000% | $1388304.07        | $1493333.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $56434.13          | $58935.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  | 0.0000% | $3168725.34        | $3365668.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  | 0.0000% | $485979.65         | $511864.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  | 0.0000% | $4026527.68        | $4142948.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  | 0.0000% | $2365232.19        | $2471323.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  | 0.0000% | $5072997.41        | $5370164.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1369 | 2052-02-01      | 3.0000%  | 0.0000% | $3901351.46        | $3532258.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  | 0.0000% | $1824112.40        | $1809707.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  | 0.0000% | $4732609.71        | $5099982.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  | 0.0000% | $2881113.25        | $3012915.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7431 | 2053-11-01      | 5.5000%  | 0.0000% | $2639236.95        | $2746314.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8028 | 2054-02-01      | 7.0000%  | 0.0000% | $1572635.40        | $1690581.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6543 | 2053-06-01      | 6.5000%  | 0.0000% | $2572693.04        | $2739499.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  | 0.0000% | $2879398.82        | $2819173.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  | 0.0000% | $1227622.28        | $1184337.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $711701.96         | $587503.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0709 | 2047-09-01      | 4.0000%  | 0.0000% | $606456.18         | $592399.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL3387 | 2042-09-01      | 3.5000%  | 0.0000% | $1293438.66        | $1243237.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $1585708.50        | $1359148.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  | 0.0000% | $4431462.09        | $3818608.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ4047 | 2054-09-01      | 7.0000%  | 0.0000% | $321093.49         | $343779.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ0945 | 2054-07-01      | 6.0000%  | 0.0000% | $548723.44         | $574948.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  | 0.0000% | $3427518.43        | $3640552.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ2179 | 2054-08-01      | 5.5000%  | 0.0000% | $771177.30         | $800937.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  | 0.0000% | $949758.90         | $833761.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $141348.16         | $142903.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0140 | 2053-12-01      | 6.5000%  | 0.0000% | $100941.56         | $105087.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9190 | 2051-10-01      | 2.0000%  | 0.0000% | $1698024.11        | $1385158.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  | 0.0000% | $2963.43           | $3088.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  | 0.0000% | $3953791.87        | $3425703.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  | 0.0000% | $557080.12         | $476756.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $186852.33         | $162477.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0131 | 2053-05-01      | 5.5000%  | 0.0000% | $818787.42         | $844252.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0152 | 2040-06-01      | 6.0000%  | 0.0000% | $86671.81          | $91916.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  | 0.0000% | $880331.70         | $841849.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ1526 C     | 2065-04-20      | 6.5000%  | 0.0000% | $225008.98         | $235057.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8387 | 2054-11-01      | 4.5000%  | 0.0000% | $19974.84          | $19819.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3337 | 2055-12-01      | 6.0000%  | 0.0000% | $230855.51         | $239687.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  | 0.0000% | $652199.15         | $681697.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0106 | 2055-03-01      | 7.0000%  | 0.0000% | $110572.16         | $117006.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ6553 | 2055-10-01      | 6.5000%  | 0.0000% | $326828.72         | $339886.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0149 | 2055-03-01      | 6.5000%  | 0.0000% | $28092.38          | $29702.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  | 0.0000% | $3103563.45        | $3168448.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1607 | 2047-04-01      | 3.0000%  | 0.0000% | $910427.20         | $836146.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  | 0.0000% | $2171080.39        | $1806721.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1066 | 2055-09-01      | 6.5000%  | 0.0000% | $2707.34           | $2839.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFA0504 | 2042-01-01      | 2.0000%  | 0.0000% | $516616.11         | $458006.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | 0.0000% | $287808.95         | $226940.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $1067009.92        | $935021.98         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701432 X     | 2038-11-15      | 6.0000%  | 0.0000% | $15023.04          | $15788.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2083 C     | 2065-04-20      | 6.5000%  | 0.0000% | $660094.57         | $689572.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BT5292 C     | 2050-04-20      | 4.0000%  | 0.0000% | $1630436.93        | $1551985.56        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  | 0.0000% | $81197.80          | $81185.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  | 0.0000% | $2667450.47        | $2783527.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  | 0.0000% | $3362218.32        | $3465305.80        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $5035534.47        | $4202108.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6535 | 2054-06-01      | 7.0000%  | 0.0000% | $101069.91         | $108229.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  | 0.0000% | $4305700.47        | $4071024.48        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  | 0.0000% | $2040304.99        | $1911376.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  | 0.0000% | $4443233.40        | $4770632.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2336 | 2054-10-01      | 5.5000%  | 0.0000% | $79489.04          | $82459.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  | 0.0000% | $1971717.55        | $2000951.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5077 | 2040-10-01      | 2.0000%  | 0.0000% | $2015056.62        | $1788135.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1101 | 2051-07-01      | 2.0000%  | 0.0000% | $12036.52          | $9951.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  | 0.0000% | $3174448.27        | $3142614.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5361 | 2050-09-01      | 4.5000%  | 0.0000% | $480174.98         | $483061.32         | Agency Mortgage-Backed Securities  |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $433475.25         | $447253.45         | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  | 0.0000% | $2780.70           | $2757.73           | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  | 0.0000% | $5616125.90        | $5605747.33        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $18.62             | $10.15             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $44.85             | $40.59             | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $330940.02         | $330162.90         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | 0.0000% | $15.83             | $16.54             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  | 0.0000% | $335328.50         | $334688.12         | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $1461990.40        | $1469980.06        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $149.50            | $151.93            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $149.50            | $152.64            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $153.61            | $157.81            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $134.55            | $138.18            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $2266270.50        | $2328571.52        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $5976965.15        | $6171406.17        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $15.96             | $15.73             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $119.60            | $120.32            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $225296.50         | $196562.92         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $436554.95         | $425089.25         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $314981.55         | $326373.25         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $23875.15          | $23714.05          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $14.95             | $13.82             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $5863748.80        | $5811443.84        | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  | 0.0000% | $276851.61         | $252992.84         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $101032.10         | $62485.40          | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $67813.20          | $35924.02          | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $14.95             | $7.22              | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $14.95             | $8.93              | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $1465.10           | $1100.81           | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  | 0.0000% | $92480.70          | $92094.13          | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  | 0.0000% | $9911.85           | $9884.88           | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  | 0.0000% | $194.35            | $190.78            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $914461.60         | $658521.21         | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29        | 2029-01-15      | 2.5000%  | 0.0000% | $22.58             | $23.52             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  | 0.0000% | $243311.25         | $242153.41         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $17.17             | $16.99             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $17611.10          | $17341.19          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $826121.81         | $783815.26         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  | 0.0000% | $152.29            | $155.22            | U.S. Treasuries (including strips) |

### Security 153: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.670000%
- **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: ARP1EAHB2, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1EAHB2_3.67_0206
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** 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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNAR XX.XXX HXBZ4263 | 2030-07-01      | 4.4500%  | 0.0000% | $868221.37         | $884658.30         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3578 | 2030-05-01      | 4.2250%  | 0.0000% | $5763972.60        | $5829701.90        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5767 | 2030-12-01      | 4.2500%  | 0.0000% | $6630136.99        | $6689573.58        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5987 | 2032-12-01      | 3.9600%  | 0.0000% | $5458082.19        | $5369148.20        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5512 | 2030-11-01      | 3.8400%  | 0.0000% | $5884931.51        | $5839454.72        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5364 | 2030-11-01      | 3.9700%  | 0.0000% | $6047260.27        | $6035486.60        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3431 | 2030-04-01      | 4.2500%  | 0.0000% | $6353013.70        | $6432671.67        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1943 | 2029-10-01      | 4.2700%  | 0.0000% | $6455205.48        | $6547267.83        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1624 | 2029-09-01      | 4.7300%  | 0.0000% | $5479452.05        | $5635683.72        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1229 | 2029-07-01      | 4.7200%  | 0.0000% | $5775890.41        | $5922322.07        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1165 | 2029-07-01      | 4.7200%  | 0.0000% | $4092440.14        | $4201786.95        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1081 | 2029-06-01      | 4.6700%  | 0.0000% | $5986301.37        | $6134821.17        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7934 | 2056-02-01      | 4.7270%  | 0.0000% | $6184792.33        | $6259942.88        | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.170 WNWN1319 | 2028-11-01      | 4.1700%  | 0.0000% | $6756712.33        | $6836760.23        | Agency Mortgage-Backed Securities |
| FMAC FMAR 842099 G        | 2056-02-01      | 0.0000%  | 0.0000% | $5585729.59        | $5560275.42        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1057 | 2029-06-01      | 4.7100%  | 0.0000% | $6477945.21        | $6647053.05        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0698 | 2029-04-01      | 4.5500%  | 0.0000% | $6246575.34        | $6393877.57        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBL3865 | 2029-09-01      | 2.7100%  | 0.0000% | $6200684.93        | $5968519.23        | Agency Mortgage-Backed Securities |

### Security 154: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.670000%
- **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: ARP1EKT76, C.4 - ISIN: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EKT76_3.67_0203
- **C.18 - Value (incl. sponsor support):** $498000000.00
- **C.18.a - Value (excl. sponsor support):** $498000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** 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 FERA 5582FM 10/25/55  | 2055-10-25      | 4.7473%  | 0.0000% | $7546378.55        | $7599749.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55  | 2055-06-25      | 5.7973%  | 0.0000% | $10559747.56       | $10733531.19       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55  | 2055-06-25      | 5.6973%  | 0.0000% | $10559747.56       | $10721631.54       | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0267 10/25/53  | 2053-10-25      | 4.4973%  | 0.0000% | $36631.99          | $36735.09          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5630FH 02/25/56  | 2056-02-25      | 4.4884%  | 0.0000% | $7748542.54        | $7767312.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033  | 2054-03-25      | 4.6973%  | 0.0000% | $5618701.46        | $5658562.78        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565MF 05/25/55  | 2055-05-25      | 5.2973%  | 0.0000% | $9019637.18        | $9115513.52        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54  | 2054-12-25      | 5.1973%  | 0.0000% | $2976917.26        | $3013223.28        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55  | 2055-09-25      | 4.7973%  | 0.0000% | $9218507.19        | $9293456.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55  | 2055-02-25      | 5.1473%  | 0.0000% | $4401705.04        | $4442407.16        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103  | 2055-01-25      | 4.9473%  | 0.0000% | $4059632.61        | $4087461.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55  | 2055-06-25      | 5.1973%  | 0.0000% | $5186427.16        | $5250935.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55  | 2055-01-25      | 5.0473%  | 0.0000% | $2324795.75        | $2346611.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55  | 2055-02-25      | 5.6973%  | 0.0000% | $4710574.06        | $4778450.08        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5500AF 02/25/55  | 2055-02-25      | 4.6973%  | 0.0000% | $171317.32         | $171650.60         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55  | 2055-01-25      | 4.9973%  | 0.0000% | $9078649.72        | $9168465.41        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54  | 2054-02-25      | 5.1473%  | 0.0000% | $2823876.18        | $2855017.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FB 12/25/54  | 2054-12-25      | 5.1473%  | 0.0000% | $11538438.98       | $11659302.97       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54  | 2054-12-25      | 5.0973%  | 0.0000% | $2307687.80        | $2332439.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5483FD 12/25/54  | 2054-12-25      | 4.9973%  | 0.0000% | $1658430.97        | $1673864.43        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54  | 2054-12-25      | 5.1473%  | 0.0000% | $4992464.45        | $5049323.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5418FC 06/25/54  | 2054-06-25      | 5.0973%  | 0.0000% | $1814961.82        | $1833296.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53  | 2053-11-25      | 5.0973%  | 0.0000% | $2739129.45        | $2772908.28        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53  | 2053-08-25      | 4.7973%  | 0.0000% | $8838616.93        | $8901409.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040  | 2055-02-25      | 5.1973%  | 0.0000% | $2617573.05        | $2650486.01        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046  | 2055-06-25      | 5.1973%  | 0.0000% | $17128551.24       | $17341627.76       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041  | 2055-06-25      | 5.1973%  | 0.0000% | $2874311.88        | $2909705.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001  | 2055-02-25      | 5.6973%  | 0.0000% | $2554962.66        | $2594348.15        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016  | 2055-03-25      | 5.0473%  | 0.0000% | $7415371.59        | $7506588.16        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FL R24F095  | 2054-12-25      | 5.1473%  | 0.0000% | $17182876.41       | $17353019.54       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088  | 2054-12-25      | 4.6973%  | 0.0000% | $13827749.63       | $13916667.59       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095  | 2054-12-25      | 5.0973%  | 0.0000% | $515486.29         | $520971.04         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FC R24F065  | 2054-09-25      | 4.8973%  | 0.0000% | $4791914.38        | $4814355.77        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033  | 2054-01-25      | 4.6973%  | 0.0000% | $1048338.04        | $1055661.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024  | 2054-05-25      | 0.1250%  | 0.0000% | $20317327.00       | $17066040.53       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034  | 2054-06-25      | 4.6973%  | 0.0000% | $18076733.93       | $18204742.51       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042  | 2055-06-25      | 5.1973%  | 0.0000% | $5198872.97        | $5263535.74        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54  | 2054-04-25      | 5.1473%  | 0.0000% | $81811.30          | $82697.63          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54  | 2054-06-25      | 5.0473%  | 0.0000% | $3032326.20        | $3063219.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55  | 2055-05-25      | 5.7473%  | 0.0000% | $7762721.48        | $7888673.46        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55  | 2055-05-25      | 5.1973%  | 0.0000% | $3412146.21        | $3455036.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015  | 2054-04-25      | 5.0473%  | 0.0000% | $2903727.30        | $2927555.32        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CL773072  | 2034-04-01      | 5.5000%  | 0.0000% | $842.48            | $858.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735224  | 2035-02-01      | 5.5000%  | 0.0000% | $18456.30          | $19016.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735212  | 2034-12-01      | 5.0000%  | 0.0000% | $124.92            | $126.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4804  | 2052-11-01      | 4.0000%  | 0.0000% | $22276.33          | $21469.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782  | 2052-10-01      | 3.5000%  | 0.0000% | $17768.88          | $16542.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4625  | 2052-06-01      | 3.5000%  | 0.0000% | $10043.65          | $9350.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4156  | 2035-10-01      | 2.5000%  | 0.0000% | $34017.97          | $32329.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA4150  | 2030-10-01      | 2.5000%  | 0.0000% | $560956.74         | $544279.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4111  | 2035-08-01      | 1.5000%  | 0.0000% | $26919.17          | $24527.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4079  | 2050-07-01      | 3.0000%  | 0.0000% | $81.79             | $73.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3998  | 2050-04-01      | 4.5000%  | 0.0000% | $246.03            | $244.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3992  | 2050-04-01      | 3.5000%  | 0.0000% | $848.01            | $795.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1660  | 2047-08-01      | 4.0000%  | 0.0000% | $6543.62           | $6393.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7606  | 2048-09-01      | 4.5000%  | 0.0000% | $103848.90         | $103978.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4762  | 2048-08-01      | 5.0000%  | 0.0000% | $34414.50          | $35239.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBK0614  | 2050-01-01      | 3.0000%  | 0.0000% | $4700.41           | $4235.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0888  | 2048-07-01      | 4.0000%  | 0.0000% | $60356.48          | $58941.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3835  | 2049-11-01      | 3.5000%  | 0.0000% | $223813.88         | $209253.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CICB9390  | 2039-10-01      | 5.5000%  | 0.0000% | $525378.91         | $544835.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8863  | 2054-07-01      | 6.0000%  | 0.0000% | $205504.31         | $212002.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8475  | 2054-05-01      | 5.0000%  | 0.0000% | $2898621.48        | $2958109.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8115  | 2054-03-01      | 4.5000%  | 0.0000% | $2351878.62        | $2332216.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7736  | 2054-01-01      | 6.0000%  | 0.0000% | $26958.83          | $27832.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6085  | 2053-04-01      | 6.0000%  | 0.0000% | $370272.57         | $389750.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4313  | 2052-08-01      | 4.5000%  | 0.0000% | $6461459.00        | $6393245.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243  | 2037-07-01      | 3.5000%  | 0.0000% | $1792.93           | $1753.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4217  | 2052-07-01      | 5.0000%  | 0.0000% | $13047585.93       | $13171091.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4211  | 2052-07-01      | 4.5000%  | 0.0000% | $182542.37         | $180633.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841  | 2052-06-01      | 3.5000%  | 0.0000% | $278956.22         | $261679.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2899  | 2052-02-01      | 3.0000%  | 0.0000% | $6388.12           | $5726.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2548  | 2052-01-01      | 2.5000%  | 0.0000% | $32712.43          | $28268.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1389  | 2051-08-01      | 2.5000%  | 0.0000% | $52978.08          | $45532.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0998  | 2051-07-01      | 3.0000%  | 0.0000% | $63347.17          | $56687.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5960  | 2050-06-01      | 2.5000%  | 0.0000% | $2143.83           | $1865.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3858  | 2049-07-01      | 3.5000%  | 0.0000% | $20638.08          | $19439.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2477  | 2048-10-01      | 4.5000%  | 0.0000% | $120845.49         | $120878.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4427  | 2045-02-01      | 4.5000%  | 0.0000% | $12361.43          | $12459.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1142  | 2043-11-01      | 4.5000%  | 0.0000% | $267292.98         | $268901.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR4126  | 2043-02-01      | 3.0000%  | 0.0000% | $1177.87           | $1091.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ3381  | 2042-11-01      | 3.0000%  | 0.0000% | $4882.13           | $4538.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAQ3201  | 2042-11-01      | 3.5000%  | 0.0000% | $36949.20          | $35235.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  | 0.0000% | $161945.05         | $145927.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ1886  | 2042-11-01      | 3.0000%  | 0.0000% | $907.37            | $839.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3552  | 2042-06-01      | 4.0000%  | 0.0000% | $1503.34           | $1469.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8743  | 2046-06-01      | 4.5000%  | 0.0000% | $1055.81           | $1062.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3765  | 2049-09-01      | 2.5000%  | 0.0000% | $526.10            | $452.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694  | 2049-07-01      | 4.5000%  | 0.0000% | $2093.34           | $2088.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL3909  | 2027-05-01      | 4.0000%  | 0.0000% | $3115.68           | $3116.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAL1469  | 2039-02-01      | 7.0000%  | 0.0000% | $740.47            | $790.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL1312  | 2039-05-01      | 6.0000%  | 0.0000% | $207.76            | $220.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ4087  | 2026-10-01      | 3.0000%  | 0.0000% | $5389.66           | $5373.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL620196  | 2032-01-01      | 7.0000%  | 0.0000% | $155.24            | $163.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL511405  | 2029-10-01      | 7.0000%  | 0.0000% | $698.22            | $733.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5768  | 2044-11-01      | 4.0000%  | 0.0000% | $7144.88           | $7034.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7818  | 2051-12-01      | 2.0000%  | 0.0000% | $116844.63         | $95793.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9169  | 2048-05-01      | 4.0000%  | 0.0000% | $911.94            | $890.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5476  | 2039-09-01      | 5.5000%  | 0.0000% | $7632.98           | $7840.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB7273  | 2042-12-01      | 3.0000%  | 0.0000% | $3107.74           | $2889.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAQ9047  | 2042-12-01      | 3.5000%  | 0.0000% | $105982.67         | $101477.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3491  | 2038-10-01      | 3.5000%  | 0.0000% | $2759.47           | $2667.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3797  | 2034-10-01      | 2.5000%  | 0.0000% | $705.25            | $673.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6110  | 2050-07-01      | 3.0000%  | 0.0000% | $8147.34           | $7407.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4978  | 2053-04-01      | 5.0000%  | 0.0000% | $504852.51         | $509165.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257075  | 2028-02-01      | 5.5000%  | 0.0000% | $3296.10           | $3360.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  | 0.0000% | $1230.13           | $1304.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6347  | 2053-11-01      | 6.5000%  | 0.0000% | $42665.07          | $44553.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5833  | 2053-10-01      | 6.0000%  | 0.0000% | $489.31            | $510.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5416  | 2053-07-01      | 6.0000%  | 0.0000% | $892214.80         | $924176.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4052  | 2036-10-01      | 2.0000%  | 0.0000% | $212395.77         | $196665.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2444  | 2052-07-01      | 4.0000%  | 0.0000% | $47228.08          | $46039.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS1615  | 2037-04-01      | 3.0000%  | 0.0000% | $22716.95          | $21884.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957  | 2052-03-01      | 3.0000%  | 0.0000% | $3871.92           | $3452.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFM6982  | 2041-04-01      | 2.0000%  | 0.0000% | $44098.79          | $38850.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM6372  | 2050-03-01      | 5.0000%  | 0.0000% | $17719.52          | $18090.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFM5977  | 2051-02-01      | 1.5000%  | 0.0000% | $41497.89          | $32243.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM5473  | 2035-12-01      | 3.0000%  | 0.0000% | $297047.05         | $288050.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6237  | 2049-04-01      | 3.5000%  | 0.0000% | $57296.19          | $54383.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4793  | 2050-11-01      | 2.0000%  | 0.0000% | $6307184.76        | $5214465.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4311  | 2050-08-01      | 3.0000%  | 0.0000% | $7252.82           | $6544.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3280  | 2049-05-01      | 3.5000%  | 0.0000% | $796934.58         | $758362.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM1418  | 2034-09-01      | 4.0000%  | 0.0000% | $277899.17         | $278571.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM1324  | 2031-11-01      | 3.0000%  | 0.0000% | $101.95            | $101.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ1581  | 2048-01-01      | 4.0000%  | 0.0000% | $13381.82          | $13049.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9215  | 2048-01-01      | 3.5000%  | 0.0000% | $4020.48           | $3795.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH5365  | 2047-08-01      | 4.0000%  | 0.0000% | $318059.50         | $311983.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE8671  | 2047-08-01      | 3.5000%  | 0.0000% | $55102.25          | $52137.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6457  | 2055-11-01      | 5.5000%  | 0.0000% | $151368.91         | $155523.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF7182  | 2055-12-01      | 4.5000%  | 0.0000% | $178339.65         | $176217.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF6049  | 2055-12-01      | 6.0000%  | 0.0000% | $307112.57         | $320389.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF5661  | 2055-11-01      | 4.5000%  | 0.0000% | $205718.84         | $202804.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4855  | 2055-11-01      | 6.0000%  | 0.0000% | $168436.58         | $175638.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF2937  | 2040-11-01      | 5.5000%  | 0.0000% | $113076.24         | $116863.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1849  | 2055-10-01      | 6.0000%  | 0.0000% | $194665.15         | $203051.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0593  | 2055-09-01      | 5.5000%  | 0.0000% | $368651.11         | $379101.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS1067  | 2037-04-01      | 2.5000%  | 0.0000% | $44336.08          | $42078.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5186  | 2050-01-01      | 4.5000%  | 0.0000% | $1911.37           | $1902.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV0662  | 2043-12-01      | 4.0000%  | 0.0000% | $229.47            | $225.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6725  | 2053-07-01      | 4.5000%  | 0.0000% | $230661.28         | $228586.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1456  | 2028-09-01      | 2.5000%  | 0.0000% | $1227.13           | $1214.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4904  | 2044-02-01      | 4.5000%  | 0.0000% | $72435.00          | $73006.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2707  | 2052-04-01      | 3.5000%  | 0.0000% | $3655.57           | $3423.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4818  | 2049-05-01      | 5.5000%  | 0.0000% | $9452.58           | $9784.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM4272  | 2035-09-01      | 3.0000%  | 0.0000% | $6234.47           | $6036.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2866  | 2037-01-01      | 3.0000%  | 0.0000% | $4225.02           | $4033.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN6067  | 2049-05-01      | 4.0000%  | 0.0000% | $724.36            | $702.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTAL8062  | 2029-06-01      | 5.5000%  | 0.0000% | $133.18            | $135.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6031  | 2044-10-01      | 4.0000%  | 0.0000% | $3336.13           | $3279.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  | 0.0000% | $9297.03           | $8033.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDE8864  | 2055-09-01      | 4.0000%  | 0.0000% | $99410.19          | $95405.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE8457  | 2055-08-01      | 4.5000%  | 0.0000% | $413691.63         | $407830.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDE7872  | 2040-09-01      | 5.0000%  | 0.0000% | $138535.79         | $140919.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDE7532  | 2040-10-01      | 5.0000%  | 0.0000% | $127825.41         | $130725.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE6956  | 2056-01-01      | 7.5000%  | 0.0000% | $149609.68         | $159381.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0746  | 2036-08-01      | 6.5000%  | 0.0000% | $14696.77          | $15500.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAD7988  | 2040-07-01      | 4.5000%  | 0.0000% | $5827.83           | $5850.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5910  | 2055-12-01      | 5.5000%  | 0.0000% | $24228581.72       | $24700519.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5856  | 2055-10-01      | 7.0000%  | 0.0000% | $33553.26          | $35327.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3792  | 2055-07-01      | 6.0000%  | 0.0000% | $3991028.40        | $4206038.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3679  | 2055-03-01      | 5.5000%  | 0.0000% | $2505453.01        | $2573101.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0365  | 2055-09-01      | 6.0000%  | 0.0000% | $266109.81         | $275404.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3896  | 2035-01-01      | 2.5000%  | 0.0000% | $1201.88           | $1142.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3635  | 2054-06-01      | 6.0000%  | 0.0000% | $3231610.14        | $3409130.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3632  | 2055-03-01      | 5.0000%  | 0.0000% | $26510427.87       | $26648700.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3448  | 2049-07-01      | 2.5000%  | 0.0000% | $916395.73         | $804990.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3361  | 2052-11-01      | 5.0000%  | 0.0000% | $1615619.04        | $1654091.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIFA3057  | 2039-08-01      | 6.5000%  | 0.0000% | $1292424.34        | $1363365.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3471  | 2053-07-01      | 4.0000%  | 0.0000% | $7263501.84        | $7056522.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2433  | 2055-08-01      | 5.5000%  | 0.0000% | $4586128.89        | $4675460.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA1399  | 2040-04-01      | 5.5000%  | 0.0000% | $6323.31           | $6538.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0674  | 2051-07-01      | 3.0000%  | 0.0000% | $4472082.43        | $4049446.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0289  | 2055-01-01      | 5.0000%  | 0.0000% | $242525.44         | $243790.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0945  | 2056-01-01      | 6.0000%  | 0.0000% | $217426.28         | $228291.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9514  | 2056-01-01      | 5.5000%  | 0.0000% | $1342531.99        | $1370852.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9482  | 2056-01-01      | 5.0000%  | 0.0000% | $794929.35         | $799523.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF8508  | 2055-12-01      | 4.5000%  | 0.0000% | $281274.44         | $277683.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CICB9563  | 2039-11-01      | 5.5000%  | 0.0000% | $622871.14         | $644997.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4588  | 2055-08-01      | 6.0000%  | 0.0000% | $3568721.99        | $3671869.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7130  | 2054-01-01      | 5.0000%  | 0.0000% | $90349.15          | $91442.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU1416  | 2052-01-01      | 3.0000%  | 0.0000% | $12717.92          | $11452.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3251  | 2028-01-01      | 3.5000%  | 0.0000% | $900.73            | $900.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL995245  | 2039-01-01      | 5.0000%  | 0.0000% | $12457.81          | $12777.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995094  | 2035-11-01      | 4.5000%  | 0.0000% | $209.45            | $211.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL988988  | 2038-09-01      | 6.0000%  | 0.0000% | $3069.45           | $3215.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL969454  | 2038-01-01      | 5.0000%  | 0.0000% | $447.11            | $452.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890336  | 2026-08-01      | 4.5000%  | 0.0000% | $292.80            | $294.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889506  | 2037-03-01      | 6.0000%  | 0.0000% | $7105.74           | $7535.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCC1662  | 2055-12-01      | 4.5000%  | 0.0000% | $3736847.66        | $3691228.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0260  | 2055-04-01      | 6.0000%  | 0.0000% | $39958.74          | $41727.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS6977  | 2042-08-01      | 3.0000%  | 0.0000% | $50205.03          | $47262.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6668  | 2053-12-01      | 5.5000%  | 0.0000% | $58533.53          | $59741.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9827  | 2053-05-01      | 5.0000%  | 0.0000% | $1320013.02        | $1330134.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX5026  | 2052-12-01      | 6.0000%  | 0.0000% | $363052.01         | $379473.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9848  | 2052-09-01      | 5.0000%  | 0.0000% | $1034163.40        | $1048509.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4951  | 2053-02-01      | 5.0000%  | 0.0000% | $1347622.03        | $1357402.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0035  | 2052-07-01      | 4.5000%  | 0.0000% | $136547.73         | $135963.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBV9862  | 2037-05-01      | 3.0000%  | 0.0000% | $4806.72           | $4631.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5809  | 2055-06-01      | 5.5000%  | 0.0000% | $537036.24         | $548099.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8932  | 2052-04-01      | 3.5000%  | 0.0000% | $4263883.56        | $3985406.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7089  | 2051-12-01      | 2.0000%  | 0.0000% | $10092.67          | $8220.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7075  | 2051-08-01      | 2.5000%  | 0.0000% | $32290.05          | $28068.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3321  | 2051-03-01      | 2.0000%  | 0.0000% | $2100.91           | $1747.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN0750  | 2048-10-01      | 5.0000%  | 0.0000% | $1609.83           | $1635.29           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-06-25      | 1.3830%  | 0.0000% | $9954757.89        | $8929767.08        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006  | 2028-07-25      | 4.1814%  | 0.0000% | $2088899.55        | $2105369.20        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC012A R22M012   | 2028-12-25      | 3.0202%  | 0.0000% | $5993.65           | $5848.06           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G  | 2031-09-25      | 1.5314%  | 0.0000% | $1703684.21        | $1501317.71        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5314%  | 0.0000% | $337041.95         | $323229.07         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003  | 2031-11-25      | 1.7072%  | 0.0000% | $1673112.32        | $1568976.27        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-02-25      | 3.4220%  | 0.0000% | $4616066.84        | $4568607.26        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004  | 2039-01-25      | 3.2730%  | 0.0000% | $20007.35          | $18673.07          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 1.6210%  | 0.0000% | $9042631.58        | $8101608.37        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R23M004  | 2032-09-25      | 3.7669%  | 0.0000% | $166536.24         | $165893.50         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R26M001  | 2031-01-25      | 0.0000%  | 0.0000% | $3398587.89        | $3177802.03        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R24M006  | 2027-07-25      | 2.9040%  | 0.0000% | $262105.26         | $260003.79         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00  | 2030-12-25      | 1.2081%  | 0.0000% | $3312522.92        | $3071358.37        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIS K- | 2030-06-25      | 1.3660%  | 0.0000% | $1099608.11        | $985170.13         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014  | 2027-09-25      | 2.8760%  | 0.0000% | $1060951.22        | $1046696.04        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04  | 2030-10-25      | 0.6800%  | 0.0000% | $3412286.01        | $3238480.46        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0022A1 R23M00  | 2030-09-25      | 2.9140%  | 0.0000% | $1067771.29        | $1038914.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5482  | 2049-02-01      | 4.0000%  | 0.0000% | $2539.70           | $2480.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5093  | 2038-07-01      | 5.0000%  | 0.0000% | $371.57            | $377.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5010  | 2053-05-01      | 5.5000%  | 0.0000% | $5990.25           | $6124.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4867  | 2055-01-01      | 6.0000%  | 0.0000% | $992637.08         | $1021337.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL848839  | 2036-01-01      | 6.0000%  | 0.0000% | $5525.12           | $5802.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL831621  | 2036-07-01      | 7.0000%  | 0.0000% | $268.09            | $281.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9220  | 2051-02-01      | 2.0000%  | 0.0000% | $357318.72         | $292969.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2400  | 2051-12-01      | 2.5000%  | 0.0000% | $1954780.34        | $1675831.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2419  | 2048-10-01      | 4.5000%  | 0.0000% | $79437.72          | $79531.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1476  | 2036-08-01      | 2.5000%  | 0.0000% | $1963.33           | $1860.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBX0441  | 2037-12-01      | 5.0000%  | 0.0000% | $3226.73           | $3281.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7849  | 2052-05-01      | 2.5000%  | 0.0000% | $11348.41          | $9822.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBC2837  | 2046-09-01      | 4.5000%  | 0.0000% | $856.61            | $865.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821  | 2053-08-01      | 5.5000%  | 0.0000% | $53681.46          | $54891.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5593  | 2045-08-01      | 3.5000%  | 0.0000% | $3674.46           | $3505.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4583  | 2042-09-01      | 3.5000%  | 0.0000% | $6509.32           | $6221.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7807  | 2054-01-01      | 6.5000%  | 0.0000% | $6863563.63        | $7263566.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172  | 2042-05-01      | 3.5000%  | 0.0000% | $1285940.15        | $1229628.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6793  | 2053-06-01      | 4.0000%  | 0.0000% | $33406.62          | $32169.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0299  | 2058-08-01      | 3.5000%  | 0.0000% | $533352.48         | $491995.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3453  | 2054-09-01      | 6.0000%  | 0.0000% | $35052.16          | $36055.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDE4546  | 2040-07-01      | 5.5000%  | 0.0000% | $100461.44         | $103309.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3689  | 2055-08-01      | 6.0000%  | 0.0000% | $681750.47         | $708454.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3486  | 2055-07-01      | 6.5000%  | 0.0000% | $4966111.31        | $5163698.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1994  | 2055-07-01      | 6.0000%  | 0.0000% | $152748.48         | $160518.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8046  | 2053-01-01      | 5.5000%  | 0.0000% | $876781.72         | $910616.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC8568  | 2040-01-01      | 4.5000%  | 0.0000% | $851.75            | $860.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM0008  | 2049-08-01      | 3.5000%  | 0.0000% | $6560.68           | $6161.13           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0132A1 R21M01  | 2033-04-25      | 1.4890%  | 0.0000% | $147286.81         | $137433.25         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004  | 2031-02-25      | 0.9590%  | 0.0000% | $125261.79         | $122136.45         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A2 R20M020  | 2029-10-25      | 1.4350%  | 0.0000% | $26210.53          | $24036.41          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02  | 2031-02-25      | 2.3500%  | 0.0000% | $1902107.69        | $1774495.39        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R19M001  | 2028-09-25      | 3.5600%  | 0.0000% | $208160.20         | $207378.51         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  | 0.0000% | $38012.69          | $35045.89          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA2 R22M02S  | 2032-09-25      | 3.7590%  | 0.0000% | $530706.90         | $518165.28         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0052A2 R23M00  | 2028-07-25      | 4.5000%  | 0.0000% | $910178.72         | $924397.53         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-08-25      | 1.6570%  | 0.0000% | $24244.74          | $23034.43          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-03-25      | 2.0200%  | 0.0000% | $6552631.58        | $5962463.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA4929  | 2053-02-01      | 7.0000%  | 0.0000% | $1322.25           | $1391.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9445  | 2047-04-01      | 3.0000%  | 0.0000% | $64022.66          | $58621.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM5810  | 2051-01-01      | 3.0000%  | 0.0000% | $264735.61         | $236169.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3835  | 2055-03-01      | 6.0000%  | 0.0000% | $161969.28         | $168799.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8434  | 2056-01-01      | 5.0000%  | 0.0000% | $487785.63         | $495715.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3967  | 2052-09-01      | 4.5000%  | 0.0000% | $732779.05         | $730389.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2663  | 2055-08-01      | 6.5000%  | 0.0000% | $3360187.17        | $3557037.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIMA5845  | 2040-08-01      | 6.5000%  | 0.0000% | $186911.34         | $195769.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5715  | 2055-12-01      | 5.0000%  | 0.0000% | $699103.14         | $702749.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0938  | 2055-03-01      | 6.0000%  | 0.0000% | $1674160.34        | $1754788.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3508  | 2055-03-01      | 6.0000%  | 0.0000% | $138150.60         | $143973.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDC6440  | 2039-11-01      | 5.0000%  | 0.0000% | $98510.53          | $100103.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3155  | 2032-10-01      | 3.0000%  | 0.0000% | $594.18            | $581.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2923  | 2037-03-01      | 3.5000%  | 0.0000% | $2715.81           | $2668.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3517  | 2033-11-01      | 3.5000%  | 0.0000% | $145.25            | $143.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5670  | 2042-07-01      | 3.5000%  | 0.0000% | $224.34            | $214.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB5124  | 2042-05-01      | 4.0000%  | 0.0000% | $349.35            | $342.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5369  | 2042-06-01      | 3.5000%  | 0.0000% | $1019.85           | $977.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5563  | 2044-12-01      | 5.5000%  | 0.0000% | $126612.98         | $130158.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167  | 2053-10-01      | 6.5000%  | 0.0000% | $549444.30         | $571738.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5135  | 2053-09-01      | 4.0000%  | 0.0000% | $569.53            | $547.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  | 0.0000% | $39164.56          | $38609.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0673  | 2055-09-01      | 6.5000%  | 0.0000% | $1916481.77        | $1993246.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8571  | 2055-05-01      | 6.0000%  | 0.0000% | $411689.37         | $427332.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9812  | 2055-01-01      | 6.0000%  | 0.0000% | $747601.06         | $779107.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7603  | 2055-12-01      | 5.5000%  | 0.0000% | $141758.41         | $145423.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA2747  | 2038-11-01      | 5.5000%  | 0.0000% | $2997880.03        | $3102948.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5948  | 2041-01-01      | 3.5000%  | 0.0000% | $146839.69         | $143032.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9224  | 2054-12-01      | 5.5000%  | 0.0000% | $253185.44         | $258117.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9061  | 2051-01-01      | 5.5000%  | 0.0000% | $487977.62         | $498063.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6416  | 2055-11-01      | 6.0000%  | 0.0000% | $356633.89         | $371022.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCC1669  | 2055-12-01      | 4.5000%  | 0.0000% | $3619467.63        | $3568183.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9442  | 2055-09-01      | 6.5000%  | 0.0000% | $99418.29          | $103758.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3956  | 2053-03-01      | 3.0000%  | 0.0000% | $166470.93         | $148274.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF2347  | 2055-11-01      | 4.5000%  | 0.0000% | $655263.27         | $645978.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6659  | 2055-08-01      | 6.0000%  | 0.0000% | $641552.10         | $661642.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBV1418  | 2045-03-01      | 6.0000%  | 0.0000% | $121099.19         | $125432.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF4774  | 2055-11-01      | 4.5000%  | 0.0000% | $170259.09         | $167846.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA2736  | 2037-06-01      | 2.5000%  | 0.0000% | $7387544.90        | $7011414.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDE8063  | 2040-08-01      | 6.5000%  | 0.0000% | $88492.70          | $92767.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2212  | 2055-07-01      | 5.5000%  | 0.0000% | $23567.30          | $24026.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDG1520  | 2041-02-01      | 4.5000%  | 0.0000% | $187966.82         | $189023.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1799  | 2055-06-01      | 6.0000%  | 0.0000% | $228621.62         | $240251.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDD8218  | 2040-04-01      | 5.0000%  | 0.0000% | $290219.46         | $297025.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD6619  | 2040-06-01      | 5.5000%  | 0.0000% | $150257.42         | $155587.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDD2618  | 2055-03-01      | 4.0000%  | 0.0000% | $92142.70          | $88430.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1719  | 2055-03-01      | 6.0000%  | 0.0000% | $212091.89         | $219742.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDC9111  | 2040-06-01      | 5.5000%  | 0.0000% | $255176.12         | $264632.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDC9057  | 2055-05-01      | 7.5000%  | 0.0000% | $431998.02         | $462525.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5557  | 2054-10-01      | 5.0000%  | 0.0000% | $129342.86         | $130211.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5852  | 2055-10-01      | 5.0000%  | 0.0000% | $1678.81           | $1687.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5835  | 2045-08-01      | 6.0000%  | 0.0000% | $1534341.82        | $1584957.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5745  | 2040-06-01      | 5.0000%  | 0.0000% | $7437981.57        | $7558237.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIMA5633  | 2040-02-01      | 6.5000%  | 0.0000% | $5199.07           | $5448.74           | Agency Mortgage-Backed Securities         |

### Security 155: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.670000%
- **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: ARP1ENXP5, C.4 - ISIN: N/A, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1ENXP5_3.67_0206
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** 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 2024-14O FE     | 2074-08-20      | 4.5030%  | 0.0000% | $7492592.08        | $7528465.36        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  | 0.0000% | $25.15             | $26.28             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  | 0.0000% | $3409.39           | $3261.08           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $55.32             | $57.44             | Agency Collateralized Mortgage Obligation |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $58361.11          | $48929.43          | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  | 0.0000% | $3055555.56        | $2186703.24        | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $1498902.78        | $1241496.20        | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $508750.00         | $498227.35         | Agency Debentures and Agency Strips       |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | 0.0000% | $2795668.18        | $2883101.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  | 0.0000% | $8339231.30        | $8565395.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  | 0.0000% | $878373.32         | $904009.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  | 0.0000% | $175725.05         | $185204.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  | 0.0000% | $206438.05         | $217398.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  | 0.0000% | $2497535.98        | $2585677.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  | 0.0000% | $62137.36          | $63947.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  | 0.0000% | $126.19            | $129.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  | 0.0000% | $140.66            | $146.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $2860671.23        | $2941432.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9521 | 2056-01-01      | 5.5000%  | 0.0000% | $29955.60          | $30715.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  | 0.0000% | $7806207.13        | $7857866.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  | 0.0000% | $116.35            | $115.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  | 0.0000% | $1359828.13        | $1439627.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  | 0.0000% | $7634674.85        | $7088205.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  | 0.0000% | $979840.50         | $964023.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $1969510.63        | $2031697.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  | 0.0000% | $1593042.62        | $1615341.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $1477904.89        | $1485613.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  | 0.0000% | $9813091.20        | $10297584.22       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | 0.0000% | $1305.55           | $1399.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1400 | 2056-01-01      | 5.0000%  | 0.0000% | $347455.47         | $349783.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3699 | 2056-01-01      | 5.0000%  | 0.0000% | $175.87            | $176.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $202770.36         | $213318.09         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.3580%  | 0.0000% | $4.24              | $4.27              | Agency Mortgage-Backed Securities         |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $533790.28         | $468004.78         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $15.28             | $10.73             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $61.11             | $35.67             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $15.28             | $9.72              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $6816837.50        | $4818841.40        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $2739763.89        | $1451388.83        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $15.28             | $9.66              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $534.72            | $346.84            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $1526204.17        | $1137418.78        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $1845341.67        | $1440703.16        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $381837.50         | $334428.90         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $106.94            | $94.13             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $15.28             | $15.59             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $15.28             | $15.64             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $15.28             | $15.98             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $18.82             | $16.48             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  | 0.0000% | $15.28             | $15.25             | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  | 0.0000% | $1222375.00        | $1256994.26        | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $122.22            | $121.63            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  | 0.0000% | $258179.17         | $256917.74         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  | 0.0000% | $290.28            | $290.66            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $15.28             | $15.53             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $24821347.22       | $25016475.92       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $5554679.17        | $5619207.75        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  | 0.0000% | $15.56             | $15.86             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $18523098.61       | $18742537.97       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $1115.28           | $1141.99           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $122.22            | $124.79            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $987051.39         | $1009902.06        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $10382731.94       | $10606197.14       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $76236.11          | $77067.14          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $30.56             | $31.06             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $15.28             | $15.58             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $3218172.22        | $3214069.75        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $61.11             | $62.98             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $106.94            | $109.83            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $15.28             | $15.70             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $2749893.06        | $2805807.91        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  | 0.0000% | $6922636.11        | $7086867.53        | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  | 0.0000% | $1592864.39        | $1455593.07        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $152.78            | $152.60            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $967358.33         | $973082.90         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  | 0.0000% | $366.67            | $360.42            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $106.94            | $105.25            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $2936556.94        | $2904049.10        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $5566488.89        | $5816757.31        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  | 0.0000% | $160309.72         | $159546.86         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $2531176.39        | $2418823.66        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $6860913.89        | $5307983.63        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $11537258.33       | $9431137.56        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $1374465.28        | $850066.56         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $1823800.00        | $1812313.29        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $30.56             | $21.57             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $9633204.17        | $9429034.84        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $7638873.61        | $7676806.49        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  | 0.0000% | $15.28             | $15.56             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $30.56             | $30.40             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $45.83             | $47.69             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $16546169.44       | $13783666.88       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $15.28             | $15.60             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $15.28             | $9.12              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $11519536.11       | $11404377.47       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $106.94            | $106.19            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $8380670.83        | $8427797.17        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  | 0.0000% | $15.28             | $15.24             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $15.28             | $11.59             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $91.67             | $92.86             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $152.78            | $153.85            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $1382730.56        | $880221.21         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | 0.0000% | $30.56             | $29.21             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $6556259.72        | $6604379.37        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | 0.0000% | $15.28             | $15.40             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $14131898.61       | $14510005.76       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $15.28             | $15.53             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $528259.72         | $534615.12         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $290262.50         | $296915.19         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  | 0.0000% | $6875000.00        | $6889315.62        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $244.44            | $231.24            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $1994055.56        | $1791512.92        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $524669.44         | $492935.60         | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $30.56             | $28.83             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | 0.0000% | $15.28             | $15.10             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $339838.89         | $337998.78         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $139944.44         | $122096.39         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | 0.0000% | $15.28             | $14.64             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $15.28             | $14.73             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  | 0.0000% | $1161.11           | $1156.16           | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $45.83             | $45.76             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $320.83            | $312.41            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $3895390.28        | $3835690.03        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $15.28             | $14.31             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $122.22            | $118.93            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $30.56             | $28.25             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $61.11             | $61.68             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $165152.78         | $160966.79         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $15250277.78       | $13802134.61       | U.S. Treasuries (including strips)        |

### Security 156: Fixed Income Clearing Corp. - CITI

- **C.1 - Title:** Citibank NA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EPSL5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: ARP1EPSL5_3.66_0202
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 5.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** 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 CORP  - CITI (CITIGROUP GLOBAL MARKETS)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $5843400.00        | $4854362.32        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $900.00            | $882.09            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | 0.0000% | $15507000.00       | $15321677.13       | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | 0.0000% | $63901200.00       | $69956927.80       | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | 0.0000% | $14059900.00       | $15615284.13       | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | 0.0000% | $4000.00           | $4433.22           | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | 0.0000% | $4999900.00        | $5270565.08        | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $105.71            | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $107.11            | U.S. Treasuries (including strips) |
| USTR BILL 05/19/26    | 2026-05-19      | 0.0000%  | 0.0000% | $400.00            | $395.79            | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  | 0.0000% | $900.00            | $887.96            | U.S. Treasuries (including strips) |
| USTR BILL 02/17/26    | 2026-02-17      | 0.0000%  | 0.0000% | $400.00            | $399.39            | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26    | 2026-10-01      | 0.0000%  | 0.0000% | $1200.00           | $1172.40           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $900.00            | $937.33            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1033.57           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | 0.0000% | $200.00            | $201.13            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $71400.00          | $71593.69          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $22111000.00       | $22271589.16       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $800.00            | $771.36            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $1900.00           | $1923.28           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $1100.00           | $1113.35           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $47000.00          | $47726.82          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | 0.0000% | $900.00            | $917.24            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $200.00            | $198.89            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $1026200.00        | $966212.81         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $1031400.00        | $1009792.86        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $1000.00           | $997.30            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $1000.00           | $957.36            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $1428600.00        | $1351046.29        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $1000.00           | $875.37            | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $231100.00         | $218148.88         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $1000.00           | $950.70            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | 0.0000% | $7639900.00        | $7307967.41        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.37             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $190.07            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $949.99            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $300.00            | $262.47            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.26             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $102400.00         | $98779.23          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.92             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $500.00            | $468.03            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $2100.00           | $2077.80           | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | 0.0000% | $534200.00         | $539267.01         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $432312000.00      | $427250034.91      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $45790000.00       | $44379848.63       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $1167700.00        | $1074943.95        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $429385400.00      | $387004426.28      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $1200.00           | $988.41            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | 0.0000% | $199998000.00      | $140625976.05      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $1600.00           | $1617.30           | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.7727%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $3100.00           | $3146.32           | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $600.00            | $613.96            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $2000.00           | $2068.31           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1017.81           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1018.60           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1014.06           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $1700.00           | $1742.52           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $299600.00         | $299127.15         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $4000.00           | $4132.50           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $700.00            | $723.72            | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 3.7627%  | 0.0000% | $4000.00           | $4039.67           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | 0.0000% | $500.00            | $512.12            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $7111100.00        | $7279286.43        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $1000.00           | $1037.15           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | 0.0000% | $500.00            | $509.89            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1006.94           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $3500.00           | $3542.67           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | 0.0000% | $26000100.00       | $26447612.28       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $779000.00         | $814170.16         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | 0.0000% | $3200.00           | $3208.84           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $200.00            | $202.23            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $500.00            | $503.74            | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $2300.00           | $2311.09           | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $700.00            | $665.60            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | 0.0000% | $500.00            | $470.22            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $4200.00           | $2670.43           | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $1500.00           | $1544.09           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $2000.00           | $2044.74           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $1271000.00        | $720202.98         | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  | 0.0000% | $27999100.00       | $30060624.39       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $400.00            | $398.58            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | 0.0000% | $300.00            | $302.56            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $87.31             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $1900.00           | $1816.69           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $4200.00           | $4288.95           | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $400.00            | $348.82            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | 0.0000% | $900.00            | $891.40            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.18             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $1600.00           | $1645.16           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $3800.00           | $3993.21           | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $200.00            | $199.38            | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $4700.00           | $3198.77           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $1900.00           | $1971.18           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $2000.00           | $1967.59           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | 0.0000% | $5368000.00        | $5560202.87        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | 0.0000% | $1000.00           | $1037.10           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $3200.00           | $3238.09           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $300.00            | $304.71            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | 0.0000% | $1500.00           | $1549.56           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $289356100.00      | $285010109.77      | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $18078500.00       | $18678818.97       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $1000.00           | $1007.69           | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $400.00            | $396.41            | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $1100.00           | $1111.11           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $5000.00           | $3608.14           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $199.47            | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $70000.00          | $54464.57          | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.17            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $86260900.00       | $57561962.33       | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $3000.00           | $3039.92           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $396.37            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $84300.00          | $79631.87          | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  | 0.0000% | $1500.00           | $1530.27           | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $2000.00           | $1763.96           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $5900.00           | $6166.62           | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $1300.00           | $819.78            | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $337230400.00      | $254965287.24      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | 0.0000% | $3873600.00        | $3115619.00        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $1300.00           | $1067.91           | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $2000.00           | $1543.60           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2026-02-06

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer