# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001258897-25-000109
**Filing Date:** 2025-6
**Character Count:** 1784366
**Document Hash:** 576f2d6def2f068d82975dac9435b705
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001258897-25-000109.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001258897-25-000109

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Money Market Obligations Trust
- **CENTRAL INDEX KEY:** 0000856517

**ORGANIZATION NAME:**
- **EIN:** 251415329
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 251029518

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-30

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 254900VAJ9169N7JRF45

**EDGAR Series Identifier:** S000009536

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 41 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $164107994233.48

- **Amortized Cost of Portfolio Securities:** $164111750221.96

- **Cash:** $5146827290.75

- **Total Other Assets:** $339146637.17

- **Total Liabilities:** $601799640.79

- **Net Assets of Series:** $168995924509.09

- **Number of Shares Outstanding (Series):** 169045730463.9200

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $119648455028.69          | $140791455028.69           | 68.7600%                  | 80.9100%                   |
| 2025-05-02 | $114292090299.53          | $135535090299.53           | 67.7500%                  | 80.3500%                   |
| 2025-05-05 | $115872864889.93          | $136865864889.93           | 68.4500%                  | 80.8500%                   |
| 2025-05-06 | $114126683261.57          | $136119683261.57           | 67.7200%                  | 80.7700%                   |
| 2025-05-07 | $117688654256.32          | $135987654256.32           | 69.8800%                  | 80.7500%                   |
| 2025-05-08 | $114440144173.35          | $135339144173.35           | 68.2200%                  | 80.6800%                   |
| 2025-05-09 | $116084590162.85          | $134783590162.85           | 69.4200%                  | 80.6000%                   |
| 2025-05-12 | $118605754775.63          | $136704754775.63           | 70.4300%                  | 81.1800%                   |
| 2025-05-13 | $119986347506.97          | $139485347506.97           | 70.0900%                  | 81.4800%                   |
| 2025-05-14 | $118032738546.27          | $139171738546.27           | 69.7400%                  | 82.2400%                   |
| 2025-05-15 | $118798120532.37          | $139237120532.37           | 70.1700%                  | 82.2400%                   |
| 2025-05-16 | $116655888465.80          | $138294888465.80           | 68.9900%                  | 81.7800%                   |
| 2025-05-19 | $119209488530.88          | $140248488530.88           | 69.9800%                  | 82.3400%                   |
| 2025-05-20 | $118311427740.06          | $139120177740.06           | 70.0100%                  | 82.3200%                   |
| 2025-05-21 | $116092410624.08          | $136051160624.08           | 69.2900%                  | 81.2000%                   |
| 2025-05-22 | $115967960490.13          | $136576710490.13           | 68.2900%                  | 80.4300%                   |
| 2025-05-23 | $114339829260.19          | $134448579260.19           | 68.1700%                  | 80.1600%                   |
| 2025-05-27 | $113987395178.60          | $134686395178.60           | 67.6900%                  | 79.9800%                   |
| 2025-05-28 | $114037160406.94          | $134736160406.94           | 67.4200%                  | 79.6600%                   |
| 2025-05-29 | $117965950568.74          | $135514950568.74           | 69.4200%                  | 79.7500%                   |
| 2025-05-30 | $114038513177.26          | $135187513177.26           | 67.2400%                  | 79.7100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4100%             |
| 2025-05-02 | 4.4100%             |
| 2025-05-05 | 4.4100%             |
| 2025-05-06 | 4.4100%             |
| 2025-05-07 | 4.4000%             |
| 2025-05-08 | 4.3900%             |
| 2025-05-09 | 4.3900%             |
| 2025-05-12 | 4.3700%             |
| 2025-05-13 | 4.3700%             |
| 2025-05-14 | 4.3700%             |
| 2025-05-15 | 4.3700%             |
| 2025-05-16 | 4.3700%             |
| 2025-05-19 | 4.3800%             |
| 2025-05-20 | 4.3800%             |
| 2025-05-21 | 4.3700%             |
| 2025-05-22 | 4.3700%             |
| 2025-05-23 | 4.3700%             |
| 2025-05-27 | 4.3600%             |
| 2025-05-28 | 4.3700%             |
| 2025-05-29 | 4.3700%             |
| 2025-05-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.9997                      |
|  |  |
| 2025-05-02 | 0.9997                      |
|  |  |
| 2025-05-05 | 0.9997                      |
|  |  |
| 2025-05-06 | 0.9997                      |
|  |  |
| 2025-05-07 | 0.9997                      |
|  |  |
| 2025-05-08 | 0.9997                      |
|  |  |
| 2025-05-09 | 0.9997                      |
|  |  |
| 2025-05-12 | 0.9997                      |
|  |  |
| 2025-05-13 | 0.9997                      |
|  |  |
| 2025-05-14 | 0.9997                      |
|  |  |
| 2025-05-15 | 0.9997                      |
|  |  |
| 2025-05-16 | 0.9997                      |
|  |  |
| 2025-05-19 | 0.9997                      |
|  |  |
| 2025-05-20 | 0.9997                      |
|  |  |
| 2025-05-21 | 0.9997                      |
|  |  |
| 2025-05-22 | 0.9997                      |
|  |  |
| 2025-05-23 | 0.9996                      |
|  |  |
| 2025-05-27 | 0.9997                      |
|  |  |
| 2025-05-28 | 0.9996                      |
|  |  |
| 2025-05-29 | 0.9997                      |
|  |  |
| 2025-05-30 | 0.9997                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $34680275728.24

- **Number of Shares Outstanding:** 34690496591.5700

- **Expense Reimbursement/Waiver:** 2400302.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $947946603.39             | $558818768.92           |
| 2025-05-02 | $456615824.61             | $683434541.13           |
| 2025-05-05 | $732115365.97             | $327794829.54           |
| 2025-05-06 | $438374420.48             | $729496141.75           |
| 2025-05-07 | $610351385.08             | $324608927.63           |
| 2025-05-08 | $372948611.86             | $547800669.35           |
| 2025-05-09 | $962022685.02             | $386764829.19           |
| 2025-05-12 | $294379404.19             | $358875834.63           |
| 2025-05-13 | $517287440.71             | $621639623.94           |
| 2025-05-14 | $457035621.55             | $1331447023.58          |
| 2025-05-15 | $660817773.17             | $525644312.34           |
| 2025-05-16 | $414772724.56             | $461826420.41           |
| 2025-05-19 | $313931242.29             | $708413941.67           |
| 2025-05-20 | $404329055.79             | $580361723.75           |
| 2025-05-21 | $474210231.81             | $332676129.08           |
| 2025-05-22 | $348685888.52             | $391658670.46           |
| 2025-05-23 | $685564423.30             | $727571203.91           |
| 2025-05-27 | $528160105.35             | $876749542.37           |
| 2025-05-28 | $518482531.19             | $491581952.02           |
| 2025-05-29 | $1226044776.17            | $376153565.22           |
| 2025-05-30 | $600904422.78             | $1087033491.13          |

**Total Gross Subscriptions (Month):** $11964980537.79

**Total Gross Redemptions (Month):** $12430352142.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.1900%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1800%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1700%           |
| 2025-05-14 | 4.1700%           |
| 2025-05-15 | 4.1700%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1700%           |
| 2025-05-20 | 4.1700%           |
| 2025-05-21 | 4.1700%           |
| 2025-05-22 | 4.1600%           |
| 2025-05-23 | 4.1600%           |
| 2025-05-27 | 4.1600%           |
| 2025-05-28 | 4.1600%           |
| 2025-05-29 | 4.1700%           |
| 2025-05-30 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 11.9300%         | 0.0000%              |
| Broker-dealer                                       |  | 15.3200%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.7500%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4700%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.6200%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $12254233392.17

- **Number of Shares Outstanding:** 12257844921.8300

- **Expense Reimbursement/Waiver:** 839117.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $174839086.78             | $87180142.33            |
| 2025-05-02 | $105803607.30             | $112789184.50           |
| 2025-05-05 | $156727071.19             | $30236777.69            |
| 2025-05-06 | $166516923.92             | $43890937.49            |
| 2025-05-07 | $89806347.59              | $73800286.80            |
| 2025-05-08 | $110973463.03             | $97761077.18            |
| 2025-05-09 | $71553788.16              | $203401077.69           |
| 2025-05-12 | $233223081.77             | $69746757.52            |
| 2025-05-13 | $72658962.01              | $156226569.79           |
| 2025-05-14 | $110868891.74             | $273358521.25           |
| 2025-05-15 | $238050216.69             | $235625319.98           |
| 2025-05-16 | $121024478.99             | $212358152.43           |
| 2025-05-19 | $195026132.30             | $215742812.15           |
| 2025-05-20 | $191808593.13             | $96428175.18            |
| 2025-05-21 | $123310996.56             | $149311355.26           |
| 2025-05-22 | $91873053.21              | $116545601.20           |
| 2025-05-23 | $71848200.68              | $62629683.32            |
| 2025-05-27 | $92747296.38              | $51924756.42            |
| 2025-05-28 | $113147003.85             | $101977738.94           |
| 2025-05-29 | $79835431.95              | $165623562.79           |
| 2025-05-30 | $152987158.64             | $98661399.06            |

**Total Gross Subscriptions (Month):** $2764629785.87

**Total Gross Redemptions (Month):** $2655219888.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9900%           |
| 2025-05-02 | 3.9900%           |
| 2025-05-05 | 3.9900%           |
| 2025-05-06 | 3.9900%           |
| 2025-05-07 | 3.9800%           |
| 2025-05-08 | 3.9800%           |
| 2025-05-09 | 3.9700%           |
| 2025-05-12 | 3.9600%           |
| 2025-05-13 | 3.9500%           |
| 2025-05-14 | 3.9500%           |
| 2025-05-15 | 3.9500%           |
| 2025-05-16 | 3.9600%           |
| 2025-05-19 | 3.9600%           |
| 2025-05-20 | 3.9600%           |
| 2025-05-21 | 3.9600%           |
| 2025-05-22 | 3.9500%           |
| 2025-05-23 | 3.9500%           |
| 2025-05-27 | 3.9500%           |
| 2025-05-28 | 3.9500%           |
| 2025-05-29 | 3.9500%           |
| 2025-05-30 | 3.9600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 24.9800%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.6600%         | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1308966143.22

- **Number of Shares Outstanding:** 1309351917.6600

- **Expense Reimbursement/Waiver:** 88068.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $17439092.10              | $6253415.11             |
| 2025-05-02 | $6730503.35               | $2448839.19             |
| 2025-05-05 | $45058444.21              | $2604510.53             |
| 2025-05-06 | $14461031.27              | $42324988.86            |
| 2025-05-07 | $27670128.19              | $3530015.86             |
| 2025-05-08 | $153754049.40             | $5851754.36             |
| 2025-05-09 | $7493571.64               | $9019210.92             |
| 2025-05-12 | $1749503.45               | $46882189.00            |
| 2025-05-13 | $1177648.27               | $9956794.28             |
| 2025-05-14 | $822044.53                | $3043024.44             |
| 2025-05-15 | $6239809.26               | $120524672.83           |
| 2025-05-16 | $18382152.58              | $4878693.19             |
| 2025-05-19 | $11333692.04              | $2571777.94             |
| 2025-05-20 | $22225978.11              | $11255238.39            |
| 2025-05-21 | $2541552.00               | $1927067.19             |
| 2025-05-22 | $5142723.20               | $7422655.25             |
| 2025-05-23 | $5016680.30               | $13799598.56            |
| 2025-05-27 | $23493474.00              | $4655221.75             |
| 2025-05-28 | $61721638.72              | $11445228.63            |
| 2025-05-29 | $126656.63                | $13531792.49            |
| 2025-05-30 | $1435709.71               | $8613403.76             |

**Total Gross Subscriptions (Month):** $434016082.96

**Total Gross Redemptions (Month):** $332540092.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.7300%           |
| 2025-05-02 | 3.7400%           |
| 2025-05-05 | 3.7400%           |
| 2025-05-06 | 3.7300%           |
| 2025-05-07 | 3.7200%           |
| 2025-05-08 | 3.7200%           |
| 2025-05-09 | 3.7100%           |
| 2025-05-12 | 3.7000%           |
| 2025-05-13 | 3.7000%           |
| 2025-05-14 | 3.7000%           |
| 2025-05-15 | 3.7000%           |
| 2025-05-16 | 3.7000%           |
| 2025-05-19 | 3.7000%           |
| 2025-05-20 | 3.7000%           |
| 2025-05-21 | 3.7000%           |
| 2025-05-22 | 3.6900%           |
| 2025-05-23 | 3.6900%           |
| 2025-05-27 | 3.6900%           |
| 2025-05-28 | 3.6900%           |
| 2025-05-29 | 3.7000%           |
| 2025-05-30 | 3.7000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.6900%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.9300%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.0900%          | 0.0000%              |
| Retail investor                                     |  | 24.9900%         | 0.0000%              |
| Retail investor                                     |  | 33.1000%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $7906331775.73

- **Number of Shares Outstanding:** 7908661905.3200

- **Expense Reimbursement/Waiver:** 564047.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $33750868.60              | $9202199.68             |
| 2025-05-02 | $58527545.54              | $13891065.92            |
| 2025-05-05 | $65007329.94              | $9050418.19             |
| 2025-05-06 | $31199856.21              | $54196007.20            |
| 2025-05-07 | $22432136.92              | $13921681.37            |
| 2025-05-08 | $5295959.88               | $51814792.47            |
| 2025-05-09 | $6628593.67               | $98812519.93            |
| 2025-05-12 | $53806364.32              | $43024898.79            |
| 2025-05-13 | $2072699.48               | $141832651.32           |
| 2025-05-14 | $4918126.18               | $121732958.92           |
| 2025-05-15 | $128474598.94             | $2236637.50             |
| 2025-05-16 | $158125705.97             | $19342603.56            |
| 2025-05-19 | $6783956.54               | $132431522.92           |
| 2025-05-20 | $11508964.57              | $374948320.77           |
| 2025-05-21 | $37323385.01              | $2081085.62             |
| 2025-05-22 | $3147810.73               | $80216740.02            |
| 2025-05-23 | $7892968.96               | $17890518.50            |
| 2025-05-27 | $12587959.11              | $27932263.94            |
| 2025-05-28 | $78702547.40              | $33075896.68            |
| 2025-05-29 | $18201482.07              | $10820107.24            |
| 2025-05-30 | $1106423.74               | $61980900.87            |

**Total Gross Subscriptions (Month):** $747495283.78

**Total Gross Redemptions (Month):** $1320435791.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1100%           |
| 2025-05-02 | 4.1100%           |
| 2025-05-05 | 4.1100%           |
| 2025-05-06 | 4.1000%           |
| 2025-05-07 | 4.0900%           |
| 2025-05-08 | 4.0900%           |
| 2025-05-09 | 4.0800%           |
| 2025-05-12 | 4.0700%           |
| 2025-05-13 | 4.0700%           |
| 2025-05-14 | 4.0600%           |
| 2025-05-15 | 4.0700%           |
| 2025-05-16 | 4.0700%           |
| 2025-05-19 | 4.0700%           |
| 2025-05-20 | 4.0700%           |
| 2025-05-21 | 4.0700%           |
| 2025-05-22 | 4.0600%           |
| 2025-05-23 | 4.0600%           |
| 2025-05-27 | 4.0600%           |
| 2025-05-28 | 4.0600%           |
| 2025-05-29 | 4.0700%           |
| 2025-05-30 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 12.8200%         | 0.0000%              |
| Depository institution or other banking institution |  | 75.4000%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $98593085525.68

- **Number of Shares Outstanding:** 98622142574.1100

- **Expense Reimbursement/Waiver:** 6607031.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $4108108086.82            | $1981132605.45          |
| 2025-05-02 | $1703075800.81            | $2200110307.88          |
| 2025-05-05 | $1415041918.68            | $2425993522.03          |
| 2025-05-06 | $1201425798.59            | $1420282744.50          |
| 2025-05-07 | $997248030.59             | $1416661707.21          |
| 2025-05-08 | $1544284509.56            | $2037185886.23          |
| 2025-05-09 | $1656709470.52            | $2133360878.81          |
| 2025-05-12 | $2076479774.55            | $1110091199.95          |
| 2025-05-13 | $2453405871.75            | $1138809518.53          |
| 2025-05-14 | $1889203453.84            | $2631244884.06          |
| 2025-05-15 | $3764739389.80            | $1956412876.32          |
| 2025-05-16 | $1640196707.28            | $2307864101.38          |
| 2025-05-19 | $1906602443.44            | $1127903533.36          |
| 2025-05-20 | $1408927504.06            | $2255255652.07          |
| 2025-05-21 | $1159010128.83            | $2716692180.66          |
| 2025-05-22 | $1603665934.20            | $1840713971.02          |
| 2025-05-23 | $2326073256.00            | $2027383992.38          |
| 2025-05-27 | $2806550929.71            | $1825509447.50          |
| 2025-05-28 | $2064971299.89            | $2042705672.92          |
| 2025-05-29 | $3139847066.70            | $2730699403.66          |
| 2025-05-30 | $3336296594.82            | $2202890616.17          |

**Total Gross Subscriptions (Month):** $44201863970.44

**Total Gross Redemptions (Month):** $41528904702.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2500%           |
| 2025-05-02 | 4.2600%           |
| 2025-05-05 | 4.2600%           |
| 2025-05-06 | 4.2500%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2400%           |
| 2025-05-09 | 4.2300%           |
| 2025-05-12 | 4.2200%           |
| 2025-05-13 | 4.2200%           |
| 2025-05-14 | 4.2100%           |
| 2025-05-15 | 4.2200%           |
| 2025-05-16 | 4.2200%           |
| 2025-05-19 | 4.2200%           |
| 2025-05-20 | 4.2200%           |
| 2025-05-21 | 4.2200%           |
| 2025-05-22 | 4.2100%           |
| 2025-05-23 | 4.2100%           |
| 2025-05-27 | 4.2100%           |
| 2025-05-28 | 4.2100%           |
| 2025-05-29 | 4.2200%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.9700%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.8000%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.3600%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3300%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.5500%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $658139919.65

- **Number of Shares Outstanding:** 658333884.6100

- **Expense Reimbursement/Waiver:** 69089.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $13331585.05              | $18783613.12            |
| 2025-05-02 | $20005206.11              | $20923352.65            |
| 2025-05-05 | $13229662.68              | $12883077.37            |
| 2025-05-06 | $37914052.49              | $15391995.58            |
| 2025-05-07 | $12739746.00              | $36421541.49            |
| 2025-05-08 | $13379970.40              | $14602337.92            |
| 2025-05-09 | $15606205.15              | $18043138.44            |
| 2025-05-12 | $13063848.45              | $14027144.55            |
| 2025-05-13 | $16316401.08              | $10166640.84            |
| 2025-05-14 | $12265416.69              | $11121438.23            |
| 2025-05-15 | $11169418.21              | $12956964.84            |
| 2025-05-16 | $17641226.16              | $22544809.41            |
| 2025-05-19 | $13964110.25              | $11513575.53            |
| 2025-05-20 | $18182611.14              | $12203607.65            |
| 2025-05-21 | $13321595.75              | $10392915.64            |
| 2025-05-22 | $16160736.23              | $13361734.42            |
| 2025-05-23 | $28867970.64              | $15438707.95            |
| 2025-05-27 | $34980714.44              | $16470482.82            |
| 2025-05-28 | $17761212.47              | $11844761.20            |
| 2025-05-29 | $14320887.20              | $18190869.84            |
| 2025-05-30 | $18716363.31              | $17607614.01            |

**Total Gross Subscriptions (Month):** $372938939.90

**Total Gross Redemptions (Month):** $334890323.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.4400%           |
| 2025-05-02 | 3.4400%           |
| 2025-05-05 | 3.4400%           |
| 2025-05-06 | 3.4400%           |
| 2025-05-07 | 3.4300%           |
| 2025-05-08 | 3.4300%           |
| 2025-05-09 | 3.4200%           |
| 2025-05-12 | 3.4000%           |
| 2025-05-13 | 3.4000%           |
| 2025-05-14 | 3.4000%           |
| 2025-05-15 | 3.4000%           |
| 2025-05-16 | 3.4100%           |
| 2025-05-19 | 3.4100%           |
| 2025-05-20 | 3.4100%           |
| 2025-05-21 | 3.4100%           |
| 2025-05-22 | 3.4000%           |
| 2025-05-23 | 3.4000%           |
| 2025-05-27 | 3.3900%           |
| 2025-05-28 | 3.4000%           |
| 2025-05-29 | 3.4000%           |
| 2025-05-30 | 3.4100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.6300%          | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $743075132.09

- **Number of Shares Outstanding:** 743294128.8900

- **Expense Reimbursement/Waiver:** 50392.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $3418942.43               | $1768408.95             |
| 2025-05-02 | $2283436.30               | $363145.54              |
| 2025-05-05 | $985665.49                | $1811346.90             |
| 2025-05-06 | $384702.91                | $5312035.70             |
| 2025-05-07 | $955509.15                | $2012054.32             |
| 2025-05-08 | $1760143.32               | $1498496.41             |
| 2025-05-09 | $614185.94                | $2059458.26             |
| 2025-05-12 | $1144675.72               | $872000.47              |
| 2025-05-13 | $840720.53                | $8186483.93             |
| 2025-05-14 | $1216346.00               | $5413087.75             |
| 2025-05-15 | $10807449.27              | $896049.65              |
| 2025-05-16 | $11278755.47              | $533479.37              |
| 2025-05-19 | $712367.30                | $2815192.43             |
| 2025-05-20 | $1191395.86               | $296315.44              |
| 2025-05-21 | $1150732.63               | $2992207.49             |
| 2025-05-22 | $875913.39                | $4706045.98             |
| 2025-05-23 | $4323455.97               | $1088559.51             |
| 2025-05-27 | $3204313.40               | $1256335.79             |
| 2025-05-28 | $1578378.05               | $1077102.60             |
| 2025-05-29 | $455836.70                | $1218994.52             |
| 2025-05-30 | $2941797.49               | $1140623.06             |

**Total Gross Subscriptions (Month):** $52124723.32

**Total Gross Redemptions (Month):** $47317424.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.5700%           |
| 2025-05-02 | 3.5700%           |
| 2025-05-05 | 3.5600%           |
| 2025-05-06 | 3.5600%           |
| 2025-05-07 | 3.5500%           |
| 2025-05-08 | 3.5400%           |
| 2025-05-09 | 3.5400%           |
| 2025-05-12 | 3.5200%           |
| 2025-05-13 | 3.5200%           |
| 2025-05-14 | 3.5200%           |
| 2025-05-15 | 3.5200%           |
| 2025-05-16 | 3.5200%           |
| 2025-05-19 | 3.5300%           |
| 2025-05-20 | 3.5300%           |
| 2025-05-21 | 3.5200%           |
| 2025-05-22 | 3.5200%           |
| 2025-05-23 | 3.5200%           |
| 2025-05-27 | 3.5100%           |
| 2025-05-28 | 3.5200%           |
| 2025-05-29 | 3.5200%           |
| 2025-05-30 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 83.4500%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1318963498.89

- **Number of Shares Outstanding:** 1319352219.7200

- **Expense Reimbursement/Waiver:** 82203.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $62911333.76              | $14084793.56            |
| 2025-05-02 | $8888546.46               | $12813395.02            |
| 2025-05-05 | $21891113.78              | $8163084.04             |
| 2025-05-06 | $2126962.96               | $22486363.49            |
| 2025-05-07 | $12532250.86              | $1228841.24             |
| 2025-05-08 | $11836440.82              | $3551880.69             |
| 2025-05-09 | $63868050.21              | $14208018.07            |
| 2025-05-12 | $923462.47                | $10620307.11            |
| 2025-05-13 | $11175217.28              | $38512132.99            |
| 2025-05-14 | $251273806.53             | $10286128.58            |
| 2025-05-15 | $6821090.07               | $52814783.01            |
| 2025-05-16 | $10531329.57              | $138153071.87           |
| 2025-05-19 | $56875022.90              | $8780456.14             |
| 2025-05-20 | $203796020.85             | $74884017.95            |
| 2025-05-21 | $5299270.73               | $193925324.60           |
| 2025-05-22 | $347610328.55             | $10914851.51            |
| 2025-05-23 | $4763117.01               | $9313927.79             |
| 2025-05-27 | $9111226.50               | $113508876.31           |
| 2025-05-28 | $19161990.68              | $293278633.58           |
| 2025-05-29 | $256829625.68             | $22782444.24            |
| 2025-05-30 | $4208329.84               | $4599259.91             |

**Total Gross Subscriptions (Month):** $1372434537.51

**Total Gross Redemptions (Month):** $1058910591.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2400%           |
| 2025-05-02 | 4.2500%           |
| 2025-05-05 | 4.2500%           |
| 2025-05-06 | 4.2400%           |
| 2025-05-07 | 4.2300%           |
| 2025-05-08 | 4.2300%           |
| 2025-05-09 | 4.2200%           |
| 2025-05-12 | 4.2100%           |
| 2025-05-13 | 4.2000%           |
| 2025-05-14 | 4.2000%           |
| 2025-05-15 | 4.2100%           |
| 2025-05-16 | 4.2100%           |
| 2025-05-19 | 4.2100%           |
| 2025-05-20 | 4.2100%           |
| 2025-05-21 | 4.2100%           |
| 2025-05-22 | 4.2000%           |
| 2025-05-23 | 4.2000%           |
| 2025-05-27 | 4.2000%           |
| 2025-05-28 | 4.2000%           |
| 2025-05-29 | 4.2100%           |
| 2025-05-30 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.4900%         | 0.0000%              |
| Broker-dealer                                       |  | 14.2500%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.3400%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.2300%         | 0.0000%              |
| Depository institution or other banking institution |  | 38.8700%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $9499124231.21

- **Number of Shares Outstanding:** 9501923783.6500

- **Expense Reimbursement/Waiver:** 670000.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $96324346.03              | $62405852.09            |
| 2025-05-02 | $194432740.72             | $77696502.67            |
| 2025-05-05 | $90863864.72              | $80856059.79            |
| 2025-05-06 | $86110430.75              | $71037458.37            |
| 2025-05-07 | $93374413.96              | $64165614.82            |
| 2025-05-08 | $63653045.61              | $62043660.43            |
| 2025-05-09 | $56220665.47              | $115645037.62           |
| 2025-05-12 | $76480316.55              | $168887922.13           |
| 2025-05-13 | $90241564.11              | $91425817.27            |
| 2025-05-14 | $54823545.06              | $105597183.38           |
| 2025-05-15 | $45892977.56              | $45456142.85            |
| 2025-05-16 | $190732311.39             | $72309613.61            |
| 2025-05-19 | $117920811.87             | $40805223.53            |
| 2025-05-20 | $66537664.08              | $67888374.17            |
| 2025-05-21 | $145259948.01             | $58432238.98            |
| 2025-05-22 | $90400807.43              | $115191177.51           |
| 2025-05-23 | $93500247.57              | $90819869.99            |
| 2025-05-27 | $54085659.93              | $72960964.12            |
| 2025-05-28 | $74307968.03              | $93067065.44            |
| 2025-05-29 | $120488126.86             | $63438089.74            |
| 2025-05-30 | $67720841.16              | $516117219.48           |

**Total Gross Subscriptions (Month):** $1969372296.87

**Total Gross Redemptions (Month):** $2136247087.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2500%           |
| 2025-05-02 | 4.2600%           |
| 2025-05-05 | 4.2600%           |
| 2025-05-06 | 4.2500%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2400%           |
| 2025-05-09 | 4.2300%           |
| 2025-05-12 | 4.2200%           |
| 2025-05-13 | 4.2200%           |
| 2025-05-14 | 4.2100%           |
| 2025-05-15 | 4.2200%           |
| 2025-05-16 | 4.2200%           |
| 2025-05-19 | 4.2200%           |
| 2025-05-20 | 4.2200%           |
| 2025-05-21 | 4.2200%           |
| 2025-05-22 | 4.2100%           |
| 2025-05-23 | 4.2100%           |
| 2025-05-27 | 4.2100%           |
| 2025-05-28 | 4.2100%           |
| 2025-05-29 | 4.2200%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 76.9800%         | 0.0000%              |
| Broker-dealer |  | 10.9100%         | 0.0000%              |
| Broker-dealer |  | 8.8700%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $142920763.22

- **Number of Shares Outstanding:** 142962884.3800

- **Expense Reimbursement/Waiver:** 11089.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $3908289.12               | $24.08                  |
| 2025-05-02 | $3930544.27               | $2105.50                |
| 2025-05-05 | $3924404.49               | $0.06                   |
| 2025-05-06 | $4874952.66               | $26985.87               |
| 2025-05-07 | $13563.56                 | $6420052.77             |
| 2025-05-08 | $3718.21                  | $6525460.75             |
| 2025-05-09 | $16.68                    | $8727213.96             |
| 2025-05-12 | $1956507.95               | $13432.70               |
| 2025-05-13 | $4962816.79               | $1.96                   |
| 2025-05-14 | $55.26                    | $249232.61              |
| 2025-05-15 | $6351.50                  | $9864287.07             |
| 2025-05-16 | $251.84                   | $7744196.09             |
| 2025-05-19 | $0.00                     | $3322401.66             |
| 2025-05-20 | $2337652.38               | $0.00                   |
| 2025-05-21 | $1150493.10               | $1343.40                |
| 2025-05-22 | $711365.92                | $48378.60               |
| 2025-05-23 | $1234797.64               | $17202.30               |
| 2025-05-27 | $511527.95                | $5843343.56             |
| 2025-05-28 | $0.00                     | $4016543.73             |
| 2025-05-29 | $0.00                     | $2608513.59             |
| 2025-05-30 | $21.70                    | $1639949.19             |

**Total Gross Subscriptions (Month):** $29527331.02

**Total Gross Redemptions (Month):** $57070669.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9500%           |
| 2025-05-02 | 3.9600%           |
| 2025-05-05 | 3.9600%           |
| 2025-05-06 | 3.9500%           |
| 2025-05-07 | 3.9400%           |
| 2025-05-08 | 3.9400%           |
| 2025-05-09 | 3.9300%           |
| 2025-05-12 | 3.9200%           |
| 2025-05-13 | 3.9200%           |
| 2025-05-14 | 3.9100%           |
| 2025-05-15 | 3.9200%           |
| 2025-05-16 | 3.9200%           |
| 2025-05-19 | 3.9200%           |
| 2025-05-20 | 3.9200%           |
| 2025-05-21 | 3.9200%           |
| 2025-05-22 | 3.9100%           |
| 2025-05-23 | 3.9100%           |
| 2025-05-27 | 3.9100%           |
| 2025-05-28 | 3.9100%           |
| 2025-05-29 | 3.9200%           |
| 2025-05-30 | 3.9200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 82.0000%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.9100%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $1890808398.99

- **Number of Shares Outstanding:** 1891365652.1800

- **Expense Reimbursement/Waiver:** 92508.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9997          |
|  |  |
| 2025-05-02 | 0.9997          |
|  |  |
| 2025-05-05 | 0.9997          |
|  |  |
| 2025-05-06 | 0.9997          |
|  |  |
| 2025-05-07 | 0.9997          |
|  |  |
| 2025-05-08 | 0.9997          |
|  |  |
| 2025-05-09 | 0.9997          |
|  |  |
| 2025-05-12 | 0.9997          |
|  |  |
| 2025-05-13 | 0.9997          |
|  |  |
| 2025-05-14 | 0.9997          |
|  |  |
| 2025-05-15 | 0.9997          |
|  |  |
| 2025-05-16 | 0.9997          |
|  |  |
| 2025-05-19 | 0.9997          |
|  |  |
| 2025-05-20 | 0.9997          |
|  |  |
| 2025-05-21 | 0.9997          |
|  |  |
| 2025-05-22 | 0.9997          |
|  |  |
| 2025-05-23 | 0.9996          |
|  |  |
| 2025-05-27 | 0.9997          |
|  |  |
| 2025-05-28 | 0.9996          |
|  |  |
| 2025-05-29 | 0.9997          |
|  |  |
| 2025-05-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $324230077.29             | $153000000.00           |
| 2025-05-02 | $0.00                     | $68750000.00            |
| 2025-05-05 | $179000000.00             | $0.00                   |
| 2025-05-06 | $405100200.00             | $12325.15               |
| 2025-05-07 | $10000000.00              | $75000000.00            |
| 2025-05-08 | $0.00                     | $128750000.00           |
| 2025-05-09 | $0.00                     | $426250000.00           |
| 2025-05-12 | $59999999.00              | $232500000.00           |
| 2025-05-13 | $600000000.00             | $0.00                   |
| 2025-05-14 | $70000000.00              | $325000006.00           |
| 2025-05-15 | $0.00                     | $255000000.00           |
| 2025-05-16 | $0.06                     | $300000000.00           |
| 2025-05-19 | $450000000.00             | $0.00                   |
| 2025-05-20 | $677500000.00             | $0.00                   |
| 2025-05-21 | $0.00                     | $105000000.00           |
| 2025-05-22 | $0.00                     | $462299993.00           |
| 2025-05-23 | $0.00                     | $729000000.00           |
| 2025-05-27 | $472250000.00             | $30000000.00            |
| 2025-05-28 | $70000000.00              | $105000000.04           |
| 2025-05-29 | $108000000.00             | $97500000.00            |
| 2025-05-30 | $715000000.00             | $0.00                   |

**Total Gross Subscriptions (Month):** $4141080276.35

**Total Gross Redemptions (Month):** $3493062324.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2500%           |
| 2025-05-02 | 4.2600%           |
| 2025-05-05 | 4.2600%           |
| 2025-05-06 | 4.2500%           |
| 2025-05-07 | 4.2400%           |
| 2025-05-08 | 4.2400%           |
| 2025-05-09 | 4.2300%           |
| 2025-05-12 | 4.2200%           |
| 2025-05-13 | 4.2200%           |
| 2025-05-14 | 4.2100%           |
| 2025-05-15 | 4.2200%           |
| 2025-05-16 | 4.2200%           |
| 2025-05-19 | 4.2200%           |
| 2025-05-20 | 4.2200%           |
| 2025-05-21 | 4.2200%           |
| 2025-05-22 | 4.2100%           |
| 2025-05-23 | 4.2100%           |
| 2025-05-27 | 4.2100%           |
| 2025-05-28 | 4.2100%           |
| 2025-05-29 | 4.2200%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 47.4900%         | 0.0000%              |
| Non-financial corporation                           |  | 41.2400%         | 41.2400%             |
| Non-financial corporation                           |  | 8.0000%          | 8.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.370%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $169000000.00
- **C.18.a - Value (excl. sponsor support):** $169000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-001 HF     | 2053-01-20      | 5.4283%  |  | $4805238.83        | $4718431.48        | Agency Collateralized Mortgage Obligation |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $152167.60         | $156662.22         | U.S. Treasuries (including strips)        |
| FNMA MNAR XX.XXX HYBS7329 | 2032-12-01      | 5.4100%  |  | $4173421.91        | $4272628.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $23788.54          | $22985.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $23625.50          | $24410.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $2427038.27        | $2378001.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $1042565.09        | $1015622.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $7341252.27        | $7142838.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $593975.28         | $582585.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M     | 2053-04-20      | 5.5000%  |  | $1731661.32        | $1730268.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  |  | $17048385.21       | $16669532.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4153 | 2040-10-01      | 2.5000%  |  | $1696736.25        | $1519345.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $837618.62         | $769007.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $7127674.72        | $6223341.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $50210.76          | $47864.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $7229945.39        | $6451550.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $6641942.21        | $6461067.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1129604.39        | $1051858.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $690135.80         | $649225.40         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $17119700.00       | $17587794.92       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1465293.68        | $1309558.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $3110136.35        | $3169012.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2914044.17        | $2522384.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9965 M     | 2054-10-20      | 5.5000%  |  | $2351738.99        | $2343951.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $689912.77         | $671339.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3112 | 2052-10-01      | 5.0000%  |  | $126227.10         | $123114.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $507.26            | $516.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3812743.25        | $3421458.35        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1489353.85        | $1393999.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1337372.13        | $1335116.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $6376491.42        | $6391798.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $29387.45          | $25073.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $11157129.39       | $10569115.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $78094.91          | $71987.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $81985.51          | $75955.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $17289780.71       | $16821604.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $632066.88         | $668636.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5772397.94        | $5664960.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1455040.85        | $1431857.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1020409.10        | $944044.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $212542.42         | $183467.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $3024201.39        | $2503863.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0393 | 2047-09-01      | 4.0000%  |  | $117463.69         | $109670.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $296661.71         | $288253.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $907468.88         | $911768.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $7263281.34        | $7066982.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3261729.31        | $2970128.90        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $17440800.00       | $17519271.97       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $2943173.72        | $2887023.20        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Bank of America N.A., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $86258000.00
- **C.18.a - Value (excl. sponsor support):** $86258000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  |  | $20853731.15       | $18171162.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY1394 | 2045-04-01      | 3.0000%  |  | $20729646.48       | $18221331.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0692 | 2047-11-01      | 3.5000%  |  | $12341629.98       | $11149359.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6953 | 2050-09-01      | 2.5000%  |  | $22101380.88       | $18185544.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM3661 | 2050-07-01      | 2.5000%  |  | $5521567.96        | $4559329.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7520 | 2050-10-01      | 2.0000%  |  | $22618456.59       | $17728326.17       | Agency Mortgage-Backed Securities |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $62942333.33       | $51755907.14       | Agency Debentures and Agency Strips |
| FCSB 5.82 FCOR 25-40 AE   | 2040-03-26      | 5.8200%  |  | $4828666.67        | $4843682.21        | Agency Debentures and Agency Strips |
| FCSB 5.14 FCOR 25-31 EY   | 2031-01-30      | 5.1400%  |  | $13333333.33       | $13533137.78       | Agency Debentures and Agency Strips |
| FCSB 2.62 FCOR 22-36 BK   | 2036-12-16      | 2.6200%  |  | $4149333.33        | $3302444.26        | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $13023666.67       | $9136576.08        | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $2520000.00        | $1829356.20        | Agency Debentures and Agency Strips |
| FCSB 2.83 FCSB 36 Q       | 2036-12-19      | 2.8300%  |  | $2422000.00        | $2036755.20        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $5860000.00        | $5976711.67        | Agency Debentures and Agency Strips |
| FHLB 0.55 FHOR 21-26 5377 | 2026-02-12      | 0.5500%  |  | $3385000.00        | $3303861.55        | Agency Debentures and Agency Strips |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  |  | $46.92             | $38.67             | U.S. Treasuries (including strips)  |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  |  | $6345209.50        | $6318228.94        | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $307.58            | $275.30            | U.S. Treasuries (including strips)  |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1180000000.00
- **C.18.a - Value (excl. sponsor support):** $1180000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $1358244.95        | $1204864.60        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $54.13             | $39.51             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $165568289.91      | $169563535.03      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $135705412.84      | $97328764.01       | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $93439111.93       | $94050052.07       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $2706367.89        | $2732387.04        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $216.51            | $220.97            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $8704286.24        | $8183819.35        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $2305438.53        | $2235342.62        | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AF 25 | 2025-10-31      | 0.2500%  |  | $433.03            | $425.71            | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $162.39            | $161.85            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $24736.70          | $23097.01          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $90244559.63       | $81663199.49       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $54.13             | $33.41             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $1028.44           | $662.56            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $17551742.20       | $11981755.09       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $184763966.97      | $137609047.57      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $108.26            | $107.02            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $177672924.77      | $177528488.23      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $49229816.51       | $50474440.11       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $15185733.94       | $15321688.36       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $1778444.04        | $1801457.25        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $2885587.16        | $2928599.10        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $27754357.80       | $27971460.57       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  |  | $10661300.00       | $10945040.60       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $16238532.11       | $16386768.38       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $335844888.07      | $294099866.88      | U.S. Treasuries (including strips) |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.330%, 6/6/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-045 TD     | 2051-07-20      | 4.5000%  |  | $16651866.49       | $16265393.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H      | 2055-03-20      | 5.0000%  |  | $9361876.54        | $9161960.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA      | 2049-08-20      | 4.0000%  |  | $4930657.62        | $4474813.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA     | 2052-02-20      | 5.0000%  |  | $35938480.70       | $35707891.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2007-035 TE     | 2037-06-20      | 6.0000%  |  | $1058056.09        | $1078979.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB     | 2054-08-20      | 5.3783%  |  | $33732377.05       | $33662178.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 EA     | 2051-11-20      | 5.0000%  |  | $3910887.71        | $3900976.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LA     | 2051-12-20      | 5.0000%  |  | $21845830.32       | $21730392.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 QT     | 2055-03-20      | 5.0000%  |  | $7027396.25        | $6403614.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF     | 2051-08-20      | 2.5000%  |  | $2482011.20        | $1951326.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC     | 2054-10-20      | 5.4783%  |  | $54603590.00       | $53638184.44       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030 | 2055-05-25      | 6.5000%  |  | $12006061.33       | $12544162.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-114 KF     | 2053-08-20      | 5.4783%  |  | $24189950.63       | $24223979.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC     | 2053-07-20      | 5.3783%  |  | $43047721.25       | $42698129.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CY     | 2055-02-20      | 5.0000%  |  | $5449254.38        | $5124096.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA     | 2050-12-20      | 5.0000%  |  | $18062198.18       | $17943128.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-083 FM     | 2051-05-20      | 2.5000%  |  | $5444727.30        | $4453397.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TN     | 2051-07-20      | 4.5000%  |  | $1909624.38        | $1781876.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 MN     | 2050-02-20      | 5.0000%  |  | $968457.50         | $944013.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LY     | 2055-03-20      | 5.0000%  |  | $7085453.75        | $6575767.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-090 A      | 2063-08-16      | 2.0000%  |  | $36786159.67       | $27722017.26       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA     | 2054-04-16      | 4.0000%  |  | $19781250.56       | $18801588.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M     | 2040-07-20      | 5.5000%  |  | $25968.38          | $26437.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003796 M     | 2035-12-20      | 5.5000%  |  | $4118.97           | $4205.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0206 M     | 2055-02-20      | 6.0000%  |  | $35970860.83       | $36511622.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  |  | $149644.20         | $153574.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2207 | 2054-08-01      | 6.0000%  |  | $1509293.64        | $1545035.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  |  | $8313.22           | $8794.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8698 | 2054-06-01      | 6.0000%  |  | $9589583.51        | $9816677.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7614 | 2050-11-01      | 2.0000%  |  | $2901301.60        | $2292768.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9415 | 2055-05-01      | 6.0000%  |  | $213463.75         | $216513.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9441 | 2044-07-01      | 3.5000%  |  | $8291591.12        | $7478645.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  |  | $14546.50          | $12924.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203 | 2045-11-01      | 3.5000%  |  | $66405.51          | $60467.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  |  | $496778.71         | $460186.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK1081 | 2042-01-01      | 3.5000%  |  | $413746.41         | $383227.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555876 | 2033-10-01      | 5.5000%  |  | $15315.65          | $15639.24          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G | 2045-07-01      | 3.5000%  |  | $59785.28          | $54512.49          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q31864 G | 2040-11-01      | 5.0000%  |  | $81338.54          | $81670.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD0291 | 2050-03-01      | 5.0000%  |  | $855222.70         | $844941.03         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09008 G | 2042-08-01      | 3.0000%  |  | $2218.62           | $1979.39           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  |  | $5878.67           | $5376.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  |  | $33758458.34       | $31913626.11       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07664 G | 2043-08-01      | 3.5000%  |  | $148340.21         | $137252.74         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07295 G | 2042-05-01      | 3.5000%  |  | $1364503.34        | $1265529.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  |  | $42131.26          | $38949.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056 | 2045-05-01      | 3.5000%  |  | $383150.06         | $349211.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516 | 2043-09-01      | 3.0000%  |  | $7942053.18        | $7053263.31        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07795 G | 2041-06-01      | 5.5000%  |  | $1304.99           | $1331.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7488 C     | 2054-06-20      | 7.0000%  |  | $5340829.29        | $5660968.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348 | 2042-03-01      | 3.5000%  |  | $17177.96          | $15910.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $438.94            | $368.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989 | 2046-02-01      | 3.5000%  |  | $105755.42         | $96300.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $27734917.25       | $27553268.96       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB1530 | 2036-12-01      | 1.5000%  |  | $4085625.00        | $3594709.92        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-045 KL     | 2055-03-20      | 5.0000%  |  | $5472275.00        | $5109303.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC     | 2052-03-20      | 5.0000%  |  | $5240441.70        | $5211010.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 CA     | 2052-11-20      | 5.0000%  |  | $9657976.10        | $9622413.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG     | 2050-01-20      | 5.0000%  |  | $11020188.16       | $10980722.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB     | 2054-09-20      | 5.4283%  |  | $37984177.92       | $37917206.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD     | 2054-04-20      | 5.4783%  |  | $44562065.63       | $44359118.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC     | 2054-01-20      | 5.5283%  |  | $42405313.75       | $42313024.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD     | 2053-08-20      | 5.6783%  |  | $4157775.54        | $4166691.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-128 CF     | 2053-08-20      | 5.5283%  |  | $7236769.77        | $7248468.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FN     | 2053-08-20      | 5.5283%  |  | $9243452.16        | $9264745.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 AF     | 2053-08-20      | 5.3783%  |  | $15936289.93       | $15912974.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA     | 2053-05-20      | 5.4283%  |  | $32675201.88       | $32524499.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F      | 2053-02-20      | 5.1283%  |  | $38457770.00       | $37770818.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-030 FE     | 2050-03-20      | 4.8889%  |  | $6801617.18        | $6637956.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 AF      | 2049-10-20      | 4.8889%  |  | $4551633.38        | $4442913.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA     | 2052-02-20      | 5.0000%  |  | $12182790.69       | $12105159.24       | Agency Collateralized Mortgage Obligation |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.330%, 6/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRA 2422FC 02/15/32 | 2032-02-15      | 4.9468%  |  | $0.76              | $0.76              | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $14357331.54       | $11305438.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3375 | 2049-04-01      | 4.0000%  |  | $26687076.67       | $24864862.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2639 | 2048-11-01      | 4.5000%  |  | $4432294.29        | $4257205.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9970 | 2053-08-01      | 6.0000%  |  | $5203611.06        | $5373401.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4462 | 2054-04-01      | 5.5000%  |  | $17873610.06       | $17827935.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  |  | $57026783.52       | $47109477.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6954 | 2055-04-01      | 6.0000%  |  | $3211330.48        | $3276104.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9670 | 2055-01-01      | 5.5000%  |  | $4403175.20        | $4396141.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5449 | 2054-11-01      | 5.5000%  |  | $19772962.01       | $19643460.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7792 | 2054-08-01      | 6.0000%  |  | $24050365.43       | $24402470.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  |  | $4937244.86        | $5110616.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  |  | $60848.20          | $55708.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578 | 2027-11-01      | 2.5000%  |  | $37475.45          | $36754.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP6242 | 2042-10-01      | 3.5000%  |  | $427661.54         | $387969.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780 | 2042-04-01      | 3.5000%  |  | $306096.01         | $283517.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1889 | 2042-04-01      | 4.0000%  |  | $408448.14         | $389156.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650 | 2041-06-01      | 5.5000%  |  | $144954.86         | $146573.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7687 | 2054-11-01      | 5.5000%  |  | $3668485.81        | $3681929.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  |  | $5144513.32        | $5020663.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866 | 2050-04-01      | 3.0000%  |  | $711365.45         | $611637.46         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60136 G | 2043-12-01      | 3.5000%  |  | $372538.66         | $345233.98         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  |  | $25371.17          | $25278.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690922 X     | 2038-06-15      | 5.5000%  |  | $25855.51          | $26457.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8799 | 2051-02-01      | 2.0000%  |  | $15016632.62       | $11859597.51       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X     | 2038-12-15      | 6.0000%  |  | $4914.70           | $5122.41           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672676 X     | 2038-04-15      | 5.5000%  |  | $42334.62          | $43423.19          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X     | 2036-12-15      | 6.0000%  |  | $5113.90           | $5368.53           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X     | 2038-06-15      | 6.0000%  |  | $9866.08           | $10353.48          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X     | 2040-12-15      | 5.5000%  |  | $45860.05          | $47048.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732485 X     | 2040-02-15      | 6.0000%  |  | $5416.07           | $5552.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  |  | $22418.99          | $22891.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M     | 2032-10-20      | 5.5000%  |  | $28259.22          | $29283.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  |  | $11751.08          | $12185.61          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  |  | $126.33            | $118.62            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02323 G | 2041-07-01      | 5.0000%  |  | $203639.76         | $202964.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8467 | 2054-10-01      | 4.5000%  |  | $8020704.79        | $7582317.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB0816 | 2037-06-01      | 1.5000%  |  | $581922.08         | $510522.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  |  | $4708330.50        | $4851163.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7841 C     | 2055-04-20      | 5.5000%  |  | $4177686.21        | $4209647.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6431 C     | 2055-05-20      | 5.5000%  |  | $15658188.86       | $15664038.07       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5252 C     | 2055-04-20      | 6.5000%  |  | $1215858.45        | $1272065.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4355 C     | 2055-04-20      | 5.5000%  |  | $904069.96         | $906517.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4389 C     | 2055-05-20      | 6.0000%  |  | $1321421.14        | $1358223.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4386 C     | 2055-05-20      | 5.5000%  |  | $6659981.14        | $6672285.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5591 C     | 2055-04-20      | 5.5000%  |  | $1208754.20        | $1215664.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5426 C     | 2055-05-20      | 5.5000%  |  | $1322133.43        | $1335942.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5425 C     | 2055-05-20      | 5.5000%  |  | $5067269.14        | $5104952.18        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT9028 X     | 2050-03-15      | 3.5000%  |  | $251742.40         | $225087.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $118944.15         | $112512.13         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  |  | $10395.96          | $10806.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9483 M     | 2054-02-20      | 3.0000%  |  | $14796877.02       | $12960831.21       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  |  | $539492.70         | $539112.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  |  | $57917774.49       | $50488468.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  |  | $52353633.77       | $46710406.47       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $53211220.10       | $42714727.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $109306.30         | $95538.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  |  | $10554586.22       | $9227375.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1225 M     | 2043-08-20      | 4.0000%  |  | $578054.29         | $545002.43         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782333 X     | 2038-06-15      | 5.5000%  |  | $13629.99          | $13980.51          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677101 X     | 2038-07-15      | 5.5000%  |  | $7151.88           | $7246.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004399 M     | 2039-03-20      | 5.5000%  |  | $16257.94          | $16761.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9405 | 2047-07-01      | 4.0000%  |  | $2017932.32        | $1886119.41        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X     | 2039-12-15      | 5.5000%  |  | $12090.53          | $12407.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M     | 2050-03-20      | 4.0000%  |  | $2430488.74        | $2249899.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $19698512.83       | $16248394.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5931 M     | 2049-05-20      | 4.0000%  |  | $11817361.80       | $10919020.40       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7311 M     | 2051-04-20      | 2.0000%  |  | $13559180.33       | $10884484.36       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  |  | $3147085.31        | $3151697.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH6441 | 2047-07-01      | 4.0000%  |  | $131560.27         | $123048.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3573 | 2049-05-01      | 4.0000%  |  | $9111660.90        | $8492334.22        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q36667 G | 2045-10-01      | 3.5000%  |  | $388164.34         | $354013.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4737 | 2049-11-01      | 3.0000%  |  | $1714455.95        | $1474671.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9476 | 2053-07-01      | 5.5000%  |  | $8039180.62        | $8018066.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $27653368.99       | $26160778.40       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M     | 2051-02-20      | 2.5000%  |  | $1400286.42        | $1174089.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8015 C     | 2055-05-20      | 5.5000%  |  | $857.14            | $863.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  |  | $3857055.85        | $3960873.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9485 | 2054-11-01      | 5.5000%  |  | $76762956.15       | $76806446.66       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5838 C     | 2055-05-20      | 5.5000%  |  | $1440808.29        | $1451965.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6436 C     | 2055-03-20      | 6.5000%  |  | $1018586.62        | $1062550.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7071 C     | 2055-04-20      | 5.5000%  |  | $1781575.00        | $1786507.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  |  | $169482086.18      | $171903363.70      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  |  | $6998987.11        | $7180935.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C     | 2055-04-20      | 6.5000%  |  | $991051.52         | $1037777.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7439 | 2055-01-01      | 5.5000%  |  | $68055259.46       | $68113892.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $5488940.28        | $5483805.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8654 C     | 2055-05-20      | 5.5000%  |  | $4220023.71        | $4244147.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7135 M     | 2051-01-20      | 2.0000%  |  | $113915185.37      | $91444174.64       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1920 M     | 2044-05-20      | 4.0000%  |  | $187481.65         | $176184.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M     | 2045-03-20      | 2.5000%  |  | $5117.30           | $4394.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2207 | 2054-08-01      | 6.0000%  |  | $12409496.43       | $12703369.84       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  |  | $8439932.55        | $8664513.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2221 | 2055-04-01      | 6.0000%  |  | $3284145.08        | $3366197.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  |  | $98349781.53       | $92975162.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $21332484.65       | $16608706.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB5122 | 2042-04-01      | 4.0000%  |  | $481755.75         | $458298.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  |  | $9515254.90        | $9651193.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS2983 | 2037-07-01      | 2.5000%  |  | $200963.53         | $185827.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1252 | 2055-04-01      | 5.5000%  |  | $137827870.26      | $138026005.54      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  |  | $8449597.45        | $8671841.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9986 | 2055-02-01      | 6.0000%  |  | $4545.93           | $4687.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8698 | 2054-06-01      | 6.0000%  |  | $6554449.22        | $6709667.31        | Agency Mortgage-Backed Securities         |

### Security 7: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.330%, 6/25/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-147 FB     | 2054-09-20      | 5.4283%  |  | $28372546.67       | $28322521.70       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 5.3220%  |  | $134679515.67      | $134793476.36      | Agency Collateralized Mortgage Obligation |
| GNMA GNPL PN DF9972       | 2059-11-15      | 4.9800%  |  | $795.94            | $781.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0656 C     | 2054-04-20      | 6.5000%  |  | $645.75            | $668.24            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9778       | 2060-05-15      | 5.6800%  |  | $2262400.00        | $2341517.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $779.58            | $737.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  |  | $16991939.38       | $14812326.68       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  |  | $409650968.95      | $357103673.80      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M     | 2045-03-20      | 2.5000%  |  | $135278.92         | $116161.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1601 M     | 2044-01-20      | 4.0000%  |  | $91195.68          | $85813.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1216 | 2055-05-01      | 5.5000%  |  | $11996760.80       | $11995567.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  |  | $14255.51          | $13190.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7384 | 2045-09-01      | 4.5000%  |  | $104.00            | $101.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  |  | $863.40            | $902.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $58.60             | $54.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 NP256890 | 2037-09-01      | 6.0000%  |  | $8.37              | $8.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255458 | 2034-11-01      | 5.5000%  |  | $7.84              | $8.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7453 | 2054-01-01      | 7.5000%  |  | $48380.84          | $52006.58          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q32301 G | 2045-03-01      | 4.0000%  |  | $293.57            | $275.55            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q31356 G | 2045-02-01      | 3.5000%  |  | $7280.61           | $6674.69           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC V84154 G | 2048-04-01      | 4.5000%  |  | $221167.00         | $212875.67         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G | 2043-06-01      | 3.5000%  |  | $143973.52         | $133499.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3824 | 2053-03-01      | 6.0000%  |  | $268522.46         | $275746.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3610 | 2052-04-01      | 3.0000%  |  | $372789.76         | $323277.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  |  | $57252962.75       | $52577641.27       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $18875.55          | $19383.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6860 | 2054-11-01      | 5.5000%  |  | $15070.99          | $15037.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD5285 | 2053-05-01      | 4.5000%  |  | $923614.50         | $886647.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2952 | 2053-05-01      | 4.5000%  |  | $216846.18         | $206957.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  |  | $112598.20         | $107003.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  |  | $63493.30          | $64882.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0888 | 2047-10-01      | 3.5000%  |  | $850.78            | $774.73            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G | 2039-01-01      | 6.5000%  |  | $4676.69           | $4888.81           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09022 G | 2043-01-01      | 3.0000%  |  | $630320.47         | $561829.64         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G | 2039-01-01      | 5.5000%  |  | $6798.99           | $6938.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  |  | $123044.14         | $128691.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  |  | $91370289.92       | $86377086.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  |  | $595092.91         | $530248.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  |  | $597941.92         | $489927.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  |  | $587400.26         | $479977.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7455 | 2050-10-01      | 2.0000%  |  | $545.27            | $428.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  |  | $512.67            | $425.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $497462.09         | $389998.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA0872 | 2047-12-01      | 4.5000%  |  | $699.91            | $677.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBO6318 | 2049-09-01      | 4.5000%  |  | $116.42            | $111.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC5183 | 2045-11-01      | 3.5000%  |  | $79339.42          | $73246.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9140 | 2055-05-01      | 5.5000%  |  | $1051392.00        | $1044502.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  |  | $775074.81         | $769996.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $769.86            | $781.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1417 | 2054-08-01      | 6.5000%  |  | $391818.83         | $407902.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1675 | 2053-10-01      | 6.5000%  |  | $1055401.24        | $1101118.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  |  | $31046.68          | $31680.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY3376 | 2045-04-01      | 3.5000%  |  | $97377.02          | $88710.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  |  | $593340.80         | $548157.57         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  |  | $27.56             | $27.46             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783056 X     | 2040-08-15      | 5.0000%  |  | $2708081.99        | $2717302.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C     | 2053-09-20      | 6.0000%  |  | $640.92            | $661.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786905 C     | 2053-07-20      | 6.0000%  |  | $658.53            | $672.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AX0416 X     | 2046-10-15      | 4.5000%  |  | $39.92             | $38.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9768 C     | 2055-04-20      | 5.5000%  |  | $1234369.59        | $1246846.05        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9897       | 2060-06-15      | 5.9700%  |  | $4148317.60        | $4386481.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6427 C     | 2055-05-20      | 5.5000%  |  | $418776.00         | $420347.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7917 C     | 2055-05-20      | 5.5000%  |  | $800.00            | $802.75            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07098 G | 2042-07-01      | 3.5000%  |  | $205597.10         | $190683.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3244 | 2054-09-01      | 6.0000%  |  | $714.87            | $725.09            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V80615 G | 2043-11-01      | 4.0000%  |  | $359078.71         | $341780.17         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  |  | $33123.53          | $30223.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB0714 | 2041-12-01      | 2.0000%  |  | $60426.49          | $50794.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6864 M     | 2050-09-20      | 2.0000%  |  | $63046700.54       | $50610052.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1301 | 2051-08-01      | 2.5000%  |  | $415484.98         | $342978.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  |  | $131400.60         | $119652.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6763 | 2046-03-01      | 3.5000%  |  | $22553.02          | $20536.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $74079.51          | $73660.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2092 | 2048-07-01      | 4.5000%  |  | $184.82            | $177.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $358569.76         | $348743.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8043 M     | 2052-05-20      | 3.0000%  |  | $49422933.76       | $43083289.32       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2602 | 2052-12-01      | 3.0000%  |  | $435579.13         | $370929.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  |  | $56213.24          | $51056.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4967 | 2053-11-01      | 6.5000%  |  | $4326.13           | $4500.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0419 | 2048-02-01      | 3.5000%  |  | $355.47            | $323.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8491 M     | 2052-12-20      | 5.5000%  |  | $14226986.32       | $14227136.50       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6967 C     | 2055-04-20      | 5.5000%  |  | $798.18            | $802.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDC1082 | 2039-08-01      | 6.0000%  |  | $385673.07         | $396697.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  |  | $3542453.25        | $3637803.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3047 | 2055-03-01      | 6.0000%  |  | $719152.51         | $735752.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2459 C     | 2055-05-20      | 5.5000%  |  | $800.00            | $800.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6439 C     | 2055-04-20      | 6.5000%  |  | $799.32            | $833.82            | Agency Mortgage-Backed Securities         |

### Security 8: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.330%, 6/23/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-117 FG     | 2054-07-20      | 5.5783%  |  | $52164151.43       | $52176019.82       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  |  | $36887.97          | $36074.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  |  | $46433.35          | $42983.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3527 | 2042-09-01      | 3.5000%  |  | $46198.05          | $42761.49          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04060 G | 2042-06-01      | 3.5000%  |  | $362503.08         | $335790.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2207 | 2054-08-01      | 6.0000%  |  | $15111889.50       | $15469759.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6393 | 2045-12-01      | 3.5000%  |  | $111546.00         | $101571.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5400 | 2044-04-01      | 4.0000%  |  | $3702784.35        | $3478785.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8648 M     | 2053-02-20      | 5.5000%  |  | $1265.96           | $1265.46           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  |  | $19385.39          | $17675.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5423 C     | 2055-05-20      | 5.5000%  |  | $6957401.60        | $6997173.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4351 | 2051-01-01      | 2.5000%  |  | $1479838.49        | $1211986.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1216 | 2055-05-01      | 5.5000%  |  | $20841053.60       | $20838981.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278 | 2041-12-01      | 3.5000%  |  | $635511.60         | $589035.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7692 | 2054-11-01      | 5.5000%  |  | $7194207.74        | $7218844.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7574 | 2054-09-01      | 6.0000%  |  | $75100260.02       | $76832697.83       | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  |  | $46681.57          | $47680.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658570 X     | 2036-08-15      | 6.0000%  |  | $3387.13           | $3555.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  |  | $7023317.54        | $7236379.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8017 C     | 2055-05-20      | 5.5000%  |  | $2392000.80        | $2417866.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1616 C     | 2055-05-20      | 6.0000%  |  | $3208.00           | $3298.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7834 C     | 2055-05-20      | 5.5000%  |  | $1157297.60        | $1160431.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5422 C     | 2055-05-20      | 5.5000%  |  | $9442448.80        | $9484255.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9290 C     | 2055-01-20      | 6.5000%  |  | $1102553.02        | $1141011.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8203 C     | 2055-01-20      | 6.5000%  |  | $15208583.86       | $15771652.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5934 C     | 2054-02-20      | 7.0000%  |  | $11739871.36       | $12257081.82       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $71136025.53       | $67289273.82       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $768431.32         | $644301.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M     | 2051-05-20      | 2.0000%  |  | $9469383.67        | $7601444.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  |  | $76929295.46       | $67061318.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $2131633.41        | $1711145.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $18216740.85       | $18097431.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228 | 2042-09-01      | 3.5000%  |  | $19205.53          | $17774.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5698 | 2053-08-01      | 5.5000%  |  | $12537992.29       | $12597404.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840 | 2045-07-01      | 3.5000%  |  | $158532.53         | $144355.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  |  | $11951.92          | $11091.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  |  | $20974.77          | $19103.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007 | 2045-10-01      | 3.5000%  |  | $72251.10          | $65790.80          | Agency Mortgage-Backed Securities         |

### Security 9: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.330%, 6/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII RG CJ9437 C     | 2049-08-20      | 5.5000%  |  | $7299.92           | $7306.87           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  |  | $87.61             | $78.34             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN9283 X     | 2049-07-15      | 4.5000%  |  | $54.32             | $51.85             | Agency Mortgage-Backed Securities |
| GNMA GNII SF BL2178 C     | 2049-02-20      | 4.5000%  |  | $76.84             | $72.99             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4789 X     | 2047-11-15      | 4.5000%  |  | $66.86             | $64.05             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC6861 X     | 2047-08-15      | 5.0000%  |  | $22.41             | $22.22             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB8885 X     | 2047-07-15      | 5.0000%  |  | $127.80            | $124.52            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7223 X     | 2047-08-15      | 5.0000%  |  | $49.43             | $48.26             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4894 X     | 2047-06-15      | 5.0000%  |  | $36557.15          | $35756.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO7682 C     | 2045-08-20      | 4.0000%  |  | $155.78            | $144.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $30641940.75       | $28984947.16       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  |  | $484.31            | $422.37            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6340 M     | 2049-12-20      | 4.0000%  |  | $91050.03          | $84325.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $1437953.88        | $1377897.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2223 M     | 2044-09-20      | 3.5000%  |  | $66.23             | $60.43             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0318 M     | 2042-08-20      | 3.5000%  |  | $69.03             | $63.28             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0317 M     | 2042-08-20      | 3.0000%  |  | $4426.48           | $3994.38           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB5966 X     | 2045-09-15      | 4.5000%  |  | $35057.01          | $33733.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  |  | $12860854.99       | $12903830.26       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7714 | 2050-11-01      | 2.0000%  |  | $82182997.78       | $64414549.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $71493922.73       | $58982406.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $69663132.25       | $57461905.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6347 | 2050-07-01      | 2.5000%  |  | $73339918.53       | $60407369.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5994 | 2050-06-01      | 2.5000%  |  | $86129705.38       | $71182402.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  |  | $70983861.47       | $58665101.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  |  | $63615.41          | $59465.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  |  | $82850.75          | $86645.42          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q34990 G | 2045-08-01      | 3.0000%  |  | $6703666.68        | $5892091.74        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q12445 G | 2042-11-01      | 3.0000%  |  | $351.43            | $313.38            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08554 G | 2043-10-01      | 3.5000%  |  | $135209.79         | $124965.95         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  |  | $5762.31           | $5316.08           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08538 G | 2043-07-01      | 3.5000%  |  | $129934.18         | $120198.66         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676797 X     | 2038-04-15      | 6.0000%  |  | $17764.59          | $18424.42          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  |  | $10.85             | $11.18             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673844 X     | 2039-01-15      | 6.0000%  |  | $11535.13          | $12066.47          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 645916 X     | 2036-05-15      | 6.0000%  |  | $1.56              | $1.61              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617704 X     | 2037-09-15      | 6.0000%  |  | $6.73              | $6.96              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783391 X     | 2040-07-15      | 6.0000%  |  | $25.21             | $26.45             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 782433 M     | 2038-10-20      | 6.0000%  |  | $8.34              | $8.73              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786905 C     | 2053-07-20      | 6.0000%  |  | $640.24            | $654.30            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  |  | $12.44             | $12.44             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738261 X     | 2041-05-15      | 4.5000%  |  | $76.56             | $73.29             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728837 X     | 2040-01-15      | 5.0000%  |  | $61.38             | $60.63             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005063 M     | 2041-05-20      | 6.0000%  |  | $9465.12           | $9878.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  |  | $8.49              | $8.90              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004017 M     | 2037-08-20      | 6.0000%  |  | $8.25              | $8.63              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003841 M     | 2036-04-20      | 5.5000%  |  | $9.25              | $9.44              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705143 X     | 2040-06-15      | 5.0000%  |  | $17.11             | $17.17             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700933 X     | 2038-11-15      | 6.0000%  |  | $11.44             | $11.81             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696186 X     | 2038-08-15      | 6.0000%  |  | $5.85              | $6.09              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688386 X     | 2038-04-15      | 5.5000%  |  | $1.45              | $1.49              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688022 X     | 2038-10-15      | 6.0000%  |  | $14796.34          | $15534.00          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687836 X     | 2038-08-15      | 6.0000%  |  | $8.96              | $9.40              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 686781 X     | 2038-06-15      | 5.5000%  |  | $8.45              | $8.65              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676389 X     | 2038-01-15      | 5.5000%  |  | $125251.61         | $128471.90         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX0416 X     | 2046-10-15      | 4.5000%  |  | $38.81             | $37.81             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AV4036 X     | 2046-09-15      | 4.5000%  |  | $99.99             | $96.21             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AT6459 X     | 2046-07-15      | 5.0000%  |  | $63.52             | $62.04             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7955 C     | 2055-05-20      | 5.5000%  |  | $777.78            | $782.51            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7868 C     | 2055-04-20      | 6.5000%  |  | $777.05            | $807.50            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8015 C     | 2055-05-20      | 5.5000%  |  | $3166059.56        | $3190572.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6967 C     | 2055-04-20      | 5.5000%  |  | $776.01            | $779.99            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2456 C     | 2055-05-20      | 5.5000%  |  | $777.78            | $778.07            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8656 C     | 2055-05-20      | 5.5000%  |  | $777.78            | $779.89            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3583 C     | 2055-04-20      | 5.5000%  |  | $777.01            | $779.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3582 C     | 2055-04-20      | 5.5000%  |  | $931908.35         | $936034.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4707 C     | 2055-05-20      | 6.0000%  |  | $777.78            | $795.57            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4706 C     | 2055-05-20      | 6.0000%  |  | $777.78            | $797.72            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6592 C     | 2054-08-20      | 7.0000%  |  | $673.97            | $704.95            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0613 C     | 2055-03-20      | 5.5000%  |  | $776.25            | $777.02            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0656 C     | 2054-04-20      | 6.5000%  |  | $627.81            | $649.68            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA0301       | 2059-10-15      | 5.3900%  |  | $8990647.22        | $9155301.43        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD0999 X     | 2043-05-15      | 2.5000%  |  | $120412.57         | $102548.62         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705395 X     | 2039-01-15      | 6.0000%  |  | $11468.34          | $12000.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7732 | 2050-11-01      | 2.5000%  |  | $76801685.21       | $64460260.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4547 | 2049-11-01      | 3.0000%  |  | $81389992.11       | $70347621.99       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  |  | $17110.04          | $16065.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7255 M     | 2051-03-20      | 2.5000%  |  | $6327324.64        | $5305233.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7883 M     | 2052-02-20      | 3.5000%  |  | $592.07            | $528.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0888 | 2047-10-01      | 3.5000%  |  | $513.75            | $467.83            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8043 M     | 2052-05-20      | 3.0000%  |  | $86831877.13       | $75693662.84       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  |  | $371.19            | $312.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  |  | $75651858.28       | $59740767.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP6904 C     | 2052-10-20      | 5.0000%  |  | $182893.13         | $178211.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0339 M     | 2040-05-20      | 4.5000%  |  | $777.78            | $767.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7917 C     | 2055-05-20      | 5.5000%  |  | $777.78            | $780.45            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6436 C     | 2055-03-20      | 6.5000%  |  | $777.12            | $810.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6437 C     | 2055-03-20      | 6.5000%  |  | $1474893.23        | $1533940.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6439 C     | 2055-04-20      | 6.5000%  |  | $777.12            | $810.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3958 C     | 2055-03-20      | 6.0000%  |  | $158795.80         | $162691.91         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617740 X     | 2037-10-15      | 6.0000%  |  | $2.64              | $2.74              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004194 M     | 2038-07-20      | 5.5000%  |  | $16546.03          | $16826.46          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696189 X     | 2038-08-15      | 5.5000%  |  | $1.25              | $1.30              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698654 X     | 2038-11-15      | 6.0000%  |  | $43.43             | $44.64             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782474 X     | 2038-12-15      | 5.5000%  |  | $14806.21          | $15186.99          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 708520 X     | 2039-04-15      | 5.0000%  |  | $7.98              | $8.01              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782835 X     | 2039-12-15      | 6.0000%  |  | $12.41             | $13.03             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004619 M     | 2040-01-20      | 5.5000%  |  | $17179.21          | $17542.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 744060 X     | 2041-05-15      | 6.0000%  |  | $8092.68           | $8267.58           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  |  | $55.13             | $56.30             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595260 X     | 2032-12-15      | 5.5000%  |  | $120.70            | $123.25            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ3056 X     | 2047-08-15      | 4.5000%  |  | $106.79            | $103.65            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ0515 X     | 2047-03-15      | 4.5000%  |  | $41.64             | $40.59             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  |  | $79.34             | $76.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8698 | 2054-06-01      | 6.0000%  |  | $4952398.72        | $5069678.13        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674446 X     | 2037-09-15      | 6.0000%  |  | $8527.51           | $8759.21           | Agency Mortgage-Backed Securities |

### Security 10: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.330%, 6/13/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL082FG R24F082 | 2054-11-25      | 5.5720%  |  | $811.36            | $807.43            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-125 NL     | 2047-08-20      | 3.0000%  |  | $800.00            | $584.45            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG     | 2054-07-20      | 5.5783%  |  | $109924710.97      | $109949721.04      | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  |  | $416690.40         | $393319.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004344 M     | 2039-01-20      | 6.0000%  |  | $11193.83          | $11714.94          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  |  | $173935.36         | $163317.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0206 M     | 2055-02-20      | 6.0000%  |  | $157434455.10      | $159801219.70      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8927 C     | 2055-05-20      | 5.5000%  |  | $4718750.40        | $4739784.50        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9972       | 2059-11-15      | 4.9800%  |  | $575046.89         | $564416.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $2927280.92        | $2769280.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7828 M     | 2052-01-20      | 3.0000%  |  | $6347791.21        | $5534364.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  |  | $91476173.17       | $79742219.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8043 M     | 2052-05-20      | 3.0000%  |  | $740720.22         | $645705.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6864 M     | 2050-09-20      | 2.0000%  |  | $782899.55         | $628464.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0317 M     | 2042-08-20      | 3.0000%  |  | $22759.91          | $20538.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  |  | $707.81            | $725.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5520 | 2054-11-01      | 5.0000%  |  | $1253808.96        | $1219411.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5229 | 2054-11-01      | 5.0000%  |  | $359294.92         | $350657.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  |  | $1659726.94        | $1739624.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV9187 | 2044-03-01      | 4.0000%  |  | $2930206.09        | $2774530.74        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-013 HC     | 2066-11-16      | 5.0000%  |  | $60080.01          | $58373.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6573 | 2046-01-01      | 3.5000%  |  | $228433.11         | $208010.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  |  | $1151629.14        | $1066680.88        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q28431 G | 2044-09-01      | 3.5000%  |  | $174744.56         | $159769.21         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  |  | $11009.27          | $10084.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101 | 2045-08-01      | 3.5000%  |  | $336904.81         | $307059.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $26539587.81       | $25104433.06       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7135 M     | 2051-01-20      | 2.0000%  |  | $3326.34           | $2670.18           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X     | 2046-07-15      | 5.0000%  |  | $36716.74          | $36842.82          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q33547 G | 2045-05-01      | 3.5000%  |  | $32147.35          | $29339.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M     | 2050-02-20      | 3.0000%  |  | $7418372.41        | $6490976.95        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU8925 X     | 2046-08-15      | 4.5000%  |  | $86077.80          | $82829.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9483 M     | 2054-02-20      | 3.0000%  |  | $2301168.97        | $2015632.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1729 | 2049-11-01      | 3.5000%  |  | $3655688.80        | $3309288.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9684 C     | 2055-05-20      | 6.5000%  |  | $488921.60         | $514881.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7068 C     | 2055-04-20      | 5.5000%  |  | $8974.57           | $9035.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X     | 2039-01-15      | 5.0000%  |  | $81540.67          | $81863.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 683958 X     | 2038-02-15      | 6.0000%  |  | $1207.16           | $1239.30           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673844 X     | 2039-01-15      | 6.0000%  |  | $66.04             | $69.09             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617370 X     | 2037-01-15      | 6.0000%  |  | $8085.71           | $8385.70           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  |  | $41474.10          | $41454.81          | Agency Mortgage-Backed Securities         |

### Security 11: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.330%, 6/13/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-117 FE     | 2054-07-20      | 5.6283%  |  | $162088862.40      | $162334493.16      | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 2422FC 02/15/32 | 2032-02-15      | 4.9468%  |  | $281.48            | $281.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-040 DM     | 2055-08-16      | 5.0000%  |  | $81850043.41       | $81616588.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0207 M     | 2055-02-20      | 6.5000%  |  | $5113100.59        | $5253793.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA5736 C     | 2054-03-20      | 5.5000%  |  | $1702810.79        | $1703186.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO6437 C     | 2045-08-20      | 3.5000%  |  | $390862.12         | $352385.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $482828.62         | $456719.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  |  | $98638867.79       | $101229727.24      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY0131 | 2053-05-01      | 5.5000%  |  | $4862637.14        | $4855866.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  |  | $19025.86          | $17324.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  |  | $9236844.52        | $8666166.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5355 | 2041-06-01      | 5.5000%  |  | $117565.85         | $119400.06         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G06784 G | 2041-10-01      | 3.5000%  |  | $345388.67         | $320950.85         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  |  | $27716.54          | $24670.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  |  | $49847.59          | $47690.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  |  | $44158484.68       | $38494128.67       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  |  | $13069.04          | $11916.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M     | 2054-03-20      | 4.5000%  |  | $5319464.43        | $5032910.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5103 | 2055-06-01      | 5.5000%  |  | $1353913.60        | $1351532.82        | Agency Mortgage-Backed Securities         |

### Security 12: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 068992007, C.3 - LEI: AC28XWWI3WIBK2824319
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 4.75 FHLB 31 UQ      | 2031-03-14      | 4.7500%  |  | $410000.00         | $425225.26         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $965000.00         | $984675.55         | Agency Debentures and Agency Strips |
| FHLB 4.875 FHLB 26 EN     | 2026-09-11      | 4.8750%  |  | $15000.00          | $15293.68          | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 28 G6378   | 2028-06-30      | 4.0000%  |  | $195000.00         | $198551.67         | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 33 FU      | 2033-06-10      | 4.0000%  |  | $50000.00          | $49020.94          | Agency Debentures and Agency Strips |
| FHLB 3.50 FHLB 32 GP      | 2032-06-11      | 3.5000%  |  | $10000.00          | $9545.71           | Agency Debentures and Agency Strips |
| FHLB 1.25 FHLB 26 9U      | 2026-12-21      | 1.2500%  |  | $1055000.00        | $1017432.33        | Agency Debentures and Agency Strips |
| FHLB 2.75 FHLB 29 EQ      | 2029-06-08      | 2.7500%  |  | $55000.00          | $52975.94          | Agency Debentures and Agency Strips |
| FHLB 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  |  | $125000.00         | $122386.74         | Agency Debentures and Agency Strips |
| FHLB 3.125 FHLB 25 YK     | 2025-06-13      | 3.1250%  |  | $10000.00          | $10139.37          | Agency Debentures and Agency Strips |
| FHLB 2.625 FHLB 25 VQ     | 2025-12-12      | 2.6250%  |  | $45000.00          | $45146.34          | Agency Debentures and Agency Strips |
| FHLB 2.625 FHLB 25 TW     | 2025-09-12      | 2.6250%  |  | $70000.00          | $70036.93          | Agency Debentures and Agency Strips |
| FHLB 2.875 FHLB 25 TG     | 2025-06-13      | 2.8750%  |  | $65000.00          | $65822.69          | Agency Debentures and Agency Strips |
| FHLB 2.625 FHLB 27 VP     | 2027-06-11      | 2.6250%  |  | $25000.00          | $24626.57          | Agency Debentures and Agency Strips |
| FNMA 6.21 FNSM GDED 08/38 | 2038-08-06      | 6.2100%  |  | $5000.00           | $5757.18           | Agency Debentures and Agency Strips |
| FMAC 5.125 FMNT 25-30 40  | 2030-01-02      | 5.1250%  |  | $2512000.00        | $2562378.16        | Agency Debentures and Agency Strips |
| FMAC 5.00 FMNT 25-30 K4   | 2030-02-19      | 5.0000%  |  | $4194000.00        | $4247883.58        | Agency Debentures and Agency Strips |
| FMAC 6.00 FMNT 25-45 R1   | 2045-01-30      | 6.0000%  |  | $898000.00         | $909402.80         | Agency Debentures and Agency Strips |
| FMAC 1.25 FMNT 22-31 30   | 2031-09-29      | 1.2500%  |  | $4675000.00        | $3865757.76        | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  |  | $39000.00          | $44681.31          | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $42000.00          | $47094.41          | Agency Debentures and Agency Strips |
| FCSB 4 1/8 FCSB 26/05     | 2026-05-19      | 4.1250%  |  | $2900000.00        | $2900067.91        | Agency Debentures and Agency Strips |
| FCSB 4.67 FCOR 25-28 KI   | 2028-10-10      | 4.6700%  |  | $7845000.00        | $7883543.36        | Agency Debentures and Agency Strips |
| FCSB 4.25 FCSB 27 GS      | 2027-12-27      | 4.2500%  |  | $835000.00         | $855760.19         | Agency Debentures and Agency Strips |
| FCSB 5 1/8 FCSB 25/07     | 2025-07-08      | 5.1250%  |  | $93000.00          | $94931.17          | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 26 GK     | 2026-08-28      | 4.8750%  |  | $190000.00         | $194002.98         | Agency Debentures and Agency Strips |
| FCSB 4.25 FCSB 28 EA      | 2028-08-07      | 4.2500%  |  | $18000.00          | $18377.11          | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 28 EE     | 2028-11-01      | 4.8750%  |  | $2000.00           | $2060.63           | Agency Debentures and Agency Strips |
| FCSB 3.82 FCSB 37 AE      | 2037-06-15      | 3.8200%  |  | $25000000.00       | $23104958.33       | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 32 BS     | 2032-09-20      | 3.8750%  |  | $19000.00          | $18486.33          | Agency Debentures and Agency Strips |
| FCSB 3.25 FCSB 32 BQ      | 2032-07-28      | 3.2500%  |  | $4000.00           | $3767.32           | Agency Debentures and Agency Strips |
| FCSB 1.16 FCSB 26 DN      | 2026-10-27      | 1.1600%  |  | $1271000.00        | $1221699.60        | Agency Debentures and Agency Strips |
| FCSB 3.35 FCSB 25 CO      | 2025-11-13      | 3.3500%  |  | $25000.00          | $24926.15          | Agency Debentures and Agency Strips |
| FCSB 3.00 FCSB 26 CE      | 2026-04-02      | 3.0000%  |  | $50000.00          | $49702.67          | Agency Debentures and Agency Strips |
| FCSB 3.30 FCSB 26 CK      | 2026-09-28      | 3.3000%  |  | $10000.00          | $9951.43           | Agency Debentures and Agency Strips |
| FCSB 3.22 FCSB 25 CQ      | 2025-12-10      | 3.2200%  |  | $33000.00          | $33312.50          | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 FD      | 2026-05-28      | 4.7500%  |  | $35000.00          | $35191.45          | Agency Debentures and Agency Strips |
| FCSB 3.00 FCSB 37 S       | 2037-09-14      | 3.0000%  |  | $10000.00          | $8295.23           | Agency Debentures and Agency Strips |
| FCSB 3.03 FCSB 29 AD      | 2029-03-20      | 3.0300%  |  | $40000.00          | $38703.67          | Agency Debentures and Agency Strips |
| FCSB 2.92 FCSB 30 L       | 2030-12-17      | 2.9200%  |  | $50000.00          | $47400.41          | Agency Debentures and Agency Strips |
| FHLB FHDN 06/06/25        | 2025-06-06      | 0.0000%  |  | $957000.00         | $956109.99         | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 28 EL      | 2028-03-10      | 3.0000%  |  | $505000.00         | $495715.41         | Agency Debentures and Agency Strips |
| TVDB 2.875 TVBD 27 A      | 2027-02-01      | 2.8750%  |  | $51000.00          | $50502.98          | Agency Debentures and Agency Strips |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  |  | $130000.00         | $148228.55         | Agency Debentures and Agency Strips |
| TVDB 5.880 TVBD 36 C      | 2036-04-01      | 5.8800%  |  | $744000.00         | $814064.46         | Agency Debentures and Agency Strips |
| FMAC 0.375 FMNT GB 25 X3  | 2025-09-23      | 0.3750%  |  | $500000.00         | $494033.96         | Agency Debentures and Agency Strips |
| FNMA 0.65 FNNT H 21-25    | 2025-08-25      | 0.6500%  |  | $470000.00         | $466679.58         | Agency Debentures and Agency Strips |
| FNMA 6.03 FNNT A 10/27    | 2027-10-08      | 6.0300%  |  | $35000.00          | $36773.45          | Agency Debentures and Agency Strips |
| FNMA 1.31 FNNT A 23-32    | 2032-01-27      | 1.3100%  |  | $270000.00         | $221980.45         | Agency Debentures and Agency Strips |
| FNMA 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  |  | $419000.00         | $408659.71         | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 09/11/26 | 2026-09-11      | 4.4700%  |  | $1860000.00        | $1880412.47        | Agency Debentures and Agency Strips |
| FNMA 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  |  | $756000.00         | $702648.58         | Agency Debentures and Agency Strips |
| FNMA 0.375 FNSM A 08/25   | 2025-08-25      | 0.3750%  |  | $13971000.00       | $13852240.68       | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  |  | $29000.00          | $24809.48          | Agency Debentures and Agency Strips |
| FNMA 0.50 FNSM A 06/25    | 2025-06-17      | 0.5000%  |  | $2000.00           | $2000.70           | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $12437000.00       | $13978558.90       | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  |  | $57000.00          | $65841.88          | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $516000.00         | $566964.68         | Agency Debentures and Agency Strips |
| FHLB 1.00 FHLB 28 VB      | 2028-03-10      | 1.0000%  |  | $35000.00          | $32333.08          | Agency Debentures and Agency Strips |
| FNMA 7.25 FNSM BB 05/30   | 2030-05-15      | 7.2500%  |  | $60000.00          | $68730.05          | Agency Debentures and Agency Strips |
| FCSB 3.35 FCSB 26 CO      | 2026-10-30      | 3.3500%  |  | $10000.00          | $9924.22           | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 26 HF      | 2026-09-11      | 3.0000%  |  | $85000.00          | $84347.48          | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 27 G6795  | 2027-01-15      | 4.1250%  |  | $815000.00         | $829758.63         | Agency Debentures and Agency Strips |
| FHLB 4.50 FHLB 25 LD      | 2025-12-23      | 4.5000%  |  | $45000.00          | $45918.09          | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  |  | $170000.00         | $172440.78         | Agency Debentures and Agency Strips |
| FHLB 5.125 FHLB 25 51     | 2025-06-13      | 5.1250%  |  | $80000.00          | $81911.54          | Agency Debentures and Agency Strips |
| FHLB 5.125 FHLB 36 A      | 2036-03-14      | 5.1250%  |  | $95000.00          | $98322.10          | Agency Debentures and Agency Strips |
| TVDB 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  |  | $9751000.00        | $9382103.42        | Agency Debentures and Agency Strips |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  |  | $224000.00         | $242776.61         | Agency Debentures and Agency Strips |
| FMAC 0.375 FMNT GB 25 U9  | 2025-07-21      | 0.3750%  |  | $10000.00          | $9956.14           | Agency Debentures and Agency Strips |
| FCSB 1.31 FCSB 31 BS      | 2031-07-28      | 1.3100%  |  | $2200000.00        | $1860114.18        | Agency Debentures and Agency Strips |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $2645700.00        | $2633143.49        | U.S. Treasuries (including strips)  |

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.490%, 7/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWK25, C.4 - ISIN: US3130AWK257, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500050400.00
- **C.18.a - Value (excl. sponsor support):** $500050400.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.490%, 7/30/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWPA2, C.4 - ISIN: US3130AWPA24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $388832651.42
- **C.18.a - Value (excl. sponsor support):** $388832651.42
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.490%, 10/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $339914084.45
- **C.18.a - Value (excl. sponsor support):** $339914084.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.485%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $404910511.71
- **C.18.a - Value (excl. sponsor support):** $404910511.71
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.430%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194882490.18
- **C.18.a - Value (excl. sponsor support):** $194882490.18
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.430%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $203966311.44
- **C.18.a - Value (excl. sponsor support):** $203966311.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.450%, 7/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23F0, C.4 - ISIN: US3130B23F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $329967785.40
- **C.18.a - Value (excl. sponsor support):** $329967785.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.465%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2EY7, C.4 - ISIN: US3130B2EY74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999086.50
- **C.18.a - Value (excl. sponsor support):** $49999086.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.465%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169897235.73
- **C.18.a - Value (excl. sponsor support):** $169897235.73
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.415%, 12/12/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MJ1, C.4 - ISIN: US3130B2MJ16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255101688.90
- **C.18.a - Value (excl. sponsor support):** $255101688.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.395%, 9/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $824672683.28
- **C.18.a - Value (excl. sponsor support):** $824672683.28
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.475%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $415062004.27
- **C.18.a - Value (excl. sponsor support):** $415062004.27
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.515%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $418976155.66
- **C.18.a - Value (excl. sponsor support):** $418976155.66
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.340%, 6/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YX5, C.4 - ISIN: US3130B3YX54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $331847992.31
- **C.18.a - Value (excl. sponsor support):** $331847992.31
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.335%, 1/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $794819894.76
- **C.18.a - Value (excl. sponsor support):** $794819894.76
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.370%, 2/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JJ1, C.4 - ISIN: US3130B4JJ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $688619378.04
- **C.18.a - Value (excl. sponsor support):** $688619378.04
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.350%, 10/9/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694691906.75
- **C.18.a - Value (excl. sponsor support):** $694691906.75
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.370%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KV2, C.4 - ISIN: US3130B4KV28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $409086143.54
- **C.18.a - Value (excl. sponsor support):** $409086143.54
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.420%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4LU3, C.4 - ISIN: US3130B4LU36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499226550.00
- **C.18.a - Value (excl. sponsor support):** $499226550.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.420%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MB4, C.4 - ISIN: US3130B4MB46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $538689822.06
- **C.18.a - Value (excl. sponsor support):** $538689822.06
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $783329898.11
- **C.18.a - Value (excl. sponsor support):** $783329898.11
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.350%, 3/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $668485083.84
- **C.18.a - Value (excl. sponsor support):** $668485083.84
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.440%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999505.00
- **C.18.a - Value (excl. sponsor support):** $49999505.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 3/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AZ1, C.4 - ISIN: US3130B5AZ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $680993729.46
- **C.18.a - Value (excl. sponsor support):** $680993729.46
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.340%, 4/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704965020.51
- **C.18.a - Value (excl. sponsor support):** $704965020.51
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.410%, 4/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NH7, C.4 - ISIN: US3130B5NH71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $671273040.61
- **C.18.a - Value (excl. sponsor support):** $671273040.61
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.330%, 12/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.4 - ISIN: US3130B5U556, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $340000054.40
- **C.18.a - Value (excl. sponsor support):** $340000054.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.335%, 12/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $364496730.44
- **C.18.a - Value (excl. sponsor support):** $364496730.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.405%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240742539.16
- **C.18.a - Value (excl. sponsor support):** $240742539.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.405%, 4/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UV8, C.4 - ISIN: US3130B5UV82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249990342.50
- **C.18.a - Value (excl. sponsor support):** $249990342.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.450%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308761634.93
- **C.18.a - Value (excl. sponsor support):** $308761634.93
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.365%, 1/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $541491888.33
- **C.18.a - Value (excl. sponsor support):** $541491888.33
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.365%, 1/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $334995172.65
- **C.18.a - Value (excl. sponsor support):** $334995172.65
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.365%, 1/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344745197.63
- **C.18.a - Value (excl. sponsor support):** $344745197.63
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 5/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $668965781.10
- **C.18.a - Value (excl. sponsor support):** $668965781.10
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694197955.01
- **C.18.a - Value (excl. sponsor support):** $694197955.01
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.445%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KN5, C.4 - ISIN: US3130B6KN59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489444851.61
- **C.18.a - Value (excl. sponsor support):** $489444851.61
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.445%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KT2, C.4 - ISIN: US3130B6KT20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499728315.00
- **C.18.a - Value (excl. sponsor support):** $499728315.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $739113330.24
- **C.18.a - Value (excl. sponsor support):** $739113330.24
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.100%, 1/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $454421991.24
- **C.18.a - Value (excl. sponsor support):** $454421991.24
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95009757.45
- **C.18.a - Value (excl. sponsor support):** $95009757.45
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.505%, 12/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL86, C.4 - ISIN: US3133EPL867, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $429743171.27
- **C.18.a - Value (excl. sponsor support):** $429743171.27
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 6/13/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM44, C.4 - ISIN: US3133EPM444, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70001350.30
- **C.18.a - Value (excl. sponsor support):** $70001350.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 6/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQ40, C.4 - ISIN: US3133EPQ403, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $101953824.14
- **C.18.a - Value (excl. sponsor support):** $101953824.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 7/21/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $167911996.46
- **C.18.a - Value (excl. sponsor support):** $167911996.46
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 8/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $143020653.49
- **C.18.a - Value (excl. sponsor support):** $143020653.49
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 9/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214966339.07
- **C.18.a - Value (excl. sponsor support):** $214966339.07
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 9/25/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $227096452.30
- **C.18.a - Value (excl. sponsor support):** $227096452.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.370%, 2/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3H2, C.4 - ISIN: US3133ER3H22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99970064.00
- **C.18.a - Value (excl. sponsor support):** $99970064.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $182898178.32
- **C.18.a - Value (excl. sponsor support):** $182898178.32
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.410%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139939664.14
- **C.18.a - Value (excl. sponsor support):** $139939664.14
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.385%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44951246.45
- **C.18.a - Value (excl. sponsor support):** $44951246.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 4/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $444810279.33
- **C.18.a - Value (excl. sponsor support):** $444810279.33
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $232897723.94
- **C.18.a - Value (excl. sponsor support):** $232897723.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.435%, 5/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107947621.86
- **C.18.a - Value (excl. sponsor support):** $107947621.86
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $94984179.65
- **C.18.a - Value (excl. sponsor support):** $94984179.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.410%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $210020947.50
- **C.18.a - Value (excl. sponsor support):** $210020947.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112894638.38
- **C.18.a - Value (excl. sponsor support):** $112894638.38
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.455%, 9/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $46039979.52
- **C.18.a - Value (excl. sponsor support):** $46039979.52
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.435%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $301871418.17
- **C.18.a - Value (excl. sponsor support):** $301871418.17
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $176996836.83
- **C.18.a - Value (excl. sponsor support):** $176996836.83
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 6/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125951877.10
- **C.18.a - Value (excl. sponsor support):** $125951877.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 7/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169971125.50
- **C.18.a - Value (excl. sponsor support):** $169971125.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $189968329.82
- **C.18.a - Value (excl. sponsor support):** $189968329.82
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.415%, 3/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79997160.00
- **C.18.a - Value (excl. sponsor support):** $79997160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 7/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99882833.18
- **C.18.a - Value (excl. sponsor support):** $99882833.18
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.455%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349978132.40
- **C.18.a - Value (excl. sponsor support):** $349978132.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200111086.00
- **C.18.a - Value (excl. sponsor support):** $200111086.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244958414.68
- **C.18.a - Value (excl. sponsor support):** $244958414.68
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $329881381.93
- **C.18.a - Value (excl. sponsor support):** $329881381.93
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 8/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $358058180.16
- **C.18.a - Value (excl. sponsor support):** $358058180.16
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 1/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90030491.10
- **C.18.a - Value (excl. sponsor support):** $90030491.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.475%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304880207.59
- **C.18.a - Value (excl. sponsor support):** $304880207.59
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252116200.41
- **C.18.a - Value (excl. sponsor support):** $252116200.41
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.395%, 8/28/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRN3, C.4 - ISIN: US3133ERRN35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119918971.78
- **C.18.a - Value (excl. sponsor support):** $119918971.78
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225922879.15
- **C.18.a - Value (excl. sponsor support):** $225922879.15
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.385%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147000236.67
- **C.18.a - Value (excl. sponsor support):** $147000236.67
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 9/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84997140.60
- **C.18.a - Value (excl. sponsor support):** $84997140.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $384961939.23
- **C.18.a - Value (excl. sponsor support):** $384961939.23
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 9/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172073468.08
- **C.18.a - Value (excl. sponsor support):** $172073468.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 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 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.475%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $201897918.41
- **C.18.a - Value (excl. sponsor support):** $201897918.41
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 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 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.475%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178974229.19
- **C.18.a - Value (excl. sponsor support):** $178974229.19
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.465%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $192995981.25
- **C.18.a - Value (excl. sponsor support):** $192995981.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80072829.60
- **C.18.a - Value (excl. sponsor support):** $80072829.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106000299.98
- **C.18.a - Value (excl. sponsor support):** $106000299.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $476737642.64
- **C.18.a - Value (excl. sponsor support):** $476737642.64
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.410%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $113939875.81
- **C.18.a - Value (excl. sponsor support):** $113939875.81
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.410%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $445557310.94
- **C.18.a - Value (excl. sponsor support):** $445557310.94
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 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 101: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.435%, 10/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125998232.22
- **C.18.a - Value (excl. sponsor support):** $125998232.22
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193899633.53
- **C.18.a - Value (excl. sponsor support):** $193899633.53
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **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 103: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.470%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $339025703.89
- **C.18.a - Value (excl. sponsor support):** $339025703.89
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.440%, 5/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $212142898.60
- **C.18.a - Value (excl. sponsor support):** $212142898.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.430%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $350226558.50
- **C.18.a - Value (excl. sponsor support):** $350226558.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.450%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105051646.35
- **C.18.a - Value (excl. sponsor support):** $105051646.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **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 107: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.470%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $341142040.51
- **C.18.a - Value (excl. sponsor support):** $341142040.51
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.470%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $253260602.65
- **C.18.a - Value (excl. sponsor support):** $253260602.65
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.470%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $237129229.18
- **C.18.a - Value (excl. sponsor support):** $237129229.18
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  4.550%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 442993002, C.4 - ISIN: US4429930021, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $269779583.30
- **C.18.a - Value (excl. sponsor support):** $269779583.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.360%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $856000.00         | $580652.15         | Agency Debentures and Agency Strips       |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  |  | $203333.33         | $186599.15         | Agency Debentures and Agency Strips       |
| FMAC FERA 5480FB 02/25/54 | 2054-02-25      | 6.0000%  |  | $4125527.15        | $4124979.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.6220%  |  | $14431416.49       | $14377108.60       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FB R24F088 | 2054-12-25      | 6.0000%  |  | $5927398.04        | $5926961.39        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $0.02              | $0.02              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $4.78              | $4.93              | Agency Collateralized Mortgage Obligation |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $16.67             | $16.87             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $16.67             | $16.48             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $16.67             | $16.57             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $33.33             | $33.07             | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $16.67             | $17.75             | U.S. Treasuries (including strips)        |
| USTR BILL 08/19/25        | 2025-08-19      | 0.0000%  |  | $4165966.67        | $4126265.01        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $33.33             | $23.44             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $83.33             | $81.65             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $166.67            | $169.02            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $6428216.67        | $6172149.88        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $16.67             | $15.28             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $16.67             | $16.81             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN A 26      | 2026-01-15      | 0.6250%  |  | $67.28             | $67.09             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $16.67             | $14.88             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $3333333.33        | $3354301.36        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $16.67             | $15.46             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $8333350.00        | $8619450.85        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $92650.00          | $90196.76          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  |  | $1143233.33        | $945221.06         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  |  | $50.00             | $51.84             | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $1412316.67        | $1395227.64        | U.S. Treasuries (including strips)        |
| USTR BILL 06/10/25        | 2025-06-10      | 0.0000%  |  | $13350.00          | $13332.75          | U.S. Treasuries (including strips)        |
| USTR BILL 07/31/25        | 2025-07-31      | 0.0000%  |  | $8542633.33        | $8480477.13        | U.S. Treasuries (including strips)        |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $833233.33         | $811085.99         | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $33.33             | $32.74             | U.S. Treasuries (including strips)        |
| USTR BILL 10/02/25        | 2025-10-02      | 0.0000%  |  | $289466.67         | $285252.03         | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  |  | $389533.33         | $385123.82         | U.S. Treasuries (including strips)        |
| USTR BILL 06/12/25        | 2025-06-12      | 0.0000%  |  | $50.00             | $49.92             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $12053316.67       | $12348875.97       | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/25     | 2025-07-31      | 4.4263%  |  | $16.67             | $16.73             | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $116.67            | $112.54            | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  |  | $16.67             | $17.16             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $16.67             | $10.88             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $16.67             | $16.46             | U.S. Treasuries (including strips)        |
| USTR BILL 09/25/25        | 2025-09-25      | 0.0000%  |  | $66.67             | $65.75             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $16.67             | $16.78             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $216.67            | $222.65            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $2646937.87        | $2609835.63        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $83.33             | $84.63             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $166683.33         | $170114.93         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $16.67             | $15.33             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $16.67             | $16.02             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $33.33             | $29.00             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $609033.33         | $590515.93         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $16.67             | $15.51             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $16.67             | $14.09             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $16.67             | $14.04             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $100.00            | $94.35             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $7061300.00        | $6865093.84        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $833.33            | $814.87            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 TPRN B 28      | 2028-02-15      | 0.0000%  |  | $16.67             | $14.99             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $66.67             | $63.45             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $66.67             | $57.11             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $16.67             | $13.51             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $33.33             | $32.52             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $16.67             | $10.11             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $50.00             | $30.14             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $1666100.00        | $1028417.03        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $282383.33         | $198036.81         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $83.33             | $61.13             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $33.33             | $23.14             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $413583.33         | $266446.14         | U.S. Treasuries (including strips)        |
| FNMA FNRA CL001A2 R18M001 | 2027-12-25      | 2.9877%  |  | $106.04            | $103.14            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R17M007 | 2027-02-25      | 2.9610%  |  | $158.44            | $155.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT7139 | 2043-06-01      | 3.5000%  |  | $26.08             | $24.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT4961 | 2043-05-01      | 3.5000%  |  | $21.82             | $20.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $39.76             | $34.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO8772 | 2042-08-01      | 3.5000%  |  | $521949.81         | $483285.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  |  | $10.25             | $10.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC2285 | 2054-10-01      | 5.5000%  |  | $519.89            | $520.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  |  | $442.52            | $444.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3174 | 2054-04-01      | 5.5000%  |  | $241238.82         | $240047.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0149 M     | 2055-01-20      | 6.5000%  |  | $419007.12         | $430641.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M     | 2052-07-20      | 2.5000%  |  | $471743.11         | $395553.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 3PSE9106 | 2051-07-01      | 1.5000%  |  | $339.72            | $244.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $16938.48          | $16979.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $140.32            | $132.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $130.70            | $124.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $111.12            | $91.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA3282 | 2050-08-01      | 3.0000%  |  | $92.37             | $80.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2332 | 2050-03-01      | 3.0000%  |  | $62.47             | $54.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN7064 | 2036-07-01      | 2.0000%  |  | $3732911.62        | $3392832.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ5938 | 2054-10-01      | 6.0000%  |  | $156040.35         | $160907.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ2392 | 2054-08-01      | 7.0000%  |  | $656.64            | $693.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG7185 | 2053-07-01      | 5.5000%  |  | $285.53            | $283.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG0922 | 2053-04-01      | 5.0000%  |  | $143.60            | $141.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $138.86            | $135.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7533 | 2052-08-01      | 4.5000%  |  | $131.36            | $124.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE1443 | 2052-05-01      | 4.0000%  |  | $100.15            | $92.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0388 | 2052-04-01      | 4.0000%  |  | $240.10            | $221.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4227 | 2052-01-01      | 2.0000%  |  | $145.39            | $113.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  |  | $165.26            | $161.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4822 | 2055-06-01      | 6.0000%  |  | $166.67            | $169.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4740 | 2055-05-01      | 6.0000%  |  | $166.67            | $170.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4632 | 2055-05-01      | 6.0000%  |  | $500.00            | $510.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4081 | 2055-05-01      | 6.0000%  |  | $522773.67         | $533261.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4080 | 2055-05-01      | 6.0000%  |  | $170236.00         | $173366.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2774 | 2055-05-01      | 6.0000%  |  | $2661197.83        | $2705893.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY1232 | 2055-04-01      | 6.5000%  |  | $488.55            | $506.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY0397 | 2055-04-01      | 6.0000%  |  | $241460.60         | $244910.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $422874.86         | $449904.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2115 | 2052-06-01      | 4.5000%  |  | $673783.28         | $641797.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $43890.52          | $39055.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0151 | 2054-11-01      | 5.0000%  |  | $81629.93          | $79909.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5849 | 2053-03-01      | 5.5000%  |  | $629101.47         | $629242.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTCA4201 | 2039-09-01      | 3.0000%  |  | $558959.67         | $518308.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0467 | 2047-10-01      | 3.5000%  |  | $1378679.38        | $1246412.25        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3651 | 2032-03-01      | 5.0600%  |  | $363.33            | $371.98            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $379.33            | $380.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD1954 | 2051-11-01      | 3.0000%  |  | $126.96            | $109.25            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  |  | $34.98             | $32.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  |  | $5535767.03        | $5698586.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  |  | $189937.06         | $184384.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $143.28            | $127.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  |  | $125.76            | $125.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $143.09            | $122.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $141.91            | $130.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $4324708.79        | $3687539.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  |  | $135.09            | $110.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  |  | $2573510.74        | $2129739.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $72.09             | $59.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6646 | 2054-10-01      | 6.0000%  |  | $369060.07         | $374332.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5246 | 2052-04-01      | 2.5000%  |  | $152.19            | $124.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4550 | 2053-10-01      | 2.5000%  |  | $152.82            | $124.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  |  | $145.61            | $129.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  |  | $261.95            | $267.68            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  |  | $40986.83          | $41640.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY6285 | 2053-09-01      | 6.5000%  |  | $152938.07         | $159472.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9890 | 2053-04-01      | 5.5000%  |  | $386.95            | $388.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  |  | $131.44            | $107.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBR7707 | 2051-04-01      | 3.0000%  |  | $75350.96          | $64291.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1587 | 2051-01-01      | 2.0000%  |  | $639466.61         | $500097.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  |  | $260.34            | $205.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8094 | 2050-08-01      | 2.0000%  |  | $8332150.23        | $6538755.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  |  | $49.37             | $45.84             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $495127.49         | $459817.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7029 | 2048-08-01      | 4.0000%  |  | $1643776.44        | $1539571.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9593 | 2055-05-01      | 6.0000%  |  | $1651943.83        | $1687162.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9232 | 2055-05-01      | 5.5000%  |  | $166.67            | $167.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8587 | 2055-05-01      | 5.5000%  |  | $166.65            | $165.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8396 | 2055-05-01      | 6.5000%  |  | $345.50            | $360.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7512 | 2055-05-01      | 5.5000%  |  | $1915666.67        | $1906890.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7327 | 2055-04-01      | 6.5000%  |  | $332.10            | $344.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7325 | 2055-04-01      | 6.5000%  |  | $169477.75         | $175183.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7324 | 2055-04-01      | 6.5000%  |  | $499.78            | $517.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7016 | 2055-04-01      | 6.0000%  |  | $166.51            | $168.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6481 | 2055-04-01      | 6.0000%  |  | $162349.02         | $164668.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  |  | $163316.56         | $159288.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1586 | 2052-08-01      | 3.5000%  |  | $126.62            | $113.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  |  | $133.29            | $115.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0683 | 2051-08-01      | 3.0000%  |  | $228.13            | $198.46            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T60772 G | 2042-02-01      | 3.5000%  |  | $11.07             | $10.01             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  |  | $8366116.35        | $7917455.48        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18582 G | 2031-01-01      | 3.0000%  |  | $17.13             | $16.67             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  |  | $9.82              | $9.71              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3610 | 2052-04-01      | 3.0000%  |  | $2999.85           | $2601.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  |  | $140.59            | $114.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG3353 | 2053-05-01      | 4.5000%  |  | $241090.98         | $228185.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT7167 | 2043-06-01      | 3.5000%  |  | $27.68             | $25.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $65.14             | $60.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  |  | $127.59            | $124.64            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q53695 G | 2048-01-01      | 3.5000%  |  | $20.26             | $18.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $152.43            | $144.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  |  | $433.30            | $394.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  |  | $135.90            | $105.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8097 M     | 2052-06-20      | 2.5000%  |  | $64001.08          | $53662.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  |  | $134.31            | $120.38            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841648 G        | 2053-09-01      | 4.8130%  |  | $326.91            | $326.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  |  | $106.24            | $110.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  |  | $145.05            | $129.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $34.63             | $31.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  |  | $148.63            | $144.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB0379 | 2034-12-01      | 3.5000%  |  | $45.18             | $43.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  |  | $129028.47         | $136001.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4737 | 2049-11-01      | 3.0000%  |  | $51.23             | $44.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2714 | 2052-11-01      | 5.5000%  |  | $137.43            | $137.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3563 | 2050-09-01      | 2.0000%  |  | $106.07            | $83.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $136.54            | $130.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3811 | 2054-09-01      | 6.5000%  |  | $165.19            | $174.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $45.18             | $41.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6463 | 2055-04-01      | 6.0000%  |  | $379.63            | $385.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ8450 | 2054-11-01      | 4.5000%  |  | $303.93            | $289.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $525.30            | $524.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7323 | 2055-04-01      | 6.5000%  |  | $331463.26         | $342735.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7326 | 2055-04-01      | 6.5000%  |  | $274988.29         | $284562.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  |  | $1106032.00        | $1078580.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8401 | 2055-05-01      | 6.5000%  |  | $351.17            | $364.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  |  | $5674052.39        | $5784159.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0256 | 2054-09-01      | 5.0000%  |  | $68474.26          | $66696.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6455 | 2055-04-01      | 6.0000%  |  | $1835.28           | $1868.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6458 | 2055-04-01      | 6.0000%  |  | $246715.73         | $250670.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6457 | 2055-04-01      | 6.0000%  |  | $500.42            | $508.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2767 | 2055-05-01      | 6.0000%  |  | $334.67            | $340.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0692 | 2054-09-01      | 5.0000%  |  | $3453044.63        | $3363278.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4376 | 2055-04-01      | 6.0000%  |  | $164.78            | $167.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1448 | 2055-04-01      | 6.0000%  |  | $580096.17         | $588383.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1231 | 2055-04-01      | 6.0000%  |  | $334.69            | $339.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  |  | $7564954.16        | $7865843.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2609 | 2055-04-01      | 6.5000%  |  | $282887.24         | $296500.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7025 | 2055-04-01      | 6.0000%  |  | $722195.12         | $737750.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4443 | 2055-05-01      | 6.5000%  |  | $166.67            | $172.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1537 | 2050-07-01      | 3.5000%  |  | $179.00            | $165.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6461 | 2055-04-01      | 6.0000%  |  | $167.52            | $170.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6459 | 2055-04-01      | 6.0000%  |  | $529886.10         | $538485.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6456 | 2055-04-01      | 6.0000%  |  | $35470.99          | $36054.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5985 | 2055-04-01      | 6.5000%  |  | $333.07            | $346.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4939 | 2055-04-01      | 6.0000%  |  | $499.23            | $510.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2560 | 2055-02-01      | 5.5000%  |  | $662.91            | $664.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1280 | 2055-01-01      | 6.0000%  |  | $166.10            | $169.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9242 | 2054-12-01      | 6.0000%  |  | $660829.40         | $673666.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4507 | 2054-10-01      | 5.5000%  |  | $373.93            | $373.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3028 | 2054-10-01      | 5.5000%  |  | $319.94            | $320.14            | Agency Mortgage-Backed Securities         |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  |  | $33.33             | $36.00             | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $16.67             | $17.57             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $18.87             | $18.44             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $16.67             | $17.37             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $66.67             | $68.93             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $16.67             | $16.97             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $16.67             | $16.49             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $8418583.33        | $8452196.82        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $16.67             | $16.82             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $999800.00         | $994861.10         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $16.98             | $16.89             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $83.33             | $85.89             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $700.00            | $708.92            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  |  | $66700.00          | $67628.99          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $6000000.00        | $6220288.85        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $116.67            | $118.17            | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $24.48             | $21.32             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $3134139.10        | $2813043.42        | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  |  | $16666653.83       | $11117208.10       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $16.67             | $16.63             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $223200.00         | $223253.72         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $16.67             | $16.74             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $16.67             | $17.01             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $11861916.67       | $12212285.58       | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $216404.57         | $218589.98         | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BG 25         | 2025-08-31      | 5.0000%  |  | $66.67             | $67.58             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $16.67             | $16.86             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $16.67             | $16.97             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $8333333.33        | $8433352.53        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $33.33             | $33.40             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $183.33            | $180.82            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $200.00            | $186.26            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $16.67             | $16.10             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $16.67             | $17.15             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $733616.67         | $751149.70         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $16.67             | $12.29             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $16.67             | $14.12             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $832883.33         | $712886.11         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $24200.00          | $19227.70          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $16.67             | $12.41             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $16.67             | $16.65             | U.S. Treasuries (including strips)        |

### Security 112: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.330%, 6/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  |  | $178947.37         | $164220.13         | Agency Debentures and Agency Strips       |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.6220%  |  | $887.51            | $884.17            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FD R24F087 | 2054-12-25      | 6.0000%  |  | $17055744.36       | $17055767.10       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 5.2620%  |  | $857.21            | $852.49            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-09O FA     | 2075-04-20      | 5.1683%  |  | $26854546.09       | $26795402.47       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLBX9890 | 2053-04-01      | 5.5000%  |  | $1372.51           | $1377.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  |  | $433235.63         | $411707.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4760 | 2052-07-01      | 5.0000%  |  | $2738334.63        | $2675234.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  |  | $10707681.89       | $10138932.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3102 | 2052-03-01      | 2.0000%  |  | $87556.47          | $68349.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3045 | 2052-02-01      | 3.0000%  |  | $6289.76           | $5437.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV2815 | 2052-02-01      | 3.5000%  |  | $18015.15          | $16024.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  |  | $34320.49          | $32614.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $1587.59           | $1584.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5720 | 2055-02-01      | 4.5000%  |  | $891.62            | $843.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5686 | 2055-03-01      | 5.5000%  |  | $2413691.07        | $2409280.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  |  | $861.19            | $814.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4931 | 2054-09-01      | 5.5000%  |  | $1742.34           | $1749.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5374 | 2055-01-01      | 6.0000%  |  | $1978685.70        | $2006953.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $1230213.15        | $1250818.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7874 | 2055-04-01      | 6.5000%  |  | $3705737.17        | $3851591.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7326 | 2055-04-01      | 6.5000%  |  | $1723.72           | $1783.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6481 | 2055-04-01      | 6.0000%  |  | $1847.84           | $1874.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6463 | 2055-04-01      | 6.0000%  |  | $3790945.97        | $3847352.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6080 | 2055-05-01      | 6.5000%  |  | $1151627.42        | $1187969.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6219 | 2055-04-01      | 5.5000%  |  | $8177108.03        | $8169450.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  |  | $22473.21          | $21018.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6401 | 2054-09-01      | 6.0000%  |  | $13193323.32       | $13386280.06       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  |  | $8130416.66        | $8083435.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7183 | 2051-08-01      | 2.5000%  |  | $1185359.10        | $974789.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $2502057.24        | $2487919.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  |  | $5743248.22        | $5007375.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  |  | $259.34            | $234.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ0331 | 2050-07-01      | 2.0000%  |  | $39507.81          | $31003.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $3302561.22        | $3206271.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKBM6148 | 2049-10-01      | 3.5000%  |  | $201349.48         | $176799.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1110 | 2054-09-01      | 5.5000%  |  | $1737623.59        | $1756076.38        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841648 G        | 2053-09-01      | 4.8130%  |  | $13061275.34       | $13045146.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4340 | 2055-03-01      | 6.0000%  |  | $16972.64          | $17242.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4313 | 2055-03-01      | 5.5000%  |  | $9814.98           | $9810.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4116 | 2055-03-01      | 6.0000%  |  | $4177223.94        | $4245890.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  |  | $24872.80          | $22553.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM1231 | 2031-11-01      | 3.5000%  |  | $25293.16          | $24968.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $1248077.91        | $1032157.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  |  | $42817.17          | $40013.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ8783 | 2048-02-01      | 3.5000%  |  | $40177.39          | $36296.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7029 | 2048-08-01      | 4.0000%  |  | $406.24            | $380.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I6BF0495 | 2060-07-01      | 2.5000%  |  | $7117.41           | $5666.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  |  | $224677.88         | $198999.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  |  | $40824.76          | $33871.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  |  | $23863.31          | $22746.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0126 | 2056-07-01      | 3.5000%  |  | $152648.19         | $135205.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $9131.13           | $8538.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE2335 | 2047-02-01      | 3.5000%  |  | $25831.67          | $23222.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $25224.37          | $22948.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $2058339.42        | $2129786.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8401 | 2055-05-01      | 6.5000%  |  | $982.42            | $1019.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8845 | 2051-10-01      | 2.5000%  |  | $3252284.48        | $2694370.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBR7707 | 2051-04-01      | 3.0000%  |  | $828.04            | $706.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR6768 | 2051-06-01      | 2.5000%  |  | $191544.34         | $158301.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  |  | $867.58            | $685.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4909 | 2050-09-01      | 2.0000%  |  | $62122.94          | $48889.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  |  | $847318.80         | $700272.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5342 | 2055-03-01      | 6.0000%  |  | $1266019.26        | $1290783.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3365 | 2050-09-01      | 2.5000%  |  | $295620.01         | $243840.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  |  | $86364.50          | $80327.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4527 | 2048-07-01      | 4.5000%  |  | $11485274.74       | $11115345.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE6576 | 2052-07-01      | 5.5000%  |  | $953002.36         | $948005.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 REBE4172 | 2046-12-01      | 3.0000%  |  | $281895.28         | $247824.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3772 | 2053-06-01      | 4.5000%  |  | $822.55            | $781.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  |  | $39041378.82       | $32237555.31       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  |  | $12063362.34       | $12447512.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  |  | $63471.92          | $52842.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY5941 | 2053-07-01      | 6.0000%  |  | $837563.48         | $856324.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  |  | $8053940.35        | $6595000.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  |  | $42376.82          | $40102.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3257 | 2051-02-01      | 2.0000%  |  | $109906.82         | $86374.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4457 | 2054-08-01      | 5.5000%  |  | $2234542.08        | $2219907.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4758 | 2053-11-01      | 5.5000%  |  | $34398128.21       | $34564978.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBD9278 | 2046-11-01      | 4.5000%  |  | $39447.11          | $38070.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6429 | 2053-05-01      | 5.0000%  |  | $36021578.72       | $35027050.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB4247 | 2054-07-01      | 6.5000%  |  | $259681.68         | $270629.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  |  | $4056316.37        | $4182834.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0846 | 2051-07-01      | 2.5000%  |  | $160464.28         | $132876.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  |  | $547107.06         | $566105.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3139 | 2037-10-01      | 4.0000%  |  | $25036.04          | $24894.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY0044 | 2053-05-01      | 4.5000%  |  | $207378.64         | $197047.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  |  | $168162.78         | $132939.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0444 | 2049-09-01      | 3.0000%  |  | $1133251.93        | $995780.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6643 | 2051-09-01      | 2.0000%  |  | $636391.12         | $499389.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $911.47            | $969.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD0883 | 2055-01-01      | 5.0000%  |  | $1417243.75        | $1377213.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ8450 | 2054-11-01      | 4.5000%  |  | $1631.62           | $1553.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7032 | 2054-05-01      | 6.0000%  |  | $847.26            | $867.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  |  | $2089335.72        | $2091599.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8396 | 2055-05-01      | 6.5000%  |  | $1760.84           | $1836.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1700 | 2055-03-01      | 6.5000%  |  | $1326226.85        | $1375028.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1097 | 2055-01-01      | 5.5000%  |  | $1864993.07        | $1864526.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD2282 | 2055-02-01      | 5.0000%  |  | $1909071.38        | $1858969.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2768 | 2055-05-01      | 6.0000%  |  | $14203721.00       | $14406640.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6325 | 2055-04-01      | 5.5000%  |  | $1178253.21        | $1179873.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0158 | 2055-03-01      | 5.5000%  |  | $1065294.64        | $1072390.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1128 | 2055-02-01      | 5.5000%  |  | $1549097.80        | $1555587.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  |  | $1322094.71        | $1292536.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9143 | 2055-04-01      | 6.0000%  |  | $3963169.84        | $4029530.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $255615.39         | $253940.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3041 | 2055-03-01      | 6.0000%  |  | $1501617.01        | $1535127.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0338 | 2059-01-01      | 4.5000%  |  | $30894.05          | $29117.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2560 | 2055-02-01      | 5.5000%  |  | $1871.91           | $1875.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4104 | 2055-05-01      | 6.5000%  |  | $1172630.47        | $1216464.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7807 | 2054-01-01      | 6.5000%  |  | $3823667.99        | $3994789.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5524 | 2055-01-01      | 5.5000%  |  | $418368.52         | $417909.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3656 | 2055-03-01      | 5.5000%  |  | $6246.38           | $6277.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4939 | 2055-04-01      | 6.0000%  |  | $2818788.68        | $2882578.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5755 | 2055-03-01      | 5.0000%  |  | $1930144.38        | $1886991.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB8321 | 2055-01-01      | 5.5000%  |  | $2582033.99        | $2594604.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0149 M     | 2055-01-20      | 6.5000%  |  | $885.54            | $910.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0692 | 2054-09-01      | 5.0000%  |  | $10259323.47       | $9992619.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9242 | 2054-12-01      | 6.0000%  |  | $787.96            | $803.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4376 | 2055-04-01      | 6.0000%  |  | $1813.98           | $1840.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5985 | 2055-04-01      | 6.5000%  |  | $1797.02           | $1870.83           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $1014.63           | $1018.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1618 | 2055-04-01      | 6.0000%  |  | $899012.79         | $911856.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  |  | $39102709.28       | $40657984.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2513 | 2055-02-01      | 5.5000%  |  | $649294.90         | $647165.57         | Agency Mortgage-Backed Securities         |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $10.12             | $8.81              | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $10027740.97       | $9000388.88        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $62631.58          | $62472.43          | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $362.59            | $366.25            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $15744057.89       | $16120332.19       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $44736842.11       | $45667838.02       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $178.95            | $182.16            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $89.47             | $88.53             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $4559847.37        | $4552176.36        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $805.26            | $801.44            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $40263157.89       | $37497029.10       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $89.47             | $86.40             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $44736842.11       | $37714073.30       | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $89.47             | $85.99             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $357.89            | $311.37            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $894.74            | $867.54            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $201405.26         | $172328.60         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $5161557.89        | $5234383.20        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $67105263.16       | $68251548.96       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $1073.68           | $1106.38           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $8042073.68        | $8337336.88        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $2684121.05        | $2735856.37        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $89.47             | $90.78             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $4123305.26        | $4103024.32        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $89.47             | $89.66             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $31526947.37       | $29414533.09       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  |  | $6221169.56        | $4532069.65        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $5040768.42        | $4916935.57        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $89.47             | $75.66             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE N 25      | 2025-07-31      | 2.8750%  |  | $32938842.11       | $33164142.70       | U.S. Treasuries (including strips)        |
| FNMA FNMS 05.500 CLDD8645 | 2055-05-01      | 5.5000%  |  | $894.74            | $893.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4443 | 2055-05-01      | 6.5000%  |  | $1568.47           | $1625.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7875 | 2055-04-01      | 6.0000%  |  | $841583.67         | $855138.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3543 | 2055-02-01      | 6.5000%  |  | $1172843.81        | $1229342.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO5797 | 2049-10-01      | 5.0000%  |  | $22601.13          | $22616.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  |  | $884433.91         | $766838.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO1858 | 2049-08-01      | 3.0000%  |  | $87514.56          | $76861.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  |  | $40028.06          | $36050.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0962 | 2048-12-01      | 4.0000%  |  | $40273.53          | $37601.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  |  | $35931.32          | $35561.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM4706 | 2033-09-01      | 4.0000%  |  | $37172.84          | $36927.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ8435 | 2050-12-01      | 2.5000%  |  | $44753.76          | $36935.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $2652690.29        | $2488523.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3804 | 2045-02-01      | 3.5000%  |  | $30797.29          | $28458.13          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CX5744 X     | 2053-10-15      | 7.5000%  |  | $3402393.63        | $3616488.11        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CX5745 X     | 2053-10-15      | 7.0000%  |  | $6817896.83        | $7181569.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $13705238.26       | $12202382.74       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M     | 2052-07-20      | 2.5000%  |  | $4439028.98        | $3722098.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8097 M     | 2052-06-20      | 2.5000%  |  | $2013077.45        | $1687892.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M     | 2050-02-20      | 3.0000%  |  | $43823397.23       | $38344888.28       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $71.25             | $68.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  |  | $12655.16          | $12341.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3721 | 2055-03-01      | 5.5000%  |  | $1173990.82        | $1168869.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0256 | 2054-09-01      | 5.0000%  |  | $8649.98           | $8425.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4822 | 2055-06-01      | 6.0000%  |  | $894.74            | $911.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4632 | 2055-05-01      | 6.0000%  |  | $894.74            | $913.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4103 | 2055-05-01      | 6.0000%  |  | $956054.95         | $975393.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4002 | 2055-04-01      | 6.0000%  |  | $213090.53         | $216146.74         | Agency Mortgage-Backed Securities         |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $227.93            | $224.74            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $31234547.37       | $29903210.52       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $3917515.79        | $4033228.60        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $1847542.11        | $1671859.23        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $984.21            | $691.93            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $76052631.58       | $71505116.12       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $22066805.26       | $21619801.10       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $8947189.47        | $9039536.14        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $25625263.16       | $24596799.60       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $15392784.21       | $9255420.82        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $50723615.79       | $51035412.74       | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $1790278.95        | $1906613.25        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $10381.48          | $7904.36           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $13747810.53       | $9545351.27        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $3229731.58        | $3192703.28        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $89.47             | $79.86             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  |  | $7089965.51        | $7272114.13        | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $89.47             | $93.21             | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $178.95            | $172.61            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $89.47             | $84.03             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $4577115.79        | $4692834.00        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $89.47             | $89.87             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $4294736.84        | $4132375.13        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  |  | $22762012.17       | $22466258.26       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $89.47             | $55.23             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $178231.58         | $183150.84         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $87373200.00       | $88056658.95       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $13580315.79       | $13079320.97       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $894647.37         | $883752.65         | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $10309694.74       | $10184947.43       | U.S. Treasuries (including strips)        |
| USTR BILL 07/31/25        | 2025-07-31      | 0.0000%  |  | $184097652.63      | $182758158.11      | U.S. Treasuries (including strips)        |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $8946921.05        | $8709111.89        | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $9842194.74        | $9667200.51        | U.S. Treasuries (including strips)        |
| USTR BILL 10/02/25        | 2025-10-02      | 0.0000%  |  | $89.47             | $88.17             | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  |  | $178.95            | $176.93            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $119.35            | $118.25            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE T 25      | 2025-12-31      | 2.6250%  |  | $4472700.00        | $4478635.59        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $13363342.11       | $12831015.92       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $22368421.05       | $20315465.92       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $536.84            | $521.27            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $17894736.84       | $16919474.78       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $894.74            | $637.88            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  |  | $1335.96           | $693.79            | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $4473684.21        | $3007462.03        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $7434367.36        | $3928959.93        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $178.95            | $107.85            | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $5684194.21        | $4045451.98        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $4589105.26        | $2956476.40        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $4473594.74        | $3297695.46        | U.S. Treasuries (including strips)        |
| FNMA FNMS 04.500 CLDC0868 | 2055-03-01      | 4.5000%  |  | $892.42            | $843.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0796 | 2054-08-01      | 6.5000%  |  | $1333366.41        | $1389951.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB8327 | 2055-01-01      | 5.0000%  |  | $3144069.89        | $3073899.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB8324 | 2055-01-01      | 5.0000%  |  | $2732809.78        | $2676341.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8153 | 2054-07-01      | 6.0000%  |  | $715695.74         | $725995.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  |  | $1557.28           | $1565.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5198 | 2054-06-01      | 6.0000%  |  | $1726605.91        | $1771940.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1123 | 2054-06-01      | 6.0000%  |  | $1734822.19        | $1760220.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  |  | $3243017.71        | $3413690.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  |  | $1206994.67        | $1268426.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6654 | 2053-12-01      | 6.5000%  |  | $1336808.54        | $1385991.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  |  | $1363614.22        | $1333195.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  |  | $8.81              | $9.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU6061 | 2043-09-01      | 4.5000%  |  | $2696574.49        | $2622448.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8460 | 2046-12-01      | 3.5000%  |  | $78475.45          | $71312.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  |  | $2288.42           | $1995.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3873 | 2043-07-01      | 3.5000%  |  | $4943134.44        | $4568743.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $22.13             | $20.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7266 | 2054-06-01      | 5.5000%  |  | $13407065.55       | $13319256.73       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4250 | 2054-04-01      | 5.5000%  |  | $1338892.46        | $1346569.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8250 | 2052-11-01      | 4.5000%  |  | $23915395.31       | $22681719.64       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7860 | 2052-08-01      | 5.0000%  |  | $10898586.08       | $10635578.97       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5576 | 2051-07-01      | 2.5000%  |  | $650.37            | $537.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  |  | $32271.01          | $25330.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ7704 | 2054-10-01      | 7.0000%  |  | $329643.79         | $345889.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5444 | 2054-10-01      | 5.5000%  |  | $1327808.37        | $1329186.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3811 | 2054-09-01      | 6.5000%  |  | $71974.25          | $75877.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  |  | $3138538.45        | $3353411.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2714 | 2052-11-01      | 5.5000%  |  | $1025.57           | $1025.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0388 | 2052-04-01      | 4.0000%  |  | $644.49            | $595.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  |  | $1533.68           | $1196.58           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U69902 G | 2043-07-01      | 4.0000%  |  | $658.60            | $623.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4162 | 2053-05-01      | 5.5000%  |  | $7168446.00        | $7185654.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  |  | $898.40            | $849.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4374 | 2055-04-01      | 6.0000%  |  | $2499351.38        | $2546082.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3391 | 2055-02-01      | 5.0000%  |  | $1236140.77        | $1211976.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3038 | 2055-02-01      | 7.0000%  |  | $893.41            | $939.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2767 | 2055-05-01      | 6.0000%  |  | $894.74            | $909.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3531 | 2055-04-01      | 6.0000%  |  | $3429612.71        | $3479219.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2495 | 2055-02-01      | 6.5000%  |  | $41771.23          | $43277.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD2320 | 2055-03-01      | 5.0000%  |  | $6048930.31        | $5932626.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4437 | 2055-03-01      | 6.5000%  |  | $1715938.70        | $1789312.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  |  | $169045.10         | $164103.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $193859.85         | $188547.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  |  | $44537.65          | $42166.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $296612.78         | $295332.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $765.34            | $703.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $25767.44          | $21040.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $745.61            | $581.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $631.32            | $518.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8122 | 2051-01-01      | 2.5000%  |  | $509.97            | $419.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $617.76            | $484.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $1916037.74        | $1925138.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7551 | 2052-01-01      | 3.0000%  |  | $658.82            | $569.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7329 | 2055-01-01      | 6.0000%  |  | $1086372.73        | $1112098.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $144732.09         | $119509.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD6830 | 2054-10-01      | 7.0000%  |  | $12991383.36       | $13677404.90       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  |  | $8866416.51        | $7878302.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  |  | $5133904.96        | $4992521.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  |  | $1800586.43        | $1819711.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1650 | 2055-02-01      | 5.5000%  |  | $1121305.70        | $1116371.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1197 | 2055-01-01      | 6.5000%  |  | $1077776.85        | $1117272.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1701 | 2055-03-01      | 6.5000%  |  | $1381942.22        | $1430047.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD0741 | 2055-02-01      | 4.5000%  |  | $3571043.14        | $3375892.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0105 | 2055-02-01      | 5.5000%  |  | $1199630.89        | $1191771.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9967 | 2055-01-01      | 5.5000%  |  | $2898987.15        | $2898533.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC9954 | 2054-12-01      | 4.5000%  |  | $727.64            | $688.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9292 | 2054-12-01      | 5.0000%  |  | $8333347.41        | $8094911.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC8856 | 2054-12-01      | 6.0000%  |  | $1625712.28        | $1661075.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8149 | 2055-01-01      | 5.5000%  |  | $3211806.90        | $3190764.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8999 | 2055-01-01      | 4.5000%  |  | $996587.27         | $942646.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8953 | 2055-01-01      | 5.0000%  |  | $2026807.01        | $1982413.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6840 | 2054-11-01      | 4.5000%  |  | $889.08            | $840.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  |  | $1339224.09        | $1302298.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC4859 | 2054-10-01      | 6.5000%  |  | $991434.03         | $1024982.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4507 | 2054-10-01      | 5.5000%  |  | $1891.19           | $1886.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC3823 | 2054-11-01      | 4.5000%  |  | $882.30            | $834.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3028 | 2054-10-01      | 5.5000%  |  | $1720.12           | $1721.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC2285 | 2054-10-01      | 5.5000%  |  | $4992020.48        | $5002261.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD3493 | 2052-05-01      | 2.5000%  |  | $2658990.25        | $2194823.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  |  | $10473.51          | $9299.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  |  | $327555.46         | $267501.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0683 | 2051-08-01      | 3.0000%  |  | $42530165.65       | $36999571.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM4914 | 2047-11-01      | 3.5000%  |  | $2782688.18        | $2525616.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  |  | $156487.36         | $142331.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL5571 | 2043-04-01      | 3.5000%  |  | $590.38            | $546.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  |  | $456.99            | $423.61            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61545 G | 2036-10-01      | 5.5000%  |  | $304.80            | $312.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9203 | 2055-04-01      | 6.0000%  |  | $3211898.79        | $3264369.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX1588 | 2054-12-01      | 6.0000%  |  | $4264230.61        | $4347064.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $9405614.99        | $8781488.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  |  | $2623057.81        | $2498056.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $17361388.18       | $17343550.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3673 | 2053-01-01      | 6.0000%  |  | $2286430.99        | $2327445.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2115 | 2052-06-01      | 4.5000%  |  | $38543.92          | $36714.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $7313590.56        | $6507886.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0151 | 2054-11-01      | 5.0000%  |  | $6116688.28        | $5987765.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  |  | $161475.94         | $150128.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5969 | 2050-06-01      | 2.5000%  |  | $117790.52         | $97456.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5816 | 2048-04-01      | 3.5000%  |  | $4007151.80        | $3645704.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4737 | 2049-11-01      | 3.0000%  |  | $11962282.68       | $10289233.84       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3651 | 2032-03-01      | 5.0600%  |  | $894.74            | $916.04            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  |  | $32012.79          | $32523.31          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1387 | 2034-07-01      | 4.8800%  |  | $1091329.32        | $1096185.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLBY9934 | 2053-12-01      | 8.0000%  |  | $132297.84         | $139210.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY9433 | 2053-09-01      | 5.0000%  |  | $311489.37         | $304536.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY6467 | 2053-08-01      | 5.0000%  |  | $7610.18           | $7401.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ2392 | 2054-08-01      | 7.0000%  |  | $1764.32           | $1863.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  |  | $2345.87           | $2335.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3114 | 2054-05-01      | 6.5000%  |  | $959326.19         | $999010.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAU3194 | 2043-07-01      | 2.5000%  |  | $41278.11          | $35938.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY3263 | 2053-06-01      | 5.0000%  |  | $37548.47          | $36645.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  |  | $18694498.72       | $18233469.54       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $150122.07         | $122797.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2038 | 2048-07-01      | 4.0000%  |  | $40206.86          | $37534.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004422 M     | 2039-04-20      | 4.0000%  |  | $451514.10         | $426763.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $9015327.11        | $8457397.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $65.54             | $60.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6124 | 2036-10-01      | 6.5000%  |  | $29.78             | $31.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $877.65            | $829.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN1896 | 2048-10-01      | 5.0000%  |  | $35490.79          | $35098.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY5041 | 2053-07-01      | 4.5000%  |  | $309873.94         | $294162.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $51769.17          | $51893.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6118 | 2053-09-01      | 5.5000%  |  | $33622.47          | $33432.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0178 | 2053-05-01      | 5.0000%  |  | $237156.33         | $231836.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX9234 | 2053-04-01      | 6.5000%  |  | $1446208.94        | $1521336.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9101 | 2053-03-01      | 5.5000%  |  | $719299.76         | $720878.30         | Agency Mortgage-Backed Securities         |

### Security 113: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1816697000.00
- **C.18.a - Value (excl. sponsor support):** $1816697000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $89773414.50       | $87095873.13       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $341080259.45      | $345722421.13      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $43637516.11       | $44077106.23       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $213166946.02      | $212503119.61      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $79479943.92       | $78515589.03       | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN A 26  | 2026-01-15      | 0.6250%  |  | $837898188.15      | $835840981.41      | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $44799142.45       | $47127231.36       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $84010367.16       | $85807680.34       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $123579965.63      | $116340940.05      | U.S. Treasuries (including strips) |

### Security 114: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $590748456.67      | $606989121.83      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $325332373.33      | $328638326.73      | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $85403546.67       | $80658360.87       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $412518400.00      | $411714208.99      | U.S. Treasuries (including strips) |

### Security 115: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.360%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CKDA9397 | 2054-02-01      | 6.0000%  |  | $2133901.13        | $2137345.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0147 | 2046-04-01      | 2.0000%  |  | $78829471.31       | $63149588.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8708 | 2054-07-01      | 6.0000%  |  | $17684334.85       | $18076031.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $4510706.90        | $4220277.52        | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18658 G | 2032-09-01      | 2.5000%  |  | $1995249.73        | $1905658.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7572 | 2050-10-01      | 2.5000%  |  | $3055172.68        | $2520058.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7088 | 2054-01-01      | 6.5000%  |  | $1001042.36        | $1043201.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY3360 | 2053-05-01      | 5.5000%  |  | $5674729.96        | $5701619.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4071 | 2052-06-01      | 5.0000%  |  | $3290326.99        | $3216794.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  |  | $33650.50          | $29424.69          | Agency Mortgage-Backed Securities |

### Security 116: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLDC1774 | 2054-10-01      | 5.5000%  |  | $874539.75         | $873580.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  |  | $79906242.43       | $65951886.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAX7622 | 2045-02-01      | 3.0000%  |  | $304398.17         | $270335.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA7243 | 2052-04-01      | 2.5000%  |  | $3334280.26        | $2787441.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA3544 | 2039-05-01      | 4.0000%  |  | $348148.56         | $336546.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  |  | $129309.81         | $115497.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4774 | 2045-04-01      | 3.0000%  |  | $15354364.39       | $13471023.65       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $7173712.48        | $7331493.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  |  | $64482.97          | $52654.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  |  | $120792.57         | $114581.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7919 | 2052-09-01      | 4.0000%  |  | $135003.70         | $124398.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ3549 | 2054-09-01      | 6.5000%  |  | $701510.73         | $728054.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH1983 | 2053-10-01      | 6.5000%  |  | $1486290.92        | $1561234.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB5014 | 2054-06-01      | 6.0000%  |  | $1236103.37        | $1263898.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH0396 | 2053-09-01      | 6.0000%  |  | $4665254.73        | $4789534.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6430 | 2053-01-01      | 5.5000%  |  | $3716651.54        | $3719608.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  |  | $3438.54           | $3434.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8883 | 2052-09-01      | 5.0000%  |  | $1550609.77        | $1523827.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  |  | $12956566.51       | $12946843.33       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 ZLZT2431 | 2046-09-01      | 3.5000%  |  | $281182.02         | $255963.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  |  | $2977592.54        | $2980157.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4383 | 2052-08-01      | 4.5000%  |  | $9677604.84        | $9196656.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8683 | 2051-01-01      | 2.0000%  |  | $7754164.39        | $6123960.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  |  | $28103.42          | $23327.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  |  | $6022921.78        | $5978146.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7883 | 2054-10-01      | 6.0000%  |  | $628221.52         | $638656.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8444 | 2054-07-01      | 6.0000%  |  | $168432.44         | $172621.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $6020083.41        | $6152623.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI1586 | 2054-03-01      | 5.5000%  |  | $6599722.94        | $6623551.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  |  | $26364.08          | $23386.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA9420 | 2053-07-01      | 5.0000%  |  | $5829605.41        | $5699458.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  |  | $90496.11          | $94216.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO1862 | 2049-08-01      | 3.0000%  |  | $228813.98         | $195289.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4684 | 2052-09-01      | 5.0000%  |  | $42703106.61       | $41876108.77       | Agency Mortgage-Backed Securities |

### Security 117: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $12229120.24       | $11871611.43       | Agency Mortgage-Backed Securities  |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  |  | $24025139.20       | $20058612.74       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  |  | $70291017.39       | $44569776.85       | U.S. Treasuries (including strips) |

### Security 118: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $2095342.86        | $2030916.70        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $12571428.57       | $12288076.98       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $12177995.24       | $8692492.07        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $1426857.14        | $1025612.36        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $2238133.33        | $1508200.20        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $378085.71         | $234354.19         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $7564595.24        | $3887788.65        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $18501738.10       | $11441568.98       | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $8239104.76        | $6004435.32        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $8872495.24        | $6519587.44        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $55960142.86       | $38924024.43       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $2505223.81        | $1838092.29        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $25532152.38       | $19043559.93       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $3375638.10        | $2494224.11        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $28850014.29       | $20039719.61       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $6320757.14        | $5034330.74        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $3312519.05        | $2472861.47        | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $566447.62         | $443608.26         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $5930571.43        | $5583172.41        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $6554952.38        | $5980414.72        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $251900.00         | $242787.84         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  |  | $2838314.29        | $2820288.32        | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $3876661.90        | $4063249.69        | U.S. Treasuries (including strips) |
| USTR 2 TRIB 26        | 2026-01-15      | 2.0000%  |  | $1259048.90        | $1272763.17        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $7883595.24        | $5091455.12        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $5702714.29        | $2757799.98        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $24945957.14       | $17077012.41       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $56890524.44       | $40561795.44       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $77365828.57       | $56575602.29       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $124132800.00      | $127343618.26      | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $45692372.96       | $43383648.93       | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $27629433.33       | $23699133.54       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $86206161.90       | $80623816.30       | U.S. Treasuries (including strips) |

### Security 119: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.360%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNAR XX.XXX HYBZ3827 | 2035-05-01      | 4.7700%  |  | $17535000.00       | $17439706.04       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3771 | 2035-05-01      | 4.4000%  |  | $32133000.00       | $31048718.32       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3690 | 2032-04-01      | 4.4500%  |  | $37822000.00       | $37566085.83       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3446 | 2035-04-01      | 4.5200%  |  | $44700000.00       | $43669804.06       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3246 | 2035-03-01      | 4.7600%  |  | $18503000.00       | $18432585.80       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $9827377.59        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3216 | 2035-03-01      | 5.0900%  |  | $13683000.00       | $13951300.07       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ2842 | 2035-02-01      | 5.0400%  |  | $12470852.50       | $12736107.53       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3544 | 2035-04-01      | 5.0100%  |  | $21976679.78       | $22286503.34       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13244196.24       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $9876873.89        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $49786183.35       | Agency Mortgage-Backed Securities |
| FMAC FMAR 841943 G        | 2055-04-01      | 5.0410%  |  | $12995401.23       | $13034138.00       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0960 | 2034-05-01      | 4.8800%  |  | $8438000.00        | $8501218.43        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $12978645.68       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3549 | 2032-04-01      | 4.9200%  |  | $20853000.00       | $21272089.69       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3739 | 2035-05-01      | 4.6000%  |  | $11000000.00       | $10836205.12       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3484 | 2035-05-01      | 4.6700%  |  | $106360000.00      | $104924559.48      | Agency Mortgage-Backed Securities |
| FMAC FMAR 841934 G        | 2055-04-01      | 5.5290%  |  | $21548935.21       | $21770564.22       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3743 | 2035-05-01      | 4.3200%  |  | $8905000.00        | $8548434.90        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3464 | 2035-04-01      | 4.6050%  |  | $39061000.00       | $38370541.48       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3510 | 2032-04-01      | 4.6900%  |  | $18100000.00       | $18214157.71       | Agency Mortgage-Backed Securities |

### Security 120: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.360%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3400000000.00
- **C.18.a - Value (excl. sponsor support):** $3400000000.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.500 CLQI9068 | 2054-06-01      | 6.5000%  |  | $851.66            | $878.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI7277 | 2054-06-01      | 5.5000%  |  | $1128799.46        | $1140562.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  |  | $361361.67         | $314694.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM5074 | 2047-12-01      | 3.5000%  |  | $1778403.69        | $1600443.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3982 | 2047-08-01      | 4.5000%  |  | $2158167.17        | $2089481.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM1069 | 2046-04-01      | 4.5000%  |  | $75290.30          | $71902.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM0755 | 2046-02-01      | 3.5000%  |  | $28818.87          | $26224.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9003 | 2045-02-01      | 3.5000%  |  | $5104539.92        | $4660850.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  |  | $54.28             | $52.88             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC C04052 G | 2042-06-01      | 3.5000%  |  | $11819098.42       | $10960528.90       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG2677 | 2053-05-01      | 6.5000%  |  | $3256220.19        | $3387677.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0131 | 2053-04-01      | 5.5000%  |  | $798926.31         | $812427.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  |  | $12432290.34       | $12409309.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $4796794.27        | $4884917.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8145 | 2053-02-01      | 6.0000%  |  | $4789412.33        | $4881040.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7754 | 2053-02-01      | 5.5000%  |  | $2766336.30        | $2766957.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $3182910.93        | $3197990.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7454 | 2053-02-01      | 6.0000%  |  | $3338458.18        | $3401669.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7345 | 2053-02-01      | 5.5000%  |  | $829414.82         | $838037.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7057 | 2053-02-01      | 6.0000%  |  | $802697.97         | $833301.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $869.63            | $870.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6520 | 2053-01-01      | 5.5000%  |  | $746.52            | $745.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $7624061.35        | $7616289.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6492 | 2053-01-01      | 6.0000%  |  | $4123.85           | $4194.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  |  | $113331.32         | $102382.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9357 | 2053-08-01      | 6.5000%  |  | $828469.03         | $863592.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8601 | 2053-08-01      | 6.5000%  |  | $857214.02         | $904714.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8306 | 2053-08-01      | 6.0000%  |  | $9926427.35        | $10221434.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6764 | 2053-07-01      | 5.5000%  |  | $96349.07          | $95866.32          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  |  | $320529.94         | $319169.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5634 | 2053-01-01      | 5.5000%  |  | $3570537.33        | $3568839.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5633 | 2053-01-01      | 6.0000%  |  | $9723262.54        | $9883796.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  |  | $389020.41         | $379668.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PSE9103 | 2047-11-01      | 3.0000%  |  | $2939290.42        | $2518826.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PRE6008 | 2049-11-01      | 3.5000%  |  | $41687.79          | $36605.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9580 | 2053-08-01      | 6.5000%  |  | $702542.41         | $739983.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  |  | $4502.57           | $4580.24           | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $184.19            | $188.05            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $4504631.40        | $4591870.60        | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G05097 G | 2038-09-01      | 6.0000%  |  | $1745292.30        | $1827590.39        | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $4559.70           | $4775.30           | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $113.85            | $117.66            | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $1815.37           | $1846.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9301 | 2053-06-01      | 6.0000%  |  | $7770263.24        | $7899788.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9275 | 2053-06-01      | 5.5000%  |  | $6437212.82        | $6409864.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9859 | 2053-09-01      | 6.0000%  |  | $24176185.90       | $24586536.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9850 | 2053-09-01      | 5.5000%  |  | $821.87            | $819.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA8781 | 2053-03-01      | 4.0000%  |  | $8645.39           | $7952.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8743 | 2053-03-01      | 6.0000%  |  | $6643224.20        | $6770357.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA8739 | 2053-03-01      | 6.5000%  |  | $8587281.50        | $9025405.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA8733 | 2053-03-01      | 6.5000%  |  | $3201582.77        | $3323758.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8530 | 2053-02-01      | 4.5000%  |  | $1744.33           | $1662.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8548 | 2053-02-01      | 5.5000%  |  | $35022700.29       | $35188657.32       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5853 | 2053-01-01      | 6.0000%  |  | $22952685.17       | $23520197.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2538 | 2052-01-01      | 2.5000%  |  | $457874.24         | $378052.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBP8820 | 2035-07-01      | 2.5000%  |  | $112844.07         | $105021.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  |  | $541.96            | $476.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBP4253 | 2050-03-01      | 3.5000%  |  | $342582.53         | $302937.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBC4932 | 2031-03-01      | 3.5000%  |  | $88008.44          | $86287.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $176.17            | $168.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2908 | 2045-11-01      | 4.0000%  |  | $144228.15         | $135228.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDD6577 | 2040-05-01      | 5.0000%  |  | $1000.00           | $1006.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5058 | 2055-04-01      | 6.0000%  |  | $1198582.20        | $1225330.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4699 | 2055-03-01      | 6.5000%  |  | $1139426.51        | $1177916.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5342 | 2055-03-01      | 6.0000%  |  | $156798.00         | $159865.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  |  | $1008502.08        | $1065959.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3155 | 2055-02-01      | 6.0000%  |  | $101962.84         | $103639.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3027 | 2055-03-01      | 6.0000%  |  | $998.35            | $1018.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB2442 | 2051-12-01      | 3.5000%  |  | $135625.09         | $121640.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  |  | $58451.37          | $47701.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2375 | 2051-12-01      | 2.5000%  |  | $689766.88         | $569601.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  |  | $157077.52         | $129359.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTCB2136 | 2041-11-01      | 3.0000%  |  | $77380.97          | $68859.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1874 | 2051-10-01      | 3.0000%  |  | $3671818.55        | $3157226.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $2613964.13        | $2620239.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $811.44            | $813.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8290 | 2052-12-01      | 4.5000%  |  | $7610870.33        | $7232640.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8895 | 2053-04-01      | 6.0000%  |  | $20456364.23       | $20774712.98       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7757 | 2052-08-01      | 4.0000%  |  | $414950.92         | $383401.05         | Agency Mortgage-Backed Securities |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $146.23            | $147.80            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $3736.48           | $3754.69           | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $9375.28           | $9471.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR2586 | 2043-02-01      | 3.5000%  |  | $4791312.69        | $4431420.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAR1420 | 2043-01-01      | 4.0000%  |  | $102.89            | $97.96             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  |  | $73420.44          | $65018.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAQ9990 | 2043-02-01      | 2.5000%  |  | $381862.89         | $330888.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ8645 | 2042-12-01      | 3.5000%  |  | $148.12            | $137.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAQ7316 | 2043-01-01      | 2.5000%  |  | $46812.95          | $40563.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAQ7306 | 2043-01-01      | 3.0000%  |  | $180912.76         | $160222.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAQ6972 | 2043-01-01      | 4.0000%  |  | $772452.97         | $729565.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF4956 | 2052-12-01      | 6.5000%  |  | $644.19            | $665.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF4921 | 2052-12-01      | 6.5000%  |  | $6344204.13        | $6543711.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $960946.12         | $940794.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  |  | $154354.13         | $157040.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3558 | 2052-11-01      | 5.5000%  |  | $4109.17           | $4117.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3482 | 2052-11-01      | 5.5000%  |  | $4339726.91        | $4350144.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $4407794.88        | $4386243.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $5589334.11        | $5565610.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0632 | 2052-09-01      | 5.0000%  |  | $7422068.61        | $7220936.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA6086 | 2053-12-01      | 6.0000%  |  | $10064779.99       | $10223726.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA5209 | 2053-12-01      | 7.5000%  |  | $566083.37         | $606043.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4105 | 2053-12-01      | 6.5000%  |  | $2624.05           | $2758.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA2949 | 2053-10-01      | 6.0000%  |  | $19168587.06       | $19466894.99       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA1552 | 2053-09-01      | 7.0000%  |  | $817473.67         | $865770.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA1479 | 2053-09-01      | 7.0000%  |  | $800800.85         | $855025.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA1055 | 2053-10-01      | 6.0000%  |  | $480070.41         | $487475.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0606 | 2053-11-01      | 6.0000%  |  | $3173881.61        | $3223639.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  |  | $73446.64          | $76586.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4730 | 2055-02-01      | 6.0000%  |  | $1005955.99        | $1033031.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5296 | 2054-11-01      | 4.5000%  |  | $1166587.71        | $1105344.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2541 | 2054-09-01      | 6.5000%  |  | $448971.74         | $472027.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2469 | 2054-10-01      | 5.5000%  |  | $2371400.34        | $2370808.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  |  | $5834256.37        | $5841208.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDC1514 | 2054-08-01      | 7.5000%  |  | $591777.05         | $631251.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $574587.75         | $598611.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  |  | $539983.18         | $549935.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB8122 | 2054-07-01      | 5.5000%  |  | $3642.22           | $3618.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB7864 | 2054-07-01      | 5.5000%  |  | $983.28            | $976.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB6631 | 2054-06-01      | 6.0000%  |  | $5246818.83        | $5322028.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBY5041 | 2053-07-01      | 4.5000%  |  | $519494.55         | $493154.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $881.62            | $876.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB5950 | 2054-06-01      | 6.0000%  |  | $24242.37          | $24886.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5938 | 2054-06-01      | 5.5000%  |  | $8356387.21        | $8330846.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB2847 | 2055-01-01      | 5.0000%  |  | $1228539.91        | $1194900.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3477 | 2054-06-01      | 6.0000%  |  | $16816266.86       | $17172760.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0712 | 2054-04-01      | 7.0000%  |  | $257479.55         | $271121.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0258 | 2054-03-01      | 5.5000%  |  | $5490841.56        | $5454885.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA8030 | 2054-02-01      | 6.0000%  |  | $1823.92           | $1856.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  |  | $1079427.08        | $1074391.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4499 | 2053-06-01      | 6.0000%  |  | $1247323.29        | $1274975.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY1829 | 2053-05-01      | 5.5000%  |  | $1080464.65        | $1077988.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY1413 | 2053-11-01      | 5.5000%  |  | $2724718.83        | $2708451.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY1719 | 2053-05-01      | 6.0000%  |  | $23599.19          | $23936.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  |  | $1395600.73        | $1365264.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9928 | 2052-09-01      | 5.0000%  |  | $794.46            | $775.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9091 | 2052-08-01      | 5.0000%  |  | $3221480.27        | $3142034.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8617 | 2052-09-01      | 5.0000%  |  | $8527126.54        | $8350033.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  |  | $11473777.01       | $10572525.85       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $71494.52          | $67941.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $272.09            | $256.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ4811 | 2042-11-01      | 3.5000%  |  | $50505.82          | $46648.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  |  | $136.01            | $125.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  |  | $23254.72          | $21962.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP4793 | 2042-09-01      | 3.5000%  |  | $336.72            | $311.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2126 | 2042-08-01      | 3.5000%  |  | $8454452.38        | $7836165.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP1944 | 2042-08-01      | 3.5000%  |  | $9307912.50        | $8579963.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAO9750 | 2042-08-01      | 3.0000%  |  | $114.89            | $102.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO7949 | 2032-06-01      | 3.5000%  |  | $1322497.59        | $1297796.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7706 | 2042-07-01      | 3.5000%  |  | $7930100.18        | $7342618.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8046 | 2042-07-01      | 3.5000%  |  | $522.83            | $484.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO6522 | 2042-06-01      | 3.5000%  |  | $309.13            | $284.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6087 | 2052-07-01      | 4.5000%  |  | $2279522.74        | $2184254.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5508 | 2052-07-01      | 5.0000%  |  | $83763.15          | $82880.27          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63950 G | 2049-06-01      | 4.0000%  |  | $7086295.87        | $6651142.19        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62179 G | 2049-03-01      | 4.5000%  |  | $6698516.99        | $6442975.27        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  |  | $2624.02           | $2392.58           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35744 G | 2045-09-01      | 3.5000%  |  | $10061807.80       | $9176544.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  |  | $3181.98           | $2848.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF0422 | 2052-09-01      | 4.5000%  |  | $226887.65         | $215613.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.450 CA841758 | 2035-08-01      | 5.4500%  |  | $27660.44          | $27681.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6817 | 2052-02-01      | 2.5000%  |  | $9088535.51        | $7483553.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA4175 | 2050-12-01      | 2.5000%  |  | $1295827.53        | $1070481.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA3586 | 2050-09-01      | 4.0000%  |  | $4664.27           | $4320.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  |  | $1267.51           | $1089.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  |  | $1850.43           | $1914.66           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ5121 | 2054-09-01      | 5.5000%  |  | $1115306.66        | $1115046.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ3182 | 2054-09-01      | 5.5000%  |  | $1283301.52        | $1285934.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ2244 | 2054-08-01      | 6.0000%  |  | $1890.37           | $1925.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH7506 | 2054-01-01      | 7.5000%  |  | $962719.67         | $1032090.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH7499 | 2053-12-01      | 7.5000%  |  | $1279249.99        | $1372167.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH7472 | 2054-01-01      | 7.5000%  |  | $3340613.53        | $3608249.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH6581 | 2053-12-01      | 7.5000%  |  | $948154.68         | $1015494.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH6453 | 2053-12-01      | 6.5000%  |  | $6694193.33        | $7014102.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH7179 | 2053-12-01      | 7.0000%  |  | $700801.88         | $748306.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH6079 | 2053-12-01      | 7.5000%  |  | $106179.03         | $114036.45         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q33779 G | 2045-06-01      | 4.0000%  |  | $3162.35           | $2966.66           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q24959 G | 2044-02-01      | 4.5000%  |  | $1349510.09        | $1308586.20        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V84373 G | 2048-06-01      | 4.0000%  |  | $710491.81         | $665044.65         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  |  | $9179311.33        | $8608378.56        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U50689 G | 2033-07-01      | 3.5000%  |  | $430869.86         | $417623.39         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U99151 G | 2046-12-01      | 4.0000%  |  | $16947164.55       | $15879022.43       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U99117 G | 2045-02-01      | 4.0000%  |  | $3528181.50        | $3323350.18        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC U80234 G | 2033-03-01      | 3.0000%  |  | $112.03            | $106.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4336 | 2053-11-01      | 6.0000%  |  | $263865.70         | $270558.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3901 | 2053-08-01      | 6.5000%  |  | $840.11            | $879.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL781592 | 2034-10-01      | 6.0000%  |  | $559366.13         | $582889.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $167391.44         | $169715.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL758527 | 2034-03-01      | 5.0000%  |  | $64601.15          | $65226.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL735795 | 2035-06-01      | 5.0000%  |  | $109965.26         | $110404.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL704522 | 2033-06-01      | 5.5000%  |  | $158949.80         | $160956.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ1193 | 2045-05-01      | 3.5000%  |  | $8195274.99        | $7467628.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY9314 | 2045-05-01      | 3.0000%  |  | $693306.56         | $606533.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7018 | 2045-04-01      | 3.0000%  |  | $15063889.37       | $13222399.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $772.90            | $636.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1667 | 2051-09-01      | 2.5000%  |  | $29013473.18       | $23965241.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTCB1337 | 2041-08-01      | 2.0000%  |  | $43292.77          | $36531.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1105 | 2051-07-01      | 2.0000%  |  | $772.10            | $607.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1672 | 2051-09-01      | 2.5000%  |  | $763.79            | $628.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0632 | 2036-05-01      | 2.0000%  |  | $8593221.89        | $7802423.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB0543 | 2051-05-01      | 3.5000%  |  | $561.33            | $502.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  |  | $910152.54         | $750099.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0178 | 2051-04-01      | 2.5000%  |  | $19799205.64       | $16158763.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCB0131 | 2051-04-01      | 1.5000%  |  | $3639666.81        | $2691229.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  |  | $40539.52          | $31913.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0828 | 2051-06-01      | 2.0000%  |  | $16809452.63       | $13197994.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA9281 | 2051-02-01      | 2.5000%  |  | $969023.59         | $804083.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9209 | 2051-02-01      | 2.0000%  |  | $7012.20           | $5521.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7595 | 2050-11-01      | 2.0000%  |  | $6124163.20        | $4771354.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $814.64            | $638.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9533 | 2053-03-01      | 6.0000%  |  | $768746.52         | $796020.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9232 | 2053-04-01      | 6.0000%  |  | $2532801.26        | $2577257.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX8673 | 2053-04-01      | 5.0000%  |  | $544657.86         | $529529.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX8093 | 2053-04-01      | 4.5000%  |  | $1142128.82        | $1080835.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6434 | 2053-02-01      | 5.5000%  |  | $4806058.22        | $4790868.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $906514.63         | $919774.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4216 | 2053-01-01      | 5.5000%  |  | $662.92            | $662.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  |  | $1245824.76        | $1214144.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX3618 | 2052-12-01      | 5.5000%  |  | $862342.15         | $866860.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX2365 | 2053-02-01      | 6.5000%  |  | $2982332.37        | $3102872.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2204 | 2052-11-01      | 5.0000%  |  | $8524792.78        | $8352129.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBX1940 | 2053-01-01      | 7.0000%  |  | $371454.51         | $394256.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $270573.56         | $255532.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  |  | $1195369.86        | $1216943.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  |  | $412359.13         | $428271.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $143504.82         | $144194.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  |  | $14130316.02       | $11141148.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  |  | $24891281.87       | $19595988.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA9100 | 2035-12-01      | 3.0000%  |  | $49370.35          | $47599.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  |  | $3461796.53        | $2725960.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $261.77            | $229.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7567 | 2045-01-01      | 3.5000%  |  | $19864636.70       | $18170748.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAX6888 | 2029-11-01      | 3.5000%  |  | $341375.05         | $335410.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  |  | $255.77            | $240.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAX1056 | 2034-10-01      | 3.5000%  |  | $655873.05         | $630266.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW9162 | 2029-08-01      | 3.5000%  |  | $102054.99         | $100814.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW7421 | 2042-01-01      | 4.0000%  |  | $450.74            | $429.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAW4718 | 2034-06-01      | 4.5000%  |  | $184026.40         | $183362.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAV7005 | 2029-08-01      | 3.0000%  |  | $244474.47         | $239346.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAV3965 | 2034-01-01      | 4.5000%  |  | $46967.64          | $46806.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU5139 | 2043-08-01      | 3.5000%  |  | $175920.22         | $162231.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAU4278 | 2043-09-01      | 2.5000%  |  | $40529.64          | $34658.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAU3826 | 2026-12-01      | 3.0000%  |  | $27667.88          | $27451.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU1636 | 2043-07-01      | 3.5000%  |  | $150126.28         | $138694.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU0955 | 2043-08-01      | 3.5000%  |  | $60426.67          | $55825.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  |  | $4620425.58        | $4275291.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT8906 | 2043-07-01      | 3.5000%  |  | $34829.99          | $32148.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  |  | $22398209.38       | $19924342.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT7607 | 2043-06-01      | 3.5000%  |  | $561448.40         | $519040.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  |  | $1594388.11        | $1322669.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $1567.79           | $1220.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  |  | $9515036.97        | $7497146.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0497 | 2055-01-01      | 4.5000%  |  | $4466994.61        | $4222886.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  |  | $966.69            | $982.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0397 | 2054-12-01      | 5.0000%  |  | $3738533.68        | $3648172.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA0297 | 2053-10-01      | 3.0000%  |  | $3794773.91        | $3243285.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  |  | $335772.70         | $304025.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO8662 | 2050-03-01      | 3.0000%  |  | $49069.12          | $42189.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO7311 | 2050-02-01      | 4.0000%  |  | $1679.44           | $1576.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO6164 | 2050-01-01      | 3.0000%  |  | $99777.25          | $85815.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO5799 | 2049-09-01      | 5.0000%  |  | $34651.41          | $34752.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO5387 | 2049-12-01      | 3.5000%  |  | $254325.66         | $229365.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO3192 | 2049-10-01      | 3.0000%  |  | $81931.35          | $70578.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2977 | 2049-09-01      | 3.5000%  |  | $186876.19         | $167896.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  |  | $52721.13          | $50576.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  |  | $3313272.91        | $3183806.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  |  | $75020.94          | $73916.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2581 | 2052-08-01      | 4.0000%  |  | $6062740.18        | $5586513.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1121 | 2055-02-01      | 5.0000%  |  | $10122774.43       | $9891406.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  |  | $978.43            | $995.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0671 | 2052-05-01      | 2.5000%  |  | $991.90            | $816.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0664 | 2052-04-01      | 2.5000%  |  | $8838.18           | $7294.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $1777770.53        | $1766123.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  |  | $5553.73           | $5653.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  |  | $1756968.92        | $1748698.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7069 | 2045-02-01      | 3.5000%  |  | $10778711.02       | $9978924.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4839 | 2048-10-01      | 4.0000%  |  | $61411.56          | $57400.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  |  | $47372.61          | $47032.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1561 | 2054-04-01      | 6.5000%  |  | $6085082.61        | $6288416.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA4885 | 2034-12-01      | 3.0000%  |  | $312.97            | $298.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $9711714.27        | $9713788.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $6072303.24        | $5501970.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6742 | 2053-07-01      | 5.5000%  |  | $1503.36           | $1504.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3VZT1166 | 2043-11-01      | 3.0000%  |  | $159367.84         | $141144.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW4881 | 2053-04-01      | 5.5000%  |  | $749.68            | $755.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8448 | 2052-08-01      | 4.5000%  |  | $6392.60           | $6053.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8356 | 2054-04-01      | 6.5000%  |  | $853.41            | $889.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8523 | 2051-01-01      | 2.0000%  |  | $1458.74           | $1142.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL8167 | 2044-06-01      | 4.0000%  |  | $5301855.57        | $5010196.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBY2930 | 2053-06-01      | 4.5000%  |  | $796553.84         | $754050.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4525 | 2045-03-01      | 3.5000%  |  | $2706809.58        | $2469853.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8755 | 2053-03-01      | 5.5000%  |  | $82436.27          | $82164.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY8420 | 2045-08-01      | 3.5000%  |  | $18888462.54       | $17223169.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  |  | $1395036.59        | $1320792.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  |  | $38847.06          | $36242.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  |  | $9320756.62        | $9327798.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5324 | 2052-12-01      | 6.5000%  |  | $3902547.26        | $4050126.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  |  | $1936.61           | $1518.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2779 | 2054-09-01      | 5.5000%  |  | $1256678.03        | $1253466.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY4264 | 2045-06-01      | 3.5000%  |  | $357.73            | $326.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8125 | 2053-07-01      | 6.0000%  |  | $12265374.19       | $12285174.59       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1877 | 2053-05-01      | 6.0000%  |  | $330780.94         | $336164.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $12533275.85       | $12520498.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $6330.71           | $6469.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  |  | $329719.91         | $297876.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB4925 | 2052-10-01      | 6.0000%  |  | $20282182.77       | $20659782.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8004 | 2046-09-01      | 3.0000%  |  | $22576817.00       | $19723032.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  |  | $168035.33         | $166840.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  |  | $308303.01         | $294357.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  |  | $214523.12         | $218033.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  |  | $184990.63         | $178468.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN5340 | 2049-03-01      | 5.0000%  |  | $5743732.86        | $5688832.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN4482 | 2049-01-01      | 5.5000%  |  | $217577.24         | $218300.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  |  | $224136.81         | $219890.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2985 | 2048-11-01      | 4.5000%  |  | $1183733.13        | $1148069.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  |  | $480.34            | $463.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBM7085 | 2052-04-01      | 3.5000%  |  | $64698.09          | $56447.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE4420 | 2052-06-01      | 4.5000%  |  | $952352.46         | $903380.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  |  | $13951.69          | $12408.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  |  | $4964.24           | $5078.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4385 | 2053-10-01      | 6.0000%  |  | $12607409.77       | $13008909.53       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH5988 | 2053-12-01      | 6.0000%  |  | $3229414.20        | $3324305.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH5740 | 2053-12-01      | 7.5000%  |  | $693009.85         | $756548.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5639 | 2053-12-01      | 6.5000%  |  | $6360917.04        | $6664918.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5456 | 2053-12-01      | 6.5000%  |  | $6933356.23        | $7242279.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7141 | 2042-07-01      | 3.5000%  |  | $26280641.33       | $24342061.49       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO4163 | 2042-06-01      | 3.5000%  |  | $677261.34         | $624294.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8011 | 2050-12-01      | 2.0000%  |  | $692.09            | $547.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA7056 | 2050-09-01      | 3.5000%  |  | $204190.66         | $185077.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA7048 | 2050-09-01      | 3.0000%  |  | $3191899.52        | $2756986.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6988 | 2050-09-01      | 2.5000%  |  | $6925.42           | $5749.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6931 | 2050-09-01      | 2.5000%  |  | $522.73            | $430.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA6746 | 2050-08-01      | 3.5000%  |  | $2698665.46        | $2441184.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6645 | 2050-08-01      | 3.0000%  |  | $57726.71          | $49618.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  |  | $927.01            | $800.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6490 | 2050-07-01      | 2.0000%  |  | $25744776.92       | $20197295.25       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6417 | 2050-07-01      | 3.0000%  |  | $960.06            | $829.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA7144 | 2035-09-01      | 2.5000%  |  | $4822.21           | $4483.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $149635.74         | $123426.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA6120 | 2050-05-01      | 5.0000%  |  | $76219.22          | $74922.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8819 | 2051-02-01      | 2.0000%  |  | $5942504.19        | $4678332.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $439854.43         | $346355.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $116457.66         | $107591.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA8627 | 2051-01-01      | 3.5000%  |  | $2785.28           | $2504.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8594 | 2051-01-01      | 2.5000%  |  | $13189.64          | $10941.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA8563 | 2051-01-01      | 1.5000%  |  | $6993633.74        | $5179907.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2145 | 2051-11-01      | 2.0000%  |  | $669739.34         | $537423.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRBM4482 | 2043-01-01      | 4.0000%  |  | $176887.00         | $167059.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  |  | $16907211.04       | $17019788.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8793 | 2047-02-01      | 3.0000%  |  | $9195521.24        | $8033011.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD2446 | 2047-01-01      | 3.0000%  |  | $56535.18          | $49342.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3UZM9942 | 2028-07-01      | 2.5000%  |  | $98.12             | $95.32             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH7627 | 2054-01-01      | 7.5000%  |  | $4253620.53        | $4564907.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5159 | 2054-11-01      | 5.5000%  |  | $1160822.93        | $1160532.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  |  | $19113592.52       | $18601573.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9249 | 2051-02-01      | 2.0000%  |  | $9325382.04        | $7341547.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9940 | 2047-07-01      | 3.5000%  |  | $18657120.94       | $16950114.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC1949 | 2054-09-01      | 5.0000%  |  | $2905767.83        | $2826053.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB9190 | 2054-09-01      | 7.5000%  |  | $5802962.08        | $6227133.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBJ9181 | 2048-05-01      | 5.0000%  |  | $142134.66         | $140687.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  |  | $178219.69         | $168689.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $176361.52         | $176681.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4694 | 2054-01-01      | 6.5000%  |  | $326316.67         | $338165.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6132 | 2053-04-01      | 4.5000%  |  | $1773.41           | $1682.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1787 | 2051-10-01      | 2.0000%  |  | $86322.50          | $67196.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  |  | $1352998.73        | $1341215.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  |  | $110939.35         | $100195.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $980.97            | $975.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 REBM6499 | 2048-10-01      | 3.0000%  |  | $84495.93          | $74275.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0101 | 2053-05-01      | 5.5000%  |  | $971631.66         | $979442.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA1585 | 2038-04-01      | 4.0000%  |  | $2506808.53        | $2451172.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7944 | 2052-08-01      | 5.0000%  |  | $8044910.77        | $7853963.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8504 | 2051-01-01      | 2.0000%  |  | $14134116.91       | $11003171.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY6402 | 2053-08-01      | 6.0000%  |  | $4936180.38        | $5058209.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU1238 | 2052-03-01      | 2.0000%  |  | $824.14            | $641.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9028 | 2054-08-01      | 6.5000%  |  | $4863961.06        | $5047269.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8750 | 2051-02-01      | 2.0000%  |  | $37199406.31       | $29112594.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  |  | $12458985.24       | $12847659.89       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6495 | 2053-01-01      | 6.0000%  |  | $5525734.43        | $5606561.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6884 | 2053-08-01      | 6.5000%  |  | $14958270.44       | $15524547.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX5080 | 2053-01-01      | 6.0000%  |  | $753.58            | $767.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3248 | 2052-04-01      | 3.5000%  |  | $2404160.18        | $2137616.82        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G61410 G | 2048-05-01      | 4.5000%  |  | $18076584.55       | $17446362.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $237848.95         | $226733.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  |  | $3267955.28        | $3187366.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  |  | $4423293.87        | $4683012.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8524 | 2051-01-01      | 2.0000%  |  | $8750485.10        | $6853800.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  |  | $10835819.51       | $8562985.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8460 | 2051-01-01      | 2.5000%  |  | $361636.29         | $297970.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8459 | 2051-01-01      | 2.0000%  |  | $1577.09           | $1227.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8285 | 2050-12-01      | 3.0000%  |  | $18448328.42       | $16089297.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  |  | $301075.95         | $236394.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8928 | 2051-02-01      | 2.0000%  |  | $7254365.41        | $5711935.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 REBM6090 | 2049-07-01      | 3.0000%  |  | $110209.67         | $96886.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  |  | $796840.08         | $768937.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1159 | 2052-11-01      | 5.5000%  |  | $2765245.86        | $2762966.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX0552 | 2052-10-01      | 5.0000%  |  | $17666167.42       | $17324040.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW8586 | 2052-10-01      | 4.5000%  |  | $606942.62         | $579868.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8946 | 2052-09-01      | 5.0000%  |  | $1546.91           | $1514.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8911 | 2052-10-01      | 5.0000%  |  | $4577877.36        | $4460755.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  |  | $331706.33         | $326669.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  |  | $38464.80          | $37652.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7139 | 2052-07-01      | 5.0000%  |  | $1312.68           | $1280.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7112 | 2052-11-01      | 5.0000%  |  | $1648.24           | $1613.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9982 | 2055-02-01      | 5.5000%  |  | $75993.52          | $75854.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9743 | 2055-01-01      | 6.5000%  |  | $12181780.34       | $12662036.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9741 | 2055-01-01      | 6.0000%  |  | $1118.68           | $1137.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $28653251.29       | $28505215.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS6931 | 2046-04-01      | 3.0000%  |  | $8362469.40        | $7318445.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6597 | 2046-02-01      | 4.0000%  |  | $5401017.07        | $5055563.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6519 | 2046-01-01      | 3.5000%  |  | $8800861.72        | $8013848.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6464 | 2046-01-01      | 3.5000%  |  | $55090.54          | $50164.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $252.27            | $229.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6077 | 2045-10-01      | 3.5000%  |  | $8102926.10        | $7378398.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5566 | 2045-08-01      | 3.5000%  |  | $5558269.18        | $5071656.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5525 | 2045-07-01      | 3.5000%  |  | $10765832.08       | $9803274.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6281 | 2045-12-01      | 3.5000%  |  | $751642.81         | $684751.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6192 | 2045-11-01      | 3.5000%  |  | $10442484.75       | $9508743.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY2300 | 2055-05-01      | 6.0000%  |  | $4973790.06        | $5079599.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  |  | $702869.05         | $696528.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  |  | $4253069.49        | $4329827.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  |  | $625355.34         | $585928.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  |  | $185419.36         | $168383.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQMA1611 | 2043-10-01      | 4.0000%  |  | $24643.19          | $23303.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBT9555 | 2051-10-01      | 2.0000%  |  | $920222.49         | $732280.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  |  | $37606.42          | $35644.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4162 | 2053-05-01      | 5.5000%  |  | $6465247.76        | $6480767.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  |  | $738.76            | $578.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP2977 | 2050-04-01      | 3.5000%  |  | $202100.43         | $181397.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  |  | $903367.87         | $772820.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $738.18            | $766.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5911 | 2045-10-01      | 3.5000%  |  | $9086859.34        | $8274234.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  |  | $4332126.09        | $4183144.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9156 | 2052-09-01      | 4.5000%  |  | $3272366.67        | $3099179.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ6610 | 2045-12-01      | 3.5000%  |  | $8823099.31        | $8034088.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  |  | $185.73            | $169.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  |  | $202548.87         | $197957.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD3768 | 2052-06-01      | 3.5000%  |  | $214066.02         | $190662.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  |  | $733222.29         | $572757.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA7087 | 2050-09-01      | 4.5000%  |  | $60894.06          | $57865.19          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ5120 | 2054-10-01      | 5.5000%  |  | $1774.51           | $1786.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD5039 | 2047-02-01      | 3.5000%  |  | $26375937.29       | $23962761.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  |  | $1294304.73        | $1225806.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6202 | 2052-08-01      | 5.0000%  |  | $3934744.54        | $3868466.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  |  | $1618.23           | $1729.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8930 | 2054-08-01      | 6.0000%  |  | $985.98            | $1011.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $3608265.31        | $3527713.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1348 | 2052-11-01      | 5.0000%  |  | $2920392.14        | $2871737.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8816 | 2053-03-01      | 6.0000%  |  | $2565417.47        | $2634438.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  |  | $20085860.66       | $18118419.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA8387 | 2035-12-01      | 2.5000%  |  | $190608.27         | $177208.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6490 | 2053-01-01      | 6.0000%  |  | $4968824.08        | $5088415.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $6481903.20        | $5357564.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM1239 | 2032-02-01      | 3.5000%  |  | $27774.93          | $27363.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA3673 | 2053-10-01      | 7.5000%  |  | $818578.73         | $883468.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7046 | 2053-02-01      | 6.0000%  |  | $4293951.04        | $4380059.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 ZK310191 | 2041-05-01      | 4.5000%  |  | $405069.67         | $386890.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  |  | $8208.84           | $6487.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $934.74            | $957.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $759.00            | $771.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA1454 | 2053-09-01      | 5.5000%  |  | $342154.82         | $341711.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  |  | $8786.39           | $6921.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  |  | $5133532.63        | $4674545.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6107 | 2053-04-01      | 6.5000%  |  | $6287776.84        | $6533327.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8891 | 2051-02-01      | 2.0000%  |  | $717.31            | $561.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0419 | 2048-02-01      | 3.5000%  |  | $14336755.96       | $13041995.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT7961 | 2052-11-01      | 6.0000%  |  | $3336458.66        | $3400322.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT8087 | 2053-04-01      | 6.0000%  |  | $6425981.30        | $6544517.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT4813 | 2051-07-01      | 2.5000%  |  | $614643.97         | $510156.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBT4423 | 2036-11-01      | 3.0000%  |  | $726007.61         | $686855.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT1286 | 2051-07-01      | 2.5000%  |  | $301058.56         | $248356.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7802 | 2051-04-01      | 2.0000%  |  | $754.45            | $595.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  |  | $1491752.76        | $1167739.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR6515 | 2051-04-01      | 2.0000%  |  | $68649.40          | $54066.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR4728 | 2051-03-01      | 2.5000%  |  | $1063.80           | $872.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR2231 | 2051-08-01      | 2.0000%  |  | $802.63            | $626.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR2619 | 2051-02-01      | 2.0000%  |  | $669.73            | $527.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1017 | 2051-05-01      | 2.0000%  |  | $905.11            | $712.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CICB7382 | 2038-10-01      | 5.0000%  |  | $1021368.64        | $1027113.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $919.27            | $914.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  |  | $19171388.92       | $19058115.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  |  | $855.73            | $908.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8029 | 2054-02-01      | 7.0000%  |  | $8492595.27        | $9044714.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7734 | 2050-11-01      | 2.5000%  |  | $575.52            | $471.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7716 | 2050-11-01      | 2.0000%  |  | $2148.69           | $1692.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7713 | 2050-11-01      | 2.0000%  |  | $677.45            | $530.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7743 | 2050-11-01      | 2.5000%  |  | $736816.63         | $602091.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7703 | 2050-11-01      | 2.0000%  |  | $303327.59         | $239943.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7704 | 2050-11-01      | 2.0000%  |  | $72855021.17       | $57631025.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6879 | 2053-08-01      | 6.0000%  |  | $145302.19         | $147641.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  |  | $867.53            | $869.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6702 | 2053-07-01      | 6.0000%  |  | $9666744.61        | $10021633.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  |  | $6421764.75        | $6464871.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  |  | $19898023.25       | $19594733.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  |  | $416281.71         | $434547.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $7576928.71        | $7217630.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6517 | 2053-06-01      | 5.0000%  |  | $43503847.86       | $42585254.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4982 | 2045-05-01      | 3.0000%  |  | $23406950.42       | $20555344.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT6311 | 2043-06-01      | 3.5000%  |  | $5365674.33        | $4961523.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  |  | $7021797.01        | $6672827.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  |  | $3169361.14        | $3091197.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBW4993 | 2053-03-01      | 2.5000%  |  | $508107.93         | $414728.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3678 | 2052-07-01      | 5.0000%  |  | $2889467.32        | $2845376.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW2275 | 2052-08-01      | 5.0000%  |  | $926498.38         | $903648.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  |  | $2105.41           | $2052.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW1412 | 2052-12-01      | 6.0000%  |  | $1423.01           | $1468.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8808 | 2053-08-01      | 6.5000%  |  | $601041.38         | $625027.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  |  | $6715890.70        | $6600496.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT5918 | 2051-09-01      | 2.5000%  |  | $1521510.58        | $1264020.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAL8620 | 2035-02-01      | 3.0000%  |  | $272383.68         | $256117.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  |  | $1600695.54        | $1256437.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4389 | 2052-08-01      | 4.5000%  |  | $108900941.74      | $103489000.54      | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $37434480.13       | $34991439.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  |  | $7966092.29        | $7993563.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5407 | 2053-12-01      | 6.5000%  |  | $767.98            | $797.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBD8428 | 2046-09-01      | 2.5000%  |  | $114562.38         | $95633.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBV9027 | 2037-04-01      | 1.5000%  |  | $83858.26          | $73569.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $271.88            | $234.99            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q41962 G | 2046-07-01      | 3.5000%  |  | $3013246.48        | $2745626.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5765 | 2045-09-01      | 3.5000%  |  | $17769599.69       | $16180756.59       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5597 | 2053-01-01      | 6.0000%  |  | $3905971.55        | $4060461.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0578 | 2051-05-01      | 2.5000%  |  | $32227209.43       | $26642584.95       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2169 | 2052-09-01      | 5.0000%  |  | $41420.07          | $40407.47          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2021 | 2041-09-01      | 4.0000%  |  | $8765125.28        | $8360231.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9740 | 2055-01-01      | 5.5000%  |  | $41120.59          | $40897.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8886 | 2054-12-01      | 5.0000%  |  | $1115285.00        | $1085279.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD3926 | 2055-02-01      | 7.0000%  |  | $1291831.66        | $1360208.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD1950 | 2055-02-01      | 6.0000%  |  | $601242.71         | $620007.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTBU5708 | 2045-02-01      | 5.5000%  |  | $2609151.32        | $2637451.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  |  | $303.99            | $294.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  |  | $44923849.10       | $45693544.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  |  | $281.25            | $254.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  |  | $809.95            | $828.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAK1100 | 2027-02-01      | 3.5000%  |  | $88929.33          | $88148.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  |  | $243507.84         | $238411.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  |  | $149790.96         | $145958.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $1935.97           | $1940.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1442 | 2052-06-01      | 4.5000%  |  | $1459.84           | $1382.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1016 | 2051-07-01      | 2.0000%  |  | $4744.10           | $3733.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6568 | 2042-04-01      | 3.5000%  |  | $343862.58         | $318317.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9945 | 2052-06-01      | 3.5000%  |  | $44203.41          | $39405.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA6871 | 2035-08-01      | 2.5000%  |  | $305326.18         | $283208.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  |  | $440.45            | $399.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 RIAZ9181 | 2030-09-01      | 2.5000%  |  | $60542.80          | $57982.98          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q59063 G | 2048-10-01      | 4.5000%  |  | $4963478.42        | $4775853.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI2761 | 2054-04-01      | 5.0000%  |  | $2801970.58        | $2739460.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9651 | 2054-12-01      | 5.0000%  |  | $4839945.44        | $4707320.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  |  | $4406375.10        | $4406615.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9516 | 2054-11-01      | 6.5000%  |  | $16393485.55       | $17133964.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  |  | $977.64            | $950.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  |  | $6754.34           | $6471.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9408 | 2054-10-01      | 6.0000%  |  | $11592293.96       | $11762750.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  |  | $5795.79           | $5800.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9308 | 2054-10-01      | 5.0000%  |  | $48201.58          | $47159.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9212 | 2054-09-01      | 5.5000%  |  | $8523228.53        | $8475264.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $11744842.96       | $11678749.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB9187 | 2054-09-01      | 7.5000%  |  | $4706243.15        | $5113199.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $3152748.79        | $3151107.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  |  | $3777.00           | $3915.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9029 | 2054-08-01      | 6.5000%  |  | $9443.65           | $9815.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  |  | $33090.10          | $33018.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5247 | 2045-06-01      | 3.5000%  |  | $38067224.88       | $34687405.15       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $121120.16         | $100012.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $9830448.91        | $9768591.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  |  | $1850.19           | $1907.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5522 | 2054-05-01      | 6.0000%  |  | $37090.70          | $38452.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5388 | 2054-04-01      | 5.0000%  |  | $2632502.77        | $2572670.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3384 | 2053-07-01      | 5.5000%  |  | $8780536.51        | $8771585.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  |  | $53941.11          | $54070.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  |  | $2492528.33        | $2122778.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2567 | 2052-09-01      | 4.5000%  |  | $255628.21         | $242925.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2323 | 2053-02-01      | 6.0000%  |  | $1599.37           | $1637.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  |  | $1402692.10        | $1407077.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1561 | 2052-09-01      | 5.0000%  |  | $1036771.70        | $1008993.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  |  | $28793.21          | $24673.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  |  | $12588.47          | $11682.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTZS9115 | 2028-05-01      | 6.0000%  |  | $41572.21          | $42166.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4685 | 2046-09-01      | 4.5000%  |  | $98530.95          | $94969.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5526 | 2048-02-01      | 3.5000%  |  | $61943.66          | $56268.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $319325.47         | $277089.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4922 | 2045-05-01      | 3.5000%  |  | $14267135.39       | $13003387.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5362 | 2045-07-01      | 3.5000%  |  | $514.39            | $469.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAR8635 | 2043-03-01      | 3.0000%  |  | $9389347.30        | $8338723.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 PLAR8194 | 2043-02-01      | 3.5000%  |  | $143031.79         | $131705.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 PLAR8153 | 2042-12-01      | 3.0000%  |  | $504812.00         | $447718.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  |  | $443.15            | $395.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7691 | 2053-02-01      | 6.0000%  |  | $9642684.31        | $9857025.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  |  | $948.27            | $870.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH6454 | 2053-12-01      | 6.0000%  |  | $8692342.12        | $8948012.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  |  | $1598649.50        | $1258732.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5367 | 2052-12-01      | 5.5000%  |  | $13604593.60       | $13621348.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2605 | 2052-01-01      | 2.0000%  |  | $60931584.41       | $47793705.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3166 | 2054-10-01      | 5.5000%  |  | $2455501.13        | $2445096.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7233 | 2046-05-01      | 3.0000%  |  | $8601445.72        | $7524903.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9174 | 2051-02-01      | 2.0000%  |  | $6715851.24        | $5287873.97        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q42605 G | 2046-08-01      | 4.0000%  |  | $590173.86         | $553097.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS6911 | 2031-03-01      | 3.0000%  |  | $539210.90         | $523934.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9331 | 2054-10-01      | 5.5000%  |  | $11364695.91       | $11346098.22       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  |  | $136488.29         | $122924.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8581 | 2054-11-01      | 6.5000%  |  | $419750.83         | $436472.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1475 | 2053-09-01      | 6.5000%  |  | $7926339.68        | $8207043.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  |  | $153864.56         | $134071.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9737 | 2055-01-01      | 5.0000%  |  | $7882675.85        | $7652515.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR0386 | 2051-01-01      | 2.0000%  |  | $3787903.39        | $2964508.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA9420 | 2053-07-01      | 5.0000%  |  | $17368388.30       | $16980635.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  |  | $432195.90         | $440382.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH2254 | 2053-09-01      | 6.5000%  |  | $5069629.73        | $5258443.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL4012 | 2042-10-01      | 3.5000%  |  | $537.43            | $497.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7616 | 2046-07-01      | 3.5000%  |  | $9329342.47        | $8495266.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  |  | $210613.58         | $211374.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8840 | 2054-07-01      | 6.0000%  |  | $10149.27          | $10337.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTBK0531 | 2040-01-01      | 3.0000%  |  | $93376.35          | $87058.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  |  | $37705663.93       | $29605586.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5602 | 2054-06-01      | 5.5000%  |  | $77421.94          | $77269.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $966.47            | $960.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8555 | 2054-05-01      | 6.5000%  |  | $1787.35           | $1863.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9983 | 2055-02-01      | 5.5000%  |  | $7135230.30        | $7161006.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBK7642 | 2033-09-01      | 4.0000%  |  | $40198.89          | $39708.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9615 | 2054-12-01      | 6.0000%  |  | $15522977.66       | $15783551.53       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH9923 | 2054-01-01      | 6.5000%  |  | $52701.15          | $54490.88          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $130846.91         | $133765.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH6083 | 2053-12-01      | 7.5000%  |  | $747913.44         | $813482.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP6118 | 2050-05-01      | 4.0000%  |  | $137012.18         | $132487.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  |  | $4981060.24        | $4889372.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6438 | 2053-02-01      | 6.0000%  |  | $4616723.45        | $4727840.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA3350 | 2049-04-01      | 5.0000%  |  | $9107296.53        | $9113988.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR6379 | 2043-02-01      | 3.0000%  |  | $79322.30          | $70867.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT7139 | 2043-06-01      | 3.5000%  |  | $16898.58          | $15569.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  |  | $412.15            | $379.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT4141 | 2043-05-01      | 3.0000%  |  | $8476826.57        | $7531649.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT2943 | 2043-05-01      | 3.0000%  |  | $8005827.12        | $7123198.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $129.10            | $119.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  |  | $143421.80         | $140829.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9449 | 2047-04-01      | 3.5000%  |  | $481.96            | $438.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9797 | 2047-06-01      | 3.5000%  |  | $142914.68         | $130046.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8486 | 2046-12-01      | 3.0000%  |  | $78997.11          | $69644.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  |  | $480.01            | $419.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS8410 | 2031-11-01      | 3.0000%  |  | $51911.78          | $50330.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  |  | $60021.35          | $56199.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $351.06            | $308.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8126 | 2046-10-01      | 3.5000%  |  | $106871.99         | $97293.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $9741373.01        | $8870430.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7544 | 2046-07-01      | 3.5000%  |  | $8192186.96        | $7457998.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7497 | 2046-07-01      | 3.5000%  |  | $19637750.13       | $17882104.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  |  | $12633341.60       | $12351526.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  |  | $9324792.20        | $9840967.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7057 | 2053-09-01      | 6.0000%  |  | $915.35            | $936.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6935 | 2053-08-01      | 6.5000%  |  | $2713783.20        | $2825689.07        | Agency Mortgage-Backed Securities |
| FMAC 05.875 FRPC G80376 G | 2038-12-01      | 5.8750%  |  | $127.07            | $130.93            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G61431 G | 2044-02-01      | 3.5000%  |  | $8598264.79        | $7955711.68        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G61205 G | 2047-09-01      | 4.0000%  |  | $17030489.50       | $15905833.82       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  |  | $8849826.97        | $8069470.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA1980 | 2049-08-01      | 4.5000%  |  | $1119.79           | $1075.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $609.12            | $549.34            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q51578 G | 2047-10-01      | 4.0000%  |  | $6906309.07        | $6482553.29        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q46970 G | 2047-03-01      | 4.0000%  |  | $3443001.06        | $3224360.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5429 | 2049-01-01      | 4.5000%  |  | $6031256.46        | $5805054.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $1254047.56        | $1174887.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $2817134.46        | $2558821.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4656 | 2047-02-01      | 3.5000%  |  | $59386.50          | $54077.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5347 | 2047-05-01      | 3.5000%  |  | $36597.43          | $33304.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $8415666.70        | $8070397.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  |  | $26542518.58       | $24051700.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4344 | 2048-06-01      | 4.5000%  |  | $8698698.28        | $8412067.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM4129 | 2033-04-01      | 3.5000%  |  | $32136.98          | $31583.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3803 | 2046-11-01      | 3.5000%  |  | $49652.70          | $45213.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  |  | $56743.39          | $55824.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY3411 | 2053-06-01      | 5.0000%  |  | $477444.22         | $465683.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7656 | 2052-08-01      | 5.0000%  |  | $1082281.27        | $1069969.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6822 | 2046-03-01      | 3.5000%  |  | $7578775.61        | $6901251.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $213.14            | $197.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9451 | 2053-07-01      | 6.0000%  |  | $865.15            | $878.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  |  | $17103892.78       | $16076910.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA2074 | 2038-07-01      | 4.0000%  |  | $3292061.86        | $3218106.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZT0936 | 2043-09-01      | 3.0000%  |  | $191937.42         | $173094.09         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  |  | $1448149.92        | $1359222.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $759.22            | $629.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE7674 | 2052-08-01      | 4.0000%  |  | $9068304.25        | $8355963.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  |  | $4731226.35        | $4740861.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7260 | 2045-09-01      | 3.5000%  |  | $6182469.62        | $5636108.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $1106.73           | $1153.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7496 | 2053-07-01      | 6.0000%  |  | $6568397.75        | $6743375.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  |  | $16553120.56       | $17378825.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8955 | 2047-03-01      | 4.0000%  |  | $256.38            | $240.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5162 | 2042-06-01      | 3.0000%  |  | $38898.13          | $34505.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $4121918.05        | $4171136.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5317 | 2054-12-01      | 5.0000%  |  | $1988.03           | $1930.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8366 | 2055-01-01      | 6.5000%  |  | $71877.92          | $74663.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9449 | 2054-11-01      | 4.5000%  |  | $23291.85          | $22208.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9831 | 2055-01-01      | 6.5000%  |  | $1486425.69        | $1549032.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4698 | 2055-04-01      | 6.0000%  |  | $6953.51           | $7052.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2877 | 2055-03-01      | 6.0000%  |  | $4449.21           | $4542.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  |  | $1006.46           | $1010.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5763 | 2055-03-01      | 5.5000%  |  | $504735.72         | $503768.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1815 | 2054-11-01      | 6.5000%  |  | $1032728.69        | $1073416.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA0484 | 2054-08-01      | 7.0000%  |  | $926.31            | $982.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0502 | 2055-01-01      | 6.0000%  |  | $2433281.52        | $2481612.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9033 | 2055-02-01      | 5.5000%  |  | $5461242.74        | $5435528.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9672 | 2054-12-01      | 5.5000%  |  | $5438.61           | $5409.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA0272 | 2053-02-01      | 4.0000%  |  | $8349778.74        | $7745615.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0242 | 2055-04-01      | 5.5000%  |  | $3214027.15        | $3216751.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB6830 | 2050-12-01      | 2.0000%  |  | $1035.26           | $811.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  |  | $487.56            | $444.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5570 | 2049-12-01      | 3.5000%  |  | $3719756.46        | $3367954.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA4352 | 2049-11-01      | 3.0000%  |  | $271863.10         | $234983.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO1214 | 2042-04-01      | 3.5000%  |  | $765699.54         | $709539.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTBM3253 | 2037-12-01      | 2.5000%  |  | $68038.99          | $62615.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM3196 | 2044-05-01      | 5.5000%  |  | $165473.56         | $169671.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM1538 | 2047-07-01      | 4.0000%  |  | $121601.44         | $113587.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  |  | $7214844.79        | $6964843.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  |  | $423.17            | $408.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $7588938.65        | $6269145.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $235005.99         | $224374.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4807 | 2049-12-01      | 3.5000%  |  | $636154.69         | $571104.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $913771.87         | $828832.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA4267 | 2034-09-01      | 3.0000%  |  | $69947.95          | $66785.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $75049.56          | $65332.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4114 | 2049-09-01      | 3.5000%  |  | $5902637.98        | $5319306.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3978 | 2049-08-01      | 4.5000%  |  | $35225.99          | $33836.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3679 | 2049-06-01      | 4.5000%  |  | $47503.91          | $45651.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  |  | $13151706.22       | $12710663.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3089 | 2049-02-01      | 4.5000%  |  | $62662.59          | $60246.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD9192 | 2052-03-01      | 3.0000%  |  | $12854393.10       | $10958057.33       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD4218 | 2052-01-01      | 2.0000%  |  | $5789778.22        | $4517145.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $9913.52           | $7738.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD3879 | 2051-12-01      | 2.5000%  |  | $362231.04         | $297070.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD3310 | 2051-12-01      | 3.0000%  |  | $66783.75          | $56972.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  |  | $1065089.65        | $915266.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6429 | 2053-05-01      | 5.0000%  |  | $1936.35           | $1882.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTBE1896 | 2036-12-01      | 3.0000%  |  | $61282.11          | $57663.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $4707.06           | $4402.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE0881 | 2046-12-01      | 3.0000%  |  | $274340.28         | $242442.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD8018 | 2046-09-01      | 3.0000%  |  | $40262163.32       | $35172931.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD5503 | 2046-08-01      | 3.5000%  |  | $335682.69         | $304833.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQBD1054 | 2036-05-01      | 3.5000%  |  | $316891.77         | $303179.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC9533 | 2046-10-01      | 3.0000%  |  | $164272.87         | $144409.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC6941 | 2046-03-01      | 4.0000%  |  | $962940.67         | $901649.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4635 | 2052-09-01      | 5.5000%  |  | $2506289.05        | $2505272.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $1115552.13        | $1134971.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  |  | $864.06            | $770.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  |  | $9043.14           | $8031.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4089 | 2052-07-01      | 4.0000%  |  | $126443.80         | $116824.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  |  | $6023117.30        | $5602662.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $814.82            | $764.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  |  | $759.23            | $680.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3097 | 2052-03-01      | 2.5000%  |  | $5877707.80        | $4915696.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAO0883 | 2042-04-01      | 4.0000%  |  | $6670432.28        | $6353261.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL8511 | 2031-05-01      | 3.5000%  |  | $249511.04         | $245915.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  |  | $124519.85         | $114129.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9854 | 2047-01-01      | 4.5000%  |  | $126108.70         | $121628.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  |  | $8079104.15        | $7360212.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7385 | 2045-09-01      | 3.5000%  |  | $382.03            | $349.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7285 | 2045-09-01      | 3.5000%  |  | $8382324.69        | $7639788.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6586 | 2043-10-01      | 3.5000%  |  | $127259.42         | $117776.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL6511 | 2029-07-01      | 4.0000%  |  | $3702.34           | $3675.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL5938 | 2044-10-01      | 3.5000%  |  | $8614392.06        | $7872713.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $39462.95          | $39309.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL4904 | 2044-02-01      | 4.5000%  |  | $53276.17          | $51811.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL3976 | 2028-04-01      | 3.5000%  |  | $38807.96          | $38512.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL3773 | 2028-06-01      | 3.0000%  |  | $784008.18         | $772448.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAL3066 | 2043-01-01      | 3.0000%  |  | $410.59            | $364.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3000 | 2042-12-01      | 3.5000%  |  | $191.22            | $176.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0980 | 2049-07-01      | 4.5000%  |  | $8117031.98        | $7830922.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $326699.47         | $325994.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8462 | 2054-07-01      | 6.0000%  |  | $5989670.47        | $6103056.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $220.72            | $203.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC4690 | 2051-08-01      | 2.5000%  |  | $1130856.17        | $936659.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0283 | 2054-03-01      | 5.5000%  |  | $10490049.72       | $10421356.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9163 | 2054-09-01      | 6.5000%  |  | $5809203.53        | $6100024.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN4459 | 2049-01-01      | 5.0000%  |  | $189707.86         | $186032.04         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $2937267.36        | $2750742.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF4944 | 2052-12-01      | 5.5000%  |  | $785.34            | $784.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR9104 | 2051-05-01      | 2.5000%  |  | $62900.33          | $52152.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  |  | $694187.88         | $719411.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8821 | 2051-02-01      | 2.0000%  |  | $10951760.38       | $8570947.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE4075 | 2052-06-01      | 4.0000%  |  | $869.68            | $801.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO1351 | 2049-08-01      | 4.0000%  |  | $345.41            | $322.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  |  | $241921.63         | $233477.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $765.35            | $637.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT8030 | 2053-01-01      | 6.0000%  |  | $4373634.25        | $4455453.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV5382 | 2052-04-01      | 3.0000%  |  | $3586454.78        | $3081032.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4621 | 2046-03-01      | 3.5000%  |  | $74212.95          | $68691.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8716 | 2054-06-01      | 6.5000%  |  | $5456385.42        | $5746409.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  |  | $5880672.20        | $5678135.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6826 | 2053-07-01      | 5.5000%  |  | $453743.62         | $450773.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7780 | 2053-03-01      | 5.5000%  |  | $745.07            | $744.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2755 | 2052-02-01      | 3.0000%  |  | $58929.11          | $50640.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICA3022 | 2034-01-01      | 3.5000%  |  | $105621.95         | $103446.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  |  | $160.53            | $154.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA2929 | 2045-12-01      | 3.5000%  |  | $866505.10         | $789039.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA2822 | 2048-12-01      | 5.5000%  |  | $169130.50         | $171603.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA3544 | 2039-05-01      | 4.0000%  |  | $267.49            | $258.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3488 | 2049-05-01      | 4.0000%  |  | $3347.54           | $3122.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  |  | $36609.31          | $35165.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CICA2406 | 2033-10-01      | 4.0000%  |  | $119736.18         | $119019.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  |  | $1551.26           | $1521.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1226 | 2052-10-01      | 4.5000%  |  | $42932926.45       | $40693459.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  |  | $2777366.40        | $2705623.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH5049 | 2053-11-01      | 6.0000%  |  | $3532954.03        | $3620293.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH4593 | 2053-11-01      | 6.0000%  |  | $6218951.80        | $6328127.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH0092 | 2053-09-01      | 6.0000%  |  | $6914350.92        | $7024236.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG9475 | 2053-08-01      | 6.0000%  |  | $12653.75          | $12916.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8518 | 2053-08-01      | 6.5000%  |  | $8063383.60        | $8433993.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG8476 | 2053-08-01      | 6.0000%  |  | $7573915.55        | $7702818.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7777 | 2053-07-01      | 5.5000%  |  | $1421.29           | $1431.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQG7693 | 2053-07-01      | 4.5000%  |  | $929061.62         | $887254.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG7625 | 2053-07-01      | 6.5000%  |  | $1003495.84        | $1044181.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $143.76            | $133.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS3545 | 2042-04-01      | 3.5000%  |  | $13470169.97       | $12483634.17       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS2370 | 2038-07-01      | 5.5000%  |  | $7.94              | $8.08              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG6685 | 2053-07-01      | 5.5000%  |  | $232614.24         | $232874.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $7944488.45        | $8313510.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  |  | $79396.86          | $77340.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4368 | 2053-06-01      | 5.0000%  |  | $4950469.61        | $4895335.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG4237 | 2053-05-01      | 6.0000%  |  | $3464250.66        | $3536218.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3700 | 2053-05-01      | 5.5000%  |  | $714072.37         | $721554.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG2360 | 2053-05-01      | 6.0000%  |  | $13079616.75       | $13296324.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL2834 | 2027-06-01      | 3.5000%  |  | $221643.63         | $219487.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CZAL0778 | 2049-01-01      | 6.5000%  |  | $56021.62          | $59241.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $3541071.17        | $3281731.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6730 | 2042-03-01      | 3.5000%  |  | $14493656.49       | $13430654.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK0080 | 2042-08-01      | 4.0000%  |  | $50894.76          | $48464.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $79287.28          | $73675.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6309 | 2053-05-01      | 5.0000%  |  | $36958.44          | $35962.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  |  | $38837092.50       | $40211463.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  |  | $9797916.20        | $9787927.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  |  | $169817.43         | $160376.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  |  | $26010919.97       | $23694685.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CICA3287 | 2034-03-01      | 4.0000%  |  | $51250.36          | $50904.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $4576259.51        | $4813978.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1548 | 2051-09-01      | 2.5000%  |  | $6113128.47        | $5062751.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  |  | $106855.75         | $104713.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2255 | 2042-08-01      | 3.5000%  |  | $206.52            | $191.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP5184 | 2042-09-01      | 3.5000%  |  | $8606254.41        | $7933137.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  |  | $10999089.41       | $11000118.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  |  | $820.66            | $850.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9340 | 2032-03-01      | 3.5000%  |  | $39045.78          | $38373.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8699 | 2054-06-01      | 6.0000%  |  | $1905.68           | $1950.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAQ3361 | 2027-11-01      | 3.5000%  |  | $29009.14          | $28586.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ4697 | 2042-11-01      | 3.5000%  |  | $55006.74          | $50954.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAQ6286 | 2042-12-01      | 4.0000%  |  | $10420761.95       | $9841494.94        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC V84451 G | 2048-07-01      | 3.5000%  |  | $151.68            | $136.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8761 | 2053-03-01      | 6.0000%  |  | $7407299.74        | $7535389.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK4284 | 2048-09-01      | 4.5000%  |  | $123968.88         | $118720.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR4210 | 2043-01-01      | 3.5000%  |  | $89277.47          | $82553.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR2629 | 2043-02-01      | 3.0000%  |  | $10846884.29       | $9660177.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1026 | 2052-10-01      | 5.0000%  |  | $484056.78         | $474406.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 U3BF0208 | 2042-02-01      | 3.5000%  |  | $467245.12         | $435988.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA1372 | 2043-03-01      | 3.5000%  |  | $1606478.10        | $1470925.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8211 | 2043-04-01      | 3.5000%  |  | $1453.18           | $1347.22           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U80320 G | 2033-04-01      | 3.5000%  |  | $378512.10         | $366535.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAL3534 | 2042-12-01      | 3.5000%  |  | $179.91            | $165.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CICB6379 | 2038-05-01      | 5.5000%  |  | $53328.12          | $54736.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7560 | 2045-01-01      | 3.5000%  |  | $13224840.34       | $12061549.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7983 | 2050-12-01      | 2.0000%  |  | $700.80            | $553.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAT8461 | 2028-06-01      | 3.0000%  |  | $735762.60         | $723644.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5196 | 2052-12-01      | 5.5000%  |  | $4737776.07        | $4722466.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  |  | $850.22            | $856.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL725424 | 2034-04-01      | 5.5000%  |  | $99786.09          | $102077.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL3801 | 2028-02-01      | 3.0000%  |  | $103311.92         | $101641.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU0920 | 2043-07-01      | 3.5000%  |  | $54078.29          | $50049.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA7327 | 2052-06-01      | 3.0000%  |  | $3445987.38        | $2961242.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  |  | $144729.26         | $131790.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8948 | 2052-09-01      | 5.0000%  |  | $5304246.07        | $5185705.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP9421 | 2050-07-01      | 3.0000%  |  | $55239.13          | $47480.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $11265051.69       | $11295428.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9614 | 2052-04-01      | 3.5000%  |  | $756.50            | $672.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  |  | $257046.68         | $229035.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV8001 | 2052-08-01      | 5.0000%  |  | $610231.34         | $595747.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  |  | $2186.62           | $1878.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV4138 | 2052-03-01      | 2.5000%  |  | $775.96            | $638.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV4011 | 2052-04-01      | 4.0000%  |  | $7168814.20        | $6592177.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU5243 | 2054-11-01      | 5.5000%  |  | $1893.69           | $1884.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU5069 | 2054-09-01      | 4.5000%  |  | $3328342.42        | $3153870.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4775 | 2054-06-01      | 5.5000%  |  | $2542392.98        | $2528673.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4364 | 2054-02-01      | 6.0000%  |  | $2533200.78        | $2588919.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  |  | $7329850.24        | $7712432.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4262 | 2053-10-01      | 6.5000%  |  | $2496035.22        | $2596693.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4150 | 2053-09-01      | 6.0000%  |  | $4780248.72        | $4908843.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU3981 | 2053-04-01      | 6.5000%  |  | $7967055.53        | $8298485.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU2530 | 2051-10-01      | 2.5000%  |  | $1562.54           | $1276.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $6596936.96        | $6601228.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9791 | 2055-01-01      | 5.5000%  |  | $988.78            | $995.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  |  | $907.36            | $955.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  |  | $633740.71         | $633162.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8758 | 2054-06-01      | 6.5000%  |  | $996.65            | $1031.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  |  | $1973.46           | $2008.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  |  | $9349.58           | $9368.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  |  | $6286031.53        | $6482094.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8487 | 2054-05-01      | 5.5000%  |  | $915744.75         | $914811.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $20769706.31       | $20671975.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  |  | $41031.39          | $42652.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8177 | 2054-03-01      | 6.5000%  |  | $36191671.12       | $37534422.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8142 | 2054-03-01      | 5.5000%  |  | $17240260.70       | $17147224.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  |  | $2462833.42        | $2510120.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6030 | 2053-04-01      | 4.5000%  |  | $571916.17         | $541304.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5903 | 2053-03-01      | 5.5000%  |  | $968949.93         | $968854.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  |  | $10473269.73       | $10912980.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  |  | $897.30            | $895.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  |  | $2461590.28        | $2551768.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  |  | $34086.45          | $35700.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  |  | $5386176.85        | $5361737.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  |  | $296153.83         | $296864.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  |  | $143799.06         | $136299.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5157 | 2052-11-01      | 6.5000%  |  | $787.53            | $817.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 GLCB5115 | 2052-11-01      | 6.0000%  |  | $965611.74         | $991898.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG5833 | 2053-07-01      | 5.5000%  |  | $12978.62          | $13022.59          | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $3397.19           | $3472.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.490 CA837400 | 2035-08-01      | 4.4900%  |  | $45723.11          | $45394.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL745087 | 2035-12-01      | 5.5000%  |  | $128.54            | $131.80            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q24102 G | 2043-12-01      | 4.0000%  |  | $988.04            | $940.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR7265 | 2051-04-01      | 2.5000%  |  | $5702196.96        | $4727508.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCA6179 | 2040-06-01      | 2.5000%  |  | $286947.62         | $257580.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6819 | 2053-02-01      | 6.0000%  |  | $4847.67           | $4944.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQAW3299 | 2034-06-01      | 4.5000%  |  | $122825.30         | $122399.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAV7004 | 2029-07-01      | 2.5000%  |  | $197011.81         | $190928.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAX1583 | 2034-08-01      | 3.0000%  |  | $112267.11         | $105700.91         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $244441.22         | $232438.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7307 | 2053-10-01      | 6.5000%  |  | $1278168.02        | $1348921.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7350 | 2050-10-01      | 2.0000%  |  | $711.93            | $558.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0444 | 2051-05-01      | 2.5000%  |  | $700.34            | $578.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  |  | $87865.17          | $92947.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE5860 | 2052-07-01      | 4.0000%  |  | $804.70            | $743.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY9133 | 2053-08-01      | 5.0000%  |  | $935.71            | $909.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4081 | 2052-07-01      | 3.5000%  |  | $5717.19           | $5101.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $13622045.37       | $12610979.32       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7696 | 2053-08-01      | 5.5000%  |  | $1799.98           | $1814.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL9916 | 2047-02-01      | 4.0000%  |  | $155345.37         | $145425.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6599 | 2053-04-01      | 5.0000%  |  | $463563.73         | $450860.13         | Agency Mortgage-Backed Securities |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $27552.43          | $28389.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  |  | $202341.14         | $205993.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL8735 | 2046-06-01      | 4.0000%  |  | $155109.24         | $145333.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  |  | $325355.32         | $304187.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAY5895 | 2030-04-01      | 3.5000%  |  | $126488.29         | $124238.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH6169 | 2053-11-01      | 6.5000%  |  | $1258800.44        | $1299486.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7567 | 2050-11-01      | 2.0000%  |  | $653419.65         | $513898.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $33430.40          | $30907.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  |  | $965498.29         | $918836.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9740 | 2047-06-01      | 3.5000%  |  | $13177869.69       | $11974907.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA2467 | 2053-10-01      | 6.5000%  |  | $800.65            | $832.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $966489.00         | $918461.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  |  | $6445.57           | $6424.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $64428579.23       | $62839820.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4664 | 2052-09-01      | 4.0000%  |  | $860.85            | $800.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2127 | 2055-03-01      | 6.0000%  |  | $1019523.49        | $1037635.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD1653 | 2055-02-01      | 6.0000%  |  | $9623.71           | $9788.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  |  | $1761.94           | $1821.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7422 | 2053-11-01      | 5.5000%  |  | $36056.77          | $36078.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $5844350.08        | $5652754.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBK3751 | 2033-05-01      | 3.0000%  |  | $97887.25          | $94736.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2042 | 2048-05-01      | 4.5000%  |  | $5344150.84        | $5160370.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2018 | 2048-04-01      | 4.5000%  |  | $2504997.23        | $2418722.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ8465 | 2041-12-01      | 4.0000%  |  | $600.46            | $571.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $5465486.73        | $5066929.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.875 CAAJ6327 | 2041-11-01      | 2.8750%  |  | $160509.44         | $154549.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAJ4535 | 2026-11-01      | 3.0000%  |  | $25633.83          | $25378.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAI9145 | 2042-12-01      | 3.0000%  |  | $347.71            | $308.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $1016.54           | $976.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA5622 | 2048-08-01      | 4.5000%  |  | $3602730.66        | $3485998.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA4910 | 2047-05-01      | 3.5000%  |  | $249.68            | $227.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA1224 | 2042-06-01      | 3.5000%  |  | $122.31            | $113.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $2181849.10        | $2102113.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3382 | 2049-02-01      | 4.5000%  |  | $1832053.83        | $1768023.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2759 | 2049-01-01      | 4.5000%  |  | $2733677.30        | $2626861.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2043 | 2048-12-01      | 4.5000%  |  | $8966642.70        | $8677827.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  |  | $152067.94         | $134622.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBK0935 | 2033-07-01      | 4.0000%  |  | $38076.35          | $37859.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBJ9502 | 2048-02-01      | 3.0000%  |  | $134190.24         | $116453.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ5803 | 2048-03-01      | 4.0000%  |  | $205870.26         | $190966.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 REBJ4579 | 2048-01-01      | 3.5000%  |  | $46154.62          | $41808.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ0613 | 2048-02-01      | 3.5000%  |  | $980733.66         | $881991.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ0633 | 2048-03-01      | 4.5000%  |  | $6636790.31        | $6423032.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH9886 | 2047-10-01      | 3.5000%  |  | $55554.27          | $50336.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1059363.66        | $994775.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH3356 | 2047-06-01      | 3.5000%  |  | $918877.40         | $832574.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH0798 | 2047-04-01      | 3.5000%  |  | $57672.87          | $52431.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 U6BF0500 | 2054-12-01      | 3.0000%  |  | $355978.07         | $305828.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD1421 | 2055-02-01      | 5.0000%  |  | $1582794.54        | $1547407.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD1056 | 2055-02-01      | 6.0000%  |  | $897343.74         | $917534.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD0755 | 2055-01-01      | 5.5000%  |  | $1176684.69        | $1175081.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD0452 | 2055-02-01      | 5.0000%  |  | $994.56            | $965.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDC8714 | 2039-12-01      | 6.0000%  |  | $12727.45          | $13136.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8682 | 2054-11-01      | 6.5000%  |  | $635026.57         | $658475.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8582 | 2054-11-01      | 6.5000%  |  | $526340.99         | $547244.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  |  | $132460.27         | $116814.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3VZN0875 | 2047-01-01      | 3.0000%  |  | $751024.24         | $658691.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3VZN0864 | 2046-11-01      | 3.0000%  |  | $391877.88         | $343747.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CKAI7095 | 2041-07-01      | 4.5000%  |  | $509109.15         | $478680.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 REAI3464 | 2041-06-01      | 4.0000%  |  | $233535.03         | $220887.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAH3613 | 2026-01-01      | 3.5000%  |  | $87892.99          | $87579.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 GL563310 | 2030-06-01      | 7.0000%  |  | $14598.66          | $14834.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  |  | $2618.41           | $2749.16           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9980 | 2054-07-01      | 6.5000%  |  | $5900.66           | $6139.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  |  | $980.91            | $1002.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7619 | 2054-10-01      | 6.0000%  |  | $286365.41         | $293204.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7322 | 2054-11-01      | 5.5000%  |  | $1196422.22        | $1193019.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC7283 | 2054-11-01      | 4.5000%  |  | $1098402.37        | $1041077.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6841 | 2054-11-01      | 5.0000%  |  | $963.83            | $935.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5691 | 2054-10-01      | 6.5000%  |  | $2729482.46        | $2882904.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  |  | $1232235.72        | $1268115.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4901 | 2054-10-01      | 5.5000%  |  | $5121905.41        | $5122922.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4908 | 2054-10-01      | 5.5000%  |  | $1891.42           | $1888.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2167 | 2048-08-01      | 4.5000%  |  | $232125.28         | $225059.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA2073 | 2038-07-01      | 4.0000%  |  | $481.58            | $473.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTCA2080 | 2038-07-01      | 4.5000%  |  | $4798526.51        | $4829649.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  |  | $5369278.55        | $5015771.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  |  | $257.77            | $248.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 GLCA1661 | 2048-05-01      | 3.5000%  |  | $57108.94          | $52254.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA1584 | 2038-04-01      | 4.0000%  |  | $2713687.48        | $2653148.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  |  | $319579.95         | $299603.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I3BF0293 | 2048-07-01      | 3.0000%  |  | $84833.51          | $73963.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  |  | $2061.47           | $1861.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  |  | $153132.32         | $145960.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 I3BF0163 | 2046-11-01      | 5.0000%  |  | $496286.87         | $496440.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 R3BF0007 | 2040-07-01      | 5.0000%  |  | $62322.47          | $62695.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $2241.98           | $2099.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA0735 | 2037-11-01      | 4.0000%  |  | $3042080.49        | $2984275.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  |  | $124.34            | $112.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 GLCA0079 | 2047-07-01      | 4.0000%  |  | $3413.03           | $3250.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  |  | $4454.36           | $4638.45           | Agency Mortgage-Backed Securities |

### Security 121: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $37776550.00       | $38218798.21       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $62282000.00       | $60845383.98       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $201846750.00      | $180668213.98      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  |  | $29823250.00       | $27136567.66       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $18423600.00       | $16891588.50       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $105998400.00      | $98683467.37       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $25474800.00       | $25117718.74       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $1015000000.00     | $921844141.44      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $220010700.00      | $208020130.27      | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $87053400.00       | $49104318.57       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $71154160.00       | $50640552.88       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $42786810.00       | $30883473.60       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $19867800.00       | $14113982.05       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $30000000.00       | $19327142.64       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  |  | $94673280.00       | $92410396.64       | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $22337850.00       | $23344688.47       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $15854500.00       | $16261818.66       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $900000000.00      | $921548917.80      | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $135218200.00      | $133137765.70      | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $130483750.00      | $135261684.12      | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $1051000000.00     | $920362259.68      | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $89438490.00       | $87578673.92       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  |  | $38950000.00       | $37796851.60       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $103369000.00      | $105941513.80      | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  |  | $60844140.00       | $46326162.09       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $41156400.00       | $34027958.26       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $817944757.10      | $774682384.34      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $57428000.00       | $29823515.62       | U.S. Treasuries (including strips) |

### Security 122: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  |  | $6076.27           | $5269.33           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $207.80            | $186.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV8542 | 2052-05-01      | 3.5000%  |  | $69215.10          | $61569.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5268 | 2052-12-01      | 4.5000%  |  | $176484.61         | $167105.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD3772 | 2053-06-01      | 4.5000%  |  | $1838.63           | $1747.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIZT1896 | 2034-03-01      | 4.0000%  |  | $60462.66          | $60068.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  |  | $720.53            | $563.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD4416 | 2046-07-01      | 3.5000%  |  | $104803.63         | $95587.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $130701.57         | $132690.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $32049.93          | $31717.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $83331.82          | $72876.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9416 | 2053-03-01      | 5.0000%  |  | $197196.39         | $192097.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLFS8372 | 2054-06-01      | 7.5000%  |  | $3438551.72        | $3673156.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $7030.33           | $5493.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5131 | 2049-12-01      | 3.5000%  |  | $268.13            | $240.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $375133.00         | $354603.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1546959.87        | $1604312.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  |  | $33417.55          | $32553.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $53874.18          | $52176.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8661 | 2054-08-01      | 5.5000%  |  | $933.12            | $937.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $993224.07         | $812632.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1381 | 2052-07-01      | 4.5000%  |  | $771.07            | $744.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $25455416.28       | $19816815.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  |  | $45313.14          | $40671.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3978 | 2050-07-01      | 4.0000%  |  | $141416.85         | $131057.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $85918.30          | $82031.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3773 | 2048-11-01      | 3.5000%  |  | $328780.05         | $299396.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1615458.25        | $1510329.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $294770.09         | $260110.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ7059 | 2052-01-01      | 2.0000%  |  | $76022.72          | $59166.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  |  | $15588342.27       | $13680583.78       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $3916847.32        | $3711318.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8744 | 2052-08-01      | 5.0000%  |  | $2243260.71        | $2196113.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE7674 | 2052-08-01      | 4.0000%  |  | $859.32            | $791.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0524 | 2052-04-01      | 3.5000%  |  | $10734217.50       | $9624873.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD7594 | 2052-02-01      | 2.5000%  |  | $727.53            | $598.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  |  | $31244.87          | $24377.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD2260 | 2051-12-01      | 3.0000%  |  | $763.88            | $657.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC9154 | 2051-10-01      | 3.0000%  |  | $124593.49         | $107596.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC6768 | 2051-09-01      | 3.0000%  |  | $711.65            | $609.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQC6745 | 2051-08-01      | 4.5000%  |  | $1259.64           | $1203.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $48217.92          | $44419.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  |  | $1284482.22        | $1167760.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CNMA2855 | 2026-12-01      | 2.0000%  |  | $63667.07          | $62557.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $107322.30         | $106641.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA2541 | 2031-02-01      | 2.5000%  |  | $851295.09         | $818223.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $126071.49         | $118904.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  |  | $133690.43         | $132546.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA2448 | 2030-11-01      | 3.0000%  |  | $71811.96          | $69948.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $504188.79         | $486426.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1104 | 2051-07-01      | 2.0000%  |  | $2362.76           | $1865.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1672 | 2051-09-01      | 2.5000%  |  | $18488733.74       | $15223954.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $826.74            | $676.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $5049.50           | $4491.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $2502.04           | $2225.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  |  | $809.02            | $631.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $1508.82           | $1232.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  |  | $725.66            | $573.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB1479 | 2050-07-01      | 3.0000%  |  | $125050.64         | $109849.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  |  | $279.73            | $255.86            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q54900 G | 2048-03-01      | 3.5000%  |  | $180.90            | $163.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAE0671 | 2036-09-01      | 5.5000%  |  | $121812.25         | $126145.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAE0616 | 2040-03-01      | 6.0000%  |  | $42981.75          | $44937.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAD9151 | 2040-08-01      | 5.0000%  |  | $130642.10         | $131104.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAD6942 | 2040-06-01      | 5.0000%  |  | $32736.84          | $33234.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAD1596 | 2040-02-01      | 5.0000%  |  | $68322.50          | $68525.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $15867038.00       | $15401749.46       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  |  | $38470.18          | $39679.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  |  | $311648.85         | $257548.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $63246.41          | $60806.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3985 | 2035-04-01      | 3.0000%  |  | $239583.52         | $227269.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA4010 | 2030-05-01      | 2.5000%  |  | $103525.91         | $99974.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6996 | 2050-09-01      | 2.5000%  |  | $268203.66         | $219352.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $1235.44           | $1021.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $588.13            | $463.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $37433.72          | $30877.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $829.75            | $848.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  |  | $45248.06          | $47108.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  |  | $1160.03           | $1184.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA8733 | 2053-03-01      | 6.5000%  |  | $771.97            | $801.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  |  | $85191.04          | $83602.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $8700603.69        | $8868789.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA7860 | 2052-08-01      | 5.0000%  |  | $876.31            | $855.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  |  | $796.67            | $710.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6817 | 2052-02-01      | 2.5000%  |  | $2387.53           | $1965.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7194 | 2052-04-01      | 3.5000%  |  | $36077.95          | $32193.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7186 | 2052-04-01      | 4.0000%  |  | $1236645.32        | $1144870.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  |  | $770.44            | $713.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6135 | 2051-10-01      | 2.5000%  |  | $724.41            | $598.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL899581 | 2037-07-01      | 6.0000%  |  | $19.84             | $20.69             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $53137.54          | $50744.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $434882.28         | $457400.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL889210 | 2035-01-01      | 4.5000%  |  | $203842.38         | $201290.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  |  | $83106.08          | $83455.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2841 | 2036-12-01      | 2.5000%  |  | $46000.03          | $42365.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $966.49            | $938.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7424 | 2054-01-01      | 7.5000%  |  | $1311.63           | $1400.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  |  | $1821.63           | $1723.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $224416.51         | $219949.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLBM6653 | 2040-07-01      | 4.5000%  |  | $291449.20         | $287456.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $52650.11          | $47301.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $27428960.27       | $27479335.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  |  | $505824.73         | $505689.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  |  | $9384794.51        | $9402790.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  |  | $6057.02           | $5396.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  |  | $6431.77           | $6444.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  |  | $3816839.41        | $3736894.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR3256 | 2051-02-01      | 2.0000%  |  | $58585.27          | $46795.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  |  | $32912.90          | $31879.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  |  | $30270.23          | $28714.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $30536.56          | $29842.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $113298.57         | $110737.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  |  | $40842.93          | $37008.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  |  | $1056575.90        | $913416.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3148 | 2050-02-01      | 4.0000%  |  | $477.63            | $444.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $100127.52         | $86995.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2523 | 2050-03-01      | 3.5000%  |  | $32589.57          | $29387.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $38390.46          | $38004.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $74629.27          | $69710.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $677.39            | $531.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  |  | $692.68            | $543.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4159 | 2050-10-01      | 2.5000%  |  | $132892.15         | $108929.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  |  | $888287.40         | $655040.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  |  | $45057.84          | $44191.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  |  | $36548.14          | $32804.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4071 | 2040-07-01      | 2.0000%  |  | $466.90            | $399.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  |  | $235910.38         | $218896.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  |  | $163237.37         | $148366.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5020 | 2052-11-01      | 4.5000%  |  | $31556.02          | $29887.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $12029233.88       | $10412452.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  |  | $38215.71          | $35337.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $185.43            | $173.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ3375 | 2054-07-01      | 7.0000%  |  | $2970.00           | $3147.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7289 | 2053-08-01      | 6.0000%  |  | $2945.35           | $3003.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  |  | $119767.02         | $116484.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1146 | 2052-03-01      | 3.0000%  |  | $1547.66           | $1339.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5921 | 2051-09-01      | 2.5000%  |  | $346809.60         | $286611.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $54391.23          | $54076.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM3084 | 2032-08-01      | 4.0000%  |  | $28432.37          | $28313.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  |  | $70236.84          | $58474.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2256 | 2049-10-01      | 3.0000%  |  | $389.83            | $336.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $49442.81          | $44411.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $1608.97           | $1316.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $2080374.36        | $2068667.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3871 | 2054-10-01      | 5.5000%  |  | $1567334.12        | $1562125.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  |  | $613551.14         | $598796.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $86040.49          | $83682.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2443 | 2052-08-01      | 4.0000%  |  | $31964299.65       | $29532398.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $985.50            | $931.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $678401.20         | $688093.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  |  | $10813432.63       | $10222381.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  |  | $8330733.53        | $8416819.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $970.14            | $941.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  |  | $6878054.80        | $6502134.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5411 | 2044-06-01      | 6.0000%  |  | $354368.98         | $361937.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  |  | $913.55            | $839.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $20799411.19       | $20679222.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $97138.03          | $96589.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4099 | 2052-07-01      | 4.5000%  |  | $2573.19           | $2451.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $35389.06          | $31435.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3777 | 2052-05-01      | 3.5000%  |  | $463344.65         | $414555.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $31278.09          | $28922.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3614 | 2052-05-01      | 4.0000%  |  | $47890.36          | $44336.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8854 | 2051-02-01      | 2.0000%  |  | $1459.32           | $1141.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  |  | $86047.70          | $67742.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  |  | $17846.57          | $14049.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  |  | $7159.98           | $5904.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8170 | 2051-08-01      | 4.0000%  |  | $34092.60          | $31473.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $4663.01           | $3987.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  |  | $748.28            | $613.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $1666.65           | $1298.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  |  | $4057.71           | $3322.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  |  | $743.42            | $581.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $12809.34          | $12087.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $159064.47         | $141492.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  |  | $48082.32          | $41024.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $825314.04         | $714352.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0267 | 2051-04-01      | 2.0000%  |  | $2190.98           | $1718.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  |  | $163614.55         | $140563.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  |  | $389166.93         | $360955.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9286 | 2051-02-01      | 2.5000%  |  | $3413.01           | $2834.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9249 | 2051-02-01      | 2.0000%  |  | $13816759.37       | $10877452.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  |  | $700599.87         | $713394.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $95277.95          | $97386.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $2716.57           | $2581.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5595 | 2053-01-01      | 5.0000%  |  | $4416589.89        | $4298568.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  |  | $11459307.61       | $11714968.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $10099761.17       | $10147629.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  |  | $76262.68          | $60186.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  |  | $34190.93          | $33468.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  |  | $80080.94          | $79802.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $1542295.21        | $1616711.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3832 | 2053-01-01      | 6.0000%  |  | $726.84            | $738.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB2142 | 2054-06-01      | 6.5000%  |  | $1462281.46        | $1516991.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  |  | $704.59            | $604.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $15977.48          | $14787.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBV8991 | 2037-04-01      | 1.5000%  |  | $135224.64         | $118633.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $829.71            | $678.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $731435.56         | $743456.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKDA9397 | 2054-02-01      | 6.0000%  |  | $13802.02          | $13824.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  |  | $898.41            | $797.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $14279275.73       | $14233461.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9534 | 2054-10-01      | 5.5000%  |  | $967.80            | $968.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  |  | $54589.00          | $44757.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  |  | $141693.91         | $137813.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8858 | 2035-02-01      | 3.0000%  |  | $3731130.63        | $3642015.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  |  | $77288.35          | $63376.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $99986.98          | $81564.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8545 | 2052-09-01      | 3.5000%  |  | $81851.48          | $72932.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  |  | $27737011.67       | $28142425.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  |  | $77362.57          | $78422.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $95524.35          | $94952.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $902.51            | $865.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM4291 | 2039-06-01      | 5.0000%  |  | $262852.81         | $263904.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $5143588.60        | $4825268.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3688 | 2047-02-01      | 3.5000%  |  | $182.47            | $166.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZK9968 | 2033-09-01      | 3.5000%  |  | $62700.47          | $61285.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $24152.19          | $22313.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  |  | $215.01            | $197.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $175053.41         | $136239.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR3257 | 2051-02-01      | 2.0000%  |  | $184255.55         | $144803.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2201 | 2048-08-01      | 4.5000%  |  | $2072.47           | $1990.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $152517.41         | $156030.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $60129.75          | $58829.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $5407.12           | $4820.12           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ2235 | 2054-08-01      | 7.0000%  |  | $965162.85         | $1018589.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2676085.23        | $2224083.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $144228.35         | $140275.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $2532.37           | $2464.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4997 | 2045-05-01      | 3.5000%  |  | $95.25             | $86.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2581 | 2052-08-01      | 4.0000%  |  | $17736113.71       | $16342945.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  |  | $834.25            | $745.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQE1356 | 2052-04-01      | 2.5000%  |  | $509172.55         | $415394.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  |  | $23798428.34       | $24196821.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  |  | $3809041.43        | $3800477.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5224 | 2052-11-01      | 4.5000%  |  | $916.70            | $867.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  |  | $11192904.17       | $11664630.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $55147.20          | $52733.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $82479.96          | $82471.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  |  | $51516.17          | $51589.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5137 | 2052-11-01      | 5.5000%  |  | $28286893.65       | $28268975.48       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  |  | $31036.82          | $31572.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $249963.79         | $231937.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6275 | 2050-07-01      | 2.0000%  |  | $62625.97          | $49240.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4979 | 2050-01-01      | 3.0000%  |  | $203043.14         | $174539.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $35158.64          | $32681.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4756 | 2049-12-01      | 3.0000%  |  | $1109292.10        | $965665.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4155 | 2048-02-01      | 3.5000%  |  | $39031.96          | $35544.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $313626.80         | $305450.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $68173.63          | $58924.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3467 | 2049-05-01      | 3.5000%  |  | $112403.11         | $101851.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3403 | 2049-04-01      | 4.5000%  |  | $685.49            | $664.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  |  | $408803.10         | $400474.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  |  | $261526.72         | $248766.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $10744485.39       | $9928478.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $11123818.30       | $10278958.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $129.10            | $119.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $459967.80         | $408616.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  |  | $188795.38         | $191803.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $611144.04         | $612022.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7943 | 2052-05-01      | 2.5000%  |  | $1281342.98        | $1057080.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7629 | 2054-04-01      | 5.5000%  |  | $29600.11          | $29562.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  |  | $14273.66          | $13469.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  |  | $911.80            | $936.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6787 | 2054-01-01      | 6.0000%  |  | $381360.85         | $389865.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6698 | 2051-11-01      | 2.5000%  |  | $6176.99           | $5137.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6695 | 2050-08-01      | 2.5000%  |  | $1854368.88        | $1549354.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6671 | 2053-06-01      | 5.5000%  |  | $32991.31          | $32798.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $227840.96         | $195979.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $5456.44           | $5321.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  |  | $40375.11          | $40358.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6158 | 2052-07-01      | 4.0000%  |  | $167184.61         | $154054.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6058 | 2052-04-01      | 2.5000%  |  | $7143.56           | $5905.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFM5906 | 2041-01-01      | 2.0000%  |  | $132833.60         | $112420.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $2041.11           | $1608.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA2734 | 2033-11-01      | 3.0000%  |  | $249601.93         | $240491.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9535 | 2054-10-01      | 5.0000%  |  | $1148639.10        | $1116386.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1331 | 2051-08-01      | 2.5000%  |  | $88859.82          | $73312.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8919 | 2052-04-01      | 2.5000%  |  | $438259.62         | $361609.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $578.57            | $518.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  |  | $70259.32          | $60390.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIBY1327 | 2039-01-01      | 6.5000%  |  | $124887.84         | $129827.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $47439.74          | $38985.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5447 | 2052-09-01      | 2.5000%  |  | $2236090.60        | $1832122.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $38338.29          | $36931.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  |  | $240128.65         | $234437.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $22954.91          | $22491.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  |  | $482178.19         | $460243.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3900 | 2030-01-01      | 3.0000%  |  | $113676.41         | $110995.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  |  | $7579465.60        | $7599441.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $787.64            | $792.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  |  | $42320.56          | $41264.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4696 | 2052-09-01      | 5.5000%  |  | $2235.49           | $2274.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  |  | $654.99            | $615.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM4416 | 2041-10-01      | 5.0000%  |  | $86250.50          | $86594.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  |  | $855.25            | $824.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM3502 | 2031-03-01      | 4.0000%  |  | $31941.19          | $31822.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $48933.35          | $45729.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  |  | $1981385.76        | $1944606.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  |  | $16270546.60       | $16054095.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  |  | $14823512.79       | $13723314.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $486.96            | $442.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK9507 | 2048-10-01      | 4.0000%  |  | $615.18            | $575.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4772 | 2048-08-01      | 4.0000%  |  | $53038.85          | $49525.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  |  | $611.16            | $590.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $781214.19         | $646062.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3956 | 2035-03-01      | 3.0000%  |  | $51087.26          | $48461.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4619 | 2052-09-01      | 4.5000%  |  | $819.90            | $776.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  |  | $236507.48         | $211428.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4558 | 2052-09-01      | 5.0000%  |  | $180739.66         | $177871.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  |  | $55719.44          | $57218.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $18506874.66       | $18829034.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2227 | 2054-08-01      | 6.5000%  |  | $30047998.08       | $31181952.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  |  | $8741.57           | $6807.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  |  | $9935.47           | $8635.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $116623.67         | $96219.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA7755 | 2050-10-01      | 3.0000%  |  | $513.48            | $441.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7635 | 2050-11-01      | 2.0000%  |  | $2914245.97        | $2305259.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9955 | 2042-07-01      | 3.5000%  |  | $14646614.23       | $13557029.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  |  | $9440652.48        | $9439713.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  |  | $22631057.78       | $23498237.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3421 | 2052-12-01      | 5.0000%  |  | $834.83            | $813.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3395 | 2052-12-01      | 5.0000%  |  | $865.74            | $846.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS3391 | 2051-08-01      | 2.5000%  |  | $82759.94          | $68617.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $837.28            | $652.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $312929.16         | $318131.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5348 | 2034-03-01      | 4.0000%  |  | $590312.76         | $584295.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  |  | $912.48            | $906.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  |  | $583921.55         | $592263.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $40828.63          | $34975.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $723656.69         | $593755.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $1452174.16        | $1133995.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CKMA4322 | 2051-03-01      | 1.5000%  |  | $828.34            | $597.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  |  | $52106.37          | $44713.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CNMA4285 | 2031-03-01      | 2.0000%  |  | $76188.54          | $72528.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $566.70            | $513.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $589.75            | $518.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CNMA4226 | 2031-01-01      | 2.0000%  |  | $89904.34          | $85597.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  |  | $104407.61         | $89742.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  |  | $6161561.09        | $6092932.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $1159081.78        | $1104118.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $740266.58         | $699122.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $277.63            | $267.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  |  | $14722965.75       | $12877142.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7497 | 2040-09-01      | 3.5000%  |  | $361.60            | $335.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  |  | $36381.59          | $36003.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL3433 | 2041-10-01      | 4.0000%  |  | $73.66             | $70.36             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL0934 | 2041-02-01      | 5.0000%  |  | $89868.31          | $90117.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $10731274.17       | $9940845.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9393 | 2042-04-01      | 3.5000%  |  | $235207.90         | $217883.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $233242.16         | $222127.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $73.25             | $67.90             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI9129 | 2054-07-01      | 6.5000%  |  | $2261.82           | $2381.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $411859.01         | $341670.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA2854 | 2046-12-01      | 2.5000%  |  | $290.94            | $243.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $3072.50           | $2535.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $337998.76         | $336435.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $544105.36         | $483998.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU0034 | 2051-08-01      | 4.0000%  |  | $283601.90         | $261174.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $290710.38         | $275101.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8015 | 2053-07-01      | 6.0000%  |  | $322939.77         | $330040.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM6460 | 2051-03-01      | 2.5000%  |  | $184390.70         | $152897.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5225 | 2050-02-01      | 3.0000%  |  | $82992.73          | $72261.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $286152.12         | $273209.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $8566.11           | $6799.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5881 | 2053-12-01      | 7.5000%  |  | $1840.18           | $1984.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  |  | $698.09            | $599.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  |  | $1694567.31        | $1575112.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1092 | 2052-04-01      | 3.5000%  |  | $77193.30          | $68883.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  |  | $3507.18           | $3531.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $14284.63          | $13343.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0145 | 2057-03-01      | 3.5000%  |  | $53214.60          | $46937.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  |  | $34379.75          | $33656.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1022 | 2048-02-01      | 3.0000%  |  | $76300.59          | $67613.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4821 | 2054-06-01      | 6.5000%  |  | $745184.40         | $770379.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0827 | 2052-01-01      | 3.0000%  |  | $1429090.67        | $1230489.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $192460.70         | $170910.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $40025.05          | $36507.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $27794.24          | $26322.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $403.94            | $351.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ5576 | 2054-09-01      | 6.0000%  |  | $476482.33         | $484480.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2291 | 2054-08-01      | 6.5000%  |  | $2959.31           | $3082.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8299 | 2054-01-01      | 7.5000%  |  | $2309.89           | $2476.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7879 | 2054-01-01      | 7.5000%  |  | $2873.41           | $3154.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $194280.03         | $193084.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2670037.50        | $2685424.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $230108.69         | $221129.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  |  | $106085.45         | $105460.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA1886 | 2038-06-01      | 4.5000%  |  | $2804152.49        | $2820447.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $46187.77          | $45630.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $3350513.60        | $3275717.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  |  | $18183977.18       | $17558430.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  |  | $175545.44         | $158941.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6343 | 2053-07-01      | 6.0000%  |  | $141888.87         | $144401.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $860.96            | $856.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4181 | 2053-06-01      | 5.0000%  |  | $328743.50         | $319666.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  |  | $48148.53          | $47929.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $7147631.33        | $7118837.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1912 | 2053-06-01      | 5.0000%  |  | $599.47            | $585.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2603 | 2053-08-01      | 5.5000%  |  | $183358.61         | $182284.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $86540.12          | $84163.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0630 | 2053-04-01      | 5.5000%  |  | $62619.08          | $62579.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $171482.81         | $167190.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $905252.00         | $933049.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9382 | 2053-04-01      | 5.5000%  |  | $66489.87          | $66131.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  |  | $31557.47          | $30692.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $89536.09          | $87317.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  |  | $14555238.42       | $14624820.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  |  | $5098126.28        | $4966471.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $6844.87           | $6493.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  |  | $505312.25         | $492561.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  |  | $5974.70           | $6077.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  |  | $11950.42          | $10812.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $34110.68          | $31887.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH4101 | 2047-10-01      | 3.5000%  |  | $580356.12         | $526627.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  |  | $107969.25         | $100956.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  |  | $30021.29          | $26843.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5930 | 2053-07-01      | 4.5000%  |  | $986680.33         | $936771.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $875195.04         | $821155.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  |  | $55016.61          | $51014.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3724 | 2054-05-01      | 5.5000%  |  | $984.49            | $981.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB2845 | 2054-10-01      | 4.5000%  |  | $996.37            | $941.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB1086 | 2054-05-01      | 5.5000%  |  | $116144.59         | $115384.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $1817.12           | $1844.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6364 | 2053-12-01      | 7.5000%  |  | $1769.61           | $1894.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  |  | $313335.49         | $321288.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL745256 | 2036-02-01      | 6.0000%  |  | $91168.15          | $94264.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $23760.21          | $23855.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL735228 | 2035-02-01      | 5.5000%  |  | $36620.92          | $37459.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $578791.48         | $527161.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CVAB7231 | 2027-11-01      | 2.0000%  |  | $31635.89          | $30618.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $72074.34          | $70742.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 PLAB4662 | 2041-08-01      | 4.5000%  |  | $35022.34          | $34386.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  |  | $189265.25         | $169017.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0687 | 2042-11-01      | 3.5000%  |  | $71937.64          | $66473.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $200219.56         | $181524.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  |  | $54227.26          | $51128.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9851 | 2053-10-01      | 6.5000%  |  | $1245062.18        | $1303420.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY8506 | 2053-08-01      | 5.5000%  |  | $291827.06         | $292556.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7581 | 2054-09-01      | 6.0000%  |  | $1135452.88        | $1156341.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $284570.27         | $282761.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3582 | 2042-06-01      | 4.0000%  |  | $102.40            | $96.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3579 | 2042-06-01      | 4.0000%  |  | $97.82             | $92.39             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  |  | $288549.64         | $279426.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  |  | $32995.87          | $33075.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2336 | 2050-01-01      | 4.0000%  |  | $227.63            | $211.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  |  | $1791.07           | $1525.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3468 | 2052-12-01      | 5.5000%  |  | $20712111.17       | $20768749.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $132827.46         | $130194.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $70549.91          | $66969.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6314 | 2050-07-01      | 3.0000%  |  | $58082.49          | $49602.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3954 | 2052-08-01      | 3.5000%  |  | $409983.76         | $365702.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $1638.31           | $1397.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6043 | 2053-05-01      | 3.5000%  |  | $125086.46         | $111230.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  |  | $822.86            | $757.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  |  | $25882218.75       | $20311358.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  |  | $28518749.30       | $28617097.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $8215.08           | $6996.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  |  | $2729907.39        | $2200551.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5837 | 2053-03-01      | 5.0000%  |  | $11430661.16       | $11184887.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH6713 | 2047-08-01      | 3.5000%  |  | $65930.84          | $59472.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  |  | $39371.28          | $30985.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $189753.49         | $172630.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZN3753 | 2034-04-01      | 2.5000%  |  | $85757.15          | $81542.34          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $57.23             | $59.44             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 4UZL1040 | 2034-10-01      | 5.5000%  |  | $95386.38          | $95377.09          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J31733 G | 2030-05-01      | 3.0000%  |  | $80798.72          | $79000.51          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J17743 G | 2027-01-01      | 3.0000%  |  | $75876.97          | $75133.73          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  |  | $47357.20          | $47287.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0722 | 2051-10-01      | 3.0000%  |  | $12748888.69       | $10962051.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0502 | 2050-08-01      | 3.0000%  |  | $7872355.96        | $6803586.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0438 | 2050-04-01      | 4.0000%  |  | $267287.05         | $248869.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  |  | $682.11            | $584.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  |  | $37083.55          | $33210.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  |  | $1295729.50        | $1167280.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $130868.94         | $126952.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I3BF0319 | 2048-07-01      | 4.0000%  |  | $558881.98         | $524385.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 U3BF0208 | 2042-02-01      | 3.5000%  |  | $11498170.32       | $10728993.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $2011116.69        | $1781285.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $2627514.41        | $2342866.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $157948.34         | $141825.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $199313.78         | $167182.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $74317.31          | $72014.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $61486.04          | $50807.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  |  | $57826.00          | $53568.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKMA3704 | 2049-06-01      | 3.5000%  |  | $102389.44         | $89906.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $78695.57          | $72544.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $256061.53         | $230136.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $31303.47          | $30914.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $162788.60         | $133053.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8626 | 2053-04-01      | 5.5000%  |  | $161262.30         | $160249.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  |  | $237042.47         | $246088.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  |  | $349058.17         | $344740.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7581 | 2053-03-01      | 5.0000%  |  | $97875.45          | $95193.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX6086 | 2053-03-01      | 5.0000%  |  | $94705.49          | $92259.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX6067 | 2053-02-01      | 6.5000%  |  | $333987.07         | $351461.31         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U59043 G | 2036-05-01      | 4.0000%  |  | $101137.30         | $100418.84         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q10683 G | 2042-09-01      | 3.5000%  |  | $278874.79         | $259146.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2295 | 2054-09-01      | 5.5000%  |  | $1728230.24        | $1728060.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2158 | 2054-08-01      | 6.0000%  |  | $22829762.00       | $23212989.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1972 | 2054-07-01      | 6.0000%  |  | $23348495.77       | $23802935.32       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $199070.53         | $197950.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $355166.96         | $353181.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $572857.42         | $513674.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2114 | 2052-06-01      | 4.5000%  |  | $775.34            | $739.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1976 | 2051-08-01      | 4.0000%  |  | $118364.44         | $110652.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1866 | 2052-05-01      | 3.5000%  |  | $266700.62         | $237743.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9221 | 2051-10-01      | 4.0000%  |  | $233021.15         | $215903.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT1265 | 2051-06-01      | 2.5000%  |  | $34866.02          | $28472.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  |  | $73998.50          | $58517.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $63400.82          | $50160.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6750 | 2051-06-01      | 2.5000%  |  | $355364.93         | $292829.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR6515 | 2051-04-01      | 2.0000%  |  | $184666.88         | $145439.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $740.08            | $753.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8189 | 2037-11-01      | 4.0000%  |  | $660.28            | $641.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1226 | 2037-01-01      | 2.0000%  |  | $674964.08         | $613319.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $114631.25         | $113295.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  |  | $91144.31          | $89558.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIZT1800 | 2034-03-01      | 4.0000%  |  | $78749.76          | $78238.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $3406.47           | $3274.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8570 | 2030-06-01      | 3.0000%  |  | $1856.64           | $1810.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZS2137 | 2035-03-01      | 7.0000%  |  | $69299.57          | $72805.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNZA7074 | 2029-04-01      | 4.5000%  |  | $118974.75         | $119184.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2452803.53        | $2369155.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA5433 | 2048-06-01      | 3.5000%  |  | $186.61            | $168.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $474448.78         | $462741.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3KZA2892 | 2030-08-01      | 2.5000%  |  | $127900.73         | $122642.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZN4336 | 2049-03-01      | 5.0000%  |  | $143.34            | $141.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7128 | 2055-02-01      | 6.0000%  |  | $1144933.67        | $1173539.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9468 | 2054-11-01      | 5.0000%  |  | $31738852.98       | $30937979.46       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  |  | $43673.88          | $43428.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC6840 | 2054-11-01      | 4.5000%  |  | $1987.36           | $1878.73           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3645.50           | $3649.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  |  | $19115367.60       | $19451670.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  |  | $84984.69          | $79012.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $2031.29           | $1587.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9954 | 2054-12-01      | 4.5000%  |  | $1626.48           | $1538.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1099 | 2054-03-01      | 5.0000%  |  | $20030227.28       | $19481695.06       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC8041 | 2051-10-01      | 2.5000%  |  | $1243783.75        | $1023887.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  |  | $28728924.55       | $28567196.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3070 | 2055-03-01      | 6.5000%  |  | $1075404.82        | $1129280.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1814 | 2051-09-01      | 2.5000%  |  | $260608.64         | $214118.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY1636 | 2055-04-01      | 6.0000%  |  | $999.03            | $1019.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7680 | 2055-03-01      | 6.0000%  |  | $187577.31         | $192626.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL0293 | 2052-06-01      | 3.0000%  |  | $7523194.95        | $6421548.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $194718.99         | $192385.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA0558 | 2047-10-01      | 4.5000%  |  | $577.83            | $560.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT2789 | 2051-08-01      | 2.5000%  |  | $107133.89         | $88389.95          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ4073 | 2055-01-01      | 4.5000%  |  | $997.69            | $943.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  |  | $159298.44         | $141933.07         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  |  | $241199.00         | $225019.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  |  | $12844722.80       | $12489961.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $1411.18           | $1158.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5633 | 2051-03-01      | 2.0000%  |  | $696.84            | $550.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $70849.27          | $55778.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  |  | $571756.26         | $450327.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $76893.37          | $59774.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4722 | 2051-03-01      | 2.0000%  |  | $823770.59         | $648821.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $345134.06         | $272336.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR3286 | 2051-03-01      | 2.0000%  |  | $135195.64         | $106760.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR2935 | 2036-03-01      | 1.5000%  |  | $57962.32          | $50995.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR2026 | 2051-06-01      | 3.0000%  |  | $34273.38          | $29242.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2664 | 2051-02-01      | 2.0000%  |  | $61048.89          | $48205.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2644 | 2051-02-01      | 2.0000%  |  | $60413.86          | $47590.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $130371.32         | $128949.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $1055725.30        | $1049896.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $54823.97          | $55319.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995091 | 2035-02-01      | 5.5000%  |  | $49593.04          | $50692.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995112 | 2036-07-01      | 5.5000%  |  | $140724.08         | $143946.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $32277.96          | $32339.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL988029 | 2038-08-01      | 5.0000%  |  | $104339.75         | $104928.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  |  | $33099.59          | $27474.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  |  | $8165424.97        | $6428346.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  |  | $17952220.58       | $15063275.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  |  | $291706.23         | $250359.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6315 | 2050-07-01      | 3.0000%  |  | $454694.55         | $387359.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  |  | $15390065.74       | $12725366.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $25810.68          | $24642.97          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U65451 G | 2048-02-01      | 4.0000%  |  | $1255682.55        | $1176514.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $12137050.05       | $12070667.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $481866.73         | $492328.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $10529548.90       | $10472505.66       | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC Z40125 G | 2035-03-01      | 6.0000%  |  | $287.63            | $298.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $80965.81          | $84394.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  |  | $2615.10           | $2586.89           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $2710.20           | $2213.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4492 | 2053-09-01      | 6.0000%  |  | $2705.63           | $2750.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $5875379.53        | $5704075.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  |  | $956.29            | $928.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  |  | $16845751.19       | $17086415.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $4639.26           | $4613.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8535 | 2052-05-01      | 3.0000%  |  | $53894.09          | $46405.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $169655.14         | $145696.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $352701.77         | $332229.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9952 | 2042-07-01      | 3.5000%  |  | $14848426.03       | $13745387.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $42544.23          | $41701.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3425 | 2048-06-01      | 3.0000%  |  | $39757.35          | $34452.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $420699.15         | $417944.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA5557 | 2053-11-01      | 7.0000%  |  | $2057.53           | $2163.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY2641 | 2053-05-01      | 5.0000%  |  | $15559.91          | $15124.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $108909.65         | $98680.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $53638.60          | $49455.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $72209.58          | $70863.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTAB7517 | 2033-01-01      | 2.5000%  |  | $1577674.36        | $1498443.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $50403.32          | $47106.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  |  | $31009758.71       | $24428312.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8517 | 2051-01-01      | 2.0000%  |  | $843.52            | $656.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6118 | 2053-01-01      | 6.0000%  |  | $12352779.17       | $12562681.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $553849.75         | $452857.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  |  | $67433.22          | $66691.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  |  | $52598.56          | $50568.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1191 | 2055-05-01      | 6.0000%  |  | $1000.00           | $1019.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1159 | 2052-09-01      | 3.5000%  |  | $65843.26          | $59304.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8864 | 2051-10-01      | 2.5000%  |  | $577813.89         | $478863.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0338 | 2059-01-01      | 4.5000%  |  | $76730.31          | $72318.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX4669 | 2055-01-01      | 7.0000%  |  | $1271784.61        | $1357955.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $657409.74         | $639393.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  |  | $18422640.57       | $18771479.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2098 | 2050-12-01      | 3.0000%  |  | $15754541.77       | $13551421.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7494 | 2051-06-01      | 3.0000%  |  | $905537.86         | $778619.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0812 | 2055-02-01      | 5.5000%  |  | $8642158.33        | $8635379.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  |  | $647809.01         | $651402.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $106419.22         | $90687.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3542 | 2049-05-01      | 4.0000%  |  | $62879.63          | $58817.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  |  | $111607.26         | $95297.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5334 | 2049-01-01      | 3.5000%  |  | $559266.76         | $504193.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $3192.02           | $3241.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  |  | $190751.67         | $188936.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $31981322.57       | $31808801.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3048 | 2027-06-01      | 2.5000%  |  | $51.60             | $50.71             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM1599 | 2032-03-01      | 3.5000%  |  | $450330.30         | $444562.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  |  | $40305.64          | $31357.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4333 | 2052-08-01      | 4.0000%  |  | $1714036.82        | $1589995.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  |  | $58196.14          | $56719.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $71771.46          | $66577.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  |  | $654.88            | $584.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5381 | 2052-04-01      | 3.0000%  |  | $42630.91          | $36789.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  |  | $8017.62           | $6888.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $283860.09         | $242008.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV3167 | 2052-05-01      | 3.5000%  |  | $151311.12         | $136136.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV3089 | 2052-02-01      | 2.5000%  |  | $209027.28         | $172698.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2996 | 2052-04-01      | 2.5000%  |  | $325749.61         | $266795.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $61514.20          | $50373.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV2815 | 2052-02-01      | 3.5000%  |  | $792713.86         | $705098.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV2623 | 2052-07-01      | 4.5000%  |  | $79778.41          | $75532.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $111340.50         | $99002.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $69505.89          | $56928.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8408 | 2051-12-01      | 2.0000%  |  | $130869.43         | $103577.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  |  | $942.05            | $836.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  |  | $2987165.93        | $2653157.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  |  | $866.86            | $876.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD3304 | 2051-02-01      | 1.5000%  |  | $882.90            | $651.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  |  | $4855823.33        | $4864561.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD3097 | 2052-06-01      | 3.5000%  |  | $36431.22          | $32393.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  |  | $811.72            | $813.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  |  | $19504340.42       | $19544062.10       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2266 | 2053-01-01      | 5.0000%  |  | $835219.69         | $818596.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  |  | $2255146.12        | $2081703.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1921 | 2052-12-01      | 4.5000%  |  | $816.54            | $777.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2639 | 2053-04-01      | 4.5000%  |  | $857.45            | $816.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $2457.78           | $2342.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  |  | $529258.44         | $505161.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $3993.73           | $3577.06           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  |  | $3157.46           | $2840.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1046 | 2052-07-01      | 4.0000%  |  | $843.54            | $779.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1045 | 2052-06-01      | 3.5000%  |  | $837.72            | $752.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $3000.03           | $2689.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0148 | 2056-04-01      | 4.5000%  |  | $31164.88          | $29729.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1687525.23        | $1734403.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $203.35            | $212.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  |  | $1104.06           | $849.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBE9375 | 2047-05-01      | 3.5000%  |  | $84654.96          | $76054.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $9638.57           | $9013.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $31085.34          | $28848.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4289 | 2055-06-01      | 6.5000%  |  | $6051.00           | $6270.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $996.47            | $968.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX5191 | 2054-12-01      | 4.5000%  |  | $978.98            | $925.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  |  | $2212.76           | $2364.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7630 | 2054-01-01      | 7.5000%  |  | $2086.40           | $2237.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  |  | $1696.87           | $1829.94           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6620 | 2053-12-01      | 7.5000%  |  | $2345.99           | $2559.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6619 | 2053-12-01      | 7.5000%  |  | $699691.09         | $750128.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6500 | 2053-12-01      | 7.5000%  |  | $1812.81           | $1976.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6078 | 2053-12-01      | 7.5000%  |  | $2232.64           | $2431.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8848 | 2055-03-01      | 6.5000%  |  | $997.75            | $1034.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8841 | 2055-03-01      | 6.5000%  |  | $4050075.42        | $4196664.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8520 | 2055-03-01      | 5.5000%  |  | $997.60            | $998.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8200 | 2055-02-01      | 5.5000%  |  | $1109233.67        | $1113300.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7728 | 2055-03-01      | 6.0000%  |  | $234813.32         | $239664.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3439 | 2055-02-01      | 5.5000%  |  | $996.62            | $999.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDD0981 | 2055-01-01      | 7.5000%  |  | $1992.97           | $2125.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD0414 | 2055-02-01      | 6.0000%  |  | $15386782.94       | $15656410.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0010 | 2055-02-01      | 5.5000%  |  | $393260.98         | $393022.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8570 | 2055-01-01      | 5.5000%  |  | $2983.62           | $2988.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $1571539.64        | $1595801.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD6582 | 2050-09-01      | 3.0000%  |  | $1674.34           | $1432.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWAB9717 | 2028-06-01      | 2.5000%  |  | $53422.84          | $52468.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  |  | $163.70            | $155.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8606 | 2031-04-01      | 3.0000%  |  | $880875.42         | $857016.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  |  | $212711.98         | $207149.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $2712.49           | $2212.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5384 | 2049-12-01      | 3.5000%  |  | $277128.07         | $249157.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA1193 | 2049-08-01      | 4.0000%  |  | $2838.82           | $2645.86           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $7275687.15        | $7274970.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  |  | $138563.13         | $125971.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  |  | $28874.21          | $27693.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  |  | $8128593.78        | $8417558.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  |  | $798.01            | $778.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4352 | 2052-08-01      | 5.0000%  |  | $210418.24         | $207052.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  |  | $16734298.10       | $17267106.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  |  | $38728.76          | $28618.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  |  | $53226908.92       | $54023733.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD6543 | 2052-02-01      | 2.5000%  |  | $1597.76           | $1314.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $47810.75          | $37223.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $7507.41           | $6139.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  |  | $156750.05         | $121967.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  |  | $792.20            | $617.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $1551.39           | $1211.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $164269.13         | $161041.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3463 | 2033-09-01      | 4.0000%  |  | $96393.16          | $95798.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3410 | 2033-07-01      | 3.5000%  |  | $66552.47          | $65246.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3409 | 2033-07-01      | 3.0000%  |  | $44851.07          | $43354.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3319 | 2052-04-01      | 4.0000%  |  | $1509.38           | $1397.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3312 | 2052-04-01      | 4.0000%  |  | $8555924.20        | $7958654.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3254 | 2052-03-01      | 3.5000%  |  | $788.89            | $707.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  |  | $47240.44          | $43734.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $74130.30          | $66522.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  |  | $48371.49          | $40018.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $8540.33           | $7283.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3514 | 2052-05-01      | 3.0000%  |  | $115420.10         | $98908.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $7104888.41        | $7071506.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $3456.72           | $3438.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI0431 | 2054-02-01      | 7.5000%  |  | $2233.41           | $2424.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 4LSH1002 | 2038-12-01      | 6.5000%  |  | $315822.14         | $324609.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3PSE9055 | 2052-03-01      | 2.0000%  |  | $118879.15         | $90515.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5067 | 2031-09-01      | 1.5000%  |  | $504.00            | $469.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3236 | 2052-06-01      | 3.5000%  |  | $42281.51          | $37870.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3155 | 2052-07-01      | 4.0000%  |  | $1015083.75        | $939744.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3111 | 2052-09-01      | 5.0000%  |  | $445709.31         | $436827.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2973 | 2052-09-01      | 4.5000%  |  | $6452.91           | $6121.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  |  | $1010021.83        | $962072.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2863 | 2052-09-01      | 4.0000%  |  | $876.10            | $811.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  |  | $55002.15          | $54885.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  |  | $885.14            | $721.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2821 | 2052-09-01      | 4.5000%  |  | $84060.83          | $79817.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $784.89            | $712.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  |  | $81274.29          | $79337.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  |  | $146678.70         | $135520.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  |  | $570066.11         | $545114.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2143 | 2052-06-01      | 3.5000%  |  | $139724.51         | $125384.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  |  | $160767.87         | $143016.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9900 | 2052-05-01      | 4.0000%  |  | $184484.69         | $170941.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV9700 | 2052-06-01      | 2.5000%  |  | $195441.47         | $159920.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  |  | $19781468.56       | $18707235.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $902.94            | $944.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7451 | 2050-10-01      | 2.0000%  |  | $1951.11           | $1537.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  |  | $646599.61         | $536404.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  |  | $1986105.44        | $1974319.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $56444.94          | $50148.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1342 | 2054-04-01      | 6.0000%  |  | $904.21            | $925.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $31571.33          | $29934.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0253 | 2055-04-01      | 6.0000%  |  | $405738.14         | $414764.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2508 | 2055-02-01      | 6.0000%  |  | $2616980.15        | $2666232.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CTMA5743 | 2045-05-01      | 6.5000%  |  | $801000.00         | $828039.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3303 | 2055-01-01      | 6.0000%  |  | $10320578.96       | $10497136.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  |  | $31436949.44       | $31441085.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1208 | 2055-01-01      | 5.0000%  |  | $8792533.00        | $8630141.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  |  | $1172928.98        | $1165244.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  |  | $11634106.26       | $11883452.30       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3008 | 2054-12-01      | 5.0000%  |  | $2526057.97        | $2475920.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7256 | 2055-03-01      | 6.0000%  |  | $207483.73         | $211991.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  |  | $1201183.07        | $1259006.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $94931.48          | $84342.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8379 | 2040-04-01      | 5.5000%  |  | $2858.65           | $2910.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDD4969 | 2040-04-01      | 5.0000%  |  | $852777.79         | $856750.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4841 | 2054-10-01      | 6.0000%  |  | $5152.27           | $5300.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4845 | 2054-10-01      | 5.5000%  |  | $5600.22           | $5680.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC3823 | 2054-11-01      | 4.5000%  |  | $1972.20           | $1864.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3175 | 2054-10-01      | 5.0000%  |  | $1492117.62        | $1453972.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2271 | 2054-09-01      | 6.0000%  |  | $1271406.07        | $1290091.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2031 | 2054-09-01      | 6.0000%  |  | $1275425.75        | $1301966.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC1886 | 2054-08-01      | 7.0000%  |  | $2925.05           | $3113.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0757 | 2055-02-01      | 6.0000%  |  | $9973.38           | $10247.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0035 | 2054-09-01      | 6.0000%  |  | $1850.92           | $1904.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8867 | 2054-07-01      | 6.5000%  |  | $797.64            | $829.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  |  | $2652257.28        | $2793086.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $308332.45         | $292034.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $192293.72         | $191607.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  |  | $136121.20         | $129097.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $609319.21         | $591153.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA2676 | 2026-07-01      | 2.5000%  |  | $39891.12          | $39470.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $177666.08         | $174389.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA1417 | 2043-04-01      | 3.0000%  |  | $169268.59         | $149908.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  |  | $893695.74         | $802656.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO7242 | 2050-01-01      | 3.0000%  |  | $71411.87          | $61395.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $212.14            | $182.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  |  | $59649.66          | $53721.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI7899 | 2054-06-01      | 7.5000%  |  | $2958.15           | $3153.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $10833932.00       | $10774102.22       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  |  | $729.29            | $741.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $1668.77           | $1659.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  |  | $414.81            | $370.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8122 | 2051-01-01      | 2.5000%  |  | $178400.27         | $146727.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  |  | $415.74            | $357.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  |  | $5752.38           | $4731.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $955.00            | $960.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $17181103.01       | $17262705.62       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $54004698.87       | $50235182.88       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $139581.53         | $120608.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  |  | $416445.34         | $361133.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  |  | $358472.84         | $312059.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  |  | $5471.83           | $4293.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $2895.65           | $2740.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  |  | $54773.89          | $48652.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6011 | 2054-07-01      | 6.0000%  |  | $16282183.61       | $16740109.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD5845 | 2052-11-01      | 3.5000%  |  | $2990668.91        | $2658532.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5709 | 2054-07-01      | 6.0000%  |  | $278177.53         | $283409.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  |  | $3653.59           | $3776.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $148257.23         | $144194.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5024 | 2033-05-01      | 4.5000%  |  | $237762.63         | $239038.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5020 | 2043-05-01      | 5.0000%  |  | $80940.73          | $80169.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $5231.49           | $5314.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $128987.35         | $128308.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS0989 | 2050-09-01      | 4.0000%  |  | $62595.21          | $58211.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0736 | 2052-03-01      | 2.5000%  |  | $77105.19          | $63655.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $507951.22         | $436375.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0523 | 2052-02-01      | 2.5000%  |  | $310893.89         | $257224.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $78814.42          | $71593.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ2999 | 2050-10-01      | 2.5000%  |  | $81498.98          | $67311.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  |  | $90238.87          | $70903.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP8608 | 2050-06-01      | 2.5000%  |  | $199875.95         | $165109.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP6679 | 2050-09-01      | 2.0000%  |  | $1292.82           | $1022.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBP1925 | 2050-04-01      | 5.0000%  |  | $291635.64         | $285969.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWMA1302 | 2027-12-01      | 2.5000%  |  | $28560.18          | $28108.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA0949 | 2032-01-01      | 3.5000%  |  | $25895.32          | $25417.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CJMA0940 | 2026-12-01      | 3.0000%  |  | $29806.72          | $29553.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  |  | $32227233.61       | $25393065.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  |  | $19913.87          | $19838.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $873.46            | $869.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  |  | $8166329.83        | $8553120.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $351848.26         | $314286.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5086 | 2054-03-01      | 5.5000%  |  | $912.21            | $912.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5135 | 2045-06-01      | 3.5000%  |  | $15652689.44       | $14266212.46       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB2242 | 2031-02-01      | 4.0000%  |  | $27643.07          | $27295.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $2739.12           | $2885.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4894 | 2052-10-01      | 5.0000%  |  | $57370.81          | $56259.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  |  | $550321.12         | $547492.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  |  | $26297.78          | $26470.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $38029.50          | $37846.55          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $68096.87          | $58064.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  |  | $36954.77          | $28748.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CTQK1658 | 2043-07-01      | 7.0000%  |  | $1711.33           | $1834.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  |  | $26187.14          | $26359.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0913 | 2031-11-01      | 4.5000%  |  | $26151.68          | $26361.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  |  | $638288.93         | $634551.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CJMA0902 | 2026-11-01      | 3.0000%  |  | $83249.65          | $82381.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0750 | 2031-05-01      | 5.0000%  |  | $40017.65          | $40722.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  |  | $24547.07          | $24698.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  |  | $2931.01           | $3130.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5881 | 2053-11-01      | 7.0000%  |  | $1905.44           | $2038.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5830 | 2053-12-01      | 7.5000%  |  | $1819.85           | $1967.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4150 | 2053-11-01      | 7.0000%  |  | $18588193.85       | $19844028.76       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH3920 | 2053-11-01      | 7.5000%  |  | $2673.33           | $2886.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  |  | $942.88            | $986.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0323 | 2053-09-01      | 6.5000%  |  | $821.76            | $866.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG9735 | 2053-09-01      | 5.0000%  |  | $894.13            | $875.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  |  | $2078212.43        | $2121121.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6702 | 2053-07-01      | 6.0000%  |  | $10312269.21       | $10513485.64       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8917 | 2053-03-01      | 6.0000%  |  | $15720216.43       | $16098591.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4801044.37        | $4823789.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4277 | 2027-01-01      | 3.0000%  |  | $67628.89          | $66891.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $1050.84           | $1011.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  |  | $88271.30          | $84204.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $734136.82         | $679167.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ0693 | 2054-01-01      | 5.5000%  |  | $12327107.94       | $12325894.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0473 | 2053-12-01      | 6.0000%  |  | $4328521.43        | $4431048.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0497 | 2052-01-01      | 2.0000%  |  | $744.66            | $590.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  |  | $115150.37         | $93922.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0273 | 2051-12-01      | 2.5000%  |  | $75165.11          | $62501.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1820 | 2051-08-01      | 3.0000%  |  | $1291900.86        | $1115041.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  |  | $318283.14         | $284927.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1555 | 2052-04-01      | 3.5000%  |  | $154996.03         | $138305.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  |  | $635664.71         | $572249.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  |  | $82363.79          | $73212.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1425 | 2052-05-01      | 3.5000%  |  | $82104.59          | $73671.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1396 | 2052-04-01      | 4.0000%  |  | $61285.34          | $57007.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $164237.72         | $146951.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $79159.48          | $67538.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1104 | 2051-11-01      | 2.5000%  |  | $73494.05          | $60851.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  |  | $16810.61          | $14445.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $375218.21         | $325320.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $47081.93          | $37204.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0967 | 2052-03-01      | 2.5000%  |  | $632397.05         | $521874.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8210 | 2052-01-01      | 2.0000%  |  | $200343.29         | $156393.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $152632.50         | $140407.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $81656.32          | $72635.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  |  | $786.25            | $641.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $600394.01         | $528088.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $87157.85          | $72225.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ7784 | 2036-03-01      | 1.5000%  |  | $200820.42         | $176891.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ7391 | 2036-03-01      | 1.5000%  |  | $68226.53          | $59859.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5720 | 2055-02-01      | 4.5000%  |  | $1993.03           | $1884.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1316569.04        | $1360711.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4931 | 2054-09-01      | 5.5000%  |  | $983.00            | $987.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLBU4846 | 2054-04-01      | 7.5000%  |  | $487201.55         | $520589.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1118 | 2055-01-01      | 6.0000%  |  | $17618975.94       | $18036463.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFA1053 | 2037-04-01      | 2.0000%  |  | $6003.82           | $5455.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0709 | 2054-11-01      | 5.0000%  |  | $24974.19          | $24497.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0555 | 2055-01-01      | 5.5000%  |  | $23638130.08       | $23584957.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $127247.48         | $126590.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9731 | 2055-01-01      | 6.0000%  |  | $293484.54         | $298366.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2930 | 2045-09-01      | 3.5000%  |  | $12951519.39       | $11815042.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  |  | $368.29            | $323.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $93239.39          | $92933.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  |  | $24028681.07       | $21824324.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CJAB4777 | 2027-03-01      | 3.0000%  |  | $25658.97          | $25323.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO4101 | 2042-05-01      | 4.0000%  |  | $9755436.68        | $9213231.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9047 | 2054-04-01      | 5.0000%  |  | $9471409.84        | $9307457.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  |  | $30513.55          | $28331.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA7604 | 2050-11-01      | 3.0000%  |  | $161258.10         | $141653.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $350187.97         | $288651.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $191332.77         | $177296.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $3464.86           | $2719.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0055 | 2054-04-01      | 5.5000%  |  | $2527.71           | $2511.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  |  | $310.15            | $289.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  |  | $60073.18          | $55597.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  |  | $76479.87          | $60563.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  |  | $162666.23         | $153831.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $41155.75          | $38930.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $16934.26          | $15309.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5522 | 2050-04-01      | 4.0000%  |  | $137506.33         | $127903.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $166135.37         | $155352.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $11977938.16       | $9894853.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $603855.81         | $600210.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $1780.53           | $1684.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4430 | 2055-03-01      | 6.0000%  |  | $7097428.23        | $7240578.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0311 | 2055-01-01      | 4.5000%  |  | $9694706.19        | $9188846.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  |  | $585105.42         | $582530.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3294 | 2055-01-01      | 5.5000%  |  | $26036247.21       | $25913657.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD5150 | 2055-04-01      | 5.0000%  |  | $106655.13         | $103819.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  |  | $102000.00         | $107149.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7967 | 2055-05-01      | 6.0000%  |  | $257449.00         | $261127.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  |  | $23279128.48       | $23226763.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  |  | $1925.02           | $1819.81           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9934 | 2055-04-01      | 6.5000%  |  | $15973.08          | $16520.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7740 | 2055-04-01      | 5.0000%  |  | $1326453.94        | $1295974.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $485820.66         | $485325.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6790 | 2055-02-01      | 5.5000%  |  | $1112560.14        | $1110429.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX6629 | 2054-11-01      | 4.5000%  |  | $996.30            | $941.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX6490 | 2055-02-01      | 4.5000%  |  | $996.40            | $941.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6318 | 2055-02-01      | 6.0000%  |  | $997.48            | $1019.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX4611 | 2055-01-01      | 6.0000%  |  | $1005817.49        | $1037208.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  |  | $990287.22         | $961351.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  |  | $28623888.24       | $25261115.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2395 | 2050-01-01      | 3.5000%  |  | $297.93            | $268.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $105174.13         | $93463.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1572 | 2048-09-01      | 3.0000%  |  | $293.89            | $256.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  |  | $249.02            | $232.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  |  | $232636.36         | $230299.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $105167.57         | $90917.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFA1590 | 2037-01-01      | 3.5000%  |  | $1000.00           | $986.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTFA1551 | 2039-08-01      | 3.5000%  |  | $1000.00           | $964.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $252691.27         | $245818.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  |  | $715751.28         | $727566.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $140967.21         | $133406.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  |  | $1593.91           | $1311.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  |  | $44064.24          | $37617.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1556 | 2051-09-01      | 2.5000%  |  | $359426.92         | $297664.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB1430 | 2051-08-01      | 4.0000%  |  | $10289.66          | $9507.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $719108.16         | $612436.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  |  | $741.67            | $610.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  |  | $862019.81         | $676165.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1280 | 2051-08-01      | 2.5000%  |  | $115869.29         | $95527.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICB1231 | 2036-07-01      | 3.5000%  |  | $213057.00         | $204047.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1250 | 2051-07-01      | 2.5000%  |  | $49245.50          | $40702.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  |  | $519.05            | $471.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  |  | $3795924.58        | $3682149.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8364 | 2046-11-01      | 3.5000%  |  | $24957064.81       | $22720548.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $160683.73         | $140306.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $16450157.88       | $14377629.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  |  | $34251.88          | $33006.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $15790623.86       | $14378838.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  |  | $19224699.19       | $19895239.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $5743.49           | $5632.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  |  | $49489.59          | $44263.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5213 | 2053-07-01      | 6.0000%  |  | $4826560.96        | $4926829.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  |  | $20229.82          | $16500.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3267 | 2055-02-01      | 6.0000%  |  | $988.40            | $1009.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  |  | $719898.92         | $718279.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  |  | $2037498.95        | $2028916.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3083 | 2054-12-01      | 5.5000%  |  | $5932.25           | $5911.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1539 | 2054-05-01      | 6.5000%  |  | $837.55            | $867.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $13591387.02       | $13655804.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX1807 | 2054-12-01      | 4.5000%  |  | $971.40            | $918.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX0996 | 2054-12-01      | 4.5000%  |  | $984.49            | $930.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX0532 | 2054-12-01      | 4.5000%  |  | $992.98            | $938.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX0179 | 2054-12-01      | 5.5000%  |  | $35356.79          | $35365.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAE9814 | 2025-12-01      | 3.5000%  |  | $36007.35          | $35898.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAE7758 | 2025-11-01      | 3.5000%  |  | $34836.80          | $34762.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $110415.38         | $109569.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6184 | 2051-03-01      | 2.0000%  |  | $834860.95         | $660566.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $230805.49         | $198526.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $74124.50          | $66480.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4328 | 2050-09-01      | 2.5000%  |  | $523.92            | $432.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5512 | 2054-07-01      | 5.5000%  |  | $36217.47          | $35980.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0695 | 2031-04-01      | 4.0000%  |  | $32090.35          | $31965.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $27384.39          | $27250.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $29854.55          | $28388.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0472 | 2030-07-01      | 5.0000%  |  | $34328.33          | $34877.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $70779.56          | $71624.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $42740.96          | $40542.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  |  | $5390936.55        | $4218737.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CNFM7937 | 2031-07-01      | 2.0000%  |  | $83941.18          | $79696.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1862249.41        | $1812096.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  |  | $155407.16         | $128499.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO1290 | 2049-07-01      | 3.0000%  |  | $138106.94         | $120224.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY2247 | 2053-05-01      | 5.0000%  |  | $365919.56         | $355891.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  |  | $740.93            | $546.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA3350 | 2049-04-01      | 5.0000%  |  | $1491.01           | $1492.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $3555150.17        | $3610067.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7324 | 2051-05-01      | 2.0000%  |  | $363365.78         | $286848.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBH8154 | 2047-11-01      | 3.0000%  |  | $77169.26          | $67022.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBV9862 | 2037-05-01      | 3.0000%  |  | $636.17            | $600.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4231 | 2050-09-01      | 2.5000%  |  | $553.82            | $456.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  |  | $153687.09         | $149470.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  |  | $1582858.16        | $1631843.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB5092 | 2050-11-01      | 2.5000%  |  | $629.62            | $522.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3972 | 2051-04-01      | 3.0000%  |  | $816.27            | $712.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBD7006 | 2031-10-01      | 2.5000%  |  | $133.25            | $127.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $779.75            | $638.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  |  | $228961.34         | $214106.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  |  | $28100.38          | $26073.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $29418591.08       | $29975524.23       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1329 | 2054-04-01      | 5.0000%  |  | $18523356.03       | $18070215.06       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  |  | $26503388.82       | $27141201.69       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  |  | $16705809.53       | $16745912.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0191 | 2052-01-01      | 2.5000%  |  | $72689.01          | $60213.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  |  | $6062.87           | $5271.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  |  | $187338.30         | $154117.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9674 | 2049-06-01      | 3.5000%  |  | $609.59            | $553.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9631 | 2051-11-01      | 3.0000%  |  | $753.49            | $650.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9467 | 2051-11-01      | 3.0000%  |  | $125631.52         | $108109.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9419 | 2051-10-01      | 3.0000%  |  | $28514803.58       | $24365690.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9412 | 2051-11-01      | 2.5000%  |  | $67651.47          | $55884.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2923 | 2054-11-01      | 6.0000%  |  | $748755.70         | $762931.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  |  | $7674822.94        | $7861285.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  |  | $92557.20          | $90015.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ2835 | 2054-11-01      | 4.5000%  |  | $989.56            | $935.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2472 | 2054-09-01      | 6.5000%  |  | $18893337.33       | $19602519.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2458 | 2054-09-01      | 6.0000%  |  | $449297.92         | $456529.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2448 | 2054-10-01      | 5.5000%  |  | $954.69            | $955.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2317 | 2054-09-01      | 6.5000%  |  | $20726388.86       | $21593023.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4968 | 2053-07-01      | 6.0000%  |  | $1219831.28        | $1254144.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  |  | $86835.64          | $86267.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4606 | 2052-04-01      | 3.0000%  |  | $10692.87          | $9255.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5209 | 2054-04-01      | 5.5000%  |  | $44884.56          | $44923.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  |  | $31869.08          | $30488.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $199838.98         | $198990.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  |  | $60702.58          | $58073.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $4253215.49        | $4147679.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $402910.04         | $392270.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $4469575.22        | $4232173.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $71431.50          | $69581.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $842.76            | $775.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4694 | 2037-08-01      | 3.5000%  |  | $82305.30          | $78740.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $50648.93          | $48912.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4639 | 2037-05-01      | 3.5000%  |  | $42798.16          | $40946.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  |  | $7861.19           | $7816.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9212 | 2054-09-01      | 5.5000%  |  | $976.61            | $971.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $18344321.83       | $18241090.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9173 | 2054-09-01      | 7.0000%  |  | $10757286.30       | $11470880.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $131127.89         | $134152.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8863 | 2054-07-01      | 6.0000%  |  | $894.81            | $908.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $824071.11         | $837742.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $7039419.31        | $5835361.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $5883.25           | $6274.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $3033357.25        | $2936271.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0589 | 2055-02-01      | 5.0000%  |  | $295198.95         | $288410.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4193 | 2055-06-01      | 5.5000%  |  | $1000.00           | $993.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6312 | 2055-02-01      | 6.0000%  |  | $1074588.88        | $1097976.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4662 | 2055-03-01      | 5.5000%  |  | $5174253.29        | $5164342.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  |  | $23749727.66       | $24159513.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS9932 | 2054-10-01      | 7.0000%  |  | $17121526.00       | $18111028.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMB0296 | 2055-01-01      | 5.0000%  |  | $415704.06         | $403872.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  |  | $2230101.88        | $2234643.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC0165 | 2051-03-01      | 2.5000%  |  | $635.02            | $528.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $1961.82           | $1854.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $438648.24         | $461964.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5100 | 2033-07-01      | 5.0000%  |  | $70235.44          | $71532.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  |  | $695.59            | $633.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6976 | 2050-09-01      | 2.0000%  |  | $1786.79           | $1401.12           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  |  | $2210720.81        | $2205862.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $6061.27           | $5400.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0932 | 2052-04-01      | 2.5000%  |  | $585292.80         | $481749.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $11541661.05       | $11798282.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX3618 | 2052-12-01      | 5.5000%  |  | $611.98            | $615.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI3065 | 2054-03-01      | 7.0000%  |  | $2967.37           | $3163.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $22509.94          | $23151.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $3389.69           | $3298.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  |  | $15072.67          | $13657.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1125 | 2051-07-01      | 2.5000%  |  | $22833218.99       | $18865739.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  |  | $286753.30         | $288956.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5904 | 2051-02-01      | 2.5000%  |  | $474.95            | $392.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $155493.31         | $150818.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1052667.01        | $1055441.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  |  | $827.93            | $786.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBW4979 | 2038-02-01      | 4.0000%  |  | $63984.51          | $62095.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY1379 | 2045-04-01      | 3.5000%  |  | $12202338.30       | $11126475.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7405 | 2054-03-01      | 5.5000%  |  | $47086.41          | $47080.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  |  | $68703.48          | $64074.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $18621024.25       | $18499085.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3166 | 2052-03-01      | 3.0000%  |  | $773.37            | $664.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $68082.63          | $68013.22          | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $1211300.00        | $1241005.00        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $12090800.00       | $12534517.95       | U.S. Treasuries (including strips) |
| USTR 5 NOTE BG 25         | 2025-08-31      | 5.0000%  |  | $449900.00         | $456027.70         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 25     | 2025-06-30      | 4.6250%  |  | $24700.00          | $25175.58          | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $52400.00          | $50220.48          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $271400.00         | $264072.71         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $200.00            | $110.52            | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25        | 2025-11-13      | 0.0000%  |  | $1018000.00        | $998627.46         | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $325900.00         | $315386.14         | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  |  | $100.00            | $97.93             | U.S. Treasuries (including strips) |
| USTR BILL 09/16/25        | 2025-09-16      | 0.0000%  |  | $178000.00         | $175789.77         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $20000.00          | $20211.87          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $1350900.00        | $1339181.40        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $371500.00         | $384422.27         | U.S. Treasuries (including strips) |
| FNMA FNMS 03.000 CLAS7879 | 2046-09-01      | 3.0000%  |  | $33862655.88       | $29857606.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $1653341.81        | $1505520.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $23673086.32       | $20810315.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $8919.04           | $7596.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1050481.42        | $1073912.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4486 | 2054-03-01      | 6.0000%  |  | $46283.81          | $46966.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2299 | 2051-10-01      | 2.0000%  |  | $55992.56          | $43718.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU2599 | 2052-01-01      | 2.5000%  |  | $133403.93         | $110200.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $107595.95         | $95571.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBT7351 | 2051-10-01      | 2.0000%  |  | $9440.73           | $7413.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $78531.77          | $76397.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $124769.76         | $101938.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $69715.24          | $71749.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT3303 | 2051-08-01      | 2.5000%  |  | $693.00            | $574.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT3244 | 2051-07-01      | 2.5000%  |  | $120557.75         | $99865.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $16305026.41       | $14846956.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5186 | 2045-06-01      | 3.5000%  |  | $14963194.17       | $13628439.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  |  | $820019.75         | $747211.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $322.57            | $296.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8211 | 2043-04-01      | 3.5000%  |  | $180.03            | $166.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR2029 | 2043-02-01      | 3.5000%  |  | $198.05            | $182.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN6683 | 2049-06-01      | 3.5000%  |  | $10881.26          | $9779.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN3949 | 2049-01-01      | 5.0000%  |  | $26756.52          | $26473.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1623 | 2048-11-01      | 4.5000%  |  | $22902.35          | $22001.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  |  | $1237.40           | $1194.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BM6734 | 2059-08-01      | 4.0000%  |  | $521.60            | $480.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  |  | $807.35            | $826.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  |  | $9547519.19        | $9898744.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $7309008.17        | $7328717.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBT1897 | 2052-02-01      | 2.0000%  |  | $776273.22         | $603761.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0059 | 2053-10-01      | 5.0000%  |  | $26321433.77       | $25830691.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0564 | 2054-12-01      | 5.5000%  |  | $1003.82           | $1005.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $7831142.37        | $7782358.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  |  | $3776264.68        | $3852863.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0328 | 2055-02-01      | 6.0000%  |  | $7036.12           | $7181.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL0295 | 2052-09-01      | 3.5000%  |  | $976.46            | $872.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSL0861 | 2055-04-01      | 7.0000%  |  | $20089857.82       | $21281706.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4932 | 2055-06-01      | 6.0000%  |  | $1970150.00        | $2013982.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4827 | 2055-06-01      | 6.5000%  |  | $1000.00           | $1040.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4821 | 2055-06-01      | 6.0000%  |  | $4748920.00        | $4849000.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $856764.36         | $858456.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4331 | 2031-05-01      | 1.5000%  |  | $49409.66          | $46228.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2817 | 2036-11-01      | 2.5000%  |  | $59756.37          | $55057.54          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  |  | $979.27            | $952.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  |  | $36909.26          | $27239.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3898 | 2035-01-01      | 3.5000%  |  | $45658.27          | $43981.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5294 | 2054-06-01      | 6.0000%  |  | $429455.91         | $438573.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2410 | 2054-09-01      | 5.5000%  |  | $25810531.44       | $25665284.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  |  | $57278494.01       | $45103440.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2785 | 2051-11-01      | 2.0000%  |  | $903.55            | $708.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2797 | 2048-12-01      | 4.5000%  |  | $96849.96          | $93034.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  |  | $1063794.78        | $873869.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $5710.80           | $4863.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $608957.94         | $611843.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $2401511.34        | $2255094.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2077 | 2038-07-01      | 4.0000%  |  | $2943947.68        | $2875407.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  |  | $34104.05          | $31895.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9696 | 2051-12-01      | 2.5000%  |  | $445592.00         | $366834.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7351 | 2054-01-01      | 7.5000%  |  | $2002.01           | $2146.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA8530 | 2053-02-01      | 4.5000%  |  | $872.17            | $831.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1857 | 2052-05-01      | 2.5000%  |  | $28742.85          | $23641.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $2071.30           | $1624.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7397 | 2054-03-01      | 6.0000%  |  | $144412.24         | $147924.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $115368.21         | $91203.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $708.45            | $554.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7084 | 2052-08-01      | 4.0000%  |  | $4979930.81        | $4580556.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  |  | $905097.17         | $904221.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKMA4718 | 2052-07-01      | 5.0000%  |  | $103847.26         | $99890.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $147603.39         | $123873.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5173 | 2045-06-01      | 3.5000%  |  | $21685091.21       | $19786679.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  |  | $1885.33           | $1833.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $30938.50          | $24279.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5457 | 2054-10-01      | 5.5000%  |  | $3409739.36        | $3426172.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $2317591.41        | $1806015.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3983 | 2035-04-01      | 2.0000%  |  | $271470.29         | $246744.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX3079 | 2052-11-01      | 5.0000%  |  | $86710.40          | $84331.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ0721 | 2050-08-01      | 2.5000%  |  | $535519.32         | $438598.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $68227.74          | $56380.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $5781.68           | $5520.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $70127.87          | $60832.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBW0656 | 2052-05-01      | 3.5000%  |  | $242497.99         | $215457.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  |  | $693.41            | $676.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $1754.28           | $1558.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3986 | 2055-06-01      | 5.5000%  |  | $1000.00           | $998.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3230 | 2055-05-01      | 6.0000%  |  | $1732695.00        | $1769033.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2926 | 2055-05-01      | 6.0000%  |  | $1004.00           | $1026.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0334 | 2055-04-01      | 6.0000%  |  | $1664548.86        | $1698939.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0175 | 2055-04-01      | 6.0000%  |  | $243994.04         | $249626.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9526 | 2055-04-01      | 6.0000%  |  | $2409926.56        | $2460714.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  |  | $385622.43         | $318752.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $84312.03          | $73523.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  |  | $93484.38          | $94281.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $723.54            | $621.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  |  | $366566.47         | $329379.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8275 | 2049-06-01      | 3.5000%  |  | $50577.76          | $45934.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $24665106.48       | $22153321.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $53053.32          | $47817.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $66226.68          | $54828.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  |  | $2359082.37        | $2104399.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $13581851.41       | $12519566.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $37414.65          | $33577.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4214 | 2052-07-01      | 4.0000%  |  | $48748.47          | $45367.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $85406.05          | $83302.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3835 | 2052-11-01      | 4.5000%  |  | $483138.17         | $457844.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $82050.28          | $73426.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  |  | $85208.79          | $85035.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS4463 | 2037-08-01      | 1.5000%  |  | $448345.42         | $393367.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4452 | 2053-04-01      | 6.5000%  |  | $5181.82           | $5468.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  |  | $5613.83           | $5094.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $25981.93          | $27646.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4941 | 2053-01-01      | 5.5000%  |  | $725.40            | $726.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  |  | $99863.87          | $99756.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2914 | 2052-12-01      | 5.0000%  |  | $246437.03         | $239539.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1865 | 2052-11-01      | 5.0000%  |  | $984924.30         | $971671.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $108196.77         | $108040.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9774 | 2053-06-01      | 4.5000%  |  | $145982.35         | $138727.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  |  | $835.54            | $826.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  |  | $6503426.98        | $6742130.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8974 | 2054-08-01      | 5.0000%  |  | $232249.57         | $226389.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7427 | 2053-11-01      | 6.5000%  |  | $149154.58         | $154754.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $119390.28         | $118789.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6989 | 2053-06-01      | 5.5000%  |  | $8593544.30        | $8547186.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR1420 | 2043-01-01      | 4.0000%  |  | $101.58            | $96.71             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  |  | $7617547.10        | $7938376.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV1926 | 2052-01-01      | 3.5000%  |  | $189930.02         | $169355.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM4726 | 2034-11-01      | 3.0000%  |  | $33801.00          | $32914.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $817.54            | $778.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5657 | 2052-04-01      | 3.0000%  |  | $1118580.99        | $953280.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6866 | 2053-08-01      | 5.5000%  |  | $3417053.21        | $3416716.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1783 | 2054-06-01      | 6.0000%  |  | $6625.84           | $6738.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  |  | $5794696.40        | $4779760.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT7183 | 2051-08-01      | 2.5000%  |  | $664.73            | $546.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $772230.52         | $633088.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $691.94            | $617.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1132 | 2051-07-01      | 2.5000%  |  | $1079570.08        | $894083.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $32852.91          | $32147.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  |  | $78586.34          | $71277.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $861.87            | $766.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $16401.79          | $15323.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  |  | $304815.49         | $292367.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  |  | $28354.02          | $24542.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  |  | $1748833.21        | $1778548.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4348 | 2053-12-01      | 6.5000%  |  | $788.38            | $822.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9453 | 2054-09-01      | 6.5000%  |  | $116197.13         | $121029.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6641 | 2052-09-01      | 3.5000%  |  | $1091268.73        | $978445.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1590 | 2052-04-01      | 2.5000%  |  | $773.92            | $638.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6352 | 2051-03-01      | 2.5000%  |  | $719.10            | $597.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  |  | $646.38            | $508.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9867 | 2051-12-01      | 2.5000%  |  | $933590.54         | $772825.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1281 | 2054-04-01      | 6.5000%  |  | $13933507.14       | $14457199.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $1710.76           | $1573.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $52323.00          | $52800.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $1813.95           | $1716.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $45122.62          | $40085.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $101998.40         | $96244.74          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD6787 | 2053-05-01      | 4.0000%  |  | $373533.16         | $345637.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7023 | 2050-09-01      | 2.0000%  |  | $658.87            | $517.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  |  | $36497406.20       | $28606634.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  |  | $14959634.70       | $11742432.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $18312515.73       | $14429092.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $7253.31           | $5715.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $32362450.78       | $25516598.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $195450.12         | $162141.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $8618.91           | $7662.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $43425.35          | $39947.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  |  | $968.62            | $861.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $1650.67           | $1346.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC1747 | 2046-01-01      | 3.5000%  |  | $153.36            | $139.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  |  | $114904.02         | $104885.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ7528 | 2030-08-01      | 3.0000%  |  | $225000.25         | $219736.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8645 | 2055-05-01      | 5.5000%  |  | $2772392.00        | $2767516.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7966 | 2055-05-01      | 6.0000%  |  | $1126017.00        | $1149203.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7568 | 2055-04-01      | 5.0000%  |  | $1397967.22        | $1361728.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD6439 | 2055-04-01      | 7.0000%  |  | $1769538.35        | $1864488.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5521 | 2055-06-01      | 6.0000%  |  | $1031895.00        | $1054851.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4705 | 2055-04-01      | 6.0000%  |  | $5946.76           | $6059.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4340 | 2055-03-01      | 6.0000%  |  | $1071887.79        | $1088935.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4313 | 2055-03-01      | 5.5000%  |  | $997.24            | $996.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  |  | $996.66            | $943.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  |  | $226816.47         | $212059.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $158044.85         | $152950.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  |  | $105008.02         | $98192.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3061 | 2027-07-01      | 3.0000%  |  | $49.25             | $48.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3079 | 2027-07-01      | 2.5000%  |  | $45.22             | $44.41             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA2939 | 2027-03-01      | 3.0000%  |  | $142357.11         | $140723.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1220 | 2054-04-01      | 5.5000%  |  | $2327442.59        | $2319956.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $19576573.98       | $19609982.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $22150639.73       | $22542802.03       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  |  | $9847254.57        | $9853129.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  |  | $5976.82           | $6267.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1264124.32        | $1267158.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1780 | 2054-06-01      | 6.0000%  |  | $26474446.14       | $27317427.79       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1772 | 2054-06-01      | 5.5000%  |  | $7497.25           | $7480.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1757 | 2054-06-01      | 5.0000%  |  | $972.84            | $951.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  |  | $25990849.37       | $26431896.75       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  |  | $22125037.32       | $22880034.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $15886.47          | $14260.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7973 | 2050-05-01      | 4.0000%  |  | $290508.27         | $270413.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM7005 | 2047-07-01      | 5.0000%  |  | $6478.55           | $6515.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  |  | $49685.40          | $44686.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $64785.41          | $57161.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $16119.19          | $14907.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  |  | $35112.15          | $29980.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  |  | $860.67            | $880.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CKMA0216 | 2039-10-01      | 5.5000%  |  | $37003.46          | $37091.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  |  | $488548.74         | $490116.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  |  | $58.21             | $58.58             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0777 | 2031-06-01      | 5.0000%  |  | $42661.63          | $43418.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  |  | $105740.19         | $95819.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7675 | 2051-06-01      | 2.5000%  |  | $283578.76         | $235107.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0243 | 2029-11-01      | 5.0000%  |  | $39761.97          | $40233.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  |  | $82409.84          | $82688.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  |  | $69204.93          | $68274.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $893.00            | $889.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  |  | $45003080.68       | $45728770.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  |  | $73603.75          | $74788.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  |  | $113415.74         | $110263.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6695 | 2053-07-01      | 5.5000%  |  | $26716543.59       | $27000314.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2467634.54        | $2308122.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBE1534 | 2047-02-01      | 3.5000%  |  | $81887.97          | $74429.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  |  | $3232638.25        | $2942251.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $68315.47          | $62107.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $40654.96          | $38963.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $66037.89          | $63885.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3353 | 2033-04-01      | 4.0000%  |  | $55479.76          | $55173.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $189363.87         | $170817.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3221 | 2027-12-01      | 3.0000%  |  | $163944.40         | $161487.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  |  | $69869.38          | $66145.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7764 | 2052-08-01      | 5.0000%  |  | $588565.76         | $572418.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  |  | $202548.87         | $197957.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  |  | $795.91            | $776.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $97301.56          | $92008.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  |  | $224900.28         | $219020.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW3311 | 2052-07-01      | 4.5000%  |  | $119188.43         | $113265.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1053240.12        | $1031155.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  |  | $2861.24           | $2789.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $301813.86         | $293766.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTAC1600 | 2029-08-01      | 4.5000%  |  | $40174.38          | $40072.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $245643.63         | $241599.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  |  | $236.66            | $203.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $6308346.61        | $6521607.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $680005.80         | $676680.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  |  | $2570.65           | $2567.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7225 | 2050-10-01      | 2.0000%  |  | $1726929.02        | $1355522.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  |  | $7135863.82        | $5590814.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $37442844.41       | $29496054.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $5019.76           | $4149.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K0954987 | 2037-09-01      | 6.0000%  |  | $82190.75          | $82506.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL946897 | 2037-09-01      | 6.0000%  |  | $50.86             | $52.20             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CK932213 | 2039-11-01      | 5.5000%  |  | $25615.65          | $25320.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL931801 | 2039-08-01      | 5.0000%  |  | $91644.80          | $91917.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL930940 | 2039-04-01      | 5.0000%  |  | $117685.35         | $118108.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4245 | 2050-09-01      | 2.5000%  |  | $552.04            | $455.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0680 | 2051-09-01      | 3.0000%  |  | $15969093.34       | $13754861.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $4380.56           | $4461.04           | Agency Mortgage-Backed Securities  |

### Security 123: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.915%, 6/12/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1148646703.00
- **C.18.a - Value (excl. sponsor support):** $1148646703.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.200%, 6/12/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $844005620.90
- **C.18.a - Value (excl. sponsor support):** $844005620.90
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.210%, 7/10/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $680953163.04
- **C.18.a - Value (excl. sponsor support):** $680953163.04
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.135%, 9/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $758538502.02
- **C.18.a - Value (excl. sponsor support):** $758538502.02
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224759050.68
- **C.18.a - Value (excl. sponsor support):** $224759050.68
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $453461242.60
- **C.18.a - Value (excl. sponsor support):** $453461242.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $375093234.38
- **C.18.a - Value (excl. sponsor support):** $375093234.38
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.110%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295751312.50
- **C.18.a - Value (excl. sponsor support):** $295751312.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.105%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $156227437.50
- **C.18.a - Value (excl. sponsor support):** $156227437.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $845986312.50
- **C.18.a - Value (excl. sponsor support):** $845986312.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1052225410.85
- **C.18.a - Value (excl. sponsor support):** $1052225410.85
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.305%, 6/5/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $829708288.20
- **C.18.a - Value (excl. sponsor support):** $829708288.20
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $682112425.23
- **C.18.a - Value (excl. sponsor support):** $682112425.23
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1672879736.50
- **C.18.a - Value (excl. sponsor support):** $1672879736.50
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 7/17/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3349218031.25
- **C.18.a - Value (excl. sponsor support):** $3349218031.25
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.180%, 7/17/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1738768375.00
- **C.18.a - Value (excl. sponsor support):** $1738768375.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 7/24/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $962103002.08
- **C.18.a - Value (excl. sponsor support):** $962103002.08
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.190%, 6/3/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2511704739.52
- **C.18.a - Value (excl. sponsor support):** $2511704739.52
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240735923.76
- **C.18.a - Value (excl. sponsor support):** $240735923.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 142: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.230%, 6/17/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PS0, C.4 - ISIN: US912797PS04, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3417448963.75
- **C.18.a - Value (excl. sponsor support):** $3417448963.75
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.200%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1749046706.55
- **C.18.a - Value (excl. sponsor support):** $1749046706.55
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1697364234.54
- **C.18.a - Value (excl. sponsor support):** $1697364234.54
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.060%, 10/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1677064054.08
- **C.18.a - Value (excl. sponsor support):** $1677064054.08
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $620544289.65
- **C.18.a - Value (excl. sponsor support):** $620544289.65
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $154895551.37
- **C.18.a - Value (excl. sponsor support):** $154895551.37
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1605718479.73
- **C.18.a - Value (excl. sponsor support):** $1605718479.73
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.250%, 6/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZW3, C.4 - ISIN: US912828ZW33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $873171247.08
- **C.18.a - Value (excl. sponsor support):** $873171247.08
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.426%, 7/31/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2511240051.60
- **C.18.a - Value (excl. sponsor support):** $2511240051.60
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.471%, 10/31/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1541780840.11
- **C.18.a - Value (excl. sponsor support):** $1541780840.11
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.546%, 1/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $312427717.68
- **C.18.a - Value (excl. sponsor support):** $312427717.68
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **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 153: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.451%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $769523212.22
- **C.18.a - Value (excl. sponsor support):** $769523212.22
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.506%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $720437638.01
- **C.18.a - Value (excl. sponsor support):** $720437638.01
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.399%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1755199947.15
- **C.18.a - Value (excl. sponsor support):** $1755199947.15
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.461%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1272384105.84
- **C.18.a - Value (excl. sponsor support):** $1272384105.84
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $556903000.00
- **C.18.a - Value (excl. sponsor support):** $556903000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 785618 C     | 2051-09-20      | 2.5000%  |  | $23439042.03       | $19399250.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785562 C     | 2051-07-20      | 3.0000%  |  | $18978371.36       | $16428753.70       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785560 C     | 2051-07-20      | 3.0000%  |  | $22361777.60       | $19586695.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785523 C     | 2051-06-20      | 3.5000%  |  | $32336710.99       | $28779751.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785526 C     | 2051-06-20      | 2.5000%  |  | $19012496.42       | $15636768.53       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786361 C     | 2052-07-20      | 4.5000%  |  | $15510563.48       | $14666370.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785089 M     | 2047-01-20      | 4.0000%  |  | $16181279.56       | $15174095.59       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785498 C     | 2051-06-20      | 3.0000%  |  | $20642952.54       | $18100456.42       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785494 C     | 2051-05-20      | 3.5000%  |  | $16120403.05       | $14156074.62       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M     | 2055-01-20      | 5.0000%  |  | $14881992.95       | $14489149.67       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9667 M     | 2054-05-20      | 5.0000%  |  | $1309341.01        | $1274850.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9779 M     | 2054-07-20      | 5.5000%  |  | $26100189.87       | $26019032.79       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8948 M     | 2053-06-20      | 5.5000%  |  | $18076176.85       | $18068956.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ2691 | 2054-10-01      | 7.0000%  |  | $308.44            | $325.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  |  | $288417.53         | $265500.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAC4636 | 2025-08-01      | 4.0000%  |  | $1.02              | $1.02              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1624 | 2039-08-01      | 6.0000%  |  | $3194.12           | $3302.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7240 | 2052-03-01      | 2.5000%  |  | $318.49            | $261.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ2318 | 2054-09-01      | 6.5000%  |  | $310.65            | $323.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9521 | 2054-11-01      | 6.5000%  |  | $715095.99         | $741090.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9515 | 2054-11-01      | 6.5000%  |  | $8427979.41        | $8849910.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8889 | 2054-07-01      | 7.0000%  |  | $625.95            | $661.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8883 | 2054-07-01      | 7.0000%  |  | $945.45            | $1009.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7530 | 2053-11-01      | 7.0000%  |  | $7293696.63        | $7722149.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6632 | 2053-06-01      | 5.0000%  |  | $4921843.38        | $4816652.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $17952114.78       | $17478085.21       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5295 | 2052-12-01      | 5.5000%  |  | $9272694.92        | $9294954.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6590 | 2050-08-01      | 2.5000%  |  | $255.16            | $212.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2418 | 2048-10-01      | 4.5000%  |  | $4278949.52        | $4110589.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTCA2238 | 2038-08-01      | 4.5000%  |  | $1331608.73        | $1335686.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1379 | 2048-03-01      | 4.0000%  |  | $9198279.18        | $8599923.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0708 | 2047-11-01      | 4.0000%  |  | $10837459.93       | $10132940.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX5038 | 2053-01-01      | 5.0000%  |  | $322.75            | $313.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP6441 | 2050-07-01      | 2.5000%  |  | $212.95            | $177.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3900 | 2048-12-01      | 4.5000%  |  | $157.90            | $151.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM1490 | 2047-07-01      | 4.0000%  |  | $4888176.18        | $4571423.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX6506 | 2044-11-01      | 4.0000%  |  | $85779.84          | $80336.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV3679 | 2044-02-01      | 4.5000%  |  | $56770.20          | $55545.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6865 | 2042-10-01      | 3.5000%  |  | $255367.80         | $236451.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP4819 | 2042-09-01      | 3.5000%  |  | $110941.50         | $102851.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO1383 | 2042-08-01      | 3.5000%  |  | $132720.59         | $122972.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $33.85             | $32.26             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL2067 | 2041-01-01      | 4.5000%  |  | $53375.89          | $52512.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK4660 | 2042-03-01      | 4.0000%  |  | $359314.01         | $342080.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ7703 | 2041-12-01      | 4.0000%  |  | $55.10             | $52.51             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $42.81             | $42.37             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI4826 | 2041-06-01      | 5.5000%  |  | $83214.39          | $83590.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $635.91            | $618.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6156 | 2053-05-01      | 4.5000%  |  | $14029983.61       | $13285440.44       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD5099 | 2052-03-01      | 2.5000%  |  | $8279099.50        | $6819551.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  |  | $534.88            | $510.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7127 | 2048-07-01      | 4.5000%  |  | $909225.75         | $871191.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL1370 | 2042-01-01      | 4.0000%  |  | $228620.23         | $218250.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2696 | 2047-02-01      | 3.5000%  |  | $2535862.89        | $2304697.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL3234 | 2042-06-01      | 3.5000%  |  | $1140985.31        | $1057181.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2856 | 2042-03-01      | 3.5000%  |  | $944956.82         | $875154.22         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  |  | $73624.74          | $77336.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787952 C     | 2055-05-20      | 5.5000%  |  | $10917925.94       | $10961079.66       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786172 C     | 2052-05-20      | 4.5000%  |  | $16185471.90       | $15429221.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786123 C     | 2051-10-20      | 4.0000%  |  | $16556194.54       | $15463439.70       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786105 M     | 2049-02-20      | 4.0000%  |  | $16119233.08       | $14944902.18       | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q10517 G | 2042-08-01      | 4.5000%  |  | $69.72             | $67.86             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785263 C     | 2051-01-20      | 3.5000%  |  | $22440021.54       | $20084345.36       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2723 | 2054-09-01      | 6.5000%  |  | $701.97            | $726.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM6129 | 2048-04-01      | 4.5000%  |  | $1437019.22        | $1380185.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM6224 | 2048-04-01      | 4.0000%  |  | $1876813.06        | $1765843.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBC3466 | 2046-02-01      | 4.5000%  |  | $262159.06         | $253643.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4992 | 2051-12-01      | 3.0000%  |  | $641.78            | $548.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785407 C     | 2051-01-20      | 3.0000%  |  | $27952398.16       | $24098787.38       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785665 C     | 2051-10-20      | 3.0000%  |  | $32662392.00       | $28517752.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785640 C     | 2051-09-20      | 2.5000%  |  | $20180125.70       | $16675905.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2454 | 2048-10-01      | 4.0000%  |  | $16585.25          | $15545.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784157 M     | 2045-09-20      | 4.0000%  |  | $16065557.35       | $15049960.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAS6501 | 2046-01-01      | 4.0000%  |  | $469536.69         | $440518.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3UZM9923 | 2028-05-01      | 3.0000%  |  | $31.31             | $30.74             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785617 C     | 2051-09-20      | 3.0000%  |  | $30198268.19       | $26162350.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8884 | 2054-07-01      | 7.0000%  |  | $324.58            | $346.11            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785520 C     | 2051-06-20      | 3.5000%  |  | $22081650.93       | $19437316.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7399 | 2053-09-01      | 6.5000%  |  | $278.31            | $287.62            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785732 C     | 2051-11-20      | 3.5000%  |  | $15659950.55       | $14012749.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  |  | $275722.01         | $266735.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH2149 | 2053-10-01      | 6.5000%  |  | $309.09            | $322.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM8496 | 2048-10-01      | 4.0000%  |  | $270815.34         | $252231.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9518 | 2054-11-01      | 6.5000%  |  | $400662.07         | $417537.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0309 M     | 2055-04-20      | 6.0000%  |  | $16082971.52       | $16322339.74       | Agency Mortgage-Backed Securities |

### Security 158: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $187678000.00
- **C.18.a - Value (excl. sponsor support):** $187678000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $37635857.59       | $37737560.78       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $63545781.41       | $64009838.27       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $20081170.64       | $20442062.93       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $65796153.24       | $67643741.92       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  |  | $49471.92          | $50327.81          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $938390.00         | $868099.74         | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $375356.00         | $374119.07         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $375055.72         | $375228.11         | U.S. Treasuries (including strips) |

### Security 159: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.390%, 8/18/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $1640000000.00
- **C.18.a - Value (excl. sponsor support):** $1640000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 0.375 FMNT GB 25 X3   | 2025-09-23      | 0.3750%  |  | $10000.00          | $9880.68           | Agency Debentures and Agency Strips       |
| FNMA 1.875 FNSM A 09/26    | 2026-09-24      | 1.8750%  |  | $5000.00           | $4876.61           | Agency Debentures and Agency Strips       |
| FNMA 2.125 FNSM A 04/26    | 2026-04-24      | 2.1250%  |  | $4000.00           | $3933.04           | Agency Debentures and Agency Strips       |
| FNMA 0.75 FNSM A 10/27     | 2027-10-08      | 0.7500%  |  | $1300000.00        | $1208258.13        | Agency Debentures and Agency Strips       |
| FMAC 4.75 FMNT GB26-2933   | 2029-12-18      | 4.7500%  |  | $275000.00         | $281122.13         | Agency Debentures and Agency Strips       |
| FMAC 4.05 FMNT GB22-2563   | 2025-08-28      | 4.0500%  |  | $130000.00         | $131176.50         | Agency Debentures and Agency Strips       |
| FHLB 5.50 FHLB 36 G677     | 2036-07-15      | 5.5000%  |  | $200000.00         | $218159.00         | Agency Debentures and Agency Strips       |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 4.7500%  |  | $2085706.93        | $2054226.08        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL122FK R05F122  | 2035-11-25      | 4.8365%  |  | $32420.64          | $32412.79          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FN R25F042  | 2055-06-25      | 5.8000%  |  | $76263534.00       | $76579002.35       | Agency Collateralized Mortgage Obligation |
| 04OEUFHLMC MULTI SCR 2021- | 2051-01-25      | 6.3220%  |  | $792121.16         | $788699.85         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042CF R25F042  | 2055-06-25      | 5.9027%  |  | $20000000.00       | $20084976.36       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-04-26      | 4.7500%  |  | $2922767.02        | $2886274.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3520  | 2052-11-01      | 4.5000%  |  | $172519.96         | $163350.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5275  | 2053-07-01      | 5.0000%  |  | $214791.69         | $211518.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7480  | 2053-11-01      | 6.0000%  |  | $25921081.59       | $26368177.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7089  | 2051-12-01      | 2.0000%  |  | $1212972.08        | $942772.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CTMA5505  | 2044-09-01      | 6.5000%  |  | $53776.78          | $55466.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9693  | 2051-12-01      | 2.5000%  |  | $100726.87         | $82204.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDC2083  | 2039-11-01      | 5.5000%  |  | $1288341.52        | $1316876.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFM1039  | 2039-04-01      | 3.5000%  |  | $5043.32           | $4816.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA5516  | 2039-09-01      | 4.0000%  |  | $32123.41          | $31173.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3422  | 2035-05-01      | 3.0000%  |  | $712.24            | $675.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5405  | 2052-10-01      | 4.5000%  |  | $4410.73           | $4176.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I3BF0293  | 2048-07-01      | 3.0000%  |  | $3175220.07        | $2768374.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803  | 2049-10-01      | 3.5000%  |  | $1085.15           | $974.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7445  | 2053-11-01      | 6.5000%  |  | $41846791.78       | $43542344.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL5734  | 2029-09-01      | 3.5000%  |  | $5707.83           | $5637.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR0999  | 2051-05-01      | 2.5000%  |  | $1435494.14        | $1171552.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3204  | 2037-03-01      | 2.5000%  |  | $242668.36         | $225403.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ7006  | 2052-01-01      | 2.0000%  |  | $42468070.23       | $33062798.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4498  | 2036-12-01      | 2.5000%  |  | $5109846.83        | $4728467.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9324  | 2054-10-01      | 5.5000%  |  | $386386.11         | $386719.00         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.2820%  |  | $4880488.98        | $4779713.14        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-01-25      | 4.3500%  |  | $2000000.00        | $1969328.33        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-01-25      | 4.4100%  |  | $37000000.00       | $37161116.50       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-11-25      | 4.6480%  |  | $90324015.76       | $91180578.43       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-09-25      | 4.4890%  |  | $6269272.00        | $6161247.05        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-07-25      | 4.5080%  |  | $40000.00          | $40313.22          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-12-25      | 4.7240%  |  | $15026749.00       | $15243787.01       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC K-512     | 2028-11-25      | 5.0000%  |  | $6925965.00        | $7086105.63        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2033-08-25      | 4.5000%  |  | $50779000.00       | $50333972.84       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-07-25      | 4.2840%  |  | $500000.00         | $499564.00         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-04-25      | 4.2500%  |  | $3760000.00        | $3673507.26        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-10-25      | 3.8000%  |  | $5735000.00        | $5460196.64        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-09-25      | 5.1007%  |  | $32714541.92       | $32816919.76       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-07-25      | 4.5000%  |  | $6010700.00        | $5961268.00        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-07-25      | 3.5000%  |  | $24175267.00       | $22646917.35       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2032-03-25      | 2.4000%  |  | $19002672.00       | $16682243.07       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.9400%  |  | $18426443.00       | $18927097.64       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S  | 2032-04-25      | 2.0834%  |  | $275000.00         | $235394.49         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R23M005  | 2033-07-25      | 4.4500%  |  | $911390.91         | $911870.96         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-06-25      | 1.1200%  |  | $6675986.01        | $6206839.25        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-01-25      | 2.5900%  |  | $5000000.00        | $4457751.95        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2027-10-25      | 2.9600%  |  | $4474145.75        | $4321615.17        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 1.6210%  |  | $465000.00         | $402732.22         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-12-25      | 3.8200%  |  | $1167500.00        | $1111285.13        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-05-25      | 2.5800%  |  | $9838000.00        | $8700464.85        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-10-25      | 2.7110%  |  | $2185054.77        | $2033654.21        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-02-25      | 2.2500%  |  | $17627000.00       | $15364213.20       | Agency Mortgage-Backed Securities         |
| FMAC FKRM P011A1 09/25/31  | 2031-09-25      | 1.2040%  |  | $2970.75           | $2718.38           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-08-25      | 1.4060%  |  | $4000.00           | $3455.59           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-06-25      | 1.3830%  |  | $94000.00          | $81518.78          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-10-25      | 1.2280%  |  | $267602.26         | $252248.10         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-09-25      | 4.0500%  |  | $302000.00         | $300692.19         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-09-25      | 3.9200%  |  | $1229461.00        | $1219470.13        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-07-25      | 3.9260%  |  | $700000.00         | $694737.13         | Agency Mortgage-Backed Securities         |
| 03Y9BFHLMC SERIES FRESR 20 | 2027-11-25      | 3.0890%  |  | $290454.91         | $281565.36         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.1170%  |  | $905000.00         | $887004.90         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-01-25      | 3.4300%  |  | $12200000.00       | $12051648.68       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2025-07-25      | 3.1160%  |  | $300000.00         | $299462.13         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-11-25      | 2.6500%  |  | $847402.74         | $791718.83         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 1.6580%  |  | $1000000.00        | $866170.61         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004  | 2039-01-25      | 3.2730%  |  | $163996.98         | $150374.67         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2016-SB2 | 2026-09-25      | 2.2600%  |  | $3901137.92        | $3796453.05        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04  | 2030-10-25      | 0.6800%  |  | $30748139.00       | $28445711.52       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2025-07-25      | 3.0100%  |  | $145950.88         | $145852.77         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-04-25      | 2.4500%  |  | $14232674.00       | $12502943.13       | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL001A2 R16M001  | 2026-01-25      | 2.9390%  |  | $165310.68         | $163977.21         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-03-25      | 3.2910%  |  | $200000.00         | $196039.82         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $345965.63         | $311574.76         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2019-SB6 | 2039-05-25      | 5.1652%  |  | $950721.19         | $948329.02         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-10-25      | 5.0690%  |  | $7175682.00        | $7352500.57        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A1 R24M006  | 2027-07-25      | 2.9077%  |  | $55188640.00       | $54229602.50       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5316%  |  | $2776137.08        | $2608361.54        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00  | 2030-12-25      | 1.2084%  |  | $26129525.29       | $23683647.85       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0132A1 R21M01  | 2033-04-25      | 1.4890%  |  | $1292483.68        | $1174975.55        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004  | 2031-02-25      | 0.9590%  |  | $1123394.25        | $1075223.70        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052  | 2030-10-25      | 0.8780%  |  | $723108.53         | $698097.86         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL006A R20M006   | 2037-10-25      | 2.5000%  |  | $76796.38          | $67920.94          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL001A2 R17M001  | 2026-10-25      | 2.4154%  |  | $1015548.38        | $989774.18         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014  | 2027-09-25      | 2.8760%  |  | $420780.53         | $407841.86         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2040-10-25      | 1.2600%  |  | $311362.93         | $260857.37         | Agency Mortgage-Backed Securities         |
| FMAC FRETE 2019-ML06 TR    | 2037-06-25      | 2.5430%  |  | $37145.22          | $32072.04          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 3.2000%  |  | $684605.50         | $652476.13         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2016-SB2 | 2036-09-25      | 2.4700%  |  | $29452.11          | $28692.18          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2038-05-25      | 5.1652%  |  | $28445.35          | $28467.02          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2025-06-25      | 3.3900%  |  | $71726.60          | $71806.13          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2019-SB5 | 2025-12-25      | 3.1900%  |  | $160338.98         | $159205.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5382  | 2039-04-01      | 3.5000%  |  | $532554.91         | $509491.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK9818  | 2048-09-01      | 5.0000%  |  | $171874.86         | $169741.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA4632  | 2042-06-01      | 3.0000%  |  | $1449194.20        | $1277203.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4666  | 2037-07-01      | 3.0000%  |  | $6085203.62        | $5742501.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9482  | 2051-11-01      | 3.0000%  |  | $325146.81         | $276984.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTFM1196  | 2029-09-01      | 6.0000%  |  | $236712.54         | $240094.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2908  | 2055-04-01      | 6.0000%  |  | $2001679.82        | $2054342.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDC9253  | 2039-12-01      | 5.0000%  |  | $2325283.84        | $2349656.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2362  | 2055-02-01      | 6.5000%  |  | $1060679.43        | $1106033.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1689  | 2050-01-01      | 3.5000%  |  | $57564786.00       | $51964448.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5852  | 2055-04-01      | 5.5000%  |  | $1111672.02        | $1119847.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3851  | 2054-11-01      | 5.5000%  |  | $3873897.20        | $3881844.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1696  | 2052-01-01      | 3.0000%  |  | $24807512.00       | $21319096.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL726330  | 2033-07-01      | 4.5000%  |  | $6503.41           | $6511.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725424  | 2034-04-01      | 5.5000%  |  | $771.73            | $789.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL640045  | 2032-06-01      | 7.5000%  |  | $3038.46           | $3054.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5521  | 2040-01-01      | 4.5000%  |  | $9058.90           | $8915.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535332  | 2030-04-01      | 8.5000%  |  | $627.63            | $665.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4085  | 2053-12-01      | 6.0000%  |  | $1078097.85        | $1100825.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB8814  | 2054-08-01      | 5.5000%  |  | $5036139.05        | $5008251.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA5276  | 2053-12-01      | 7.5000%  |  | $675018.39         | $718703.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTAE0213  | 2029-12-01      | 5.5000%  |  | $1010.62           | $1023.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5673  | 2055-04-01      | 5.5000%  |  | $11923680.66       | $11845563.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5635  | 2055-02-01      | 3.5000%  |  | $130482.70         | $115897.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5575  | 2039-11-01      | 3.5000%  |  | $13948961.18       | $13344879.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5590  | 2040-01-01      | 5.0000%  |  | $27931318.54       | $28038345.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5531  | 2054-11-01      | 5.5000%  |  | $118206049.92      | $117431866.02      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445  | 2054-08-01      | 6.0000%  |  | $33542.86          | $34024.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA5051  | 2038-04-01      | 2.5000%  |  | $1809593.33        | $1672270.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4833  | 2037-12-01      | 4.0000%  |  | $146133.45         | $141838.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4606  | 2042-05-01      | 2.0000%  |  | $2470833.53        | $2057858.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4572  | 2037-03-01      | 3.0000%  |  | $1918826.51        | $1810763.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5353  | 2054-05-01      | 5.5000%  |  | $257518878.13      | $255832530.18      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4326  | 2051-05-01      | 2.5000%  |  | $33105.39          | $27130.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4032  | 2050-04-01      | 5.5000%  |  | $216079.82         | $218517.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3364  | 2033-05-01      | 3.5000%  |  | $123428.84         | $121051.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3339  | 2033-04-01      | 3.0000%  |  | $5927.59           | $5734.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CQMA2878  | 2047-01-01      | 3.5000%  |  | $87536.56          | $79059.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1974  | 2055-02-01      | 6.5000%  |  | $9443710.48        | $9763201.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5683  | 2055-05-01      | 5.5000%  |  | $3081497.15        | $3066368.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1464  | 2055-04-01      | 6.0000%  |  | $2505625.98        | $2563461.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9396  | 2055-02-01      | 5.5000%  |  | $1001280.91        | $1004952.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5880  | 2054-12-01      | 5.0000%  |  | $1663770.57        | $1627802.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4315  | 2054-11-01      | 5.0000%  |  | $1022582.48        | $1011407.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA2130  | 2029-12-01      | 3.5000%  |  | $13044.91          | $12860.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1178  | 2042-09-01      | 4.0000%  |  | $1340815.76        | $1266304.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1037  | 2032-04-01      | 3.0000%  |  | $105796.13         | $102459.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA0472  | 2030-07-01      | 5.0000%  |  | $72149.82          | $73303.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0073  | 2029-05-01      | 4.5000%  |  | $18847.66          | $18905.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0792  | 2031-07-01      | 4.5000%  |  | $23816.54          | $23995.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAB8787  | 2028-03-01      | 2.0000%  |  | $11607.20          | $11281.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL888369  | 2037-03-01      | 7.0000%  |  | $4940.75           | $5184.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL886087  | 2036-07-01      | 6.5000%  |  | $1768.24           | $1858.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDA8567  | 2039-02-01      | 6.5000%  |  | $1046052.40        | $1089070.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFS8060  | 2039-05-01      | 6.0000%  |  | $2485073.14        | $2572866.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6599  | 2052-09-01      | 3.5000%  |  | $295662.14         | $262529.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4703  | 2053-05-01      | 4.5000%  |  | $63988.53          | $60808.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1553  | 2050-11-01      | 2.5000%  |  | $75457.09          | $62402.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1520  | 2052-04-01      | 3.0000%  |  | $204895.86         | $177357.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS1330  | 2037-03-01      | 2.0000%  |  | $846951.41         | $769212.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS1771  | 2050-09-01      | 5.0000%  |  | $21876.87          | $21573.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9335  | 2051-10-01      | 2.5000%  |  | $235948.55         | $193777.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9048  | 2051-10-01      | 3.0000%  |  | $2491787.72        | $2146649.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4251  | 2049-12-01      | 3.5000%  |  | $1731.91           | $1555.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM2523  | 2050-03-01      | 3.5000%  |  | $1108267.04        | $999383.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM1796  | 2034-10-01      | 3.5000%  |  | $425522.92         | $407094.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA0764  | 2040-02-01      | 5.5000%  |  | $27136259.71       | $27787572.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIFA0055  | 2039-11-01      | 5.0000%  |  | $40380.30          | $40594.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICB8782  | 2039-06-01      | 6.0000%  |  | $3322519.20        | $3434100.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8337  | 2054-04-01      | 5.5000%  |  | $3155118.10        | $3140467.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICB8929  | 2039-07-01      | 6.0000%  |  | $3228344.02        | $3330489.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7753  | 2054-01-01      | 5.5000%  |  | $2772615.15        | $2791073.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5906  | 2053-03-01      | 5.5000%  |  | $1344351.04        | $1338783.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5581  | 2052-11-01      | 5.0000%  |  | $587858.34         | $572655.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6241  | 2053-05-01      | 4.5000%  |  | $29038.44          | $27523.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5156  | 2052-11-01      | 6.5000%  |  | $69976.46          | $72976.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5108  | 2052-11-01      | 5.5000%  |  | $3464158.11        | $3463817.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552  | 2052-09-01      | 4.5000%  |  | $322053.87         | $307003.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3371  | 2052-04-01      | 3.5000%  |  | $3502352.81        | $3136960.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2856  | 2052-02-01      | 2.5000%  |  | $4410704.17        | $3651811.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2797  | 2052-02-01      | 3.0000%  |  | $35432.06          | $30423.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1384  | 2051-08-01      | 2.5000%  |  | $258641.08         | $213505.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 ZT310122  | 2028-06-01      | 5.0000%  |  | $3997.22           | $4011.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6840  | 2035-09-01      | 2.0000%  |  | $3971529.24        | $3609723.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6362  | 2050-07-01      | 2.5000%  |  | $847505.79         | $702172.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1218  | 2048-02-01      | 4.5000%  |  | $1389.60           | $1335.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6672  | 2053-02-01      | 5.0000%  |  | $150540.28         | $146453.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW5055  | 2052-12-01      | 4.0000%  |  | $266226.30         | $244503.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV5370  | 2052-04-01      | 2.5000%  |  | $501810.05         | $409544.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU8195  | 2052-01-01      | 2.0000%  |  | $209975.09         | $163814.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU6691  | 2051-12-01      | 2.5000%  |  | $1380884.10        | $1126931.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5741  | 2055-02-01      | 5.0000%  |  | $1921573.86        | $1886081.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBT6681  | 2036-08-01      | 2.0000%  |  | $1476071.79        | $1337025.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9638  | 2050-06-01      | 3.0000%  |  | $681.90            | $586.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP5878  | 2050-06-01      | 2.5000%  |  | $2354328.09        | $1939904.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO9005  | 2050-02-01      | 3.0000%  |  | $21858.02          | $18787.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 RIBM5530  | 2034-01-01      | 3.0000%  |  | $111315.35         | $107623.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM3161  | 2032-10-01      | 3.5000%  |  | $3895699.97        | $3828625.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I3BF0386  | 2049-02-01      | 3.0000%  |  | $281346.64         | $245300.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7730  | 2055-05-01      | 5.5000%  |  | $3149169.91        | $3144794.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257595  | 2029-03-01      | 5.0000%  |  | $1652.20           | $1660.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT257126  | 2028-03-01      | 6.0000%  |  | $7126.10           | $7232.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257499  | 2028-12-01      | 5.5000%  |  | $1907.96           | $1928.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDD5614  | 2040-03-01      | 6.5000%  |  | $1128165.34        | $1174116.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4249  | 2055-03-01      | 6.0000%  |  | $9079105.46        | $9208812.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD4206  | 2040-02-01      | 6.0000%  |  | $1817658.86        | $1871489.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3411  | 2055-02-01      | 5.5000%  |  | $1509799.62        | $1517861.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD3352  | 2040-02-01      | 6.0000%  |  | $1288367.45        | $1326897.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD3370  | 2040-02-01      | 5.5000%  |  | $973302.16         | $993370.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3090  | 2055-02-01      | 5.5000%  |  | $1684967.39        | $1684816.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2873  | 2055-03-01      | 6.0000%  |  | $1242839.16        | $1275536.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2506  | 2055-02-01      | 6.0000%  |  | $2614409.82        | $2666259.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0170  | 2055-04-01      | 6.5000%  |  | $1818331.87        | $1893207.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8854  | 2055-01-01      | 5.5000%  |  | $99550.21          | $99128.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5716  | 2054-11-01      | 4.5000%  |  | $958279.94         | $910500.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8463  | 2054-12-01      | 5.5000%  |  | $1407033.52        | $1406181.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8921  | 2055-01-01      | 5.5000%  |  | $1111830.63        | $1112976.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC6448  | 2054-11-01      | 6.0000%  |  | $82906.26          | $84549.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7133  | 2054-12-01      | 5.5000%  |  | $1220590.66        | $1225703.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4812  | 2054-11-01      | 5.5000%  |  | $996781.76         | $990253.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4743  | 2055-02-01      | 5.5000%  |  | $70988.98          | $70523.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190371  | 2036-07-01      | 6.5000%  |  | $103964.38         | $108426.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4302  | 2054-11-01      | 5.0000%  |  | $986526.60         | $971425.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC3826  | 2054-11-01      | 4.5000%  |  | $924339.48         | $885218.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC4475  | 2054-11-01      | 4.5000%  |  | $9484847.06        | $8966414.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC3284  | 2054-09-01      | 6.5000%  |  | $210260.86         | $217630.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3185  | 2054-10-01      | 5.5000%  |  | $13739381.99       | $13649396.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC2067  | 2054-10-01      | 4.5000%  |  | $1067184.39        | $1011717.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0666  | 2054-08-01      | 6.0000%  |  | $2231328.25        | $2268784.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0866  | 2055-03-01      | 5.5000%  |  | $2538450.54        | $2550809.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLSI2061  | 2050-09-01      | 3.5000%  |  | $1288103.66        | $1144675.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6970  | 2050-09-01      | 2.5000%  |  | $3304709.74        | $2743919.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3305  | 2048-03-01      | 3.5000%  |  | $22135.62          | $19997.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIFS9459  | 2039-10-01      | 5.0000%  |  | $439575.78         | $443238.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2824  | 2051-12-01      | 2.5000%  |  | $296640781.79      | $241955020.74      | Agency Mortgage-Backed Securities         |

### Security 160: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $260000000.00
- **C.18.a - Value (excl. sponsor support):** $260000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA7649 M | 2051-10-20      | 2.5000%  |  | $316407347.67      | $265296135.24      | Agency Mortgage-Backed Securities |

### Security 161: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.360%, 7/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-069 PL     | 2055-01-20      | 5.2500%  |  | $960024.00         | $903967.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 H      | 2055-04-20      | 5.0000%  |  | $4775777.52        | $4665771.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QJ     | 2053-02-20      | 4.5000%  |  | $1414780.12        | $1373073.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 HY     | 2055-03-20      | 5.0000%  |  | $8168294.00        | $7548032.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 WL     | 2055-03-20      | 5.2500%  |  | $1364365.33        | $1235161.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 PQ     | 2055-03-20      | 5.0000%  |  | $30000.00          | $26059.43          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 EN     | 2054-08-20      | 5.0000%  |  | $2050115.33        | $1984361.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 NT     | 2055-02-20      | 5.0000%  |  | $9048065.99        | $8848427.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 XF     | 2065-02-20      | 5.5283%  |  | $27417630.93       | $27333585.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 P      | 2054-11-20      | 7.0000%  |  | $1561112.79        | $1599608.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 CT     | 2055-01-20      | 5.0000%  |  | $242669.29         | $240691.72         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043CW R22F043 | 2052-07-25      | 2.0000%  |  | $978792.67         | $686725.94         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FA R03F011 | 2032-09-25      | 5.4365%  |  | $4169.48           | $4200.42           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 HG     | 2050-01-20      | 5.2500%  |  | $1323331.08        | $1323904.31        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL113PB R12F113 | 2040-10-25      | 2.0000%  |  | $529806.23         | $515044.29         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R02F021 | 2032-04-25      | 5.3365%  |  | $0.31              | $0.31              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 DV     | 2036-02-20      | 5.5000%  |  | $3795456.33        | $3857081.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GN     | 2051-07-20      | 4.5000%  |  | $1818580.00        | $1698946.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 BF     | 2054-11-20      | 5.1283%  |  | $51422.40          | $51154.93          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL024FB R25F024 | 2055-03-25      | 5.2220%  |  | $125641.12         | $124708.27         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  |  | $3033253.50        | $1785173.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FS     | 2065-04-20      | 5.4783%  |  | $54373027.25       | $54471863.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 AY     | 2055-04-20      | 5.0000%  |  | $4874590.67        | $4491963.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 AN     | 2053-07-20      | 5.0000%  |  | $3913180.00        | $3791627.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PM     | 2055-01-20      | 5.2500%  |  | $3546742.78        | $3552120.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 HA     | 2049-11-20      | 4.5000%  |  | $13546051.92       | $13217505.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 AM     | 2053-06-20      | 5.0000%  |  | $7864458.67        | $7532537.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 GN     | 2054-01-20      | 5.0000%  |  | $3042046.61        | $3012106.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 CB     | 2055-02-20      | 5.0000%  |  | $1279439.33        | $1176888.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 NV     | 2036-05-20      | 4.5000%  |  | $7989756.64        | $7741802.53        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041F  R02F041 | 2032-07-25      | 4.9865%  |  | $61.21             | $61.23             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534AT 05/25/55 | 2055-05-25      | 5.0000%  |  | $673.10            | $652.45            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534DT 05/25/55 | 2055-05-25      | 5.0000%  |  | $678.74            | $662.93            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54 | 2054-07-25      | 0.1250%  |  | $567.12            | $471.84            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5399FB 04/25/54 | 2054-04-25      | 5.2220%  |  | $10124.51          | $10064.13          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4937MD 10/25/49 | 2049-10-25      | 2.5000%  |  | $141606.63         | $122410.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC087FB R24F087 | 2054-12-25      | 5.4220%  |  | $614.67            | $610.59            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL073PM R24F073 | 2054-09-25      | 4.7500%  |  | $146666.67         | $140773.95         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R18F064  | 2048-09-25      | 3.0000%  |  | $80.88             | $70.23             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094DY R17F094 | 2047-11-25      | 3.0000%  |  | $28592.00          | $25189.77          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL088PE R17F088 | 2046-08-25      | 3.0000%  |  | $602.33            | $576.76            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC121JP R11F121 | 2041-12-25      | 4.5000%  |  | $25908.01          | $24889.75          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 JY     | 2054-12-20      | 5.0000%  |  | $8280636.67        | $7925536.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 DY     | 2055-01-20      | 5.2500%  |  | $11032352.67       | $10832095.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 NF     | 2055-05-20      | 5.4763%  |  | $95562666.67       | $95947323.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FT     | 2055-05-20      | 5.7337%  |  | $33333333.33       | $33477322.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 PL     | 2055-05-20      | 5.2500%  |  | $1605334.00        | $1539666.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FE     | 2055-05-20      | 5.3990%  |  | $30021133.33       | $30124157.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 AL     | 2051-09-20      | 5.0000%  |  | $17798000.00       | $17733086.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 CT     | 2055-05-20      | 5.0000%  |  | $666.67            | $662.38            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PN     | 2055-01-20      | 5.5000%  |  | $731581.72         | $735977.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 BL     | 2054-08-20      | 4.5000%  |  | $781200.00         | $701345.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.4783%  |  | $33299690.67       | $33268646.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-093 AM     | 2054-12-16      | 4.7500%  |  | $122733.33         | $119867.07         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CZ6011       | 2066-07-15      | 5.9000%  |  | $2971002.00        | $2888297.56        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW9045       | 2066-09-15      | 5.7000%  |  | $2798444.00        | $2923301.25        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU4684       | 2066-10-15      | 5.7200%  |  | $3573463.33        | $3635887.37        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8128       | 2066-09-15      | 6.0900%  |  | $3286513.33        | $3334091.64        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8126       | 2060-04-15      | 7.0000%  |  | $1063286.00        | $1125561.48        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT3701       | 2050-11-15      | 6.6100%  |  | $9622367.33        | $9861586.33        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CQ8782       | 2066-05-15      | 6.2500%  |  | $411304.67         | $420189.97         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CO1742       | 2065-07-15      | 4.8000%  |  | $833333.33         | $806397.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9781 M     | 2054-07-20      | 6.5000%  |  | $145014951.56      | $148937767.11      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  |  | $416385.39         | $354617.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY0098 | 2053-05-01      | 6.5000%  |  | $496289.69         | $522092.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ0633 | 2048-03-01      | 4.5000%  |  | $216363.87         | $209395.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  |  | $224990.63         | $219743.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399 | 2052-07-01      | 5.0000%  |  | $3485877.70        | $3396150.44        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  |  | $61627.51          | $58087.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  |  | $209238.03         | $202344.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787936 C     | 2055-04-20      | 5.5000%  |  | $79909854.08       | $79953129.74       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787460 C     | 2041-12-20      | 5.0000%  |  | $68605882.48       | $67478809.81       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9676 C     | 2055-05-20      | 6.0000%  |  | $66000000.00       | $67449249.98       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  |  | $57225333.33       | $58870739.69       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6899       | 2064-08-15      | 6.1400%  |  | $240064.67         | $249719.85         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6897       | 2064-08-15      | 6.1400%  |  | $428085.33         | $445302.55         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6895       | 2064-08-15      | 6.1400%  |  | $270322.67         | $281194.81         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CM3803       | 2066-07-15      | 5.5900%  |  | $2695312.00        | $2803766.11        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS8933       | 2065-01-15      | 5.8200%  |  | $579386.67         | $596196.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  |  | $222045.30         | $200857.61         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6887       | 2064-08-15      | 6.1400%  |  | $235328.00         | $244792.68         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58636 G | 2048-09-01      | 4.0000%  |  | $197883.34         | $185723.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  |  | $47419051.78       | $48664565.86       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7025       | 2065-04-15      | 5.6400%  |  | $520566.67         | $521780.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  |  | $66478.51          | $56616.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9908 M     | 2054-09-20      | 6.5000%  |  | $100315449.33      | $102950346.05      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093 | 2055-01-01      | 4.5000%  |  | $18757.81          | $17739.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  |  | $16590891.00       | $16837818.75       | Agency Mortgage-Backed Securities         |

### Security 162: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 4648ND 09/15/46  | 2046-09-15      | 3.0000%  |  | $549577.33         | $483781.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK       | 2034-09-20      | 4.0000%  |  | $0.89              | $0.89              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3631AP 08/15/39  | 2039-08-15      | 4.0000%  |  | $246799.41         | $244117.25         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5532FA 04/25/55  | 2055-04-25      | 5.2720%  |  | $161166.00         | $160369.72         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49  | 2049-07-15      | 4.0000%  |  | $54333.33          | $42051.02          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4813CJ 08/15/48  | 2048-08-15      | 3.0000%  |  | $25690.65          | $21763.08          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48  | 2048-01-15      | 3.0000%  |  | $45672.04          | $40336.94          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4731LB 11/15/47  | 2047-11-15      | 3.0000%  |  | $158333.33         | $117288.85         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4247AY 09/15/43  | 2043-09-15      | 4.5000%  |  | $100000.00         | $92282.90          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43  | 2043-07-15      | 3.5000%  |  | $83333.33          | $77349.37          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4203DM 04/15/33  | 2033-04-15      | 3.0000%  |  | $28355.79          | $27580.70          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4181TB 10/15/42  | 2042-10-15      | 2.5000%  |  | $14783.21          | $13962.78          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4157PM 01/15/43  | 2043-01-15      | 2.5000%  |  | $108700.00         | $79190.66          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4119WU 10/15/32  | 2032-10-15      | 3.0000%  |  | $33333.33          | $31700.76          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4113MW 09/15/42  | 2042-09-15      | 3.0000%  |  | $83000.00          | $68647.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  |  | $2198850.76        | $2204996.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL034F R00F034   | 2030-10-25      | 4.8865%  |  | $0.26              | $0.26              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4135BY 11/15/42  | 2042-11-15      | 2.0000%  |  | $109000.00         | $69035.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  |  | $11920887.34       | $10208145.90       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43  | 2043-04-15      | 3.0000%  |  | $3742.63           | $3643.97           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  |  | $50000.00          | $36332.84          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4100PA 01/15/42  | 2042-01-15      | 3.0000%  |  | $392170.06         | $373214.78         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4180MB 10/15/42  | 2042-10-15      | 2.0000%  |  | $345023.43         | $319701.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QJ      | 2053-02-20      | 4.5000%  |  | $3905359.24        | $3790233.15        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4820YA 06/15/48  | 2048-06-15      | 3.5000%  |  | $174181.68         | $159159.29         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47  | 2047-08-15      | 3.0000%  |  | $44170.67          | $31715.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 CT      | 2055-04-20      | 5.0000%  |  | $31498841.49       | $30812695.23       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43  | 2043-01-15      | 3.0000%  |  | $122666.67         | $101925.16         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42  | 2042-07-15      | 2.5000%  |  | $92765.00          | $70574.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FS      | 2065-04-20      | 5.4783%  |  | $92318585.70       | $92486397.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ      | 2055-04-20      | 5.2500%  |  | $9380244.17        | $9379720.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 P       | 2055-04-20      | 5.2500%  |  | $4544861.41        | $4540126.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 AT      | 2055-04-20      | 5.0000%  |  | $39162898.73       | $38334829.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 UA      | 2055-04-20      | 5.0000%  |  | $9897.33           | $9191.54           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 DG      | 2054-12-20      | 5.0000%  |  | $2121356.46        | $2107346.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 UB      | 2055-03-20      | 5.0000%  |  | $18472.52          | $17868.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 CT      | 2055-01-20      | 5.0000%  |  | $8452553.81        | $8383672.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MT      | 2055-01-20      | 5.0000%  |  | $8350171.63        | $8285539.44        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4019JC 05/15/41  | 2041-05-15      | 2.5000%  |  | $180252.93         | $175777.77         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27  | 2027-03-15      | 2.5000%  |  | $925.80            | $916.33            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41  | 2041-06-15      | 4.0000%  |  | $3093.16           | $2990.59           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL059FC R22F059  | 2052-09-25      | 4.9720%  |  | $4224996.13        | $4086541.11        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC REMIC SERIES K- | 2034-10-25      | 4.1300%  |  | $1352766.03        | $1331279.98        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-09-25      | 3.4810%  |  | $1109371.73        | $1095897.44        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-10-25      | 1.7770%  |  | $560617.00         | $478947.70         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2014-054 AD      | 2054-05-16      | 3.0883%  |  | $18024.37          | $17454.18          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-093 A       | 2045-03-16      | 4.5000%  |  | $8300000.00        | $8255063.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M      | 2054-06-20      | 6.5000%  |  | $27888844.39       | $28641316.40       | Agency Mortgage-Backed Securities         |

### Security 163: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $8232159.87        | $7380260.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $5867052.32        | $5114465.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $14550804.11       | $13697810.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $94103898.28       | $71650812.70       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $174108130.00      | $161198041.24      | Agency Mortgage-Backed Securities         |

### Security 164: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.340%, 7/15/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $4778117.98        | $4283657.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $84342195.20       | $73132742.56       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $36896180.61       | $32077670.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $124288.71         | $117002.68         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $18238007.20       | $16885662.01       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  |  | $141941.73         | $129013.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $3304844.43        | $2880921.02        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $85587098.36       | $78467316.82       | Agency Mortgage-Backed Securities         |

### Security 165: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.360%, 7/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF BP7563 C | 2049-11-20      | 3.5000%  |  | $684772.15         | $609625.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS3929 C | 2053-01-20      | 5.0000%  |  | $747262.26         | $734538.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2140 C | 2051-12-20      | 3.5000%  |  | $3756483.04        | $3419261.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787460 C | 2041-12-20      | 5.0000%  |  | $717890.17         | $706096.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CN9840 C | 2039-01-20      | 6.5000%  |  | $1086838.58        | $1139462.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR7345 C | 2050-01-20      | 4.0000%  |  | $2657954.44        | $2439322.34        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0273 X | 2050-08-15      | 4.5000%  |  | $886662.31         | $870666.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2130 C | 2054-03-20      | 6.5000%  |  | $1454181.76        | $1486901.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE3350 C | 2054-09-20      | 5.0000%  |  | $2136324.31        | $2067762.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9546 M | 2054-03-20      | 8.0000%  |  | $4884794.92        | $5082645.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2344 C | 2054-07-20      | 5.5000%  |  | $1122310.78        | $1122726.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS7622 C | 2053-03-20      | 5.0000%  |  | $6212621.39        | $6062386.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1513 C | 2055-05-20      | 7.0000%  |  | $1203694.93        | $1267757.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1533 C | 2055-05-20      | 7.0000%  |  | $2272391.16        | $2350288.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1495 C | 2055-05-20      | 7.0000%  |  | $1232000.77        | $1274233.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1494 C | 2055-05-20      | 7.0000%  |  | $1155585.68        | $1220616.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1770 C | 2055-03-20      | 7.0000%  |  | $1822707.63        | $1885188.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1769 C | 2055-03-20      | 7.0000%  |  | $1579959.13        | $1634118.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1741 C | 2055-04-20      | 6.0000%  |  | $2490100.16        | $2555779.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1740 C | 2055-04-20      | 6.0000%  |  | $1364676.47        | $1403182.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1735 C | 2055-04-20      | 5.0000%  |  | $2455527.61        | $2400545.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1707 C | 2055-04-20      | 6.0000%  |  | $7068200.43        | $7223406.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1701 C | 2055-04-20      | 5.5000%  |  | $2518802.79        | $2528330.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9868 C | 2055-04-20      | 6.0000%  |  | $785031.62         | $803426.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8603 C | 2055-04-20      | 6.5000%  |  | $2224799.77        | $2280580.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8455 C | 2055-05-20      | 6.5000%  |  | $2197535.95        | $2252635.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8420 C | 2055-04-20      | 5.5000%  |  | $1974886.41        | $1982901.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8211 C | 2055-03-20      | 5.5000%  |  | $931157.26         | $931505.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8225 C | 2055-03-20      | 6.5000%  |  | $1316160.46        | $1349284.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8188 C | 2055-03-20      | 5.5000%  |  | $1299512.24        | $1299997.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8129 C | 2055-04-20      | 5.5000%  |  | $1583699.88        | $1584291.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7960 C | 2055-04-20      | 6.5000%  |  | $1309686.89        | $1353767.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7959 C | 2055-04-20      | 6.0000%  |  | $2114700.67        | $2176710.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7921 C | 2055-04-20      | 7.0000%  |  | $1903964.31        | $1969232.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7918 C | 2055-04-20      | 7.0000%  |  | $987448.42         | $1045729.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7830 C | 2055-04-20      | 5.5000%  |  | $3646837.08        | $3648199.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7834 C | 2055-04-20      | 6.0000%  |  | $4045993.02        | $4164639.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7768 C | 2055-04-20      | 5.5000%  |  | $3409142.02        | $3415120.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7749 C | 2055-04-20      | 5.5000%  |  | $3648752.65        | $3652892.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9531 C | 2055-05-20      | 6.0000%  |  | $1005335.41        | $1046970.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4152 C | 2055-04-20      | 7.0000%  |  | $949991.76         | $1005776.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3848 C | 2055-05-20      | 6.0000%  |  | $3392980.73        | $3492474.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3827 C | 2055-05-20      | 6.0000%  |  | $1187421.66        | $1236597.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3781 C | 2055-04-20      | 6.0000%  |  | $4768255.31        | $4908076.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3639 C | 2055-04-20      | 5.5000%  |  | $4551497.26        | $4553197.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2760 C | 2055-04-20      | 6.0000%  |  | $4816677.88        | $4929539.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6942 C | 2055-03-20      | 7.0000%  |  | $890051.10         | $947747.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6890 C | 2055-02-20      | 6.5000%  |  | $1002613.98        | $1027753.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0179 C | 2055-04-20      | 6.0000%  |  | $3056419.82        | $3123533.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0130 C | 2055-04-20      | 5.5000%  |  | $8540455.60        | $8577739.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0129 C | 2055-04-20      | 5.5000%  |  | $4255128.53        | $4280236.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0068 C | 2055-04-20      | 5.5000%  |  | $8346003.96        | $8349121.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0056 C | 2055-04-20      | 6.0000%  |  | $6338730.72        | $6524603.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8090 C | 2055-04-20      | 5.5000%  |  | $1448230.27        | $1448771.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8018 C | 2055-05-20      | 5.5000%  |  | $971197.02         | $982891.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6944 C | 2055-04-20      | 6.0000%  |  | $900150.18         | $919915.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6913 C | 2055-03-20      | 7.0000%  |  | $890980.66         | $943725.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6939 C | 2055-04-20      | 6.0000%  |  | $1305155.30        | $1349994.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6850 C | 2055-03-20      | 7.0000%  |  | $1449129.62        | $1498804.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4648 C | 2055-05-20      | 5.5000%  |  | $1725473.98        | $1732476.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3353 C | 2055-05-20      | 6.0000%  |  | $6194894.86        | $6331494.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5556 C | 2054-03-20      | 6.5000%  |  | $684162.35         | $701379.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9908 M | 2054-09-20      | 6.5000%  |  | $652223.49         | $669354.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0459 C | 2055-05-20      | 6.0000%  |  | $906225.86         | $932799.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4129 C | 2055-04-20      | 5.5000%  |  | $2881301.41        | $2882377.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6313 C | 2055-03-20      | 5.5000%  |  | $1794084.00        | $1794754.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4286 C | 2054-12-20      | 5.5000%  |  | $921984.47         | $910010.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1313 C | 2055-04-20      | 6.0000%  |  | $2131510.56        | $2197931.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0363 M | 2055-05-20      | 4.0000%  |  | $6956085.77        | $6384297.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6776 C | 2055-03-20      | 7.0000%  |  | $923508.56         | $955165.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3921 C | 2055-03-20      | 6.0000%  |  | $4410858.68        | $4519084.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1972 C | 2055-05-20      | 7.0000%  |  | $1612841.77        | $1717395.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4036 C | 2055-04-20      | 6.0000%  |  | $1196158.10        | $1231233.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6203 C | 2055-04-20      | 6.0000%  |  | $2318828.25        | $2386826.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3991 C | 2055-05-20      | 6.0000%  |  | $5732573.14        | $5887480.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4756 C | 2055-02-20      | 5.0000%  |  | $3363503.31        | $3249853.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1594 C | 2055-04-20      | 6.0000%  |  | $870492.32         | $896018.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1755 C | 2055-03-20      | 7.0000%  |  | $2319908.09        | $2399431.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0841 C | 2055-01-20      | 6.5000%  |  | $893958.50         | $930830.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1540 C | 2055-04-20      | 7.0000%  |  | $1099593.22        | $1178598.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5863 C | 2055-05-20      | 5.5000%  |  | $1200076.50        | $1200524.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0472 C | 2055-05-20      | 6.5000%  |  | $867818.18         | $889684.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7737 C | 2055-03-20      | 6.0000%  |  | $876518.23         | $911903.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6571 C | 2055-05-20      | 6.5000%  |  | $1803797.93        | $1866725.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1975 C | 2055-05-20      | 7.0000%  |  | $7251583.75        | $7641942.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4039 C | 2055-04-20      | 6.5000%  |  | $1342763.20        | $1408953.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5896 C | 2055-04-20      | 5.5000%  |  | $6577113.74        | $6599768.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3472 C | 2055-04-20      | 6.5000%  |  | $1742919.02        | $1803719.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6313 C | 2055-03-20      | 6.5000%  |  | $4241419.36        | $4347769.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1980 C | 2055-05-20      | 7.5000%  |  | $978253.09         | $1049387.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5796 C | 2055-03-20      | 6.5000%  |  | $1071626.76        | $1107695.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5850 C | 2055-04-20      | 6.5000%  |  | $2390305.05        | $2473691.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1543 C | 2055-04-20      | 6.5000%  |  | $1318466.40        | $1364462.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY4675 C | 2055-04-20      | 6.0000%  |  | $947990.87         | $980561.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0053 C | 2055-04-20      | 5.5000%  |  | $3699507.83        | $3714522.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0015 C | 2055-03-20      | 5.5000%  |  | $4324346.90        | $4325962.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0005 C | 2055-03-20      | 7.0000%  |  | $1260731.39        | $1320893.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0025 C | 2055-03-20      | 7.0000%  |  | $902489.25         | $933425.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0362 M | 2055-05-20      | 3.5000%  |  | $4326078.68        | $3851418.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0305 M | 2055-04-20      | 4.0000%  |  | $3584161.55        | $3289544.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  |  | $1439739.36        | $1361277.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0151 M | 2055-01-20      | 7.5000%  |  | $1049162.21        | $1087720.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M | 2055-01-20      | 5.5000%  |  | $2522726.56        | $2514375.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0068 M | 2039-12-20      | 6.0000%  |  | $384036.01         | $398610.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0091 M | 2054-12-20      | 5.0000%  |  | $2573767.24        | $2505440.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M | 2054-11-20      | 5.0000%  |  | $1145180.72        | $1114955.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4034 C | 2055-04-20      | 6.0000%  |  | $2367910.39        | $2437345.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4033 C | 2055-04-20      | 6.0000%  |  | $1966127.96        | $2028303.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4028 C | 2055-04-20      | 5.5000%  |  | $3143069.75        | $3144234.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5851 C | 2055-05-20      | 6.0000%  |  | $1415426.59        | $1456933.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787936 C | 2055-04-20      | 5.5000%  |  | $646368.39         | $646718.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AY6491 C | 2047-03-20      | 4.0000%  |  | $1507504.67        | $1383565.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9675 C | 2055-05-20      | 6.0000%  |  | $3716826.59        | $3798441.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9592 C | 2055-05-20      | 6.0000%  |  | $4174146.59        | $4300779.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9580 C | 2055-05-20      | 5.5000%  |  | $5572957.66        | $5609263.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9578 C | 2055-05-20      | 5.5000%  |  | $8010525.23        | $8043036.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3960 C | 2055-02-20      | 7.0000%  |  | $1042787.34        | $1078531.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3952 C | 2055-03-20      | 5.5000%  |  | $3866202.75        | $3879520.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3839 C | 2055-03-20      | 7.0000%  |  | $2276703.86        | $2354739.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3795 C | 2055-02-20      | 7.0000%  |  | $1195453.42        | $1236432.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3701 C | 2055-03-20      | 6.5000%  |  | $927781.11         | $951156.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3684 C | 2055-04-20      | 6.0000%  |  | $1126344.23        | $1161962.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3391 C | 2055-04-20      | 6.5000%  |  | $1075786.79        | $1122299.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3400 C | 2055-04-20      | 6.0000%  |  | $903069.42         | $937920.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3330 C | 2055-03-20      | 6.5000%  |  | $1121446.69        | $1149702.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3315 C | 2055-03-20      | 7.0000%  |  | $2128320.64        | $2201270.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3547 C | 2055-05-20      | 6.0000%  |  | $1244378.95        | $1286553.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3544 C | 2055-05-20      | 6.5000%  |  | $1681814.82        | $1766369.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3541 C | 2055-05-20      | 6.5000%  |  | $2113404.68        | $2187131.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3473 C | 2055-04-20      | 6.5000%  |  | $1014075.43        | $1053427.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9604 C | 2055-05-20      | 6.5000%  |  | $1138277.25        | $1198716.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9546 C | 2055-05-20      | 6.5000%  |  | $2871634.75        | $3024104.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9533 C | 2055-05-20      | 6.0000%  |  | $889924.00         | $923667.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2464 C | 2055-04-20      | 7.0000%  |  | $1211661.77        | $1276145.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2154 C | 2055-05-20      | 5.5000%  |  | $849387.14         | $853512.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2325 C | 2055-02-20      | 5.5000%  |  | $4992449.80        | $5027274.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0023 C | 2055-05-20      | 7.0000%  |  | $1196780.98        | $1237806.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4703 C | 2055-05-20      | 6.5000%  |  | $1512572.61        | $1584350.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3570 C | 2055-03-20      | 6.0000%  |  | $3045569.62        | $3134878.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7767 C | 2055-04-20      | 7.0000%  |  | $867521.13         | $915541.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4399 C | 2054-12-20      | 5.0000%  |  | $1105008.79        | $1082481.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0271 C | 2054-12-20      | 5.5000%  |  | $936105.32         | $939904.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6840 C | 2055-03-20      | 5.5000%  |  | $1053264.84        | $1060449.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0310 C | 2054-12-20      | 5.0000%  |  | $6724924.89        | $6574372.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5243 C | 2055-04-20      | 6.5000%  |  | $989869.80         | $1047465.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3540 C | 2055-05-20      | 6.0000%  |  | $2457077.50        | $2511030.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1539 C | 2055-04-20      | 7.0000%  |  | $923339.70         | $983192.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6493 C | 2055-04-20      | 6.0000%  |  | $4293219.74        | $4419115.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6426 C | 2055-05-20      | 6.0000%  |  | $6877213.55        | $7028232.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0432 C | 2055-02-20      | 5.5000%  |  | $5562908.51        | $5584629.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7083 C | 2054-12-20      | 5.5000%  |  | $4098077.20        | $4114713.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0520 C | 2055-05-20      | 6.5000%  |  | $1481977.82        | $1519137.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6490 C | 2055-04-20      | 6.5000%  |  | $2099411.47        | $2190671.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9128 C | 2055-05-20      | 6.5000%  |  | $947301.75         | $1004743.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2418 C | 2055-04-20      | 5.5000%  |  | $6005564.22        | $6029938.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2396 C | 2055-04-20      | 6.0000%  |  | $6834277.77        | $7034688.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2389 C | 2055-04-20      | 7.0000%  |  | $1803510.17        | $1887149.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2376 C | 2055-04-20      | 6.5000%  |  | $1044936.36        | $1081389.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2375 C | 2055-04-20      | 6.5000%  |  | $6476574.89        | $6713624.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5779 C | 2055-04-20      | 6.5000%  |  | $5180842.72        | $5361576.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7492 C | 2055-04-20      | 7.0000%  |  | $969039.71         | $1029495.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5197 C | 2055-05-20      | 6.0000%  |  | $1779686.55        | $1835151.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9131 C | 2055-05-20      | 6.5000%  |  | $2006846.36        | $2099619.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0063 C | 2055-04-20      | 5.5000%  |  | $8482837.15        | $8486005.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2759 C | 2055-04-20      | 6.0000%  |  | $5021874.61        | $5139543.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9682 C | 2055-05-20      | 6.5000%  |  | $2980038.02        | $3138263.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3543 C | 2055-05-20      | 6.0000%  |  | $2701405.32        | $2778879.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7750 C | 2055-04-20      | 5.5000%  |  | $850631.25         | $850949.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7362 C | 2055-02-20      | 5.5000%  |  | $1972261.45        | $1958464.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0370 M | 2055-05-20      | 7.5000%  |  | $1204457.64        | $1249706.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8579 C | 2055-01-20      | 5.5000%  |  | $2381501.38        | $2413469.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1713 C | 2055-03-20      | 7.0000%  |  | $2029425.28        | $2098991.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1552 C | 2055-04-20      | 6.5000%  |  | $1769909.26        | $1814288.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7583 C | 2055-01-20      | 6.5000%  |  | $2498785.54        | $2578349.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8244 C | 2055-03-20      | 7.0000%  |  | $1411996.17        | $1460392.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2122 C | 2055-05-20      | 7.0000%  |  | $894121.82         | $941160.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2071 C | 2055-03-20      | 7.0000%  |  | $918322.65         | $949800.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1993 C | 2055-05-20      | 6.0000%  |  | $1163884.61        | $1198014.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1977 C | 2055-05-20      | 7.5000%  |  | $892301.25         | $957185.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1976 C | 2055-05-20      | 7.5000%  |  | $2194320.32        | $2353870.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1974 C | 2055-05-20      | 7.0000%  |  | $3327608.45        | $3506729.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1973 C | 2055-05-20      | 7.0000%  |  | $2221343.77        | $2354486.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1971 C | 2055-05-20      | 6.5000%  |  | $4164913.41        | $4310206.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1990 C | 2055-05-20      | 5.5000%  |  | $1668495.66        | $1675267.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1887 C | 2055-05-20      | 6.0000%  |  | $1524817.09        | $1572338.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1893 C | 2055-04-20      | 7.0000%  |  | $2582209.76        | $2670725.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1891 C | 2055-04-20      | 7.0000%  |  | $2842309.78        | $2939740.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2667 C | 2055-05-20      | 5.5000%  |  | $2393514.02        | $2403228.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7210 C | 2055-05-20      | 6.0000%  |  | $1274379.23        | $1306118.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7205 C | 2055-05-20      | 6.0000%  |  | $1103726.82        | $1132637.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3185 C | 2055-04-20      | 5.5000%  |  | $945598.32         | $953152.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3166 C | 2055-03-20      | 5.5000%  |  | $876962.21         | $883967.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1664 C | 2055-03-20      | 7.0000%  |  | $1689714.35        | $1747635.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1595 C | 2055-04-20      | 7.0000%  |  | $1916026.23        | $1981707.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1594 C | 2055-04-20      | 7.0000%  |  | $1465617.41        | $1543620.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1593 C | 2055-04-20      | 7.0000%  |  | $1165064.31        | $1234898.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1543 C | 2055-03-20      | 6.0000%  |  | $2239776.43        | $2305456.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1572 C | 2055-04-20      | 6.0000%  |  | $1751894.26        | $1807296.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1520 C | 2055-03-20      | 6.5000%  |  | $4011184.80        | $4207179.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1518 C | 2055-03-20      | 5.5000%  |  | $3515690.00        | $3545072.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1650 C | 2055-04-20      | 7.0000%  |  | $1797352.09        | $1858963.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1613 C | 2055-04-20      | 7.0000%  |  | $2383002.44        | $2464691.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1593 C | 2055-04-20      | 6.5000%  |  | $889364.82         | $919300.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1586 C | 2055-04-20      | 7.0000%  |  | $1573007.46        | $1626923.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1579 C | 2055-04-20      | 6.5000%  |  | $1146571.58        | $1186571.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1538 C | 2055-03-20      | 7.0000%  |  | $7272941.00        | $7522249.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1353 C | 2055-04-20      | 6.5000%  |  | $1182833.45        | $1224096.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1082 C | 2055-02-20      | 7.0000%  |  | $961351.82         | $1042470.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1747 C | 2055-02-20      | 7.0000%  |  | $2551123.70        | $2638565.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1722 C | 2055-02-20      | 6.5000%  |  | $1983384.42        | $2033112.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0500 C | 2055-02-20      | 5.5000%  |  | $1255336.80        | $1260431.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0401 C | 2055-03-20      | 7.0000%  |  | $934523.03         | $979834.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0237 C | 2055-03-20      | 6.0000%  |  | $1587215.07        | $1622069.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0255 C | 2055-04-20      | 6.0000%  |  | $3196519.06        | $3288288.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5688 C | 2055-03-20      | 6.0000%  |  | $4930509.96        | $5075088.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4151 C | 2055-04-20      | 7.0000%  |  | $861614.15         | $915364.99         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CD3254 X | 2051-05-15      | 3.5000%  |  | $1585219.42        | $1447209.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M | 2054-04-20      | 5.5000%  |  | $2121936.68        | $2115886.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0016 C | 2055-03-20      | 5.5000%  |  | $5703185.34        | $5705315.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2762 C | 2055-04-20      | 6.0000%  |  | $2438513.67        | $2492059.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2727 C | 2055-05-20      | 6.0000%  |  | $930359.95         | $957642.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7800 C | 2055-05-20      | 5.5000%  |  | $1499717.64        | $1500277.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3161 C | 2055-03-20      | 7.0000%  |  | $1709806.64        | $1799757.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1588 C | 2055-04-20      | 7.0000%  |  | $1511370.52        | $1563178.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4366 C | 2055-02-20      | 6.5000%  |  | $1081478.70        | $1108563.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4027 C | 2055-04-20      | 5.5000%  |  | $3333269.20        | $3334504.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1947 C | 2055-04-20      | 5.5000%  |  | $995579.18         | $1000842.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1946 C | 2055-05-20      | 5.5000%  |  | $1706096.07        | $1715115.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1904 C | 2055-05-20      | 6.5000%  |  | $8016348.52        | $8394304.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2672 C | 2055-05-20      | 5.5000%  |  | $927110.68         | $937136.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2670 C | 2055-04-20      | 6.5000%  |  | $993116.16         | $1019236.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2638 C | 2055-04-20      | 5.5000%  |  | $860985.68         | $870296.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2617 C | 2055-03-20      | 5.5000%  |  | $1612670.10        | $1630108.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7247 C | 2055-05-20      | 6.0000%  |  | $1092451.07        | $1116842.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7008 C | 2055-05-20      | 5.5000%  |  | $1607812.30        | $1622236.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7001 C | 2055-05-20      | 6.0000%  |  | $4244173.30        | $4376444.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7125 C | 2055-05-20      | 6.0000%  |  | $6429227.64        | $6589349.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7121 C | 2055-05-20      | 6.0000%  |  | $875943.05         | $903779.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7117 C | 2055-04-20      | 6.5000%  |  | $994828.25         | $1038072.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7107 C | 2055-05-20      | 6.0000%  |  | $4490419.23        | $4602254.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7104 C | 2055-05-20      | 6.0000%  |  | $2992031.91        | $3083262.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7102 C | 2055-05-20      | 5.5000%  |  | $2075062.59        | $2083484.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7098 C | 2055-05-20      | 5.5000%  |  | $979817.18         | $984847.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5944 C | 2055-04-20      | 6.0000%  |  | $1856588.45        | $1908980.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5892 C | 2055-04-20      | 5.5000%  |  | $2797853.41        | $2810325.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5865 C | 2055-05-20      | 5.5000%  |  | $3418810.93        | $3420088.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5864 C | 2055-05-20      | 5.5000%  |  | $3427345.32        | $3428629.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5579 C | 2055-04-20      | 5.5000%  |  | $2548649.32        | $2565410.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2615 C | 2055-03-20      | 6.5000%  |  | $854607.44         | $877083.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2609 C | 2055-03-20      | 5.5000%  |  | $991755.35         | $1003697.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2573 C | 2055-04-20      | 6.5000%  |  | $883191.05         | $928079.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1643 C | 2055-03-20      | 7.0000%  |  | $1675697.45        | $1733135.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9813 C | 2054-11-20      | 7.5000%  |  | $959227.98         | $1000942.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4986 C | 2054-12-20      | 5.0000%  |  | $1482260.50        | $1452637.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7804 C | 2055-05-20      | 7.0000%  |  | $1030289.39        | $1082605.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3038 C | 2055-02-20      | 6.5000%  |  | $5153430.70        | $5225692.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4724 C | 2055-04-20      | 6.0000%  |  | $6189849.59        | $6280173.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6229 C | 2055-03-20      | 6.5000%  |  | $2823139.46        | $2918163.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4362 C | 2055-04-20      | 6.0000%  |  | $1407404.09        | $1446600.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4328 C | 2055-04-20      | 7.0000%  |  | $1778233.25        | $1839189.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4325 C | 2055-04-20      | 6.5000%  |  | $997657.45         | $1042186.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4117 C | 2055-05-20      | 6.0000%  |  | $2548755.93        | $2623493.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4116 C | 2055-05-20      | 6.0000%  |  | $1254724.66        | $1291517.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4115 C | 2055-05-20      | 6.0000%  |  | $3302301.30        | $3399135.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4135 C | 2055-04-20      | 6.0000%  |  | $1055607.34        | $1085396.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4130 C | 2055-04-20      | 5.5000%  |  | $3700574.50        | $3701956.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4104 C | 2055-05-20      | 5.5000%  |  | $2277066.61        | $2277910.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4112 C | 2055-05-20      | 5.5000%  |  | $1315500.52        | $1320839.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4110 C | 2055-05-20      | 5.5000%  |  | $1272000.30        | $1277162.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4109 C | 2055-05-20      | 5.5000%  |  | $1192462.91        | $1200047.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4040 C | 2055-04-20      | 6.5000%  |  | $1403945.02        | $1456362.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4038 C | 2055-04-20      | 6.0000%  |  | $1471790.57        | $1514948.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4037 C | 2055-04-20      | 6.0000%  |  | $1630824.45        | $1678645.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4035 C | 2055-04-20      | 6.0000%  |  | $1080701.38        | $1112391.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4124 C | 2055-04-20      | 5.5000%  |  | $877953.15         | $885829.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4115 C | 2055-04-20      | 6.0000%  |  | $1189369.70        | $1224248.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3993 C | 2055-05-20      | 6.0000%  |  | $2722584.45        | $2802422.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3992 C | 2055-05-20      | 6.5000%  |  | $4080110.25        | $4279485.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3990 C | 2055-05-20      | 7.0000%  |  | $4001280.07        | $4138439.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3989 C | 2055-05-20      | 6.5000%  |  | $6734112.68        | $6969026.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3958 C | 2055-04-20      | 5.5000%  |  | $1926047.10        | $1945514.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3957 C | 2055-04-20      | 6.5000%  |  | $7307572.42        | $7562497.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3941 C | 2055-04-20      | 7.0000%  |  | $2109534.86        | $2220515.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3940 C | 2055-04-20      | 7.0000%  |  | $1956314.44        | $2064606.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9502 C | 2055-04-20      | 6.0000%  |  | $4215565.40        | $4390158.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9501 C | 2055-04-20      | 6.0000%  |  | $5591067.96        | $5755016.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9488 C | 2055-04-20      | 5.5000%  |  | $6253176.30        | $6278555.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9456 C | 2055-04-20      | 6.0000%  |  | $2631844.60        | $2709019.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9432 C | 2055-04-20      | 6.5000%  |  | $1026696.29        | $1075227.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9407 C | 2055-04-20      | 7.0000%  |  | $1131437.23        | $1189510.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7743 C | 2055-03-20      | 6.0000%  |  | $2216549.64        | $2289703.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7306 C | 2055-03-20      | 6.5000%  |  | $4099845.07        | $4171814.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7221 C | 2055-04-20      | 6.0000%  |  | $896902.63         | $924248.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9230 C | 2055-05-20      | 6.0000%  |  | $5343929.34        | $5559649.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9250 C | 2055-05-20      | 7.0000%  |  | $3157633.82        | $3265877.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9130 C | 2055-05-20      | 6.5000%  |  | $3015896.07        | $3169185.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9129 C | 2055-05-20      | 6.5000%  |  | $1527194.34        | $1614180.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6408 C | 2055-05-20      | 6.5000%  |  | $1832980.00        | $1896923.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3472 C | 2055-01-20      | 5.5000%  |  | $1698656.17        | $1686775.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6562 C | 2055-05-20      | 6.0000%  |  | $1440556.32        | $1482799.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6406 C | 2055-05-20      | 6.5000%  |  | $3835124.00        | $3968912.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6782 C | 2055-02-20      | 6.0000%  |  | $1846426.09        | $1899382.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4030 C | 2055-04-20      | 5.5000%  |  | $1163459.32        | $1170859.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8453 C | 2054-03-20      | 5.0000%  |  | $3210149.82        | $3101199.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6048 C | 2055-03-20      | 5.5000%  |  | $991298.23         | $997117.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2667 C | 2055-01-20      | 5.0000%  |  | $2183283.01        | $2132377.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8044 C | 2055-04-20      | 6.0000%  |  | $7873600.38        | $8046483.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1664 C | 2055-04-20      | 5.5000%  |  | $3168234.57        | $3169418.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6228 C | 2055-03-20      | 6.5000%  |  | $4457345.83        | $4569056.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0215 C | 2055-04-20      | 5.5000%  |  | $5557086.86        | $5579640.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7874 C | 2055-02-20      | 7.0000%  |  | $1443030.50        | $1515066.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4499 C | 2055-03-20      | 6.0000%  |  | $1162114.32        | $1198866.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7429 C | 2054-11-20      | 5.0000%  |  | $2239651.89        | $2191236.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3563 C | 2055-03-20      | 5.5000%  |  | $5555648.34        | $5557723.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1618 C | 2055-04-20      | 7.0000%  |  | $3728465.99        | $3856277.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG5038 C | 2055-01-20      | 6.5000%  |  | $1115606.10        | $1153155.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4189 C | 2055-05-20      | 5.5000%  |  | $3651985.77        | $3661424.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1911 C | 2055-05-20      | 6.5000%  |  | $4275524.07        | $4465571.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2496 C | 2055-05-20      | 6.5000%  |  | $3115086.34        | $3223756.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6405 C | 2055-05-20      | 6.5000%  |  | $1747403.20        | $1808354.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6353 C | 2055-05-20      | 6.0000%  |  | $5043690.32        | $5154446.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6312 C | 2055-03-20      | 7.0000%  |  | $1333140.77        | $1378840.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6310 C | 2055-03-20      | 5.5000%  |  | $966847.38         | $974037.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6104 C | 2055-04-20      | 6.5000%  |  | $2069636.50        | $2143613.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6103 C | 2055-04-20      | 7.0000%  |  | $914248.30         | $968212.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6102 C | 2055-03-20      | 7.0000%  |  | $853364.03         | $882616.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5851 C | 2055-04-20      | 6.0000%  |  | $853225.08         | $882147.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5847 C | 2055-04-20      | 7.0000%  |  | $1238776.26        | $1281240.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5846 C | 2055-04-20      | 6.5000%  |  | $2364443.25        | $2446924.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5788 C | 2055-03-20      | 6.0000%  |  | $3384688.16        | $3483941.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5744 C | 2055-04-20      | 6.0000%  |  | $1703796.19        | $1762122.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5750 C | 2055-04-20      | 6.5000%  |  | $873671.61         | $905648.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5749 C | 2055-04-20      | 6.5000%  |  | $1704204.59        | $1761564.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5745 C | 2055-04-20      | 6.0000%  |  | $1802305.74        | $1855157.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5693 C | 2055-03-20      | 7.0000%  |  | $1607681.71        | $1702081.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9119 C | 2055-05-20      | 6.0000%  |  | $2010791.07        | $2085800.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9110 C | 2055-05-20      | 5.5000%  |  | $2975921.77        | $2987999.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9127 C | 2055-05-20      | 6.5000%  |  | $2772109.80        | $2865413.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8712 C | 2055-05-20      | 5.5000%  |  | $7118430.00        | $7121089.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8666 C | 2055-05-20      | 6.5000%  |  | $1089220.30        | $1137836.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8669 C | 2055-05-20      | 6.5000%  |  | $1722609.84        | $1782703.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7799 C | 2055-05-20      | 5.5000%  |  | $957877.86         | $959647.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7796 C | 2055-05-20      | 5.5000%  |  | $865224.82         | $870170.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7787 C | 2055-04-20      | 7.0000%  |  | $841244.14         | $870081.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7785 C | 2055-04-20      | 7.0000%  |  | $874858.20         | $923291.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7784 C | 2055-04-20      | 6.5000%  |  | $3353783.13        | $3470776.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7802 C | 2055-05-20      | 6.5000%  |  | $3005228.30        | $3110066.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7801 C | 2055-05-20      | 6.0000%  |  | $2607035.14        | $2664281.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7768 C | 2055-04-20      | 7.0000%  |  | $1751183.94        | $1811203.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5689 C | 2055-03-20      | 6.5000%  |  | $2327386.08        | $2405721.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5412 C | 2055-05-20      | 6.0000%  |  | $3164545.25        | $3238697.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5405 C | 2055-05-20      | 6.0000%  |  | $7491200.80        | $7710882.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4766 C | 2055-05-20      | 6.5000%  |  | $8090060.09        | $8372282.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4760 C | 2055-05-20      | 5.5000%  |  | $2205749.95        | $2206573.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4728 C | 2055-04-20      | 6.5000%  |  | $3040977.38        | $3120955.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4716 C | 2055-04-20      | 7.0000%  |  | $1792146.37        | $1897375.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4715 C | 2055-04-20      | 7.0000%  |  | $1994642.13        | $2114202.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9406 C | 2055-03-20      | 7.0000%  |  | $977608.12         | $1032620.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9394 C | 2055-04-20      | 6.5000%  |  | $3078070.06        | $3241506.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9361 C | 2055-03-20      | 6.5000%  |  | $3916571.97        | $4124526.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9381 C | 2055-04-20      | 6.0000%  |  | $4556600.72        | $4721400.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9379 C | 2055-04-20      | 5.5000%  |  | $2685090.02        | $2702584.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9343 C | 2055-03-20      | 6.0000%  |  | $1775413.68        | $1842729.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9341 C | 2055-03-20      | 6.0000%  |  | $3430863.09        | $3531470.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9333 C | 2055-03-20      | 5.5000%  |  | $1377842.92        | $1390204.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9299 C | 2055-03-20      | 6.0000%  |  | $5911545.53        | $6090880.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9289 C | 2055-03-20      | 5.5000%  |  | $924020.71         | $931402.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9869 C | 2055-04-20      | 6.0000%  |  | $4199917.12        | $4298330.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1699 C | 2055-04-20      | 5.5000%  |  | $2439507.54        | $2456148.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4713 C | 2055-04-20      | 7.0000%  |  | $8007425.29        | $8281910.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4717 C | 2055-04-20      | 7.0000%  |  | $2219290.31        | $2344176.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5399 C | 2055-05-20      | 6.0000%  |  | $7697933.25        | $7886812.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5353 C | 2055-05-20      | 6.5000%  |  | $4250729.02        | $4402667.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5335 C | 2055-05-20      | 6.0000%  |  | $5242889.91        | $5358020.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5333 C | 2055-05-20      | 6.0000%  |  | $3529564.55        | $3607067.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4190 C | 2055-05-20      | 5.5000%  |  | $4229360.68        | $4230940.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5571 C | 2055-04-20      | 6.0000%  |  | $2218642.38        | $2281246.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5563 C | 2055-04-20      | 6.0000%  |  | $893728.23         | $925202.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6442 C | 2055-05-20      | 6.0000%  |  | $4274784.91        | $4368652.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0278 C | 2055-01-20      | 5.5000%  |  | $1370423.05        | $1375984.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0270 C | 2055-01-20      | 5.0000%  |  | $1179643.51        | $1161299.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0282 C | 2055-01-20      | 5.5000%  |  | $6499337.23        | $6541677.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9240 C | 2055-02-20      | 7.0000%  |  | $1067256.79        | $1103839.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9161 C | 2055-01-20      | 7.0000%  |  | $1496953.17        | $1548267.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9187 C | 2055-01-20      | 7.0000%  |  | $1163538.03        | $1203422.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9857 C | 2055-01-20      | 5.5000%  |  | $1543498.41        | $1549762.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8963 C | 2055-03-20      | 6.5000%  |  | $1209168.80        | $1258765.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8961 C | 2055-03-20      | 6.5000%  |  | $1123570.95        | $1175511.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8939 C | 2055-02-20      | 6.5000%  |  | $838738.37         | $879310.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7502 C | 2054-12-20      | 5.0000%  |  | $3375879.27        | $3267536.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7351 C | 2055-01-20      | 5.0000%  |  | $1748747.98        | $1689652.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6916 C | 2055-01-20      | 5.5000%  |  | $5515782.90        | $5538169.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6935 C | 2055-01-20      | 5.5000%  |  | $3181837.10        | $3228821.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6853 C | 2055-03-20      | 5.5000%  |  | $5100784.50        | $5102674.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6770 C | 2055-02-20      | 6.5000%  |  | $1218796.36        | $1249357.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6298 C | 2055-05-20      | 6.5000%  |  | $2583281.98        | $2673400.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6297 C | 2055-05-20      | 6.0000%  |  | $1170102.30        | $1204414.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5038 C | 2054-08-20      | 5.0000%  |  | $1143036.12        | $1112867.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5037 C | 2054-08-20      | 7.5000%  |  | $836883.29         | $879913.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4966 C | 2054-09-20      | 7.5000%  |  | $834708.49         | $877626.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5574 C | 2055-04-20      | 5.5000%  |  | $940180.28         | $943996.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9242 C | 2055-05-20      | 6.5000%  |  | $1889875.91        | $1979550.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8657 C | 2055-05-20      | 6.0000%  |  | $1057308.64        | $1091947.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0802 C | 2054-12-20      | 6.5000%  |  | $1113744.12        | $1166529.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5647 C | 2055-03-20      | 7.0000%  |  | $2662298.98        | $2818615.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9338 C | 2055-03-20      | 5.5000%  |  | $3699225.65        | $3700611.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6729 C | 2055-02-20      | 6.5000%  |  | $859618.45         | $881264.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0257 M | 2055-03-20      | 4.5000%  |  | $7985357.54        | $7550179.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4118 C | 2055-05-20      | 6.0000%  |  | $1633400.32        | $1681297.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2610 C | 2055-03-20      | 5.5000%  |  | $1082532.37        | $1094238.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5360 C | 2050-02-20      | 6.5000%  |  | $1162310.31        | $1191585.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5854 C | 2055-05-20      | 6.5000%  |  | $945417.27         | $982455.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M | 2055-01-20      | 5.0000%  |  | $6637626.77        | $6462411.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4077 C | 2055-03-20      | 5.5000%  |  | $837999.41         | $846032.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9652 C | 2055-05-20      | 5.5000%  |  | $3760968.43        | $3785469.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7152 C | 2054-12-20      | 6.5000%  |  | $3139170.87        | $3270379.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2087 C | 2055-04-20      | 6.5000%  |  | $2960071.05        | $3063330.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4680 C | 2055-04-20      | 6.0000%  |  | $1108349.30        | $1140849.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5517 C | 2055-04-20      | 6.5000%  |  | $3812419.03        | $3940741.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1739 C | 2055-04-20      | 6.0000%  |  | $2872869.34        | $2957111.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7829 C | 2055-04-20      | 5.5000%  |  | $3596522.13        | $3597865.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1505 C | 2055-05-20      | 5.5000%  |  | $1271468.84        | $1276629.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5407 C | 2055-05-20      | 6.0000%  |  | $5218728.91        | $5333328.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8497 C | 2055-01-20      | 5.5000%  |  | $3679079.16        | $3694010.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4016 C | 2055-01-20      | 5.5000%  |  | $1366510.44        | $1372056.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5621 C | 2055-04-20      | 5.5000%  |  | $1607252.39        | $1613775.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7217 C | 2055-05-20      | 6.0000%  |  | $2010921.41        | $2055819.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5360 C | 2054-12-20      | 5.5000%  |  | $1591008.47        | $1597467.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE3137 C | 2054-10-20      | 4.5000%  |  | $961128.59         | $898069.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2379 C | 2055-05-20      | 7.0000%  |  | $992207.98         | $1026218.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1921 C | 2054-09-20      | 7.0000%  |  | $1174658.32        | $1214926.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0482 C | 2054-09-20      | 5.0000%  |  | $1315548.30        | $1271099.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD9401 C | 2054-09-20      | 5.0000%  |  | $3164381.65        | $3057462.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7812 C | 2054-09-20      | 5.0000%  |  | $849696.39         | $822426.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD5565 C | 2054-07-20      | 8.0000%  |  | $886104.73         | $940458.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4741 C | 2054-08-20      | 5.0000%  |  | $3630317.20        | $3507669.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG5010 C | 2054-12-20      | 6.5000%  |  | $1239196.28        | $1280887.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4847 C | 2055-03-20      | 6.0000%  |  | $4418644.05        | $4522169.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4785 C | 2055-02-20      | 6.5000%  |  | $7200980.99        | $7381366.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4755 C | 2055-02-20      | 4.5000%  |  | $966948.90         | $905116.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4607 C | 2055-01-20      | 6.5000%  |  | $3098296.94        | $3227846.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4291 C | 2055-03-20      | 7.0000%  |  | $1230622.06        | $1310394.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4267 C | 2054-11-20      | 7.5000%  |  | $649407.95         | $679310.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4209 C | 2055-02-20      | 7.0000%  |  | $1308478.80        | $1390105.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4203 C | 2055-02-20      | 6.5000%  |  | $2371476.35        | $2451295.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3691 C | 2054-12-20      | 7.0000%  |  | $1347141.88        | $1393324.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3421 C | 2054-12-20      | 5.0000%  |  | $1093861.35        | $1056899.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5417 C | 2054-11-20      | 5.0000%  |  | $922761.99         | $891582.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF6210 C | 2054-11-20      | 6.5000%  |  | $1620111.69        | $1696893.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4987 C | 2054-12-20      | 5.0000%  |  | $1748362.13        | $1713420.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4876 C | 2054-11-20      | 5.0000%  |  | $1655026.40        | $1615424.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4858 C | 2054-11-20      | 5.5000%  |  | $2775402.83        | $2739360.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5580 C | 2055-04-20      | 5.5000%  |  | $1092008.68        | $1104353.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7615 C | 2055-01-20      | 6.5000%  |  | $1735310.87        | $1815209.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5409 C | 2055-05-20      | 6.0000%  |  | $1757833.00        | $1796433.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9342 C | 2055-03-20      | 6.0000%  |  | $1050584.72        | $1094093.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9790 C | 2055-03-20      | 7.0000%  |  | $1768604.89        | $1829230.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4537 C | 2055-04-20      | 6.5000%  |  | $844308.29         | $882044.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4176 C | 2055-04-20      | 7.0000%  |  | $955462.47         | $988214.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2666 C | 2055-05-20      | 5.5000%  |  | $1027133.45        | $1039501.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4242 C | 2055-03-20      | 5.5000%  |  | $1460840.57        | $1478431.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6721 C | 2055-04-20      | 6.0000%  |  | $3748461.94        | $3858379.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9835 C | 2055-03-20      | 5.5000%  |  | $3337912.89        | $3352791.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7865 C | 2055-02-20      | 6.5000%  |  | $1456906.12        | $1538815.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4718 C | 2055-04-20      | 7.0000%  |  | $2899640.49        | $3053953.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH1044 C | 2054-12-20      | 6.5000%  |  | $936650.66         | $976546.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4790 C | 2054-10-20      | 6.5000%  |  | $1393209.17        | $1464407.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7851 C | 2055-04-20      | 7.0000%  |  | $1391885.83        | $1439598.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4641 C | 2055-04-20      | 6.0000%  |  | $3341090.46        | $3431371.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2215 C | 2055-02-20      | 6.5000%  |  | $1995194.68        | $2045220.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4719 C | 2055-04-20      | 7.5000%  |  | $2829877.60        | $2933894.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5690 C | 2055-03-20      | 7.0000%  |  | $1218808.29        | $1308245.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9345 C | 2055-03-20      | 6.0000%  |  | $5319380.07        | $5511767.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1647 C | 2055-05-20      | 6.0000%  |  | $6489198.75        | $6574339.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4122 C | 2055-04-20      | 7.0000%  |  | $2182659.09        | $2257478.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6687 C | 2055-03-20      | 7.0000%  |  | $1613147.48        | $1696535.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3145 C | 2055-03-20      | 7.0000%  |  | $1017373.25        | $1042301.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4285 C | 2054-12-20      | 5.5000%  |  | $1419352.98        | $1400920.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4264 C | 2054-11-20      | 5.0000%  |  | $994555.31         | $960950.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4251 C | 2054-10-20      | 5.0000%  |  | $2648973.64        | $2559474.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4244 C | 2054-10-20      | 4.5000%  |  | $997545.25         | $932095.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4270 C | 2054-11-20      | 5.0000%  |  | $1879413.27        | $1815914.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4215 C | 2054-10-20      | 5.0000%  |  | $3504616.06        | $3411585.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2678 C | 2055-01-20      | 6.5000%  |  | $852900.29         | $885580.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2672 C | 2055-01-20      | 6.5000%  |  | $1165661.52        | $1215614.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0787 C | 2055-02-20      | 7.0000%  |  | $699693.11         | $746760.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE9663 C | 2054-09-20      | 6.5000%  |  | $1159838.61        | $1258567.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8483 C | 2054-10-20      | 5.0000%  |  | $1671168.04        | $1614705.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8282 C | 2054-09-20      | 5.0000%  |  | $1017213.90        | $983407.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3562 C | 2054-12-20      | 6.5000%  |  | $1065516.49        | $1109446.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2640 C | 2055-02-20      | 5.5000%  |  | $1116766.33        | $1133643.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1662 C | 2055-02-20      | 5.5000%  |  | $2587237.73        | $2610050.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1626 C | 2055-02-20      | 5.5000%  |  | $1509217.46        | $1515342.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1711 C | 2055-03-20      | 5.5000%  |  | $1451072.52        | $1456516.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0667 C | 2054-11-20      | 6.5000%  |  | $1306600.68        | $1368527.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0438 C | 2054-12-20      | 5.5000%  |  | $654049.00         | $658810.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE7847 C | 2054-11-20      | 6.0000%  |  | $2917248.03        | $3009927.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6810 C | 2039-11-20      | 4.0000%  |  | $781392.51         | $756865.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5677 C | 2054-09-20      | 5.0000%  |  | $2417989.50        | $2360281.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3158 C | 2055-03-20      | 7.0000%  |  | $2691434.75        | $2783691.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3133 C | 2055-03-20      | 7.0000%  |  | $1269038.59        | $1336966.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3102 C | 2055-02-20      | 7.0000%  |  | $953841.15         | $986538.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2706 C | 2055-01-20      | 6.5000%  |  | $1751869.00        | $1795743.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6951 C | 2055-04-20      | 6.0000%  |  | $955111.46         | $984233.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3843 C | 2055-05-20      | 6.0000%  |  | $2918797.14        | $2982889.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1539 C | 2055-03-20      | 6.5000%  |  | $2749778.84        | $2884152.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2671 C | 2055-05-20      | 5.5000%  |  | $999967.05         | $1015079.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2637 C | 2055-04-20      | 6.0000%  |  | $1132879.01        | $1175135.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9288 C | 2055-03-20      | 5.5000%  |  | $1099961.11        | $1109829.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3024 C | 2055-03-20      | 7.0000%  |  | $1786427.06        | $1877132.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3959 C | 2055-04-20      | 5.5000%  |  | $2396912.23        | $2406640.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3242 C | 2055-01-20      | 6.5000%  |  | $876896.59         | $919314.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8937 C | 2055-02-20      | 5.5000%  |  | $619897.15         | $622413.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4108 C | 2055-05-20      | 5.5000%  |  | $1046407.93        | $1054989.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0209 M | 2055-02-20      | 7.5000%  |  | $925681.83         | $960645.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6470 C | 2055-05-20      | 6.0000%  |  | $6769975.77        | $6918639.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3897 C | 2055-01-20      | 6.5000%  |  | $2775797.10        | $2923686.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2377 C | 2055-04-20      | 6.5000%  |  | $909986.88         | $941731.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1612 C | 2055-03-20      | 7.0000%  |  | $1552550.72        | $1635172.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5787 C | 2054-11-20      | 6.5000%  |  | $1418802.64        | $1488102.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0251 C | 2055-04-20      | 6.0000%  |  | $4417555.33        | $4536247.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2375 C | 2055-01-20      | 7.0000%  |  | $1444836.94        | $1494364.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1700 C | 2055-04-20      | 5.5000%  |  | $1103285.04        | $1108948.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1782 C | 2055-03-20      | 5.5000%  |  | $1416746.17        | $1417275.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2574 C | 2055-04-20      | 7.0000%  |  | $859536.95         | $889000.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9590 C | 2055-05-20      | 6.0000%  |  | $5882357.55        | $6054853.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6736 C | 2055-05-20      | 5.5000%  |  | $1164291.61        | $1170446.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9369 C | 2055-05-20      | 7.0000%  |  | $4397695.55        | $4655923.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3060 C | 2055-02-20      | 6.5000%  |  | $1016897.19        | $1065155.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2810 C | 2055-01-20      | 6.5000%  |  | $1293005.89        | $1336523.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2763 C | 2055-04-20      | 7.0000%  |  | $868010.11         | $897763.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2704 C | 2055-01-20      | 7.5000%  |  | $1528001.95        | $1584164.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0379 C | 2055-01-20      | 6.5000%  |  | $4072585.59        | $4174697.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0311 C | 2054-12-20      | 5.0000%  |  | $3111853.91        | $3053695.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0770 C | 2054-12-20      | 5.5000%  |  | $971373.92         | $975317.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3513 C | 2055-04-20      | 6.0000%  |  | $2243615.07        | $2293087.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2388 C | 2055-02-20      | 6.5000%  |  | $5902928.45        | $6101609.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2403 C | 2055-02-20      | 5.5000%  |  | $2756870.92        | $2768059.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2305 C | 2055-02-20      | 7.0000%  |  | $931284.33         | $963206.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2699 C | 2055-01-20      | 6.5000%  |  | $1332373.03        | $1365903.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH1554 C | 2055-01-20      | 5.5000%  |  | $1262997.18        | $1268123.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0506 C | 2055-03-20      | 6.0000%  |  | $7989076.07        | $8231435.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0455 C | 2055-03-20      | 6.0000%  |  | $4606862.73        | $4746618.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0428 C | 2055-02-20      | 5.5000%  |  | $748824.05         | $756576.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6703 C | 2055-02-20      | 7.0000%  |  | $1108558.73        | $1146556.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6686 C | 2055-04-20      | 6.5000%  |  | $1059576.92        | $1096539.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6543 C | 2055-03-20      | 5.5000%  |  | $1106821.81        | $1107235.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6391 C | 2055-03-20      | 6.5000%  |  | $4224702.57        | $4423889.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6341 C | 2055-03-20      | 6.5000%  |  | $1468174.18        | $1537395.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6086 C | 2055-02-20      | 6.0000%  |  | $6523496.59        | $6699770.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6076 C | 2055-02-20      | 5.0000%  |  | $3274236.00        | $3200925.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6075 C | 2055-02-20      | 7.0000%  |  | $2145756.16        | $2200459.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6102 C | 2055-03-20      | 7.0000%  |  | $5335819.21        | $5518725.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4523 C | 2055-03-20      | 5.5000%  |  | $1011893.48        | $1012271.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6849 C | 2055-03-20      | 7.0000%  |  | $1676138.95        | $1733595.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4560 C | 2055-02-20      | 6.5000%  |  | $1581113.65        | $1667295.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2703 C | 2055-01-20      | 7.5000%  |  | $929358.40         | $969748.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5489 C | 2055-04-20      | 7.0000%  |  | $876628.48         | $922747.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9592 C | 2055-02-20      | 7.0000%  |  | $2008377.39        | $2077222.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4111 C | 2055-05-20      | 5.5000%  |  | $1213370.43        | $1218294.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9231 C | 2055-05-20      | 6.0000%  |  | $4859078.82        | $5032870.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1417 C | 2055-03-20      | 7.0000%  |  | $1698018.87        | $1789426.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2409 C | 2055-04-20      | 6.5000%  |  | $4277070.75        | $4421028.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6851 C | 2055-03-20      | 7.0000%  |  | $1690622.93        | $1767787.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5674 C | 2055-02-20      | 5.0000%  |  | $848162.02         | $825772.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9530 C | 2055-05-20      | 6.0000%  |  | $5103074.48        | $5252713.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8146 C | 2055-02-20      | 5.5000%  |  | $1192478.89        | $1184136.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9331 C | 2055-03-20      | 5.5000%  |  | $834077.76         | $837462.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7917 C | 2055-04-20      | 6.5000%  |  | $1403245.79        | $1455640.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9773 C | 2054-12-20      | 5.0000%  |  | $875924.82         | $859823.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4113 C | 2055-05-20      | 6.0000%  |  | $1390228.75        | $1436110.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5572 C | 2055-04-20      | 6.0000%  |  | $1097347.79        | $1131950.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2534 C | 2055-01-20      | 6.5000%  |  | $1005722.70        | $1044259.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8147 C | 2055-02-20      | 5.5000%  |  | $944383.62         | $944736.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6944 C | 2055-03-20      | 7.0000%  |  | $1097177.34        | $1161603.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9532 C | 2055-05-20      | 6.0000%  |  | $7766785.20        | $8002400.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1311 C | 2055-05-20      | 6.5000%  |  | $852174.75         | $881903.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8470 C | 2054-12-20      | 5.5000%  |  | $3661395.64        | $3676259.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7436 C | 2055-02-20      | 6.5000%  |  | $1321965.44        | $1355113.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2491 C | 2055-05-20      | 5.5000%  |  | $2176956.39        | $2185791.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2485 C | 2055-05-20      | 6.5000%  |  | $3407151.73        | $3492583.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2497 C | 2055-05-20      | 7.0000%  |  | $1005786.98        | $1040264.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2606 C | 2055-05-20      | 6.0000%  |  | $3105906.14        | $3196984.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1651 C | 2055-05-20      | 6.0000%  |  | $8214995.64        | $8546662.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1663 C | 2055-05-20      | 5.5000%  |  | $4393523.80        | $4411355.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0532 C | 2055-05-20      | 6.5000%  |  | $858568.18         | $880199.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0540 C | 2055-05-20      | 6.0000%  |  | $913107.02         | $939883.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0508 C | 2055-05-20      | 7.0000%  |  | $922700.95         | $980260.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6748 C | 2055-03-20      | 5.5000%  |  | $949485.86         | $953718.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6697 C | 2055-03-20      | 5.5000%  |  | $770775.72         | $774732.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6688 C | 2055-03-20      | 7.0000%  |  | $1588452.53        | $1667773.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6686 C | 2055-03-20      | 7.0000%  |  | $1096464.19        | $1155676.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6685 C | 2055-03-20      | 7.0000%  |  | $1362636.06        | $1438688.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6684 C | 2055-03-20      | 7.0000%  |  | $1517056.16        | $1607134.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6647 C | 2055-03-20      | 7.0000%  |  | $954171.15         | $1009265.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5772 C | 2055-05-20      | 5.5000%  |  | $999070.64         | $999443.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5758 C | 2055-04-20      | 5.5000%  |  | $985392.51         | $993473.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5757 C | 2055-04-20      | 5.5000%  |  | $907135.32         | $916666.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5709 C | 2055-03-20      | 5.5000%  |  | $1831947.39        | $1832626.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5699 C | 2055-03-20      | 7.0000%  |  | $1589167.41        | $1643642.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5573 C | 2055-01-20      | 7.0000%  |  | $1845216.86        | $1893247.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5523 C | 2055-02-20      | 5.5000%  |  | $1162814.94        | $1173247.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9660 C | 2054-12-20      | 7.5000%  |  | $1035911.89        | $1074010.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9625 C | 2054-12-20      | 5.5000%  |  | $731097.94         | $734065.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9599 C | 2054-12-20      | 6.5000%  |  | $1165787.39        | $1217870.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9591 C | 2054-12-20      | 5.5000%  |  | $749170.81         | $753132.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9510 C | 2054-11-20      | 5.0000%  |  | $3148937.77        | $3047878.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9508 C | 2054-11-20      | 4.5000%  |  | $5232672.39        | $4912631.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8867 C | 2055-02-20      | 7.0000%  |  | $1079703.35        | $1129775.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8706 C | 2055-01-20      | 5.5000%  |  | $2778590.18        | $2789867.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7911 C | 2054-12-20      | 6.5000%  |  | $848931.99         | $877494.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7744 C | 2054-11-20      | 4.5000%  |  | $3098301.52        | $2908806.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7660 C | 2051-10-20      | 5.0000%  |  | $4769951.83        | $4616906.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7659 C | 2054-10-20      | 4.5000%  |  | $3583401.17        | $3364233.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7432 C | 2054-11-20      | 5.0000%  |  | $2556474.34        | $2499635.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5440 C | 2055-03-20      | 6.5000%  |  | $1390242.90        | $1425102.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5420 C | 2055-03-20      | 6.5000%  |  | $2041546.89        | $2092738.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5240 C | 2055-02-20      | 5.5000%  |  | $1248542.19        | $1239808.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5196 C | 2055-01-20      | 4.5000%  |  | $882896.89         | $824964.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6057 C | 2055-03-20      | 6.5000%  |  | $5286931.10        | $5419490.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9460 C | 2055-04-20      | 6.5000%  |  | $1918604.80        | $2020473.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG5050 C | 2055-02-20      | 6.5000%  |  | $1987175.72        | $2054060.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4114 C | 2055-05-20      | 6.0000%  |  | $1016538.00        | $1048684.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0712 C | 2054-12-20      | 5.5000%  |  | $620407.53         | $622926.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4150 C | 2055-04-20      | 6.5000%  |  | $898577.45         | $928821.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1706 C | 2055-04-20      | 6.0000%  |  | $6640566.24        | $6796170.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4550 C | 2055-04-20      | 6.0000%  |  | $1083487.30        | $1115258.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6439 C | 2055-05-20      | 6.0000%  |  | $5789323.57        | $5916447.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3190 C | 2055-04-20      | 5.5000%  |  | $2754709.88        | $2755738.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9334 C | 2054-12-20      | 7.0000%  |  | $1472101.20        | $1522566.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8447 C | 2055-03-20      | 7.0000%  |  | $5070443.10        | $5244252.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0772 C | 2054-12-20      | 5.5000%  |  | $1375596.17        | $1357732.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9534 C | 2055-05-20      | 6.0000%  |  | $4428966.43        | $4589150.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4602 C | 2055-01-20      | 7.0000%  |  | $5122189.91        | $5297767.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5616 C | 2055-04-20      | 6.0000%  |  | $6390089.34        | $6577474.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4326 C | 2055-04-20      | 7.0000%  |  | $1135194.73        | $1198037.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6695 C | 2055-05-20      | 5.5000%  |  | $2927588.84        | $2957448.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6512 C | 2055-04-20      | 6.5000%  |  | $2592611.67        | $2698953.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9357 C | 2055-03-20      | 6.5000%  |  | $1550714.39        | $1620854.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8212 C | 2055-03-20      | 5.5000%  |  | $1344475.62        | $1344977.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4901 C | 2054-11-20      | 6.5000%  |  | $2372352.97        | $2478323.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9408 C | 2055-04-20      | 7.0000%  |  | $3979285.13        | $4115686.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1521 C | 2055-02-20      | 5.5000%  |  | $759545.89         | $763118.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6648 C | 2055-03-20      | 7.0000%  |  | $1074833.35        | $1129802.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0910 C | 2054-12-20      | 5.5000%  |  | $1107039.91        | $1111533.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5184 C | 2055-03-20      | 6.0000%  |  | $924774.14         | $955070.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5145 C | 2055-03-20      | 7.0000%  |  | $882487.67         | $934306.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4660 C | 2055-04-20      | 6.5000%  |  | $1348835.48        | $1401678.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4540 C | 2055-04-20      | 5.5000%  |  | $980299.56         | $990207.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4524 C | 2055-04-20      | 6.0000%  |  | $919875.67         | $948967.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4522 C | 2055-04-20      | 5.5000%  |  | $1059041.11        | $1059436.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4532 C | 2055-04-20      | 6.0000%  |  | $1142997.93        | $1176514.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5359 C | 2055-02-20      | 6.5000%  |  | $2229052.88        | $2284944.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4354 C | 2055-02-20      | 5.5000%  |  | $982122.08         | $986108.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4085 C | 2055-03-20      | 6.0000%  |  | $864694.57         | $894004.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4084 C | 2055-03-20      | 6.0000%  |  | $918978.21         | $951565.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3902 C | 2055-01-20      | 7.0000%  |  | $584001.88         | $612317.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3467 C | 2055-02-20      | 7.0000%  |  | $5479972.43        | $5667808.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9426 M | 2054-01-20      | 7.0000%  |  | $5509861.79        | $5724960.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9425 M | 2054-01-20      | 6.5000%  |  | $3242800.94        | $3332215.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9367 M | 2053-12-20      | 8.0000%  |  | $1263010.55        | $1321480.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9243 M | 2053-10-20      | 6.5000%  |  | $763468.36         | $784957.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9855 M | 2054-08-20      | 7.5000%  |  | $3897503.38        | $4037742.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9783 M | 2054-07-20      | 7.5000%  |  | $1467480.90        | $1522763.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9779 M | 2054-07-20      | 5.5000%  |  | $7947826.17        | $7923112.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8201 M | 2052-08-20      | 4.5000%  |  | $8104120.61        | $7707707.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7829 M | 2052-01-20      | 3.5000%  |  | $1208831.62        | $1079784.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  |  | $788735.54         | $687561.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6868 M | 2050-09-20      | 4.0000%  |  | $1203095.24        | $1114042.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6867 M | 2050-09-20      | 3.5000%  |  | $942238.28         | $841300.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2908 C | 2055-02-20      | 6.5000%  |  | $932676.85         | $964068.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3938 C | 2055-04-20      | 6.5000%  |  | $1096728.64        | $1133642.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6865 M | 2050-09-20      | 2.5000%  |  | $2133604.57        | $1791037.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6869 M | 2050-09-20      | 4.5000%  |  | $815551.82         | $781604.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  |  | $1736427.41        | $1520583.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5929 M | 2049-05-20      | 3.0000%  |  | $802767.39         | $706866.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7214 C | 2054-01-20      | 8.0000%  |  | $699729.12         | $734648.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1495 C | 2054-01-20      | 5.0000%  |  | $877822.15         | $854736.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX5184 C | 2054-04-20      | 7.0000%  |  | $2446542.91        | $2530405.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX5276 C | 2053-11-20      | 5.0000%  |  | $829910.27         | $801747.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4342 C | 2053-11-20      | 8.0000%  |  | $959566.23         | $997459.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4167 C | 2054-02-20      | 5.0000%  |  | $4503776.14        | $4402926.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3302 C | 2053-11-20      | 5.0000%  |  | $855253.22         | $826232.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV6329 C | 2053-06-20      | 5.0000%  |  | $1446594.17        | $1409980.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV5776 C | 2053-12-20      | 8.0000%  |  | $1057832.25        | $1099647.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1021 C | 2053-06-20      | 5.5000%  |  | $1062144.26        | $1067271.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT7759 C | 2055-04-20      | 6.5000%  |  | $1706157.71        | $1799155.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS8353 C | 2053-02-20      | 5.0000%  |  | $7907733.34        | $7721346.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS8208 C | 2054-05-20      | 5.0000%  |  | $838124.90         | $816909.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS3928 C | 2053-03-20      | 5.5000%  |  | $1891264.12        | $1891679.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS3886 C | 2036-06-20      | 6.5000%  |  | $964119.83         | $1018358.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR9728 C | 2053-12-20      | 8.0000%  |  | $1108371.74        | $1152134.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ7644 C | 2036-05-20      | 5.5000%  |  | $750951.62         | $766714.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ7569 C | 2041-06-20      | 4.5000%  |  | $1591318.86        | $1525334.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ2783 C | 2041-09-20      | 4.5000%  |  | $647184.18         | $616396.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ2756 C | 2035-05-20      | 5.5000%  |  | $629733.50         | $638796.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ2742 C | 2040-09-20      | 5.5000%  |  | $846180.51         | $861933.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9969 M | 2054-10-20      | 7.5000%  |  | $1890863.12        | $1964553.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9967 M | 2054-10-20      | 6.5000%  |  | $1341270.56        | $1376500.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9910 M | 2054-09-20      | 7.5000%  |  | $2071886.20        | $2151878.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2632 C | 2036-09-20      | 6.0000%  |  | $640435.21         | $673964.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK6093 C | 2043-11-20      | 3.0000%  |  | $936217.13         | $816136.67         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CJ2141 X | 2051-12-15      | 3.5000%  |  | $1931199.54        | $1762844.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1497 C | 2051-12-20      | 3.5000%  |  | $2543988.22        | $2315587.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG9119 C | 2052-04-20      | 3.5000%  |  | $883512.30         | $784453.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG9118 C | 2052-04-20      | 3.5000%  |  | $1032555.20        | $916473.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CF9204 C | 2044-10-20      | 3.5000%  |  | $1019686.59        | $912571.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB2964 C | 2051-04-20      | 3.5000%  |  | $1264089.44        | $1146230.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB2835 C | 2051-04-20      | 3.5000%  |  | $2694823.83        | $2399057.33        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BY2825 X | 2050-10-15      | 3.5000%  |  | $874907.83         | $798744.87         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT1010 X | 2050-07-15      | 3.5000%  |  | $2809944.38        | $2565348.40        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT1001 X | 2050-06-15      | 3.5000%  |  | $2143530.46        | $1956930.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR7347 C | 2050-01-20      | 4.0000%  |  | $3113540.40        | $2928861.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR1535 C | 2049-11-20      | 4.0000%  |  | $1420140.06        | $1337060.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7305 C | 2049-10-20      | 3.5000%  |  | $935255.82         | $832639.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC9618 C | 2054-08-20      | 7.5000%  |  | $1467677.69        | $1575362.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC9617 C | 2054-08-20      | 7.5000%  |  | $885954.39         | $950956.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC9389 C | 2054-12-20      | 6.5000%  |  | $1046388.86        | $1085441.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC9228 C | 2054-11-20      | 5.0000%  |  | $996192.22         | $970513.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC8635 C | 2054-06-20      | 5.0000%  |  | $1687406.44        | $1630393.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7099 C | 2054-08-20      | 5.0000%  |  | $1012910.32        | $978685.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9404 C | 2054-04-20      | 8.0000%  |  | $1522358.36        | $1615553.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4099 C | 2054-06-20      | 7.5000%  |  | $851832.54         | $895630.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0357 C | 2055-05-20      | 6.5000%  |  | $1004118.61        | $1047767.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6488 C | 2055-05-20      | 6.5000%  |  | $5715363.09        | $5907731.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0360 C | 2055-05-20      | 6.0000%  |  | $2847994.27        | $2910534.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0353 C | 2055-05-20      | 7.0000%  |  | $939620.89         | $989630.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0021 C | 2055-05-20      | 6.5000%  |  | $4707616.80        | $4871847.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9373 C | 2055-05-20      | 7.5000%  |  | $6101390.82        | $6325663.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9368 C | 2055-05-20      | 7.0000%  |  | $2979619.25        | $3165499.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9367 C | 2055-05-20      | 7.0000%  |  | $7217519.36        | $7464927.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2448 C | 2055-05-20      | 5.5000%  |  | $8291025.59        | $8324675.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5492 C | 2049-12-20      | 3.5000%  |  | $1015023.67        | $928974.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5491 C | 2049-12-20      | 3.5000%  |  | $4669427.80        | $4100492.78        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0278 X | 2050-08-15      | 3.5000%  |  | $1593893.55        | $1455163.36        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0272 X | 2050-08-15      | 4.0000%  |  | $720737.54         | $685917.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BL9363 C | 2049-10-20      | 3.5000%  |  | $972096.48         | $865551.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE6420 C | 2048-03-20      | 4.0000%  |  | $1737725.63        | $1594843.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP0106 C | 2034-08-20      | 6.5000%  |  | $805985.89         | $836220.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO5097 C | 2052-07-20      | 4.5000%  |  | $1106026.76        | $1051249.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO2502 C | 2052-06-20      | 4.5000%  |  | $2431537.99        | $2311120.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB8774 C | 2047-09-20      | 4.0000%  |  | $830498.66         | $763028.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9725 M | 2054-06-20      | 5.5000%  |  | $976167.53         | $973181.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9673 M | 2054-05-20      | 8.0000%  |  | $601460.46         | $619524.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9672 M | 2054-05-20      | 7.5000%  |  | $8099913.67        | $8465233.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9545 M | 2054-03-20      | 7.5000%  |  | $2508724.54        | $2604634.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9493 M | 2054-02-20      | 8.0000%  |  | $2984201.87        | $3150345.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9490 M | 2054-02-20      | 6.5000%  |  | $1275111.78        | $1310166.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  |  | $5010858.72        | $5202983.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4039 C | 2054-04-20      | 5.0000%  |  | $1957241.63        | $1905290.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2906 C | 2054-03-20      | 5.0000%  |  | $4044555.86        | $3907286.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2816 C | 2054-04-20      | 6.5000%  |  | $2737240.46        | $2806454.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2703 C | 2054-03-20      | 5.0000%  |  | $1137509.30        | $1098903.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0900 C | 2054-03-20      | 6.5000%  |  | $727953.01         | $744046.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9626 C | 2054-04-20      | 5.0000%  |  | $1243507.72        | $1213607.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7787 C | 2054-03-20      | 5.0000%  |  | $1067011.39        | $1041317.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7101 C | 2054-03-20      | 6.5000%  |  | $2435092.20        | $2496668.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3909 C | 2055-04-20      | 5.5000%  |  | $963767.59         | $971644.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3375 C | 2054-03-20      | 5.0000%  |  | $1058423.19        | $1022502.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3155 C | 2055-03-20      | 7.0000%  |  | $1250789.28        | $1295190.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA0220 C | 2054-01-20      | 8.5000%  |  | $622903.34         | $675037.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ9186 C | 2054-03-20      | 5.0000%  |  | $1905339.16        | $1854761.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ8436 C | 2054-03-20      | 6.5000%  |  | $966091.70         | $990402.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5324 C | 2055-05-20      | 6.0000%  |  | $1990737.07        | $2052777.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1367 C | 2054-04-20      | 8.0000%  |  | $957875.66         | $1016548.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0246 C | 2053-12-20      | 7.0000%  |  | $2977852.35        | $3088118.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9101 C | 2054-03-20      | 5.0000%  |  | $2986867.16        | $2914885.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7219 C | 2054-02-20      | 8.0000%  |  | $1370329.56        | $1454236.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0249 C | 2055-04-20      | 6.5000%  |  | $1174393.86        | $1239842.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0215 C | 2055-03-20      | 7.0000%  |  | $1036477.59        | $1112536.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0212 C | 2055-04-20      | 7.0000%  |  | $3551847.15        | $3851551.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0126 C | 2055-03-20      | 6.5000%  |  | $584629.11         | $619361.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9591 C | 2055-02-20      | 6.5000%  |  | $1638343.82        | $1679422.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9577 C | 2055-02-20      | 5.5000%  |  | $2123955.68        | $2109099.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9576 C | 2055-02-20      | 7.0000%  |  | $7942933.06        | $8176374.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9430 C | 2055-05-20      | 5.5000%  |  | $1105349.77        | $1105759.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9429 C | 2055-05-20      | 5.5000%  |  | $1394196.16        | $1394712.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9077 C | 2055-03-20      | 7.0000%  |  | $870396.46         | $924697.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8497 C | 2055-02-20      | 5.5000%  |  | $1200274.88        | $1200723.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7856 C | 2055-02-20      | 6.0000%  |  | $3048766.01        | $3128623.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7580 C | 2055-01-20      | 6.5000%  |  | $870499.89         | $910579.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7493 C | 2055-04-20      | 7.0000%  |  | $951781.77         | $1002436.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7491 C | 2055-04-20      | 6.5000%  |  | $2180641.55        | $2256713.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7437 C | 2055-02-20      | 6.5000%  |  | $1444594.68        | $1480818.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6945 C | 2055-03-20      | 7.0000%  |  | $843244.06         | $872149.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1546 C | 2055-04-20      | 5.5000%  |  | $865069.29         | $868580.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1541 C | 2055-04-20      | 7.0000%  |  | $956274.93         | $989055.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1567 C | 2055-04-20      | 6.0000%  |  | $1732614.02        | $1783421.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1565 C | 2055-04-20      | 7.0000%  |  | $855623.39         | $884954.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1528 C | 2055-04-20      | 5.5000%  |  | $1732345.44        | $1732994.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1520 C | 2055-05-20      | 6.0000%  |  | $3004437.84        | $3092537.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1515 C | 2055-05-20      | 7.0000%  |  | $2289253.91        | $2367720.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7217 C | 2054-02-20      | 8.0000%  |  | $664297.71         | $697498.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE6814 C | 2048-02-20      | 4.0000%  |  | $1354640.32        | $1243253.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9246 M | 2053-10-20      | 8.0000%  |  | $1694383.06        | $1772149.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ7656 C | 2041-05-20      | 5.0000%  |  | $640826.54         | $631345.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7947 C | 2054-09-20      | 5.5000%  |  | $1204771.45        | $1248141.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7680 C | 2049-11-20      | 3.5000%  |  | $1429790.03        | $1290683.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9609 M | 2054-04-20      | 7.5000%  |  | $1395270.14        | $1448139.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9517 C | 2048-04-20      | 4.0000%  |  | $3283782.67        | $3013757.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4973 C | 2054-09-20      | 5.0000%  |  | $3644193.76        | $3548015.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV5777 C | 2053-12-20      | 8.0000%  |  | $1258166.96        | $1307866.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3659 C | 2054-08-20      | 5.5000%  |  | $2837409.15        | $2828013.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7418 M | 2051-06-20      | 2.5000%  |  | $3515654.55        | $2947749.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4636 C | 2054-02-20      | 8.0000%  |  | $604541.67         | $634876.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AY6447 C | 2047-02-20      | 4.0000%  |  | $1040671.11        | $955124.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7311 M | 2051-04-20      | 2.0000%  |  | $3930781.34        | $3155391.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9645 C | 2053-10-20      | 5.0000%  |  | $2193653.94        | $2119216.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BL9378 C | 2050-01-20      | 3.5000%  |  | $719142.44         | $640345.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7215 C | 2054-02-20      | 8.0000%  |  | $952605.80         | $1010886.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9365 M | 2053-12-20      | 7.0000%  |  | $2336270.15        | $2427071.37        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0261 X | 2050-06-15      | 4.0000%  |  | $884979.82         | $842230.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7216 C | 2054-01-20      | 8.0000%  |  | $658106.58         | $691126.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ2741 C | 2042-07-20      | 4.0000%  |  | $901102.20         | $846114.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3802 M | 2046-07-20      | 3.0000%  |  | $1153926.40        | $1020159.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO6405 C | 2052-07-20      | 4.5000%  |  | $3009065.77        | $2860047.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0644 C | 2054-03-20      | 6.5000%  |  | $1497899.08        | $1535778.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7904 C | 2054-04-20      | 5.0000%  |  | $863718.41         | $834401.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6866 M | 2050-09-20      | 3.0000%  |  | $2238650.26        | $1957143.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9963 M | 2054-10-20      | 4.5000%  |  | $2068318.14        | $1955605.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8131 C | 2054-06-20      | 5.0000%  |  | $858677.95         | $829665.61         | Agency Mortgage-Backed Securities |

### Security 166: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.3783%  |  | $6307926.69        | $6266533.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  |  | $5142857.14        | $5097222.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.3783%  |  | $2702959.39        | $2685290.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-048 FE     | 2053-03-20      | 5.3283%  |  | $2543665.78        | $2522584.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3283%  |  | $5981120.85        | $5931238.75        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  |  | $242039.22         | $193222.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $2491232.74        | $2431916.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6283%  |  | $2053276.05        | $2055358.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $6738968.93        | $6501549.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $3543607.16        | $3481633.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5283%  |  | $7819587.90        | $7902261.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $3111384.10        | $2699163.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8766%  |  | $1409502.70        | $1323424.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9334%  |  | $1892957.19        | $1890655.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.8389%  |  | $6105076.86        | $5939105.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.8889%  |  | $8390442.29        | $8177341.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.8889%  |  | $4159413.48        | $4060581.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6834%  |  | $1830681.39        | $1850014.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 6.2671%  |  | $2858515.51        | $2879639.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FC      | 2069-06-20      | 5.0834%  |  | $6575364.93        | $6545985.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $486224.80         | $424841.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  |  | $2004548.66        | $2016236.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FA      | 2069-04-20      | 5.1719%  |  | $7362641.05        | $7384424.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-19O FA     | 2069-12-20      | 5.1334%  |  | $7557586.01        | $7536559.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7834%  |  | $124077.41         | $123684.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  |  | $393775.27         | $395568.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-097 CB     | 2053-07-20      | 6.0000%  |  | $5142857.14        | $5266014.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $1185516.88        | $1185033.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $3552475.96        | $3404816.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $3272006.11        | $3115341.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4334%  |  | $2967959.50        | $2971681.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.5720%  |  | $14788887.47       | $14690938.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095KL R24F095 | 2054-12-25      | 5.5000%  |  | $1388571.43        | $1290251.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 5.9971%  |  | $4254582.08        | $4269149.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.0934%  |  | $3034539.37        | $3040073.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5524FM 04/25/55 | 2055-04-25      | 5.1720%  |  | $18294376.20       | $18116012.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.5783%  |  | $7997559.43        | $7992261.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  |  | $5897966.22        | $5795353.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 JE     | 2054-11-20      | 4.5000%  |  | $2555621.77        | $2440516.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  |  | $3085714.25        | $2148253.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $909342.00         | $881847.79         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL023BD R22F023 | 2052-05-25      | 3.0000%  |  | $406733.77         | $387746.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3534%  |  | $1807369.53        | $1815732.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4334%  |  | $1365628.70        | $1372864.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3334%  |  | $1294218.00        | $1297825.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $1225960.71        | $1160675.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5529CB 04/25/55 | 2055-04-25      | 5.0000%  |  | $3342857.14        | $2996339.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $8314464.34        | $7064927.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $8330258.56        | $7252391.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3834%  |  | $3338113.37        | $3354671.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9834%  |  | $3173527.82        | $3173093.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 KF     | 2055-03-20      | 5.2283%  |  | $3766088.90        | $3753161.04        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024PY R25F024 | 2055-03-25      | 5.0000%  |  | $7232142.86        | $6637203.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FG 02/25/55 | 2055-02-25      | 5.7220%  |  | $7144436.98        | $7131539.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  |  | $400285.34         | $402228.71         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $80862.00          | $68855.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.7263%  |  | $6428571.43        | $6456276.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-126 BP     | 2044-10-20      | 2.2500%  |  | $2582005.96        | $2298761.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FA     | 2069-11-20      | 5.0330%  |  | $3012783.27        | $3027250.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.6612%  |  | $2586162.79        | $2604065.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.7783%  |  | $7858523.83        | $7798359.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 5.3220%  |  | $3159817.61        | $3167866.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $1203035.84        | $1138438.49        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL039FC R24F039 | 2054-06-25      | 5.6220%  |  | $19911978.26       | $19954347.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $686466.51         | $657591.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $416779.19         | $402792.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-090 A      | 2039-10-20      | 2.2500%  |  | $1877985.00        | $1830718.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5502LB 02/25/55 | 2055-02-25      | 5.5000%  |  | $1285714.29        | $1243501.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502EF 02/25/55 | 2055-02-25      | 5.7220%  |  | $9757128.34        | $9715394.35        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5501NM 01/25/51 | 2051-01-25      | 5.5000%  |  | $1285714.29        | $1284458.86        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  |  | $2444940.46        | $1899698.43        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435DT 07/25/54 | 2054-07-25      | 0.1250%  |  | $2605002.16        | $1958372.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53 | 2053-08-25      | 6.0000%  |  | $5142857.14        | $5201986.28        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $596185.18         | $556725.14         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $2135143.29        | $1907270.00        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $12673.10          | $12158.59          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7220%  |  | $4792945.56        | $4783636.32        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $144896.56         | $135746.21         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $11035.74          | $10706.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 JB     | 2055-03-20      | 5.0000%  |  | $8965543.37        | $8361281.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 PK     | 2053-10-20      | 5.0000%  |  | $8819847.66        | $8702532.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1283%  |  | $4406215.01        | $4388032.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5283%  |  | $7243665.38        | $7268247.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.2616%  |  | $7447875.62        | $7419045.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.2783%  |  | $1021632.97        | $1017260.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-197 PL     | 2054-12-20      | 4.5000%  |  | $514285.71         | $449532.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 UF     | 2064-12-20      | 5.5283%  |  | $2857120.48        | $2802916.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  |  | $1635244.46        | $1526037.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5283%  |  | $2436282.77        | $2430198.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  |  | $6044715.56        | $4627475.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4283%  |  | $7997559.43        | $7957250.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5283%  |  | $8070139.03        | $8058224.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 5.5283%  |  | $5485782.35        | $5475538.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6283%  |  | $7575308.87        | $7580251.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7283%  |  | $5387639.40        | $5414616.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.5783%  |  | $5314210.07        | $5342452.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.4083%  |  | $1261585.34        | $1254705.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029KV R25F029 | 2036-05-25      | 5.0000%  |  | $2045331.34        | $2029747.51        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  |  | $831086.23         | $764438.75         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $18041965.71       | $18523908.71       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  |  | $7633337.04        | $7503371.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 6.3226%  |  | $1409133.81        | $1414218.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3834%  |  | $3276514.90        | $3293874.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3434%  |  | $1918427.66        | $1926015.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3334%  |  | $5487359.77        | $5510611.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3334%  |  | $1543506.07        | $1551252.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1834%  |  | $1017538.43        | $1020487.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0334%  |  | $2797361.98        | $2800453.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0734%  |  | $2441696.41        | $2445491.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0734%  |  | $2416934.26        | $2420729.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  |  | $537737.69         | $539840.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL087NH R05F087 | 2025-10-25      | 5.0000%  |  | $236.72            | $236.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  |  | $2836514.49        | $2849690.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 5.4512%  |  | $2828912.47        | $2839982.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.6612%  |  | $2176472.47        | $2192838.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-036 E      | 2066-07-16      | 4.7500%  |  | $3857142.86        | $3411952.93        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5875%  |  | $4148859.32        | $3891648.37        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $1192709.22        | $1080065.66        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0834%  |  | $5022330.69        | $4742596.77        | Agency Mortgage-Backed Securities         |

### Security 167: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  4.360%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2023-096 BL     | 2053-07-20      | 6.0000%  |  | $500000.00         | $508638.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.7432%  |  | $346089.23         | $338181.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 CF     | 2053-05-20      | 5.2783%  |  | $3405585.14        | $3370811.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 FA     | 2053-05-20      | 5.3283%  |  | $5228032.30        | $5184357.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 5.3783%  |  | $1380056.38        | $1379381.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $1196953.59        | $1139316.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 5.3883%  |  | $157469.45         | $154892.58         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 5.3283%  |  | $2476066.32        | $2473984.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-013 FD     | 2054-01-20      | 5.3883%  |  | $1422182.94        | $1419019.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-177 EF     | 2052-10-20      | 5.4283%  |  | $158651.21         | $154577.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 FC     | 2052-02-20      | 3.0000%  |  | $756676.21         | $644651.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 CV     | 2036-03-20      | 5.0000%  |  | $612594.39         | $611626.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-039 LA     | 2053-02-20      | 5.0000%  |  | $894416.95         | $888077.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 5.1783%  |  | $1360774.61        | $1319603.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.8389%  |  | $2073163.32        | $2025370.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $1000000.00        | $1018798.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.7389%  |  | $2029686.67        | $1938617.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FJ     | 2054-11-20      | 5.5783%  |  | $3880727.00        | $3878854.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 5.4783%  |  | $912532.68         | $907540.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF     | 2054-11-20      | 5.4283%  |  | $497747.36         | $495198.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FB     | 2054-05-20      | 5.6283%  |  | $981756.00         | $982584.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-026 FB     | 2054-02-20      | 5.3883%  |  | $1630771.66        | $1625508.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 FE     | 2053-09-20      | 5.6783%  |  | $2117332.20        | $2129926.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FA     | 2053-10-20      | 5.5083%  |  | $1576067.39        | $1581675.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $999999.80         | $1018803.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 FK     | 2053-08-20      | 5.5783%  |  | $2252489.92        | $2258935.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 BF     | 2053-08-20      | 5.5283%  |  | $2252489.92        | $2255969.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 5.4083%  |  | $1094279.52        | $1094230.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF     | 2053-07-20      | 5.3783%  |  | $270638.23         | $270768.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 BF     | 2053-07-20      | 5.3283%  |  | $1239774.37        | $1236650.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-096 FA     | 2053-07-20      | 5.3783%  |  | $688763.54         | $688444.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 5.4783%  |  | $1337372.42        | $1332066.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-053 AF     | 2053-04-20      | 5.2283%  |  | $5212904.40        | $5150090.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 FA     | 2053-02-20      | 5.1283%  |  | $4626740.40        | $4554648.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-093 FA     | 2053-06-20      | 5.3283%  |  | $2708470.96        | $2701762.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF     | 2052-02-20      | 3.0000%  |  | $132500.99         | $113794.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $302670.48         | $260104.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $14723527.00       | $12489118.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC     | 2050-04-20      | 3.5000%  |  | $6681496.40        | $5893956.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.8389%  |  | $1131526.36        | $1098476.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.7389%  |  | $1382705.82        | $1341373.08        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLBM1732 | 2047-07-01      | 4.5000%  |  | $21042.01          | $20316.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK4689 | 2048-07-01      | 4.5000%  |  | $9330.76           | $9049.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK0983 | 2048-02-01      | 5.0000%  |  | $90.79             | $89.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBH7081 | 2032-12-01      | 2.5000%  |  | $18169.79          | $17325.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1158 | 2046-02-01      | 3.5000%  |  | $25.37             | $23.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3059 | 2045-11-01      | 3.5000%  |  | $84438.63          | $77011.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5786 | 2055-04-01      | 6.0000%  |  | $219388.17         | $224869.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $304602.88         | $296715.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8542 | 2029-10-01      | 2.5000%  |  | $14146.87          | $13692.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8492 | 2028-07-01      | 2.5000%  |  | $20539.21          | $20052.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8490 | 2028-06-01      | 2.5000%  |  | $323.32            | $315.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8484 | 2028-04-01      | 2.5000%  |  | $2478.11           | $2422.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  |  | $740.73            | $721.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7240 | 2027-05-01      | 4.0000%  |  | $32.76             | $32.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6651 | 2026-07-01      | 4.5000%  |  | $56.27             | $56.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS6606 | 2027-09-01      | 4.0000%  |  | $67.07             | $66.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS6486 | 2026-06-01      | 4.0000%  |  | $3.71              | $3.70              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6362 | 2026-09-01      | 4.5000%  |  | $307.88            | $308.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6310 | 2026-05-01      | 4.5000%  |  | $46.66             | $46.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6101 | 2025-08-01      | 4.5000%  |  | $7.04              | $7.05              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3814 | 2053-08-01      | 5.0000%  |  | $17742.96          | $17270.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3669 | 2053-09-01      | 5.5000%  |  | $1776296.40        | $1784713.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  |  | $3751.29           | $3869.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $82365.65          | $83542.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $4873.76           | $4731.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $3585.93           | $3562.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  |  | $956.29            | $928.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  |  | $4993.12           | $5170.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $8229.67           | $8004.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8309 | 2053-03-01      | 6.0000%  |  | $2211.67           | $2244.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8229 | 2052-05-01      | 4.5000%  |  | $77045.57          | $72877.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  |  | $79751.68          | $62065.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8207 | 2052-04-01      | 3.5000%  |  | $2386.98           | $2120.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  |  | $85786.07          | $76765.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  |  | $450053.40         | $448347.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5837 | 2053-09-01      | 5.5000%  |  | $225664.51         | $225988.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5772 | 2053-06-01      | 5.0000%  |  | $818985.99         | $802684.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  |  | $88321.05          | $86904.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFS5210 | 2038-11-01      | 4.5000%  |  | $1019.71           | $1027.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  |  | $677302.94         | $678263.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3977 | 2052-11-01      | 4.5000%  |  | $34148.56          | $32451.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3820 | 2053-01-01      | 6.0000%  |  | $58608.88          | $59985.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3335 | 2052-06-01      | 3.5000%  |  | $177932.95         | $158611.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  |  | $249300.57         | $243327.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3478 | 2051-12-01      | 3.0000%  |  | $2651361.99        | $2258060.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  |  | $410833.90         | $351128.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2699 | 2052-08-01      | 5.0000%  |  | $166507.45         | $162026.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2678 | 2052-01-01      | 2.5000%  |  | $583545.07         | $479068.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4747 | 2048-01-01      | 3.5000%  |  | $88873.84          | $80931.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4344 | 2050-09-01      | 2.5000%  |  | $3065882.31        | $2532706.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $103.91            | $93.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3762 | 2035-08-01      | 3.0000%  |  | $9748.70           | $9247.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  |  | $2417.05           | $2321.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4386 | 2047-07-01      | 5.0000%  |  | $31564.76          | $31661.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $54.13             | $52.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3039 | 2050-03-01      | 5.0000%  |  | $14151.02          | $13869.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  |  | $54.79             | $54.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  |  | $73227.37          | $70377.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1152 | 2033-07-01      | 2.5000%  |  | $334.00            | $320.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1819 | 2055-05-01      | 6.5000%  |  | $2575190.40        | $2664833.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  |  | $13916.93          | $12407.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $3331.20           | $2848.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $511272.32         | $419800.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $128367.69         | $127527.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5266 | 2039-02-01      | 5.0000%  |  | $4809.89           | $4831.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  |  | $4635.53           | $4770.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $3463627.41        | $3515939.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5205 | 2043-11-01      | 6.0000%  |  | $143205.63         | $145955.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5178 | 2038-10-01      | 6.0000%  |  | $1680.86           | $1729.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  |  | $4956.28           | $5118.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  |  | $1454.34           | $1376.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $5124443.66        | $5097456.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  |  | $3626.32           | $3685.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  |  | $433264.57         | $431591.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  |  | $2369.29           | $2342.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $19833.57          | $19814.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  |  | $1222.94           | $1124.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $876.84            | $805.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $25482.78          | $22667.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $305738.21         | $249901.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4514 | 2052-01-01      | 3.5000%  |  | $40189.50          | $35931.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $1165978.32        | $954432.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $22455.98          | $20366.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL770858 | 2034-04-01      | 5.5000%  |  | $189.36            | $190.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL759666 | 2031-04-01      | 6.5000%  |  | $317.10            | $327.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  |  | $1138.17           | $1167.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $34742.73          | $36069.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL708305 | 2033-06-01      | 4.5000%  |  | $276.86            | $273.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY5007 | 2045-03-01      | 4.0000%  |  | $12562.52          | $11773.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  |  | $155.02            | $141.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  |  | $14.21             | $13.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAU1661 | 2028-07-01      | 2.5000%  |  | $23004.91          | $22460.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  |  | $4530.20           | $3948.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4720 | 2047-05-01      | 4.5000%  |  | $29080.01          | $28004.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4640 | 2045-11-01      | 4.5000%  |  | $1274259.83        | $1229766.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  |  | $1141.98           | $1042.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  |  | $2181.78           | $1986.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  |  | $5310.25           | $4836.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS3826 | 2039-09-01      | 6.5000%  |  | $25676.27          | $27278.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3091 | 2041-01-01      | 4.0000%  |  | $31338.13          | $29903.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3030 | 2040-09-01      | 5.0000%  |  | $2027.57           | $2035.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS3015 | 2040-05-01      | 6.0000%  |  | $5290.60           | $5533.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  |  | $361.75            | $368.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2872 | 2038-01-01      | 5.5000%  |  | $1337.27           | $1367.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4713 | 2047-04-01      | 3.5000%  |  | $100962.82         | $91767.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS2783 | 2039-10-01      | 4.5000%  |  | $80.16             | $79.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2540 | 2039-01-01      | 5.5000%  |  | $12824.36          | $13108.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2262 | 2031-06-01      | 5.5000%  |  | $565.19            | $573.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2133 | 2038-06-01      | 5.5000%  |  | $601.87            | $612.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7568 | 2046-07-01      | 4.5000%  |  | $13797.24          | $13309.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFA1464 | 2035-10-01      | 2.0000%  |  | $547565.49         | $511339.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1231 | 2053-04-01      | 4.5000%  |  | $907286.65         | $864884.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0979 | 2052-06-01      | 3.5000%  |  | $1220978.36        | $1090998.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0534 | 2047-06-01      | 4.5000%  |  | $873061.81         | $858799.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0524 | 2051-06-01      | 3.0000%  |  | $1961288.09        | $1706926.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0432 | 2052-05-01      | 2.5000%  |  | $3896347.62        | $3205910.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4314 | 2049-10-01      | 3.0000%  |  | $6113357.77        | $5359731.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  |  | $3422008.65        | $3084962.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  |  | $1521.75           | $1377.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  |  | $47.41             | $46.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0169 | 2053-05-01      | 5.0000%  |  | $3912.89           | $3824.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1225 | 2052-10-01      | 5.5000%  |  | $30753.33          | $30637.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5082 | 2045-06-01      | 4.0000%  |  | $21955.63          | $20562.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1131 | 2043-11-01      | 4.5000%  |  | $13.51             | $13.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  |  | $956.08            | $927.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL9867 | 2032-02-01      | 3.0000%  |  | $173.04            | $167.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7885 | 2045-06-01      | 4.0000%  |  | $116274.31         | $107682.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL7696 | 2043-12-01      | 3.0000%  |  | $217.66            | $193.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7389 | 2029-03-01      | 4.0000%  |  | $31.10             | $30.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7306 | 2042-09-01      | 4.5000%  |  | $7785.85           | $7591.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL6449 | 2027-01-01      | 4.5000%  |  | $27.64             | $27.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  |  | $78990.91          | $67895.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $281423.22         | $243995.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  |  | $7814142.23        | $6165960.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1211 | 2036-12-01      | 5.5000%  |  | $98.95             | $101.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $7007.61           | $5771.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $58.24             | $49.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  |  | $403950.71         | $361859.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6666 | 2053-06-01      | 5.0000%  |  | $373713.40         | $367189.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6336 | 2054-09-01      | 6.0000%  |  | $352646.73         | $357697.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $23264.65          | $18100.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5096 | 2054-03-01      | 5.5000%  |  | $71595.49          | $72076.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5061 | 2054-03-01      | 5.5000%  |  | $111015.71         | $111628.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  |  | $59934.70          | $58293.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3222 | 2053-04-01      | 5.0000%  |  | $80217.34          | $78875.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  |  | $23493.73          | $20067.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD2896 | 2051-10-01      | 4.0000%  |  | $76906.90          | $70825.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  |  | $1544097.69        | $1542525.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  |  | $77130.55          | $75403.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2334 | 2053-02-01      | 5.0000%  |  | $38934.45          | $37880.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $46043.34          | $40898.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL3174 | 2028-02-01      | 2.5000%  |  | $161.28            | $157.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT0304 | 2041-05-01      | 5.5000%  |  | $4551.95           | $4634.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $2391.48           | $2199.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA1314 | 2033-01-01      | 2.5000%  |  | $1109.52           | $1045.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  |  | $83395.37          | $81106.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW9904 | 2052-10-01      | 4.5000%  |  | $87705.09          | $83705.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA1918 | 2026-01-01      | 5.0000%  |  | $77.25             | $77.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFM5754 | 2037-03-01      | 3.5000%  |  | $7243.57           | $7032.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  |  | $2182.36           | $2272.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1143 | 2050-09-01      | 4.5000%  |  | $198713.36         | $190503.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $145028.52         | $143278.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4530 | 2037-08-01      | 5.5000%  |  | $1673.18           | $1713.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  |  | $51.24             | $49.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  |  | $21.60             | $20.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9256 | 2048-06-01      | 4.0000%  |  | $24909.67          | $23277.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  |  | $3265.47           | $3255.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930071 | 2038-10-01      | 6.0000%  |  | $24.52             | $25.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3622 | 2052-05-01      | 4.0000%  |  | $1385.19           | $1276.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC1877 | 2039-09-01      | 4.5000%  |  | $891.31            | $878.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  |  | $27493.63          | $27886.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2678 | 2035-12-01      | 5.0000%  |  | $3942.68           | $3960.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8708 | 2051-08-01      | 4.0000%  |  | $6950.39           | $6467.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $422.90            | $420.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH7742 | 2041-03-01      | 4.5000%  |  | $2194.28           | $2123.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0768 | 2052-04-01      | 3.5000%  |  | $2442.12           | $2169.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  |  | $741.74            | $729.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAI8186 | 2041-08-01      | 4.0000%  |  | $5274.14           | $5028.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA0849 | 2026-09-01      | 4.0000%  |  | $58.07             | $57.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT0962 | 2041-09-01      | 5.5000%  |  | $417.21            | $426.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0842 | 2026-09-01      | 4.0000%  |  | $912.13            | $910.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  |  | $78.06             | $78.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9307 | 2053-06-01      | 5.5000%  |  | $43961.67          | $43828.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  |  | $47500.22          | $45168.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL2069 | 2041-08-01      | 5.0000%  |  | $18378.90          | $18429.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  |  | $332.63            | $318.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  |  | $501.29            | $495.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7971 | 2027-01-01      | 4.0000%  |  | $958.48            | $954.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  |  | $88098.73          | $71855.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4317 | 2050-09-01      | 3.0000%  |  | $22999.91          | $19743.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  |  | $7622.79           | $7758.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6663 | 2050-11-01      | 4.0000%  |  | $35310.08          | $33004.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6681 | 2047-04-01      | 3.5000%  |  | $14410.23          | $13144.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN1625 | 2048-11-01      | 5.0000%  |  | $54261.34          | $53253.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM5838 | 2048-06-01      | 4.5000%  |  | $5963.85           | $5713.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $6270208.20        | $5696518.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9908 | 2052-09-01      | 5.5000%  |  | $26059.38          | $26047.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  |  | $25746.73          | $21299.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8553 | 2030-02-01      | 2.5000%  |  | $159.28            | $153.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4100 | 2053-09-01      | 5.5000%  |  | $5259.13           | $5265.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM8728 | 2035-02-01      | 2.5000%  |  | $1290.45           | $1237.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS2283 | 2036-06-01      | 6.0000%  |  | $2386.75           | $2484.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  |  | $23734.02          | $20439.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8287 | 2053-01-01      | 4.5000%  |  | $1940.56           | $1836.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX5218 | 2039-10-01      | 3.5000%  |  | $1080.00           | $1058.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5385 | 2054-02-01      | 6.0000%  |  | $16925.96          | $17286.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2370 | 2035-01-01      | 4.0000%  |  | $496.45            | $490.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI7269 | 2038-03-01      | 5.0000%  |  | $47.63             | $47.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  |  | $33242.68          | $33850.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  |  | $8980.55           | $8144.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2349 | 2038-09-01      | 5.5000%  |  | $15522.76          | $15809.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7154 | 2051-05-01      | 2.5000%  |  | $795054.16         | $660434.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  |  | $1693.39           | $1717.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  |  | $17151.81          | $17229.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4240 | 2035-02-01      | 2.5000%  |  | $516.63            | $498.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0764 | 2051-06-01      | 2.5000%  |  | $1020661.48        | $838867.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  |  | $1546.93           | $1464.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1152 | 2042-04-01      | 3.5000%  |  | $5438.62           | $5036.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4425 | 2043-12-01      | 4.0000%  |  | $600.65            | $570.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8275 | 2054-06-01      | 5.5000%  |  | $53698.31          | $53346.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $171511.24         | $173961.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $88273.87          | $68924.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS7013 | 2026-09-01      | 4.5000%  |  | $33.71             | $33.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA4850 | 2037-11-01      | 5.0000%  |  | $4215.86           | $4232.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $21386.92          | $20371.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  |  | $15031.91          | $13040.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2447 | 2037-02-01      | 3.5000%  |  | $1404.49           | $1355.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ0206 | 2053-11-01      | 7.0000%  |  | $2681125.34        | $2832975.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4724 | 2047-06-01      | 4.5000%  |  | $20811.34          | $20019.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1173 | 2039-03-01      | 5.5000%  |  | $3726.11           | $3794.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7035 | 2051-05-01      | 2.0000%  |  | $26540.55          | $20631.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  |  | $152784.50         | $154154.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647 | 2046-01-01      | 3.5000%  |  | $25754.74          | $23452.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $49507.82          | $42959.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $125021.35         | $124893.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0778 | 2051-12-01      | 2.5000%  |  | $91052.45          | $74429.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $10862.49          | $10565.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $822.69            | $830.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS2728 | 2039-07-01      | 4.5000%  |  | $8474.16           | $8356.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $5953.81           | $5292.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3319 | 2051-03-01      | 2.0000%  |  | $69057.06          | $53681.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $486.56            | $425.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $697792.56         | $620709.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $58027.74          | $45208.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  |  | $2970.45           | $2893.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5179 | 2044-12-01      | 5.0000%  |  | $17507.31          | $17612.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  |  | $197.10            | $183.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZN3138 | 2039-02-01      | 5.0000%  |  | $91121.25          | $92311.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  |  | $3152.70           | $2900.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3130 | 2052-03-01      | 3.5000%  |  | $8130214.50        | $7361303.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  |  | $11900.08          | $9824.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2835 | 2052-02-01      | 2.0000%  |  | $93430.11          | $74680.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  |  | $149812.69         | $138045.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  |  | $923.33            | $885.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7463 | 2031-06-01      | 3.5000%  |  | $2467.06           | $2430.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZS9163 | 2033-09-01      | 3.0000%  |  | $239253.35         | $229506.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1709 | 2052-09-01      | 5.5000%  |  | $231874.35         | $232244.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3306 | 2048-03-01      | 4.0000%  |  | $307626.10         | $288083.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  |  | $10.84             | $10.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZA2619 | 2026-04-01      | 4.0000%  |  | $12.22             | $12.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2903 | 2050-06-01      | 3.0000%  |  | $3407276.66        | $2928703.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  |  | $23895.19          | $19578.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2661 | 2047-02-01      | 3.5000%  |  | $85175.08          | $77189.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $1235887.63        | $1229378.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $1095912.45        | $1112967.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4438 | 2049-07-01      | 4.0000%  |  | $12870.05          | $12218.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  |  | $662420.62         | $565418.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  |  | $1575.72           | $1435.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1710 | 2048-05-01      | 4.5000%  |  | $7241.40           | $6942.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6928 | 2051-04-01      | 2.0000%  |  | $5990149.31        | $4700315.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $175558.37         | $136632.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4556 | 2040-03-01      | 3.5000%  |  | $30502.44          | $28306.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1462 | 2037-05-01      | 5.5000%  |  | $514.47            | $526.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  |  | $2440.64           | $2027.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 RBRB5001 | 2039-07-01      | 3.5000%  |  | $5702.46           | $5423.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4364 | 2041-06-01      | 2.0000%  |  | $711457.08         | $600941.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5979 | 2054-07-01      | 6.0000%  |  | $35293.81          | $35940.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI0920 | 2033-10-01      | 5.5000%  |  | $21.17             | $21.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  |  | $7172.60           | $5903.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1279 | 2051-08-01      | 2.5000%  |  | $51239.02          | $42321.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB6612 | 2054-06-01      | 5.5000%  |  | $1634366.36        | $1635792.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2195 | 2054-04-01      | 5.5000%  |  | $1513201.46        | $1503292.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0847 | 2053-11-01      | 6.0000%  |  | $1437835.17        | $1459075.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL852693 | 2036-04-01      | 6.0000%  |  | $441.19            | $455.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL850566 | 2036-01-01      | 5.0000%  |  | $14.82             | $14.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL831800 | 2036-09-01      | 6.5000%  |  | $1449.99           | $1533.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL781721 | 2035-06-01      | 5.5000%  |  | $5892.53           | $6042.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  |  | $452503.12         | $369673.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  |  | $2521.59           | $2166.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  |  | $1449.45           | $1234.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  |  | $310.85            | $267.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9579 | 2051-07-01      | 2.0000%  |  | $5912.48           | $4618.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9829 | 2050-03-01      | 4.5000%  |  | $10404.28          | $9993.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  |  | $176776.06         | $145709.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6934 | 2050-09-01      | 2.5000%  |  | $13070.56          | $10680.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  |  | $4496.55           | $3732.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  |  | $56651.18          | $50904.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM8189 | 2038-08-01      | 3.0000%  |  | $388.68            | $369.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $1276.43           | $1146.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7910 | 2051-07-01      | 2.5000%  |  | $23055.70          | $19247.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $359.35            | $335.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7482 | 2048-04-01      | 4.5000%  |  | $12094.21          | $11867.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  |  | $130.66            | $121.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $206.34            | $187.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW0024 | 2052-07-01      | 4.0000%  |  | $294567.69         | $272157.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFM3499 | 2039-07-01      | 5.0000%  |  | $849.90            | $865.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  |  | $1061.57           | $966.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $3287593.83        | $3272383.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  |  | $139.73            | $126.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZA2860 | 2028-01-01      | 2.5000%  |  | $11544.31          | $11308.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $449030.25         | $405051.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3053 | 2046-07-01      | 4.5000%  |  | $21022.45          | $20366.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7290 | 2051-05-01      | 3.0000%  |  | $31329.45          | $27053.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $802.15            | $767.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9408 | 2039-11-01      | 4.5000%  |  | $88.42             | $86.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  |  | $8297.19           | $6836.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  |  | $250.97            | $228.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  |  | $890.82            | $758.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6081 | 2052-02-01      | 3.0000%  |  | $3076429.29        | $2623820.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1148 | 2048-12-01      | 3.5000%  |  | $925.99            | $836.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3475 | 2053-08-01      | 5.5000%  |  | $17428.47          | $17470.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4591 | 2044-11-01      | 3.5000%  |  | $108.60            | $99.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8063 | 2032-09-01      | 2.5000%  |  | $317.22            | $304.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0399 | 2052-04-01      | 3.0000%  |  | $141036.71         | $121363.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  |  | $102965.84         | $90068.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0690 | 2052-06-01      | 3.0000%  |  | $5990865.30        | $5158258.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8558 | 2054-05-01      | 7.0000%  |  | $2869597.65        | $3063889.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CTRB5113 | 2041-06-01      | 1.5000%  |  | $734694.91         | $596845.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5450 | 2039-08-01      | 6.0000%  |  | $1540.16           | $1583.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM5660 | 2049-08-01      | 4.5000%  |  | $13963.90          | $13435.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5563 | 2049-10-01      | 5.0000%  |  | $31463.40          | $31104.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  |  | $144064.46         | $118746.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4925 | 2050-11-01      | 3.0000%  |  | $15605.78          | $13472.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  |  | $410.14            | $420.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0878 | 2031-10-01      | 4.0000%  |  | $3107.42           | $3089.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  |  | $1545.99           | $1557.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC8512 | 2039-12-01      | 4.5000%  |  | $68.85             | $67.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC5003 | 2040-01-01      | 4.5000%  |  | $4586.08           | $4481.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9441 | 2043-05-01      | 3.0000%  |  | $12059.58          | $10720.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8368 | 2040-02-01      | 6.0000%  |  | $1256.89           | $1292.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0529 | 2049-05-01      | 3.5000%  |  | $2155730.20        | $1963043.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  |  | $4963.95           | $4931.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7311 | 2053-02-01      | 4.5000%  |  | $826063.03         | $785003.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1230 | 2050-12-01      | 4.5000%  |  | $497900.88         | $478391.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0036 | 2055-06-01      | 5.0000%  |  | $245372.00         | $239449.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $594.60            | $590.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $2859777.15        | $2841041.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  |  | $3869052.97        | $3661199.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB8881 | 2043-04-01      | 3.0000%  |  | $260.43            | $231.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB6670 | 2042-10-01      | 3.0000%  |  | $1620.16           | $1443.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA4463 | 2039-04-01      | 4.5000%  |  | $19.19             | $18.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL994459 | 2038-11-01      | 6.0000%  |  | $186.73            | $191.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL946803 | 2037-09-01      | 6.5000%  |  | $574.60            | $607.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL912497 | 2037-03-01      | 6.0000%  |  | $2761.34           | $2894.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL906734 | 2037-01-01      | 6.0000%  |  | $411.33            | $426.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  |  | $288.69            | $301.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888657 | 2035-02-01      | 5.5000%  |  | $1458.77           | $1497.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 ZLFP0012 | 2051-08-01      | 3.0000%  |  | $20327.59          | $17733.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  |  | $2411.59           | $2436.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS9388 | 2050-02-01      | 4.0000%  |  | $495882.70         | $462470.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  |  | $1861.74           | $1857.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8879 | 2054-09-01      | 5.5000%  |  | $4163498.43        | $4167085.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7877 | 2054-04-01      | 6.5000%  |  | $2315895.12        | $2397157.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZJ9223 | 2027-12-01      | 5.0000%  |  | $463.58            | $464.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0492 | 2040-09-01      | 4.5000%  |  | $14831.62          | $14607.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9418 | 2039-12-01      | 4.5000%  |  | $291.85            | $287.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI4377 | 2036-04-01      | 5.5000%  |  | $19.16             | $19.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2203 | 2034-07-01      | 5.5000%  |  | $988.89            | $996.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1900 | 2026-08-01      | 4.5000%  |  | $461.57            | $462.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  |  | $164.76            | $164.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL0476 | 2040-11-01      | 5.0000%  |  | $5878.68           | $5894.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9279 | 2041-12-01      | 4.0000%  |  | $7209519.42        | $6868986.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  |  | $45.49             | $45.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ1415 | 2041-09-01      | 4.5000%  |  | $23.99             | $23.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAI6533 | 2026-07-01      | 3.5000%  |  | $189.22            | $187.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH8423 | 2041-04-01      | 4.5000%  |  | $456.35            | $448.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  |  | $1851.27           | $1822.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH3623 | 2026-01-01      | 4.0000%  |  | $0.88              | $0.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL609592 | 2031-11-01      | 6.0000%  |  | $209.13            | $214.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  |  | $1370.33           | $1399.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL254903 | 2033-10-01      | 5.0000%  |  | $7433.86           | $7507.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254198 | 2032-02-01      | 6.0000%  |  | $156.86            | $162.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2106 | 2051-05-01      | 2.5000%  |  | $279983.27         | $229849.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  |  | $3305.35           | $2932.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9070 | 2053-05-01      | 6.0000%  |  | $5768.40           | $5897.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $8147.21           | $7297.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  |  | $43222.73          | $39934.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  |  | $1387.29           | $1203.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0969 | 2052-04-01      | 3.5000%  |  | $265661.52         | $237172.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  |  | $29930.50          | $28369.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1724 | 2052-09-01      | 4.0000%  |  | $95437.52          | $88122.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0537 | 2051-03-01      | 2.0000%  |  | $153331.91         | $119172.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $571.01            | $533.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0301 | 2035-04-01      | 2.5000%  |  | $10616.67          | $9896.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0834 | 2036-02-01      | 2.5000%  |  | $148067.74         | $137339.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7659 | 2052-07-01      | 3.5000%  |  | $12923.52          | $11515.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  |  | $745.81            | $617.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0231 | 2050-01-01      | 3.0000%  |  | $93915.56          | $81772.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0060 | 2049-02-01      | 3.5000%  |  | $2795.25           | $2545.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  |  | $8842.98           | $8221.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $2812.32           | $2863.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8288 | 2039-03-01      | 5.5000%  |  | $1753.55           | $1786.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  |  | $577.38            | $552.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  |  | $1073.64           | $1027.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8062 | 2035-09-01      | 2.5000%  |  | $219194.69         | $203381.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  |  | $454.79            | $437.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB0955 | 2038-08-01      | 5.5000%  |  | $27514.36          | $28031.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA3173 | 2050-07-01      | 3.0000%  |  | $182384.14         | $156765.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA2794 | 2050-06-01      | 3.5000%  |  | $29809.85          | $26756.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CNQS0252 | 2032-05-01      | 3.0000%  |  | $40739.13          | $39287.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4032 | 2053-10-01      | 6.5000%  |  | $3964939.31        | $4170910.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5153 | 2053-11-01      | 6.0000%  |  | $21805.95          | $22215.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8401 | 2053-08-01      | 5.5000%  |  | $21121.94          | $21005.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  |  | $1249.66           | $1068.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE4038 | 2052-06-01      | 3.0000%  |  | $26009.97          | $22151.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  |  | $1017.22           | $867.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE0012 | 2052-04-01      | 2.5000%  |  | $86486.77          | $70821.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD3473 | 2051-12-01      | 2.0000%  |  | $190060.76         | $147736.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB0737 | 2050-06-01      | 2.5000%  |  | $50516.06          | $41560.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB0769 | 2050-07-01      | 2.5000%  |  | $5787.55           | $4782.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4175 | 2052-06-01      | 2.5000%  |  | $98684.39          | $80489.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  |  | $9118.26           | $9285.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5268 | 2039-02-01      | 6.0000%  |  | $3672.16           | $3776.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $2582577.27        | $2118988.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4330 | 2036-05-01      | 2.5000%  |  | $422275.46         | $391266.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  |  | $122924.81         | $101573.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  |  | $11788.14          | $9741.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  |  | $2760143.22        | $2367633.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2523 | 2038-09-01      | 4.0000%  |  | $1938.13           | $1897.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  |  | $676.88            | $648.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZA2496 | 2037-11-01      | 4.5000%  |  | $17356.02          | $17206.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA1898 | 2025-09-01      | 5.0000%  |  | $14.79             | $14.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZA2576 | 2025-10-01      | 3.5000%  |  | $4.58              | $4.57              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZA0591 | 2029-04-01      | 6.0000%  |  | $1223.93           | $1259.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZN2332 | 2038-11-01      | 4.5000%  |  | $31585.27          | $31244.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3XZN0234 | 2027-06-01      | 4.0000%  |  | $5728.87           | $5717.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3XZN0199 | 2027-06-01      | 4.0000%  |  | $13433.41          | $13391.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM4054 | 2047-08-01      | 4.0000%  |  | $6101.54           | $5702.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2474 | 2047-01-01      | 3.0000%  |  | $25975.99          | $22834.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8475 | 2052-04-01      | 3.0000%  |  | $1338305.63        | $1156231.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV0492 | 2052-01-01      | 3.0000%  |  | $3603.65           | $3095.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU8226 | 2052-02-01      | 2.5000%  |  | $34512.66          | $28250.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU5925 | 2051-12-01      | 3.0000%  |  | $13484.89          | $11575.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $2601.60           | $2310.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBT7699 | 2051-09-01      | 4.0000%  |  | $2306.35           | $2186.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT6727 | 2051-09-01      | 2.5000%  |  | $3166085.27        | $2601831.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4051 | 2051-02-01      | 2.0000%  |  | $14229.33          | $11202.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ7589 | 2050-11-01      | 2.0000%  |  | $116637.19         | $90801.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2362 | 2050-09-01      | 2.0000%  |  | $7270.66           | $5692.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO4708 | 2049-11-01      | 3.0000%  |  | $3717.19           | $3200.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0166 | 2055-01-01      | 5.0000%  |  | $3282851.00        | $3220220.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9181 | 2054-09-01      | 7.0000%  |  | $2634700.00        | $2825544.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9027 | 2054-08-01      | 6.5000%  |  | $3677543.77        | $3810524.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8687 | 2054-06-01      | 5.5000%  |  | $12815.72          | $12755.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  |  | $42399.74          | $42358.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  |  | $544816.06         | $542343.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5583 | 2052-11-01      | 5.5000%  |  | $66476.93          | $66205.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  |  | $14355.37          | $14970.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4970 | 2052-10-01      | 5.5000%  |  | $186950.92         | $186501.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  |  | $34274.41          | $29666.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4737 | 2048-06-01      | 3.5000%  |  | $2657703.41        | $2407258.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  |  | $4200.25           | $3925.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3660 | 2046-11-01      | 4.0000%  |  | $2088.63           | $1960.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM1565 | 2047-04-01      | 3.0000%  |  | $56853.14          | $49977.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3977 | 2053-04-01      | 5.0000%  |  | $88465.43          | $86021.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1859 | 2054-06-01      | 6.0000%  |  | $81484.17          | $82889.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0313 | 2053-11-01      | 6.0000%  |  | $118710.72         | $120539.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSL0622 | 2050-03-01      | 4.0000%  |  | $731939.05         | $680349.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAE0375 | 2025-07-01      | 4.0000%  |  | $123.09            | $123.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0115 | 2035-12-01      | 5.5000%  |  | $1205.49           | $1231.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0042 | 2040-05-01      | 5.5000%  |  | $2860.05           | $2911.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD6432 | 2040-06-01      | 4.5000%  |  | $591.15            | $582.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $4931121.00        | $4898815.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5652 | 2040-03-01      | 5.5000%  |  | $5808.21           | $5914.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1623 | 2047-02-01      | 3.0000%  |  | $362.86            | $317.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $42061.44          | $38301.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ0728 | 2054-01-01      | 7.0000%  |  | $1784831.08        | $1886584.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0215 | 2046-09-01      | 4.5000%  |  | $35848.46          | $34671.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0132 | 2047-05-01      | 4.0000%  |  | $724325.36         | $677763.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS9595 | 2045-12-01      | 4.0000%  |  | $3048.20           | $2854.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9888 | 2044-12-01      | 5.0000%  |  | $61.72             | $61.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS9818 | 2046-01-01      | 4.0000%  |  | $2072.62           | $1945.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8590 | 2030-12-01      | 2.5000%  |  | $24833.16          | $23872.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  |  | $14223.20          | $13745.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  |  | $1116.70           | $987.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0697 | 2046-01-01      | 3.5000%  |  | $1861.39           | $1694.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL6179 | 2043-06-01      | 3.0000%  |  | $27000.20          | $24004.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLZL5268 | 2043-02-01      | 2.5000%  |  | $1927.52           | $1678.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $62.76             | $61.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $2781614.12        | $2275852.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $249353.39         | $229907.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $599217.92         | $491249.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $54541.95          | $49309.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3209 | 2047-12-01      | 3.0000%  |  | $1772.98           | $1540.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3129 | 2037-09-01      | 4.0000%  |  | $1114.39           | $1095.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2914 | 2037-02-01      | 4.0000%  |  | $784.79            | $774.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $37.38             | $34.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $235.03            | $230.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2141 | 2035-01-01      | 4.0000%  |  | $1614.88           | $1599.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  |  | $107.23            | $97.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2580 | 2031-04-01      | 2.5000%  |  | $11017.43          | $10572.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  |  | $8236.10           | $8268.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6368 | 2049-02-01      | 4.5000%  |  | $8097.40           | $7779.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CNZA3884 | 2026-09-01      | 2.5000%  |  | $2971.24           | $2935.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZA3771 | 2030-03-01      | 2.5000%  |  | $19001.88          | $18364.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7430 | 2052-09-01      | 3.5000%  |  | $4135.13           | $3719.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  |  | $33196.35          | $32287.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  |  | $45916.02          | $37501.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $2458567.06        | $2456060.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5397 | 2053-01-01      | 6.0000%  |  | $3878.64           | $3943.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4337 | 2052-08-01      | 4.5000%  |  | $883730.20         | $848101.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3851 | 2052-06-01      | 4.0000%  |  | $1591437.27        | $1482183.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1423 | 2032-05-01      | 2.5000%  |  | $8554.19           | $8199.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1759 | 2046-11-01      | 4.0000%  |  | $25848.95          | $24595.87          | Agency Mortgage-Backed Securities         |

### Security 168: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  4.370%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $219562500.00
- **C.18.a - Value (excl. sponsor support):** $219562500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $40614250.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $40614250.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $40614250.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $40614250.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $40614250.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $25000000.00       | $21000000.00       | Agency Debentures and Agency Strips |

### Security 169: Royal Bank of Canada, New York Branch

- **C.1 - Title:** Royal Bank of Canada, New York Branch, REPO,  4.330%, 6/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $2400000000.00
- **C.18.a - Value (excl. sponsor support):** $2400000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4783%  |  | $890.45            | $886.50            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2220%  |  | $787.67            | $786.94            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4220%  |  | $92213.02          | $92312.70          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029LF R25F029 | 2055-05-25      | 5.2720%  |  | $644799.37         | $639587.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.6720%  |  | $9532040.45        | $9507474.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8220%  |  | $2843287.78        | $2865066.25        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2220%  |  | $6768619.02        | $6711290.67        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5512FD 03/25/55 | 2055-03-25      | 5.7220%  |  | $38305294.80       | $38222161.51       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.6720%  |  | $19820073.74       | $19772322.69       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 07.000 CLAB3320 | 2039-11-01      | 7.0000%  |  | $24343.37          | $25543.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $3870677.52        | $3802518.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  |  | $155592.50         | $158761.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  |  | $184964.97         | $194918.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  |  | $95250.85          | $98432.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA9194 | 2039-08-01      | 6.0000%  |  | $59878.54          | $61304.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  |  | $155717.30         | $159968.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995243 | 2038-08-01      | 4.5000%  |  | $108599.00         | $107392.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  |  | $352705.20         | $366620.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  |  | $29336.93          | $30007.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  |  | $85696.39          | $87457.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  |  | $160141.85         | $162637.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL948102 | 2037-11-01      | 6.0000%  |  | $23552.13          | $24126.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL931797 | 2039-08-01      | 4.5000%  |  | $54990.43          | $54226.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  |  | $158391.93         | $160861.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930264 | 2038-12-01      | 6.0000%  |  | $59414.22          | $60939.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930261 | 2038-11-01      | 6.0000%  |  | $75229.34          | $77140.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2841 | 2052-09-01      | 4.0000%  |  | $6617.85           | $6114.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2513 | 2052-07-01      | 4.0000%  |  | $527029.51         | $486935.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  |  | $253505.37         | $234690.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  |  | $15423.49          | $15093.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $24118.00          | $20965.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $18341493.12       | $16172238.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $200.56            | $182.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $2704807.82        | $2369683.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $25111586.72       | $22866270.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $96970.20          | $86460.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $43420584.46       | $38705659.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  |  | $361380.25         | $298589.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1324 | 2048-06-01      | 4.0000%  |  | $41600000.00       | $39679254.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  |  | $29734475.42       | $24253397.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9992 | 2055-02-01      | 6.0000%  |  | $216863.58         | $221337.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $59681572.95       | $59600081.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $4037234.04        | $4163152.67        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8405 | 2034-02-01      | 3.6500%  |  | $2146375.51        | $2001710.39        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6110 | 2027-07-01      | 3.0000%  |  | $732000.00         | $713501.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  |  | $786025.62         | $699884.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9246 | 2044-08-01      | 4.5000%  |  | $105566.36         | $104013.06         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  |  | $135451.10         | $137794.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $7321482.49        | $6777455.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  |  | $97217.47          | $97287.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1647 | 2041-07-01      | 4.5000%  |  | $136190.41         | $132986.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  |  | $4677613.05        | $4830314.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $9096054.39        | $9563155.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $665991.23         | $665533.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2018 | 2050-03-01      | 4.5000%  |  | $119943.70         | $115212.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1033 | 2050-04-01      | 3.5000%  |  | $2747686.94        | $2474721.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9706 | 2051-10-01      | 3.0000%  |  | $608160.77         | $519480.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9673 | 2049-06-01      | 3.5000%  |  | $127358.16         | $115088.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFM9346 | 2040-06-01      | 6.5000%  |  | $2122845.95        | $2209296.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  |  | $415112.63         | $342182.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  |  | $287055.21         | $226631.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6497 | 2051-03-01      | 2.0000%  |  | $2152806.88        | $1705296.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  |  | $150721.43         | $119677.66         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0834%  |  | $8000000.00        | $6847839.78        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5316%  |  | $2400000.00        | $2034660.26        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2449%  |  | $1982640.00        | $1678726.90        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6899%  |  | $1800000.00        | $1484673.10        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $149978.74         | $134175.77         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $1598.40           | $1480.61           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5937%  |  | $3165741.76        | $2980763.06        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  |  | $4000000.00        | $3359408.34        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $75140.27          | $73966.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  |  | $1081326.01        | $1104101.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  |  | $333192.23         | $318658.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  |  | $238911.51         | $241755.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  |  | $112973.34         | $116457.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $3096434.42        | $2955339.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9719 | 2040-08-01      | 5.5000%  |  | $80058.76          | $81455.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  |  | $83527.90          | $85505.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD8286 | 2040-06-01      | 6.0000%  |  | $69884.80          | $71426.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  |  | $674192.58         | $686362.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD6725 | 2040-06-01      | 6.0000%  |  | $64992.53          | $66582.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  |  | $166759.42         | $167748.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  |  | $360565.48         | $333134.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQB1117 | 2050-07-01      | 4.5000%  |  | $590473.12         | $560862.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  |  | $3299222.66        | $2599533.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  |  | $3273580.56        | $2576462.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  |  | $429.61            | $427.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $9748145.49        | $10254562.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $8528668.12        | $8486805.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  |  | $3282793.40        | $3403312.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  |  | $5664693.75        | $5966577.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  |  | $325458.98         | $324028.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5895 | 2053-03-01      | 5.0000%  |  | $81205993.74       | $79589732.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $4902956.39        | $4882150.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  |  | $808094.17         | $864382.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $7738.71           | $7248.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  |  | $120511.53         | $110222.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  |  | $421540.32         | $428051.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  |  | $68632.13          | $67266.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  |  | $6978856.90        | $6980905.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  |  | $3102136.39        | $3282931.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  |  | $505208.46         | $516824.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  |  | $2627.37           | $2559.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  |  | $110156.69         | $86985.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU2599 | 2052-01-01      | 2.5000%  |  | $5863.91           | $4843.98           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $1202027.20        | $1165184.74        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $800.00            | $814.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  |  | $221024.95         | $181687.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $11258915.34       | $8823264.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  |  | $224567.04         | $177637.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  |  | $89369.57          | $80265.62          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9020%  |  | $4509614.78        | $4536842.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX8680 | 2055-03-01      | 6.0000%  |  | $137398.30         | $140569.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX8621 | 2055-03-01      | 6.0000%  |  | $3010020.32        | $3075531.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7217 | 2055-01-01      | 6.5000%  |  | $813922.13         | $847437.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  |  | $3182899.43        | $3338661.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  |  | $1685184.04        | $1746294.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $9526.70           | $10047.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8791 | 2050-04-01      | 3.5000%  |  | $247063.33         | $223123.00         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $1091.86           | $994.20            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  |  | $74173.32          | $71346.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $259336.96         | $270320.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $7885032.57        | $7854592.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  |  | $976650.21         | $720499.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $519898.52         | $407072.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1470859.47        | $1479180.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $130560.61         | $121447.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $518760.38         | $427276.93         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  |  | $85615.60          | $82539.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $5537337.20        | $5650389.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  |  | $355316.50         | $282826.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  |  | $4374044.06        | $3791267.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  |  | $257539.22         | $223332.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9438 | 2053-07-01      | 5.5000%  |  | $4117520.08        | $4113322.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $2224523.60        | $2216316.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  |  | $2525998.10        | $2513498.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $4864729.40        | $4973253.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $3158888.63        | $3015058.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA5949 | 2052-05-01      | 4.0000%  |  | $1567022.23        | $1454145.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  |  | $405184.29         | $336437.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  |  | $227660.33         | $202163.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ4700 | 2054-09-01      | 6.5000%  |  | $113495.71         | $117828.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5349 | 2054-10-01      | 5.5000%  |  | $8604389.81        | $8622042.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  |  | $4644958.22        | $4296345.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  |  | $31439.95          | $29152.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  |  | $719028.59         | $612774.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3237 | 2052-03-01      | 3.0000%  |  | $46664.70          | $39794.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3101 | 2052-03-01      | 2.0000%  |  | $111950.54         | $88485.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  |  | $79969.83          | $68686.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $85403.32          | $72830.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  |  | $58057.40          | $49510.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  |  | $15515819.19       | $15513391.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  |  | $295522.05         | $308087.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  |  | $132950.43         | $135899.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902653 | 2036-11-01      | 6.0000%  |  | $56252.21          | $57525.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $1065689.01        | $980385.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $295114.46         | $251634.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  |  | $3544912.10        | $3281393.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  |  | $231863.51         | $201395.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  |  | $289410.72         | $238630.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  |  | $5014327.04        | $4139366.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $194274.44         | $174624.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  |  | $506777.83         | $458441.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $343811.99         | $268451.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $859824.40         | $780822.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  |  | $187894.11         | $180031.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  |  | $1172342.83        | $1107185.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  |  | $490203.03         | $497843.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC8580 | 2040-01-01      | 6.0000%  |  | $38336.58          | $39096.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  |  | $150521.91         | $152867.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  |  | $803087.72         | $840040.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9842 | 2054-01-01      | 6.5000%  |  | $9930238.03        | $10479589.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  |  | $916621.73         | $799314.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  |  | $2004607.64        | $1950120.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7500 | 2052-04-01      | 2.5000%  |  | $461233.88         | $377632.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5524 | 2055-02-01      | 6.0000%  |  | $869259.68         | $888818.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3144 | 2054-09-01      | 6.0000%  |  | $184310.27         | $186999.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  |  | $91434.66          | $93255.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  |  | $136411.16         | $138538.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD5214 | 2040-06-01      | 4.5000%  |  | $96678.32          | $94451.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  |  | $153702.21         | $156099.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  |  | $7350660.08        | $7520249.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  |  | $50862.20          | $53917.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  |  | $1178190.04        | $1203382.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5023 | 2040-08-01      | 5.5000%  |  | $52967.12          | $53225.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  |  | $149958.17         | $151466.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  |  | $106610.93         | $109608.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  |  | $122277.89         | $126293.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3315 | 2040-03-01      | 6.0000%  |  | $50971.72          | $52218.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  |  | $417133.93         | $437876.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1685 | 2040-08-01      | 6.0000%  |  | $63606.59          | $65101.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  |  | $145642.63         | $150191.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $1481376.60        | $1502540.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $90971242.06       | $88311768.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CKMA5198 | 2053-09-01      | 7.0000%  |  | $2152717.84        | $2228103.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5114 | 2033-06-01      | 5.5000%  |  | $242153.20         | $248577.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $1810874.37        | $1803188.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $12373944.79       | $12066907.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $290246.65         | $274819.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3486 | 2052-05-01      | 3.5000%  |  | $286791.43         | $255537.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2539 | 2052-01-01      | 2.5000%  |  | $250513.22         | $206409.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $15368692.85       | $15299234.90       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  |  | $24397140.09       | $24252356.63       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $4422844.80        | $4423837.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0268 | 2054-07-01      | 6.5000%  |  | $13011218.49       | $13545642.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4829 | 2055-06-01      | 5.5000%  |  | $1793592.00        | $1791099.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9934 | 2055-04-01      | 6.5000%  |  | $3757098.97        | $3885873.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  |  | $129052.31         | $128932.78         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  |  | $462639.53         | $474363.94         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462208 | 2033-09-01      | 6.4050%  |  | $30891.55          | $30975.16          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.4900%  |  | $618634.30         | $619224.52         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  |  | $221571.85         | $222417.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3023 | 2052-10-01      | 5.0000%  |  | $1231804.80        | $1216262.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  |  | $1640.96           | $1400.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  |  | $174044.61         | $168518.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $977036.33         | $934924.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIZS8482 | 2028-03-01      | 2.0000%  |  | $72338.62          | $70253.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7593 | 2030-12-01      | 3.5000%  |  | $95251.12          | $94915.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS7609 | 2030-01-01      | 2.5000%  |  | $121477.23         | $119006.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $585.73            | $576.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2613483.98        | $2524356.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $589752.75         | $550864.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  |  | $252935.97         | $242383.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  |  | $172563.66         | $162972.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  |  | $3393042.55        | $3498893.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  |  | $138019.09         | $132531.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $2077963.98        | $2026826.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAP0452 | 2027-07-01      | 3.0000%  |  | $118766.64         | $117217.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $4010620.80        | $3331100.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  |  | $1190560.05        | $1258892.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAP7534 | 2027-09-01      | 2.5000%  |  | $56684.91          | $55629.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  |  | $404090.31         | $394372.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  |  | $4780080.44        | $4324301.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $76508.00          | $74218.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  |  | $356729.64         | $318416.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $57777.39          | $49259.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7288 | 2053-03-01      | 4.5000%  |  | $3279048.18        | $3104950.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $2333383.02        | $2269487.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLFS7976 | 2054-02-01      | 7.5000%  |  | $12921135.69       | $13966089.47       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFS6985 | 2042-12-01      | 4.0000%  |  | $341700.75         | $321762.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  |  | $1512667.41        | $1512032.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  |  | $85164.53          | $85142.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  |  | $217949.76         | $223299.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4764 | 2052-02-01      | 2.5000%  |  | $1645952.38        | $1361813.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $9633445.41        | $9791477.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  |  | $658669.69         | $626342.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3048 | 2052-10-01      | 5.0000%  |  | $32650427.71       | $31965773.65       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  |  | $89747.69          | $92877.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC5122 | 2039-10-01      | 6.0000%  |  | $79397.16          | $81598.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  |  | $88451.60          | $91238.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC3020 | 2039-09-01      | 4.5000%  |  | $295827.02         | $291349.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  |  | $94261.13          | $94686.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5736 | 2050-12-01      | 4.0000%  |  | $132907.83         | $123465.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  |  | $356820.52         | $295303.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $836468.31         | $772613.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM3595 | 2040-06-01      | 3.0000%  |  | $139431.37         | $130029.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3576 | 2050-06-01      | 2.5000%  |  | $166534.40         | $137714.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  |  | $3995146.09        | $3682683.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB3666 | 2026-10-01      | 3.0000%  |  | $40405.76          | $40023.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  |  | $62831.01          | $51743.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $222.50            | $213.37            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $30400000.00       | $26747244.10       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  |  | $660037.97         | $618621.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  |  | $17401.53          | $16671.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH0794 | 2047-04-01      | 3.5000%  |  | $168750.73         | $153660.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $538044.50         | $423028.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  |  | $45061.07          | $39857.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $61063.54          | $56583.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  |  | $4847815.11        | $4293750.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  |  | $112023.82         | $102558.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  |  | $1315273.60        | $1378752.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9587 | 2055-04-01      | 6.5000%  |  | $252003.20         | $262228.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9586 | 2055-04-01      | 6.5000%  |  | $371351.20         | $387972.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9585 | 2055-04-01      | 6.0000%  |  | $475214.40         | $486210.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9584 | 2055-04-01      | 6.0000%  |  | $532336.00         | $546188.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $1273476.00        | $1244366.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8622 | 2055-05-01      | 5.5000%  |  | $8895612.80        | $8885165.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $2384225.52        | $2227787.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $1049012.34        | $1030217.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3703 | 2026-11-01      | 3.0000%  |  | $54464.24          | $53922.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3535 | 2026-09-01      | 3.0000%  |  | $65383.16          | $64817.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  |  | $72081.31          | $73881.28          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $44.83             | $44.26             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $32.06             | $33.57             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $680.47            | $692.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  |  | $104247.12         | $100832.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8704 | 2048-10-01      | 4.0000%  |  | $1355600.95        | $1255181.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  |  | $214546.30         | $219459.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4949 | 2049-12-01      | 3.0000%  |  | $252088.71         | $215153.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2819 | 2054-04-01      | 5.0000%  |  | $3814443.03        | $3735605.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8668 | 2048-09-01      | 4.0000%  |  | $267879.23         | $248973.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $6144748.44        | $5733242.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $279892.09         | $262790.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  |  | $1832255.82        | $1720961.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2071 | 2046-11-01      | 3.0000%  |  | $165725.02         | $146873.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  |  | $21854069.97       | $22589401.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  |  | $5877461.84        | $5920623.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $2437387.30        | $2410239.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  |  | $5487475.28        | $5465029.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $4035558.58        | $3928998.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  |  | $148655.76         | $148641.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $3734.76           | $3578.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  |  | $151370.97         | $154011.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE4835 | 2040-10-01      | 6.0000%  |  | $38880.71          | $39905.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  |  | $2438509.12        | $2342822.02        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  |  | $3578020.80        | $3266677.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  |  | $92774.91          | $95740.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1533 | 2052-04-01      | 3.0000%  |  | $1166769.17        | $1004612.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $23178.84          | $20258.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $2574804.16        | $2631491.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $2056574.46        | $2020360.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $193989.78         | $152852.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6646 | 2047-05-01      | 3.0000%  |  | $172826.16         | $151873.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  |  | $805539.55         | $745362.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  |  | $574279.80         | $472793.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $2311159.02        | $2254165.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3124 | 2052-03-01      | 3.5000%  |  | $18679522.87       | $16785520.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  |  | $2461031.68        | $2309538.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  |  | $514286.93         | $424868.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  |  | $138295.46         | $127218.30         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  |  | $869132.48         | $796204.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  |  | $42707087.63       | $33626369.74       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  |  | $2859781.95        | $2654012.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $60551512.41       | $59281794.30       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  |  | $158917.66         | $159299.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  |  | $484168.24         | $396641.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN4824 | 2036-01-01      | 2.0000%  |  | $95509.30          | $87212.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  |  | $975233.69         | $867723.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $17346093.64       | $17349988.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $1478386.89        | $1440106.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3480 | 2050-06-01      | 2.5000%  |  | $274283.10         | $226656.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  |  | $2233139.85        | $2315105.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  |  | $175330.83         | $173318.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  |  | $155855.13         | $144651.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $78670675.93       | $78284525.32       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.7920%  |  | $94.24             | $97.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2455 | 2051-12-01      | 4.0000%  |  | $1320886.81        | $1229814.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  |  | $172181.11         | $135982.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  |  | $118934.23         | $120788.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $2075967.35        | $2127275.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $194680.27         | $181405.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $2037323.76        | $1812263.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  |  | $179039.18         | $185088.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  |  | $162315.20         | $164845.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  |  | $109500.46         | $112749.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $2272763.02        | $2090715.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  |  | $652232.94         | $689114.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2092 | 2051-11-01      | 2.5000%  |  | $65174.06          | $53189.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3367 | 2040-05-01      | 6.0000%  |  | $68333.43          | $69940.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1222 | 2040-07-01      | 4.5000%  |  | $105093.70         | $103524.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD4220 | 2040-08-01      | 5.5000%  |  | $29249.35          | $29559.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  |  | $244608.06         | $256828.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  |  | $17616025.28       | $14507675.66       | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  |  | $370233.28         | $358306.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  |  | $743585.39         | $581710.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $4440479.40        | $3621889.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $4663473.48        | $4637402.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $9299.05           | $8132.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  |  | $5152804.24        | $5505605.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  |  | $654538.67         | $687602.11         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4272 | 2029-01-01      | 1.8000%  |  | $1440000.00        | $1319961.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $2689135.66        | $2478808.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  |  | $125243.65         | $116703.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $826849.52         | $749193.01         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS2653 | 2028-08-01      | 1.3900%  |  | $1444649.00        | $1326778.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8025 | 2051-07-01      | 2.5000%  |  | $169649.07         | $141270.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  |  | $12294395.43       | $9680276.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0505 | 2051-05-01      | 2.5000%  |  | $729536.30         | $605180.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  |  | $4867378.73        | $4359577.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $11125753.08       | $11099891.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $6354097.08        | $6191926.41        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  |  | $186764.87         | $174535.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $437350.47         | $408329.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $18834956.20       | $17174455.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  |  | $108209.23         | $92524.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0907 | 2051-06-01      | 2.5000%  |  | $145567800.37      | $120660842.43      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  |  | $312708.04         | $323355.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2080 | 2047-03-01      | 3.0000%  |  | $390927.78         | $344650.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $1017499.87        | $866610.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2630 | 2047-02-01      | 4.0000%  |  | $708461.79         | $657726.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  |  | $1880826.45        | $1742875.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5793 | 2050-07-01      | 3.5000%  |  | $7462094.64        | $6639640.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $76439459.79       | $78121153.36       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $81872.27          | $79630.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  |  | $690.94            | $566.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  |  | $536655.94         | $508688.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $3416921.76        | $3340641.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $40265291.96       | $39172201.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  |  | $167876.99         | $156206.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0194 | 2054-07-01      | 6.5000%  |  | $3505644.70        | $3636149.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $30321932.03       | $29644260.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $9205027.23        | $8628334.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5514 | 2055-01-01      | 5.5000%  |  | $9874960.72        | $9875499.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  |  | $1449807.95        | $1508699.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  |  | $2508963.19        | $2599426.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  |  | $3040589.60        | $3044334.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  |  | $2315495.97        | $2300326.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  |  | $850450.11         | $852456.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0572 | 2055-01-01      | 5.0000%  |  | $169486.89         | $165230.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6925 | 2055-04-01      | 6.5000%  |  | $596068.00         | $624089.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA9092 | 2050-09-01      | 3.5000%  |  | $3864502.47        | $3515728.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8834 | 2055-03-01      | 5.5000%  |  | $1305594.93        | $1301835.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5824 | 2055-02-01      | 6.5000%  |  | $6911968.60        | $7184017.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  |  | $1723274.88        | $1756798.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  |  | $432417.56         | $356683.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8144 | 2055-05-01      | 5.5000%  |  | $1622214.40        | $1611586.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $552603.16         | $549692.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  |  | $362747.19         | $317232.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  |  | $34729.40          | $29305.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5616 | 2053-01-01      | 6.0000%  |  | $16030463.93       | $16325638.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $133511.03         | $124668.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  |  | $7619075.99        | $8040800.31        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  |  | $162851.13         | $157563.19         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM5292 | 2032-06-01      | 3.2180%  |  | $266024.29         | $251601.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  |  | $24572238.99       | $19264097.50       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  |  | $494101.24         | $438068.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $95310853.83       | $92698838.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $5093965.91        | $4787753.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS3219 | 2052-02-01      | 2.0000%  |  | $89688.69          | $71222.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $5040.97           | $4919.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  |  | $251433.54         | $208492.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $1041907.80        | $958455.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2664 | 2051-02-01      | 2.0000%  |  | $371177.28         | $293088.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $87905.23          | $72553.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3167 | 2051-11-01      | 3.0000%  |  | $315886.64         | $271574.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA8994 | 2051-02-01      | 4.0000%  |  | $2896935.30        | $2690810.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  |  | $5920006.89        | $5727062.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  |  | $91040099.21       | $88545216.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  |  | $193305.70         | $173333.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  |  | $14601409.32       | $11465480.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  |  | $619923.10         | $514863.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $658158.56         | $561468.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA4617 | 2042-04-01      | 3.0000%  |  | $82818.77          | $73504.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  |  | $81761.25          | $78893.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  |  | $958267.31         | $853842.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $15210011.31       | $15194414.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0590 | 2051-06-01      | 3.0000%  |  | $137867.36         | $119419.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4554 | 2055-04-01      | 6.5000%  |  | $414836.00         | $433524.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $297531.60         | $313302.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1977 | 2054-09-01      | 6.0000%  |  | $3285802.52        | $3339128.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1943 | 2055-02-01      | 5.5000%  |  | $3227725.44        | $3224183.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1096 | 2055-04-01      | 6.0000%  |  | $1244822.47        | $1269929.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX3632 | 2055-01-01      | 6.5000%  |  | $1629523.83        | $1690437.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6933 | 2055-05-01      | 6.0000%  |  | $1830171.20        | $1889745.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6934 | 2055-04-01      | 6.5000%  |  | $410970.40         | $429314.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8127 | 2055-05-01      | 5.5000%  |  | $2530266.40        | $2527489.58        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $552.02            | $564.24            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $62.41             | $64.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  |  | $106767.76         | $87537.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  |  | $2657218.75        | $2097188.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1312 | 2051-08-01      | 2.5000%  |  | $94558973.66       | $78121020.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  |  | $5933.38           | $4885.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  |  | $196458.54         | $168100.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $192718.79         | $159216.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0906 | 2051-06-01      | 2.5000%  |  | $147180059.23      | $121199377.30      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0355 | 2051-05-01      | 2.5000%  |  | $75410923.83       | $62289791.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  |  | $94460.93          | $79027.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA9440 | 2036-03-01      | 2.5000%  |  | $225195.80         | $209667.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  |  | $1388905.20        | $1086657.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  |  | $4261871.13        | $3355222.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8723 | 2051-01-01      | 2.0000%  |  | $33249344.67       | $26181701.41       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  |  | $205614.24         | $162008.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  |  | $19779679.65       | $15581682.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  |  | $369371.17         | $334074.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  |  | $17144419.90       | $13508741.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  |  | $27602517.71       | $21672589.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6935 | 2055-05-01      | 6.5000%  |  | $2717012.00        | $2852295.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4656 | 2055-03-01      | 5.5000%  |  | $2604538.84        | $2592275.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD4555 | 2055-04-01      | 7.0000%  |  | $336603.20         | $357543.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4553 | 2055-04-01      | 6.5000%  |  | $372180.00         | $389285.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4552 | 2055-04-01      | 6.0000%  |  | $307534.40         | $316916.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD4056 | 2055-03-01      | 4.5000%  |  | $2494829.16        | $2358486.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  |  | $1210942.27        | $1255186.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3421 | 2055-03-01      | 6.5000%  |  | $798.53            | $831.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2449 | 2055-02-01      | 5.5000%  |  | $2802554.62        | $2800855.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2281 | 2055-02-01      | 5.5000%  |  | $2249843.98        | $2243331.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  |  | $1772251.68        | $1801175.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $16447055.17       | $16339336.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDC2619 | 2055-04-01      | 7.5000%  |  | $1135478.05        | $1228379.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1760 | 2054-10-01      | 5.5000%  |  | $1650992.79        | $1650830.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $251130.14         | $264709.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  |  | $819550.24         | $840956.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $1076728.46        | $1139941.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $3960420.19        | $4020219.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  |  | $18818167.65       | $14871096.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $125493.28         | $98858.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  |  | $26753823.10       | $21080089.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  |  | $5396885.35        | $4231029.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $54572816.23       | $45777200.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $9511870.57        | $7466182.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $608921.87         | $502270.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $22065787.58       | $18200940.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  |  | $4914036.20        | $4895214.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  |  | $283771.14         | $224941.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $3272523.65        | $2947318.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5371 | 2050-03-01      | 4.0000%  |  | $102383.50         | $94638.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  |  | $426.22            | $379.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $183257.57         | $166222.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  |  | $131660.40         | $126059.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $4622677.21        | $4326050.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $14359239.72       | $13418382.44       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 7.2050%  |  | $785.39            | $808.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $280162.38         | $246283.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $138131.18         | $129239.22         | Agency Mortgage-Backed Securities         |

### Security 170: Royal Bank of Canada, New York Branch

- **C.1 - Title:** Royal Bank of Canada, New York Branch, REPO,  4.320%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.0720%  |  | $3864708.93        | $3899395.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8220%  |  | $3075200.47        | $3098755.30        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5518FC 03/25/55 | 2055-03-25      | 5.6420%  |  | $9178765.18        | $9139751.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8220%  |  | $25567908.63       | $25561250.93       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7857%  |  | $837.40            | $830.34            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.1720%  |  | $18773031.60       | $18663572.23       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7220%  |  | $8577798.46        | $8561137.96        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4220%  |  | $24912258.30       | $24939189.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4783%  |  | $778.36            | $774.91            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.6720%  |  | $16247585.77       | $16205712.07       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 7.2961%  |  | $1007876.93        | $1035638.34        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2220%  |  | $1575.34           | $1573.87           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 7.0828%  |  | $220.90            | $221.71            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029LF R25F029 | 2055-05-25      | 5.2720%  |  | $9799302.24        | $9720096.62        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.5720%  |  | $43743474.32       | $43406775.77       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.6720%  |  | $11214101.97       | $11201943.35       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.1720%  |  | $18456480.31       | $18295656.62       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.1720%  |  | $13763309.49       | $13712444.83       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5178HJ 01/25/52 | 2052-01-25      | 2.0000%  |  | $2312062.40        | $1139937.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  |  | $5863276.80        | $3130738.34        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $22086948.80       | $15611346.23       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.8002%  |  | $491491.36         | $486762.40         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2572095.27        | $2478621.90        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $538527.49         | $521485.62         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $691201.83         | $682996.42         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5220%  |  | $38027225.60       | $37735098.21       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7420%  |  | $1630824.84        | $1623442.90        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9320%  |  | $87912233.00       | $86097284.60       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6720%  |  | $36446973.29       | $36253978.33       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8365%  |  | $6144788.87        | $6103242.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL070FB R24F070 | 2054-10-25      | 5.4220%  |  | $6043277.14        | $5977750.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.1720%  |  | $9506892.18        | $9459170.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.1720%  |  | $30836885.60       | $30682094.58       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.8720%  |  | $790963.41         | $797797.77         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7220%  |  | $26928032.51       | $27027927.91       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2220%  |  | $8758292.69        | $8684112.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.1720%  |  | $21226609.97       | $21122585.34       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1220%  |  | $33123696.75       | $32907212.98       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 7.0842%  |  | $1609.75           | $1619.13           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.7899%  |  | $1017509.10        | $1026600.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5366%  |  | $411866.26         | $423570.09         | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53 | 2053-09-25      | 5.6720%  |  | $8508606.11        | $8524515.27        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5316%  |  | $4687368.00        | $3973833.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $2976049.35        | $2838936.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  |  | $2338805.78        | $2129205.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  |  | $326811.34         | $304072.20         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  |  | $4470537.38        | $4358584.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  |  | $168523.46         | $171151.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $27201.38          | $28237.53          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.7920%  |  | $904787.14         | $940806.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  |  | $6750021.05        | $5317410.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $20058.24          | $20473.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  |  | $5788638.67        | $5895632.01        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0361 G        | 2054-07-01      | 5.9540%  |  | $7774885.36        | $7953087.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5698 | 2055-05-01      | 4.5000%  |  | $6360882.79        | $6013260.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $31609271.89       | $31475108.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAB7442 | 2042-12-01      | 3.0000%  |  | $344.22            | $304.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $342704.16         | $335044.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5616 | 2053-01-01      | 6.0000%  |  | $136284.24         | $138793.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $904689.18         | $856604.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $682045.53         | $596485.42         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $584813.69         | $544886.83         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  |  | $211585.05         | $199120.42         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  |  | $1100000.00        | $1007870.78        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49246 G | 2047-07-01      | 4.5000%  |  | $271722.64         | $262136.81         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48625 G | 2047-06-01      | 4.5000%  |  | $315898.94         | $304261.22         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48273 G | 2047-05-01      | 4.5000%  |  | $291934.41         | $283559.40         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  |  | $212932.62         | $187342.74         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  |  | $97022.02          | $93373.70          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02207 G | 2041-07-01      | 5.0000%  |  | $63365.30          | $62526.84          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02092 G | 2041-07-01      | 5.5000%  |  | $77077.99          | $78381.03          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02027 G | 2041-07-01      | 5.0000%  |  | $70052.59          | $69125.64          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  |  | $161484.16         | $161400.97         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  |  | $184621.71         | $183766.87         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  |  | $96988.12          | $98572.18          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  |  | $179031.81         | $178026.15         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00424 G | 2041-05-01      | 5.5000%  |  | $10397.09          | $10569.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0394 | 2055-05-01      | 5.5000%  |  | $12411960.58       | $12410726.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  |  | $748.74            | $652.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6080 | 2053-10-01      | 6.0000%  |  | $3801912.14        | $3872731.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6299 | 2051-01-01      | 3.0000%  |  | $798843.56         | $690274.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2513 | 2052-07-01      | 4.0000%  |  | $237388.40         | $219329.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9962 | 2055-02-01      | 5.0000%  |  | $7448948.73        | $7264064.17        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $6645480.00        | $6155753.16        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4580%  |  | $3819793.82        | $3573730.34        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1496768.73        | $1413635.94        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003 | 2026-02-25      | 2.7020%  |  | $2846487.44        | $2811981.22        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R19M006 | 2029-01-25      | 3.4500%  |  | $2009700.18        | $1965814.70        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  |  | $64492.96          | $64280.55          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  |  | $743.97            | $719.29            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2449%  |  | $1672.80           | $1416.38           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3160%  |  | $4600000.00        | $3937177.31        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0975%  |  | $1424320.30        | $1310322.11        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $11891189.50       | $10872222.25       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  |  | $127793.36         | $120559.48         | Agency Mortgage-Backed Securities         |
| FNMA MNRM RC019A2 R19M019 | 2029-09-25      | 2.5600%  |  | $326631.03         | $312505.62         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.5801%  |  | $1159774.54        | $1137603.01        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0604%  |  | $5244534.27        | $5127429.06        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4709%  |  | $3899852.08        | $3909732.90        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0834%  |  | $4564000.00        | $3906692.59        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5316%  |  | $3137668.72        | $2948044.06        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4685%  |  | $10200100.00       | $8736574.92        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $187117.42         | $171866.98         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052 | 2030-10-25      | 0.8780%  |  | $738072.99         | $712544.73         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $288138.60         | $273350.70         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $37494.68          | $33543.94          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  |  | $6237452.62        | $6045655.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9651 | 2054-12-01      | 5.0000%  |  | $683533.57         | $664803.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $9364021.15        | $9679048.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  |  | $40563800.15       | $40354310.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  |  | $1068868.97        | $1102213.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  |  | $39848216.13       | $40125980.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  |  | $2701058.74        | $2131789.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $9828786.90        | $7744485.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD8208 | 2047-04-01      | 4.0000%  |  | $1408802.32        | $1317879.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $106835.91         | $93431.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  |  | $866437.14         | $897980.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $2201972.78        | $2237999.99        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00422 G | 2041-04-01      | 5.5000%  |  | $73859.88          | $74945.29          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  |  | $108460.66         | $110053.25         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00443 G | 2041-04-01      | 5.5000%  |  | $74717.72          | $75980.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  |  | $46175726.20       | $47241154.11       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $135962.24         | $139917.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $4138.36           | $4148.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $79162598.35       | $78856995.57       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $338918.15         | $329968.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8039 | 2050-01-01      | 4.0000%  |  | $602506.99         | $559874.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $3964694.21        | $3983481.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $3715001.41        | $3907981.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  |  | $22052744.46       | $17444362.85       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  |  | $18842298.90       | $14890166.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $12358914.54       | $10367002.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $403.61            | $361.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  |  | $110611.41         | $95227.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2335 | 2048-09-01      | 4.0000%  |  | $7155959.71        | $6666414.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $8900256.14        | $8344748.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $155038.98         | $144920.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  |  | $18794824.66       | $17679337.20       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  |  | $3465600.00        | $3404346.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  |  | $6975200.00        | $7319754.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  |  | $2401054.18        | $2453686.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2015 | 2053-05-01      | 6.0000%  |  | $1545677.58        | $1569667.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  |  | $618980.81         | $636428.85         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0410%  |  | $6221624.97        | $6104602.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  |  | $2763651.26        | $2685870.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  |  | $2198394.10        | $2231410.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  |  | $51574.64          | $45954.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  |  | $126336.52         | $127133.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  |  | $233187.60         | $240535.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  |  | $167920.79         | $169251.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  |  | $6110112.22        | $5802487.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  |  | $180929.30         | $174540.41         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $97.21             | $100.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $88.81             | $83.36             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A83512 G | 2038-12-01      | 5.0000%  |  | $57086.84          | $56075.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5105 | 2048-12-01      | 5.0000%  |  | $6744556.78        | $6676927.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  |  | $62819.37          | $65575.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $403377.07         | $350768.90         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  |  | $192760.95         | $195761.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $1519216.97        | $1456888.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $4547328.79        | $3993321.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $196222.77         | $178962.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  |  | $1496454.81        | $1407238.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  |  | $2270660.19        | $2159393.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $617674.20         | $610414.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $40786.38          | $37714.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $24116.28          | $20964.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $4953399.05        | $4510532.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $7010657.00        | $6383872.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  |  | $13798353.25       | $12564593.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  |  | $1947615.35        | $2005970.45        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7670%  |  | $15156257.80       | $14131022.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  |  | $5797137.64        | $5824601.90        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $12743848.00       | $12353245.52       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  |  | $15400000.00       | $14042763.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  |  | $14573115.52       | $13746997.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $573893.65         | $486180.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  |  | $421.94            | $419.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  |  | $1492502.29        | $1305065.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  |  | $1976684.47        | $1780246.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN0346 | 2048-12-01      | 5.0000%  |  | $5911682.75        | $5850282.70        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.4070%  |  | $89642.91          | $88738.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  |  | $369455.62         | $378675.95         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7890%  |  | $16032486.81       | $13861583.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 K0679879 | 2029-09-01      | 7.5000%  |  | $17910.87          | $18234.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  |  | $5285384.70        | $5077431.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $689839.75         | $661537.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM5292 | 2032-06-01      | 3.2180%  |  | $580861.82         | $549368.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  |  | $1878698.54        | $1761438.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $123.53            | $113.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $516341.36         | $487638.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $556092.86         | $519538.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  |  | $72861.04          | $69540.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  |  | $178467.12         | $170372.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $299230.09         | $277220.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $129957.51         | $118339.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $76968.74          | $75472.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  |  | $2145623.98        | $1988704.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CJAJ5332 | 2026-11-01      | 3.0000%  |  | $27105.38          | $26822.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  |  | $154565.13         | $156976.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4799 | 2041-06-01      | 5.5000%  |  | $68349.54          | $69264.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  |  | $123341.23         | $123068.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  |  | $127728.02         | $129437.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2889 | 2041-05-01      | 5.5000%  |  | $61943.03          | $62222.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  |  | $146548.21         | $148833.12         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1240%  |  | $3525981.06        | $3551307.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $48296.55          | $48338.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $1358947.77        | $1430774.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  |  | $2234451.02        | $2323784.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7292 | 2054-07-01      | 6.0000%  |  | $1582.96           | $1620.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  |  | $568938.82         | $600258.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5412 | 2054-06-01      | 5.5000%  |  | $1402823.10        | $1393636.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  |  | $1391261.09        | $1415231.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  |  | $1011825.59        | $1066831.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $398505.81         | $414651.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  |  | $355780.77         | $369888.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  |  | $3140264.42        | $3224738.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  |  | $342250.09         | $347492.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  |  | $158408.73         | $160002.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  |  | $203093.16         | $206259.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  |  | $127961.70         | $129957.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  |  | $5513157.87        | $5283204.06        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  |  | $8361209.24        | $7703055.26        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  |  | $20539952.25       | $18858097.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $543306.20         | $510154.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  |  | $2925345.32        | $2302407.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $1339992.05        | $1248620.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $226333.53         | $187177.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $1034324.36        | $999146.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  |  | $2126750.61        | $1987393.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $471247.23         | $457016.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  |  | $391009.00         | $365548.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  |  | $294792.26         | $276420.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1208868.25        | $1135165.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH2705 | 2047-05-01      | 4.5000%  |  | $73928.14          | $71361.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  |  | $1243012.14        | $1243395.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $12232553.15       | $9617647.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  |  | $3060460.66        | $2783704.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  |  | $153301.43         | $155691.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  |  | $185864.62         | $189709.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  |  | $112964.09         | $115469.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  |  | $73404.85          | $74586.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  |  | $56522.06          | $58964.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $435081.67         | $415271.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $2461722.62        | $2339387.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  |  | $722501.48         | $621721.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4527 | 2051-02-01      | 2.5000%  |  | $94799.13          | $78213.35          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  |  | $119455.50         | $117494.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  |  | $5974515.41        | $6069303.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  |  | $121441.40         | $114591.19         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $590461.43         | $547505.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  |  | $705874.94         | $619549.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  |  | $2906625.43        | $2679270.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  |  | $3051789.09        | $3055425.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $20727.44          | $18921.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  |  | $77424.71          | $72663.66          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $546.08            | $558.18            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $50.63             | $51.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4726 | 2041-07-01      | 5.5000%  |  | $59018.71          | $59954.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  |  | $92639.35          | $92896.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $2129281.86        | $1671343.83        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841704 G        | 2054-01-01      | 6.0100%  |  | $5288694.78        | $5415255.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  |  | $378619.82         | $398797.27         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  |  | $195092.34         | $178722.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  |  | $2791402.11        | $2197453.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $413496.18         | $424025.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $318964.24         | $297603.59         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  |  | $7792772.07        | $7946733.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $11947134.49       | $11353421.65       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $1582977.60        | $1459167.29        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  |  | $1187774.41        | $1100946.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  |  | $259877.94         | $263931.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $486222.23         | $487568.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $512052.26         | $481271.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $39836.57          | $37402.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $740755.66         | $692151.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  |  | $391687.56         | $349073.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  |  | $205337.46         | $183256.02         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  |  | $195311.78         | $196347.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  |  | $1393541.56        | $1340154.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  |  | $7241967.83        | $7101870.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $5026198.02        | $4708925.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $3844114.63        | $3028247.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  |  | $2055989.50        | $2053667.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $455985.35         | $454303.02         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49383 G | 2047-07-01      | 4.5000%  |  | $383793.14         | $368418.01         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49212 G | 2047-06-01      | 4.5000%  |  | $344045.06         | $332476.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  |  | $289566.37         | $253203.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  |  | $2531875.97        | $1992414.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC2053 | 2054-10-01      | 5.5000%  |  | $2267434.89        | $2266236.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $2961481.75        | $2855217.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  |  | $335275.05         | $336204.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $4763703.49        | $3733167.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  |  | $79930.53          | $79324.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  |  | $76761.30          | $77449.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $114921.09         | $101024.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $796390.88         | $774583.13         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $14275200.00       | $14525035.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  |  | $984.53            | $961.32            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $10756810.40       | $10427111.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  |  | $8880391.13        | $6997198.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0895 | 2053-09-01      | 6.0000%  |  | $2479741.35        | $2521146.42        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  |  | $4509834.23        | $4613433.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $308824.88         | $308403.20         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  |  | $9600000.00        | $8296415.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $65669600.24       | $65630891.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  |  | $2707324.79        | $2806725.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  |  | $590.42            | $550.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $4961419.93        | $4643056.64        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49334 G | 2047-07-01      | 4.5000%  |  | $266340.14         | $255440.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  |  | $4216416.59        | $4074968.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  |  | $10118162.08       | $8774638.80        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9020%  |  | $4492856.77        | $4519983.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $536172.05         | $466834.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  |  | $168360.29         | $168651.01         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  |  | $127881.73         | $119857.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $576943.86         | $589633.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3643 | 2044-10-01      | 4.0000%  |  | $4674777.87        | $4396087.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $43389.30          | $40528.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $1763260.54        | $1605581.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  |  | $77479.52          | $70785.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $1267156.18        | $1298475.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $3629386.63        | $3268717.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0194 | 2054-07-01      | 6.5000%  |  | $3473776.06        | $3603094.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $31237.17          | $31301.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  |  | $293884.21         | $294288.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $1334801.25        | $1309956.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3073707.69        | $3077219.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $182783.24         | $167700.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  |  | $3336242.18        | $2636505.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2632 | 2048-11-01      | 4.0000%  |  | $4636241.20        | $4316193.23        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0890%  |  | $11456004.56       | $11262454.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4349 | 2051-01-01      | 2.5000%  |  | $135709.33         | $112500.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  |  | $6618221.73        | $5398257.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  |  | $1254242.90        | $1300103.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0212 | 2055-04-01      | 5.0000%  |  | $42389.83          | $41293.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9680 | 2054-12-01      | 5.5000%  |  | $3360105.33        | $3351481.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  |  | $512998.39         | $524651.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLCB0297 | 2051-05-01      | 1.5000%  |  | $42368245.09       | $31309638.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  |  | $2321274.15        | $1827708.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $23766898.23       | $18714842.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  |  | $1795.76           | $1419.10           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  |  | $235436.81         | $239330.36         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $454354.99         | $448625.12         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $521024.46         | $482513.17         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $1202.87           | $1143.82           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $59.83             | $61.09             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $248.31            | $253.12            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A78954 G | 2036-05-01      | 6.0000%  |  | $26295.41          | $26700.84          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $2006.66           | $2101.54           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $178298.81         | $183442.43         | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $21.86             | $22.10             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $133.40            | $134.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  |  | $8411403.45        | $8375970.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2910 | 2054-11-01      | 5.5000%  |  | $1389975.39        | $1388451.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $36504505.15       | $36300428.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $5990373.49        | $5992000.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  |  | $1678381.90        | $1668421.63        | Agency Mortgage-Backed Securities         |

### Security 171: Royal Bank of Canada, New York Branch

- **C.1 - Title:** Royal Bank of Canada, New York Branch, REPO,  4.300%, 7/23/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4783%  |  | $1144.19           | $1139.13           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.8968%  |  | $104.98            | $102.74            | Agency Collateralized Mortgage Obligation |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $8.37              | $6.19              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $72.22             | $47.52             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  |  | $2.20              | $1.57              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $91.52             | $70.29             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $62125500.00       | $63612985.88       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $103189100.00      | $100307296.42      | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $100.00            | $100.98            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $1102600.00        | $1060881.40        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $100.00            | $97.10             | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $100.00            | $79.25             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $50000000.00       | $48728379.10       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $799813000.00      | $816279158.94      | U.S. Treasuries (including strips)        |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $15.27             | $15.61             | Agency Mortgage-Backed Securities         |

### Security 172: Royal Bank of Canada, New York Branch

- **C.1 - Title:** Royal Bank of Canada, New York Branch, REPO,  4.300%, 7/23/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $3749000000.00
- **C.18.a - Value (excl. sponsor support):** $3749000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-197 YK     | 2054-12-20      | 5.4783%  |  | $17028567.89       | $16943590.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.4783%  |  | $18746313.43       | $18691156.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FD     | 2054-04-20      | 5.4283%  |  | $9823848.61        | $9810968.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-025 BF     | 2054-02-20      | 5.5283%  |  | $26170176.80       | $26241899.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-022 HM     | 2051-08-20      | 2.5000%  |  | $1644.39           | $1465.42           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4783%  |  | $3638806.58        | $3622693.00        | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $290322.56         | $289584.84         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $120573688.44      | $121332146.13      | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $256784305.92      | $262128114.95      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $33405539.48       | $34287835.77       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $13054767.80       | $13367341.27       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $9971290.28        | $9984180.89        | U.S. Treasuries (including strips)        |
| USTR TRFR BK 10/31/26     | 2026-10-31      | 4.5063%  |  | $1792621.84        | $1800578.15        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $118499816.62      | $115190424.49      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $33549426.10       | $34388819.59       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $1423945.18        | $1483674.52        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $816982.08         | $842052.87         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $687532933.98      | $706509104.22      | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $8705477.92        | $8790323.12        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $1117876.82        | $1114868.09        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $32863584.04       | $31950432.39       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $5909023.84        | $5704082.90        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $11968157.64       | $11515703.71       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $224.94            | $121.92            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $21845198.06       | $14256342.80       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $12143085.98       | $7364035.57        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $74.98             | $46.29             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $74.98             | $58.37             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $2075446.40        | $1758128.00        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $2269044.76        | $1709888.32        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $4557809.26        | $3394578.51        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $2771035.86        | $2222777.48        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $22344.04          | $21231.78          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  |  | $11577811.76       | $12003011.64       | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $1243168.40        | $1369578.18        | U.S. Treasuries (including strips)        |
| USTR 6 5/8 BOND 27        | 2027-02-15      | 6.6250%  |  | $2174420.00        | $2316960.08        | U.S. Treasuries (including strips)        |
| USTR BILL 08/05/25        | 2025-08-05      | 0.0000%  |  | $35765.46          | $35484.06          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $36466073.12       | $36751321.50       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $417919025.20      | $426522937.73      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $3131764.64        | $3128941.90        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $8322780.00        | $8408681.94        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $636130.32         | $629916.93         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $691688700.48      | $702150236.15      | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $33165528.50       | $30405577.86       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $15161555.84       | $14515311.87       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $231988.12         | $229107.27         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $281152506.00      | $259016209.45      | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $5641720.14        | $4773370.05        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $7897118.54        | $8014831.31        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $37768250.78       | $36593231.06       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $23843.64          | $22202.48          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $5779608.36        | $4945212.33        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $247692006.18      | $231243726.97      | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $2044629.62        | $1915776.27        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $328037.50         | $321653.79         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $84487314.04       | $82377478.00       | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $2937716.40        | $2771700.38        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  |  | $318665.00         | $314290.53         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $9231762.54        | $9504443.81        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  |  | $534907.32         | $510592.54         | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  |  | $1085485.46        | $1141857.18        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $644678.04         | $643701.11         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $18745000.00       | $17900131.68       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $611087.00         | $439644.02         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $74.98             | $76.04             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  |  | $497567.28         | $477169.65         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  |  | $146211.00         | $148189.53         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $698063.80         | $671552.24         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $21219.34          | $19057.99          | U.S. Treasuries (including strips)        |
| USTR 3 NOTE R 25          | 2025-10-31      | 3.0000%  |  | $33591.04          | $33480.35          | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $187300.04         | $173730.10         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $674.82            | $697.99            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $1702795.80        | $1728678.44        | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/25     | 2025-07-31      | 4.4263%  |  | $3604288.60        | $3617854.06        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $74.98             | $77.66             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $12670345.34       | $12351916.01       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $1153117.42        | $862975.58         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $23530523.52       | $23233954.43       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $68981.60          | $69013.31          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $75041783.52       | $77326834.34       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $27585142.00       | $24416597.53       | U.S. Treasuries (including strips)        |
| GNMA GNII ET DK2408 C     | 2065-04-20      | 6.5000%  |  | $13349855.34       | $13674498.60       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0160 C     | 2055-03-20      | 7.0000%  |  | $7150.21           | $7674.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $170053.45         | $148331.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1817 | 2054-11-01      | 5.5000%  |  | $1675154.71        | $1667270.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  |  | $4718960.77        | $4786377.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $1138965.25        | $1055191.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $103680237.47      | $103240172.51      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1077 | 2053-09-01      | 6.0000%  |  | $1133064.78        | $1168141.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6883 | 2054-10-01      | 6.0000%  |  | $47402654.89       | $48393717.98       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $797.50            | $734.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  |  | $175643153.99      | $175248054.55      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0152 C     | 2055-03-20      | 6.0000%  |  | $7300.99           | $7550.94           | Agency Mortgage-Backed Securities         |

### Security 173: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $629000000.00
- **C.18.a - Value (excl. sponsor support):** $629000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $20915734.93       | $19274837.42       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $30106203.77       | $29455782.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $42837758.03       | $35147304.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $901379.32         | $877854.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $1438867.20        | $1291937.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $1594466.89        | $1268870.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $1448725.48        | $1244619.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $6523987.73        | $5108485.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $325.60            | $299.56            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $8045794.41        | $6746108.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $56438103.90       | $47321312.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $4397046.93        | $3529681.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $43240729.00       | $36297603.59       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $2860464.91        | $2296207.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $19705375.11       | $17255931.31       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $1204997.36        | $1116625.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $730.64            | $700.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $384.16            | $356.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $5035626.23        | $4543844.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $12642884.69       | $11154395.73       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $5286641.37        | $4774780.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $10127519.00       | $9153813.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $912148.63         | $824498.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $110657617.25      | $90793898.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $27623259.70       | $21596613.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M     | 2054-04-20      | 5.5000%  |  | $10969275.40       | $10937997.13       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $13006189.08       | $12304180.02       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $18302426.04       | $17816565.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $24081569.16       | $23456020.97       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $20888817.01       | $20846340.78       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9019 M     | 2053-07-20      | 6.5000%  |  | $25460893.45       | $26192540.51       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $14885964.86       | $14157817.89       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8199 M     | 2052-08-20      | 3.5000%  |  | $1440413.41        | $1285149.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $65097386.92       | $52256218.50       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $12846100.61       | $11198288.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1528 | 2048-04-01      | 3.5000%  |  | $2971610.11        | $2668328.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $9900191.70        | $8747459.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $6962437.15        | $6671650.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $11946849.09       | $11445021.69       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $25286449.44       | $23919059.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $1409404.90        | $1220645.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $10939576.05       | $9880389.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $2493022.76        | $2232301.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $6427662.67        | $5389363.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $681180.89         | $703905.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $828732.72         | $748060.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $10607452.86       | $10583698.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $829920.39         | $775582.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $4716737.84        | $4329032.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $12160707.70       | $10970593.28       | Agency Mortgage-Backed Securities |

### Security 174: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $493440.00         | $505539.64         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $4310640.00        | $4289345.91        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $2160480.00        | $2133299.21        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $1162860.00        | $1202783.35        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $1968060.00        | $2022379.21        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $119963820.00      | $121733186.89      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $137492880.00      | $138748007.68      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $70579620.00       | $71577915.01       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $8266740.00        | $8544702.40        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $130211400.00      | $132234632.68      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $60.00             | $61.24             | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $60.00             | $61.16             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $44255760.00       | $45064127.44       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $840.00            | $832.79            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $31383000.00       | $31397425.39       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $37486680.00       | $35982161.43       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $971880.00         | $989466.70         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $7760400.00        | $7820401.64        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $43682340.00       | $40047207.14       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $23941380.00       | $23644073.19       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $29308920.00       | $28401033.68       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $1064640.00        | $980077.25         | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $486900.00         | $446412.95         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $28223160.00       | $27475850.60       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  |  | $24386040.00       | $23786966.08       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  |  | $7533000.00        | $7398744.60        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $5889660.00        | $5666815.50        | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $2023500.00        | $2016831.86        | U.S. Treasuries (including strips) |
| USTR 3 NOTE Q 25      | 2025-09-30      | 3.0000%  |  | $34755660.00       | $34767895.14       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $245280.00         | $235875.01         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $516300.00         | $452124.68         | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $17101440.00       | $11496549.36       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $392460.00         | $212730.30         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $2659860.00        | $1283853.98        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $24078060.00       | $14862425.44       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $2417340.00        | $1557342.50        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $5323980.00        | $4144643.37        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $2550900.00        | $1922286.50        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $1020.00           | $810.43            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  |  | $1907400.00        | $1977450.05        | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  |  | $2990700.00        | $3121327.63        | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AF 25 | 2025-10-31      | 0.2500%  |  | $18358980.00       | $18048599.48       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $20362080.00       | $17289885.11       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE N 25  | 2025-07-31      | 2.8750%  |  | $25798920.00       | $25975383.76       | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $1760520.00        | $1855608.51        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $25584180.00       | $21552051.32       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $59337840.00       | $57614377.66       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $41580180.00       | $38361852.03       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $2279400.00        | $2375012.56        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $11845200.00       | $11827250.06       | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $28303320.00       | $28643025.05       | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26    | 2026-02-15      | 4.0000%  |  | $8270040.00        | $8348933.81        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $23891760.00       | $22541590.55       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $101517060.00      | $94209661.22       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  |  | $60.00             | $60.74             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $148383780.00      | $152708271.99      | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $1454580.00        | $839936.83         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $794160.00         | $732067.49         | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AB 25 | 2025-07-31      | 0.2500%  |  | $135120.00         | $134268.45         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $40860.00          | $37899.68          | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $3752820.00        | $3705791.63        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $34800000.00       | $29337112.08       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $408840.00         | $348292.58         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  |  | $180.00            | $184.79            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $17460900.00       | $18086258.78       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $353340.00         | $363261.96         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $131187540.00      | $132456804.38      | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $866820.00         | $702442.96         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $936120.00         | $917313.20         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $1366380.00        | $1394510.36        | U.S. Treasuries (including strips) |

### Security 175: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.A., REPO,  4.350%, 6/2/2025
- **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: 933GQA007, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-180 FH     | 2054-11-20      | 6.0000%  |  | $19476801.09       | $19549891.03       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5018LT 10/25/40 | 2040-10-25      | 3.2500%  |  | $110.08            | $102.46            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5159KA 11/25/51 | 2051-11-25      | 1.5000%  |  | $529780.41         | $446282.96         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5057MC 04/15/54 | 2054-04-15      | 1.0000%  |  | $202366.09         | $184463.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-056 FA     | 2052-03-20      | 3.5000%  |  | $127.23            | $112.87            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087BF R15F087 | 2045-12-25      | 4.7365%  |  | $565097.42         | $555632.51         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC039DF R24F039 | 2054-06-25      | 5.4220%  |  | $1772117.73        | $1763115.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110JA R12F110 | 2042-06-25      | 2.0000%  |  | $437599.04         | $389988.75         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4096KF 08/15/42 | 2042-08-15      | 4.9468%  |  | $680172.17         | $668922.91         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC046PB R20F046 | 2050-07-25      | 1.2500%  |  | $808869.60         | $583699.67         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC118KH R10F118 | 2040-10-25      | 3.5000%  |  | $18.74             | $18.20             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5538FJ 05/25/55 | 2055-05-25      | 5.2720%  |  | $5079148.22        | $5082796.42        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5538AM 01/25/52 | 2052-01-25      | 5.0000%  |  | $228171.17         | $218734.64         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5487EA 12/25/51 | 2051-12-25      | 5.0000%  |  | $449570.33         | $446135.96         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FN 11/25/54 | 2054-11-25      | 5.5720%  |  | $2544590.57        | $2527760.36        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468FM 11/25/54 | 2054-11-25      | 5.5220%  |  | $478967.73         | $475597.21         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FC 09/25/54 | 2054-09-25      | 5.3720%  |  | $506420.39         | $502492.15         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5041LB 11/25/40 | 2040-11-25      | 3.0000%  |  | $100.97            | $89.98             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4655DE 10/15/40 | 2040-10-15      | 2.2500%  |  | $396721.35         | $360033.16         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4263AF 11/15/43 | 2043-11-15      | 4.8468%  |  | $442037.08         | $436051.23         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC021BW R25F021 | 2053-07-25      | 5.5000%  |  | $1569024.33        | $1507557.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 5.3220%  |  | $3003655.57        | $3003845.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL039MH R20F039 | 2040-06-25      | 3.0000%  |  | $610213.29         | $558050.83         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058P  R17F058 | 2046-06-25      | 3.0000%  |  | $114513.93         | $106463.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC015PA R17F015 | 2046-04-25      | 2.5000%  |  | $469275.55         | $429925.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC001JP R17F001 | 2045-04-25      | 3.5000%  |  | $279560.53         | $274087.42         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL001LA R13F001 | 2028-02-25      | 1.2500%  |  | $109.07            | $105.24            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.000 CLBM1501 | 2047-07-01      | 4.0000%  |  | $268.71            | $251.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  |  | $1913027.23        | $1497077.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8307 | 2055-04-01      | 6.5000%  |  | $615020.66         | $640659.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  |  | $731451.67         | $749045.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1830 | 2055-02-01      | 5.5000%  |  | $248.57            | $247.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1090 | 2054-09-01      | 6.0000%  |  | $1760798.55        | $1790355.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9958 | 2047-07-01      | 4.0000%  |  | $44.79             | $42.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9916 | 2047-07-01      | 4.0000%  |  | $5616570.81        | $5299516.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1142 | 2043-11-01      | 4.5000%  |  | $13.45             | $13.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8371 | 2046-05-01      | 3.5000%  |  | $2842118.50        | $2588025.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  |  | $1594842.59        | $1518681.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  |  | $0.65              | $0.66              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9072 | 2053-05-01      | 6.0000%  |  | $4685869.88        | $4835107.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7084 | 2053-02-01      | 5.5000%  |  | $8950616.79        | $8920198.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC0406 | 2051-04-01      | 2.5000%  |  | $5523149.69        | $4570460.99        | Agency Mortgage-Backed Securities         |
| FMAC 06.200 FRPC G80294 G | 2027-10-01      | 6.2000%  |  | $107.15            | $107.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  |  | $35285926.13       | $36180718.40       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  |  | $34773528.92       | $34215753.80       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1701 G        | 2043-09-01      | 7.1840%  |  | $126.86            | $131.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8151 M     | 2052-07-20      | 4.5000%  |  | $1171658.87        | $1113632.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  |  | $4143500.49        | $3941716.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3965 | 2055-04-01      | 5.5000%  |  | $4011743.80        | $4033690.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4895 | 2053-01-01      | 6.5000%  |  | $1515826.43        | $1568533.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  |  | $26.80             | $25.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2077 | 2034-11-01      | 3.5000%  |  | $676765.77         | $656584.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0085 | 2051-04-01      | 3.5000%  |  | $2006059.32        | $1837850.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5790 | 2048-03-01      | 3.5000%  |  | $6580756.03        | $5947565.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5734 | 2047-12-01      | 5.0000%  |  | $1308492.70        | $1316924.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2508 | 2047-07-01      | 5.0000%  |  | $730974.30         | $735688.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  |  | $5261591.73        | $4769175.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  |  | $8937756.34        | $8945456.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6908 | 2053-08-01      | 5.5000%  |  | $5658199.39        | $5722926.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9853 | 2053-09-01      | 6.0000%  |  | $1542503.80        | $1577668.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  |  | $3087487.05        | $2859428.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2962 | 2049-01-01      | 4.5000%  |  | $3220808.57        | $3129221.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1168 | 2052-11-01      | 5.5000%  |  | $749634.51         | $754667.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $135.73            | $121.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2210 | 2048-08-01      | 4.5000%  |  | $1176386.31        | $1142394.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  |  | $797086.87         | $763773.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO2245 | 2049-10-01      | 3.5000%  |  | $1136414.82        | $1038470.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1391 | 2048-03-01      | 4.5000%  |  | $1524859.07        | $1457495.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4916 | 2047-05-01      | 4.0000%  |  | $6174958.94        | $5775804.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3522 | 2048-11-01      | 4.5000%  |  | $315.91            | $303.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6343 | 2045-12-01      | 3.5000%  |  | $287.23            | $259.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $1283415.43        | $1109519.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3436 | 2052-12-01      | 5.5000%  |  | $2219291.70        | $2248314.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8118 | 2045-03-01      | 3.0000%  |  | $2061356.50        | $1833295.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0544 | 2047-10-01      | 4.0000%  |  | $3488731.77        | $3262299.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5110 | 2053-12-01      | 6.5000%  |  | $1797039.76        | $1853537.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0268 | 2058-05-01      | 4.5000%  |  | $3945645.60        | $3729708.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  |  | $4219392.78        | $4369455.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5174 | 2055-03-01      | 6.5000%  |  | $681626.01         | $707187.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9640 | 2054-12-01      | 5.0000%  |  | $703119.67         | $691111.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  |  | $479.31            | $440.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB0463 | 2041-05-01      | 2.0000%  |  | $1740225.18        | $1470652.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  |  | $7371975.57        | $6407703.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3058 | 2049-02-01      | 4.5000%  |  | $4895772.52        | $4723642.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2791 | 2048-12-01      | 4.0000%  |  | $350767.50         | $327493.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1877 | 2048-06-01      | 4.0000%  |  | $3633031.09        | $3407231.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0911 | 2047-12-01      | 4.0000%  |  | $3472927.56        | $3246979.66        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7224 | 2053-06-01      | 5.1560%  |  | $579397.95         | $581361.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $1545546.79        | $1543971.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $6439641.24        | $6441087.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  |  | $1882685.15        | $1780412.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5176 | 2048-12-01      | 4.0000%  |  | $4040103.19        | $3783993.86        | Agency Mortgage-Backed Securities         |

### Security 176: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-164 FG      | 2054-10-20      | 5.3783%  |  | $217.94            | $216.16            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FD      | 2054-08-20      | 5.4283%  |  | $4116351.54        | $4109583.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 5.3883%  |  | $6592165.87        | $6578478.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 5.4383%  |  | $2993747.91        | $2988696.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL034BA R25F034  | 2051-12-25      | 5.0000%  |  | $3495593.08        | $3461412.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC018FG R25F018  | 2055-03-25      | 5.4720%  |  | $3602321.84        | $3594576.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL048FA R24F048  | 2054-07-25      | 5.6220%  |  | $929636.62         | $924190.65         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL070FB R24F070  | 2054-10-25      | 5.4220%  |  | $228.77            | $226.29            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $1779233.78        | $1775873.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 5.5283%  |  | $1790146.36        | $1786735.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $4615592.67        | $4583327.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 5.5783%  |  | $455593.90         | $455182.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-007 FB      | 2054-01-20      | 5.4283%  |  | $2611478.81        | $2597817.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 6.2283%  |  | $3378431.01        | $3440851.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 5.3283%  |  | $3012052.45        | $3004465.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-122 HL      | 2053-08-20      | 5.5000%  |  | $14895.56          | $14635.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 LF      | 2053-07-20      | 5.3483%  |  | $888704.80         | $887238.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 5.3283%  |  | $2545610.79        | $2541497.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 5.5283%  |  | $3184764.54        | $3176635.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-079 FG      | 2053-06-20      | 5.4783%  |  | $304193.64         | $303304.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 5.4783%  |  | $4183654.18        | $4166148.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF      | 2053-05-20      | 5.3283%  |  | $991024.66         | $982735.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FB      | 2053-05-20      | 5.3283%  |  | $1488258.83        | $1475806.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-148 FA      | 2052-08-20      | 5.0000%  |  | $4426308.65        | $4261866.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 5.3283%  |  | $5710931.45        | $5653948.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 LF      | 2053-02-20      | 5.2383%  |  | $950759.50         | $931809.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 5.2383%  |  | $5949319.58        | $5870592.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 DF      | 2053-01-20      | 5.2783%  |  | $1773063.77        | $1755026.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 5.4283%  |  | $4181816.66        | $4074368.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042NY R21F042  | 2051-07-25      | 2.5000%  |  | $221337.33         | $141312.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 5.4283%  |  | $35835.64          | $35861.72          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5454FA 09/25/54  | 2054-09-25      | 5.5720%  |  | $3108412.24        | $3087035.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 5.0000%  |  | $860190.81         | $836538.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 5.5783%  |  | $3362432.54        | $3360608.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 5.3283%  |  | $6121439.08        | $6060451.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 FA      | 2054-09-20      | 5.4383%  |  | $49966.40          | $49908.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA      | 2051-12-20      | 2.5000%  |  | $413.10            | $323.86            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111AF R10F111  | 2040-10-25      | 4.8365%  |  | $167974.85         | $166845.84         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530AC 04/25/52  | 2052-04-25      | 5.0000%  |  | $668653.44         | $662551.16         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468FB 11/25/54  | 2054-11-25      | 5.5220%  |  | $2420570.62        | $2380998.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $1499722.90        | $1426393.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 5.2283%  |  | $2027372.29        | $1970338.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 FA      | 2052-02-20      | 3.0000%  |  | $712074.18         | $605904.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $404451.69         | $328772.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7365%  |  | $1039048.48        | $982711.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $548332.75         | $536280.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA      | 2051-04-20      | 4.8766%  |  | $172096.59         | $161586.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 5.3283%  |  | $195.74            | $191.36            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53  | 2053-08-25      | 6.0000%  |  | $222.22            | $224.78            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4178NT 03/15/43  | 2043-03-15      | 3.5000%  |  | $163.96            | $140.43            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3473AY 07/15/38  | 2038-07-15      | 5.0000%  |  | $204.96            | $205.58            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047GF R11F047  | 2041-06-25      | 5.0065%  |  | $96.61             | $96.21             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL085FL R07F085  | 2037-09-25      | 4.9765%  |  | $2.81              | $2.79              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 YF      | 2055-03-20      | 5.5283%  |  | $79881.86          | $79967.63          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.6283%  |  | $337361.69         | $332726.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FH      | 2054-11-20      | 5.3783%  |  | $1557801.85        | $1558058.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF      | 2054-11-20      | 5.3783%  |  | $3496102.34        | $3489774.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5349FG 10/25/53  | 2053-10-25      | 5.2720%  |  | $139.13            | $139.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 FB      | 2053-08-20      | 5.5083%  |  | $2513292.56        | $2514639.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 5.4283%  |  | $6273573.86        | $6112379.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 0.0000%  |  | $5241888.67        | $5264444.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 0.0000%  |  | $22222222.22       | $22317844.44       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC060PA R13F060  | 2042-10-25      | 1.7500%  |  | $18.05             | $16.72             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-153 FK      | 2053-10-20      | 5.7283%  |  | $558593.82         | $563190.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FB      | 2053-11-20      | 5.8283%  |  | $4279114.93        | $4322201.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-122 LH      | 2051-07-20      | 2.5000%  |  | $222000.00         | $126676.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 FA      | 2051-11-20      | 2.5000%  |  | $1781112.36        | $1401239.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 5.4283%  |  | $6250677.13        | $6121468.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FA      | 2063-08-20      | 5.4283%  |  | $558356.77         | $557222.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029MF R25F029  | 2055-05-25      | 5.8220%  |  | $24767.24          | $24840.57          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FC      | 2054-04-20      | 5.4583%  |  | $2950024.57        | $2937971.33        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3217PE 09/15/36  | 2036-09-15      | 6.0000%  |  | $91.95             | $96.28             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004H R25F004   | 2051-09-25      | 5.5000%  |  | $1158607.07        | $1165708.81        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC REMIC SERIES K- | 2036-10-25      | 2.3610%  |  | $64425.33          | $50196.67          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-01-25      | 1.6390%  |  | $6666.22           | $5942.58           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.9580%  |  | $133.76            | $132.66            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $361.60            | $356.38            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $231.78            | $217.14            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001  | 2029-10-25      | 2.4440%  |  | $35555.56          | $32935.35          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.7435%  |  | $818.63            | $796.29            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003  | 2030-02-25      | 3.0634%  |  | $116706.12         | $111009.04         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $10512.33          | $9467.35           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5316%  |  | $235.39            | $221.16            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R23M004  | 2032-09-25      | 3.7671%  |  | $4600.00           | $4361.25           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-06-25      | 2.9200%  |  | $222.89            | $201.40            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0031A1 R21M00  | 2033-11-25      | 1.0000%  |  | $570.96            | $567.65            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-04-25      | 3.5110%  |  | $225.11            | $217.13            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5894 X      | 2042-12-15      | 2.5000%  |  | $39.07             | $33.27             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1018 G         | 2055-06-01      | 5.5420%  |  | $689.11            | $696.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  |  | $54.89             | $55.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE5471  | 2040-10-01      | 4.5000%  |  | $129.30            | $127.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5432  | 2040-10-01      | 4.0000%  |  | $53.90             | $51.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  |  | $990.36            | $998.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  |  | $438.97            | $442.35            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.8580%  |  | $7.62              | $7.90              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255932  | 2035-11-01      | 5.0000%  |  | $42.51             | $42.71             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB745448  | 2036-03-01      | 6.2590%  |  | $23.97             | $24.72             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1868993  | 2036-05-01      | 7.2780%  |  | $43.59             | $45.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  |  | $470.00            | $462.60            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08566 G  | 2044-01-01      | 3.5000%  |  | $168.17            | $155.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626  | 2044-02-01      | 4.5000%  |  | $375.69            | $364.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  |  | $19.28             | $18.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1770  | 2044-02-01      | 4.0000%  |  | $36.49             | $34.58             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0169 G         | 2036-07-01      | 6.3870%  |  | $9.43              | $9.72              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0336 G         | 2037-04-01      | 6.9010%  |  | $92.89             | $95.98             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N1497 G         | 2036-07-01      | 6.4150%  |  | $23.30             | $23.62             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.8850%  |  | $9.27              | $9.48              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849336 G         | 2034-12-01      | 6.5390%  |  | $18.71             | $18.96             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 7.4650%  |  | $31.68             | $32.68             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841115 G         | 2050-08-01      | 5.5480%  |  | $37.02             | $38.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257536  | 2029-01-01      | 5.0000%  |  | $191.55            | $192.62            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 7.2520%  |  | $19.19             | $19.61             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC6984 X      | 2047-09-15      | 5.0000%  |  | $946.06            | $942.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ7468  | 2048-12-01      | 4.5000%  |  | $40.97             | $39.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  |  | $22.66             | $23.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA5876  | 2039-07-01      | 6.0000%  |  | $31.52             | $32.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL190397  | 2039-09-01      | 5.0000%  |  | $353.28            | $354.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  |  | $18.07             | $18.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1866  | 2052-05-01      | 3.5000%  |  | $18755.32          | $16718.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE4103  | 2040-09-01      | 4.5000%  |  | $10.80             | $10.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAD5093  | 2025-10-01      | 3.5000%  |  | $0.98              | $0.98              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE7731  | 2040-11-01      | 4.5000%  |  | $170.39            | $167.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  |  | $15.91             | $15.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5881  | 2026-02-01      | 3.5000%  |  | $403.02            | $401.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  |  | $758.31            | $690.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $199231.95         | $155800.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  |  | $215.68            | $236.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CKMA5440  | 2054-06-01      | 7.0000%  |  | $146.06            | $150.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT256750  | 2027-06-01      | 5.0000%  |  | $900.09            | $901.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256640  | 2027-03-01      | 5.5000%  |  | $354.63            | $356.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0392  | 2039-12-01      | 5.5000%  |  | $209.50            | $213.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD3808  | 2040-04-01      | 4.5000%  |  | $54.02             | $53.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5526  | 2054-10-01      | 3.5000%  |  | $644.35            | $572.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL543562  | 2030-06-01      | 7.5000%  |  | $348.96            | $351.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535440  | 2030-08-01      | 8.5000%  |  | $44.20             | $46.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL521410  | 2029-12-01      | 9.0000%  |  | $250.96            | $253.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL503757  | 2029-07-01      | 6.5000%  |  | $430.84            | $445.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL490210  | 2029-03-01      | 6.5000%  |  | $140.66            | $145.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL489035  | 2029-04-01      | 6.5000%  |  | $804.58            | $831.88            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462206  | 2036-04-01      | 6.6080%  |  | $12.58             | $12.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  |  | $170.06            | $178.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441221  | 2028-09-01      | 7.0000%  |  | $447.72            | $469.78            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784925 X      | 2047-10-15      | 4.5000%  |  | $31035.30          | $29863.10          | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.5580%  |  | $67.43             | $68.37             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  |  | $17.14             | $17.51             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  |  | $35.75             | $36.51             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  |  | $36.04             | $36.82             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0256 X      | 2053-07-15      | 6.5000%  |  | $217.61            | $223.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI0620  | 2041-05-01      | 4.5000%  |  | $537.88            | $526.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $21.44             | $21.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9877  | 2054-08-01      | 6.0000%  |  | $1005.10           | $1019.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5905  | 2041-11-01      | 4.5000%  |  | $30.48             | $29.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ7684  | 2041-12-01      | 4.0000%  |  | $524.14            | $499.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9332  | 2042-01-01      | 4.0000%  |  | $780.90            | $748.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $56.74             | $56.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1891  | 2050-01-01      | 4.0000%  |  | $758484.58         | $708906.40         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL1631  | 2038-08-01      | 6.8500%  |  | $37.71             | $38.76             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.6970%  |  | $187.19            | $185.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6102  | 2045-11-01      | 3.5000%  |  | $21.82             | $19.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3978  | 2053-01-01      | 5.0000%  |  | $282490.77         | $276868.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4773  | 2048-08-01      | 5.0000%  |  | $1100869.99        | $1089889.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2079  | 2030-11-01      | 4.3400%  |  | $4166947.56        | $4149367.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 ZT310185  | 2026-07-01      | 6.0000%  |  | $134.05            | $135.97            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J37005 G  | 2032-05-01      | 3.5000%  |  | $64.60             | $63.56             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WNWN2511  | 2032-11-01      | 4.9000%  |  | $224.89            | $226.90            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5055  | 2029-03-01      | 2.4000%  |  | $592.68            | $555.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579  | 2042-02-01      | 5.5000%  |  | $179.08            | $183.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  |  | $206.54            | $226.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5458  | 2054-06-01      | 3.5000%  |  | $656.01            | $582.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175  | 2045-06-01      | 3.5000%  |  | $427.28            | $389.79            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841739 G         | 2054-01-01      | 4.2710%  |  | $207.74            | $200.79            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.300 WAWA3420  | 2040-01-01      | 3.3000%  |  | $215.04            | $177.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5560  | 2039-12-01      | 6.0000%  |  | $662.18            | $680.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $196.48            | $196.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6408  | 2046-01-01      | 3.5000%  |  | $284663.95         | $259209.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9416  | 2045-07-01      | 3.5000%  |  | $131.83            | $120.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6831  | 2046-03-01      | 3.5000%  |  | $518.05            | $471.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819  | 2044-12-01      | 4.5000%  |  | $136.04            | $132.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137  | 2044-06-01      | 4.5000%  |  | $6006543.88        | $5877907.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3651  | 2044-10-01      | 4.5000%  |  | $960.96            | $930.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  |  | $123.20            | $119.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7538  | 2046-07-01      | 3.0000%  |  | $652.63            | $570.67            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM6921  | 2052-05-01      | 2.2810%  |  | $370.74            | $335.00            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AM8692 X      | 2045-06-15      | 2.5000%  |  | $1170.96           | $985.54            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM1943  | 2048-05-01      | 5.9100%  |  | $101.43            | $104.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7796  | 2046-08-01      | 3.0000%  |  | $311.72            | $272.57            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB739759  | 2033-08-01      | 6.2790%  |  | $3.93              | $4.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760  | 2052-05-01      | 3.5000%  |  | $11382.62          | $10170.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3615  | 2052-05-01      | 4.0000%  |  | $120785.47         | $111597.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2813  | 2048-12-01      | 5.0000%  |  | $130.19            | $128.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2806  | 2048-12-01      | 4.5000%  |  | $70.57             | $68.53             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  |  | $222.22            | $223.76            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1175  | 2034-06-01      | 5.2500%  |  | $560364.44         | $575517.35         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  |  | $1400.67           | $1488.62           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0378  | 2039-01-01      | 4.8900%  |  | $453.75            | $448.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9929  | 2053-12-01      | 7.0000%  |  | $195.14            | $205.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  |  | $639.77            | $666.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  |  | $215.23            | $228.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3000  | 2053-05-01      | 6.5000%  |  | $217.29            | $226.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  |  | $495.81            | $516.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2993  | 2053-05-01      | 6.5000%  |  | $461.96            | $489.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4360  | 2053-04-01      | 6.5000%  |  | $216.99            | $230.72            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3837  | 2033-03-01      | 5.2100%  |  | $446.67            | $459.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  |  | $89686.14          | $91983.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  |  | $253902.58         | $229885.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3179  | 2047-11-01      | 3.0000%  |  | $42.78             | $37.19             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G13868 G  | 2025-07-01      | 4.5000%  |  | $283.67            | $284.14            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G05801 G  | 2032-12-01      | 7.5000%  |  | $379.72            | $397.06            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0522 G         | 2037-07-01      | 7.6050%  |  | $37.08             | $38.05             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX X2AL8943  | 2025-10-01      | 2.7500%  |  | $60.50             | $60.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9992  | 2037-02-01      | 3.0000%  |  | $991.35            | $926.75            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18497 G  | 2029-01-01      | 3.0000%  |  | $49942.06          | $48974.61          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08558 G  | 2043-11-01      | 4.0000%  |  | $57.46             | $54.59             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G08156 G  | 2036-10-01      | 6.0000%  |  | $971.40            | $1017.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031  | 2046-08-01      | 3.0000%  |  | $760.81            | $673.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7206  | 2045-08-01      | 4.0000%  |  | $155.73            | $145.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  |  | $930.01            | $847.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8081  | 2031-02-01      | 3.5000%  |  | $42.51             | $42.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6536  | 2045-03-01      | 4.5000%  |  | $183.33            | $177.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6307  | 2045-02-01      | 4.5000%  |  | $563.14            | $547.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306  | 2045-01-01      | 4.5000%  |  | $271.97            | $264.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146  | 2030-01-01      | 3.5000%  |  | $16.46             | $16.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5749  | 2042-07-01      | 4.5000%  |  | $50.46             | $49.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206  | 2028-06-01      | 3.5000%  |  | $462.40            | $459.02            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL5134  | 2044-04-01      | 6.5890%  |  | $63.63             | $66.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4701  | 2052-08-01      | 4.5000%  |  | $181.49            | $171.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2620  | 2050-06-01      | 2.5000%  |  | $259192.29         | $214094.87         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6240  | 2037-09-01      | 3.4600%  |  | $222.22            | $196.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3593  | 2049-02-01      | 4.5000%  |  | $337.74            | $324.14            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AO6482 X      | 2045-09-15      | 4.5000%  |  | $216.85            | $208.67            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9067  | 2033-05-01      | 3.5100%  |  | $1334.89           | $1239.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9038  | 2051-02-01      | 2.5000%  |  | $316043.50         | $261464.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX0786  | 2053-01-01      | 6.5000%  |  | $2937.34           | $3077.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3907  | 2044-11-01      | 4.0000%  |  | $14.81             | $13.90             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3417  | 2041-10-01      | 2.2650%  |  | $222.22            | $151.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  |  | $15.81             | $16.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  |  | $122.53            | $126.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL357729  | 2035-03-01      | 5.0000%  |  | $70.39             | $70.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL336682  | 2028-05-01      | 6.5000%  |  | $81.98             | $84.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323862  | 2029-08-01      | 6.5000%  |  | $108.18            | $111.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL313835  | 2027-11-01      | 7.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313397  | 2027-03-01      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104  | 2037-08-01      | 5.5000%  |  | $418.85            | $427.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310082  | 2038-10-01      | 6.5000%  |  | $106.19            | $111.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  |  | $1.72              | $1.80              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB4481 X      | 2047-07-15      | 5.0000%  |  | $663.41            | $647.35            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  |  | $110.70            | $114.11            | Agency Mortgage-Backed Securities         |
| GNMA GNAR TL MA1120 M      | 2043-06-20      | 5.1250%  |  | $4.74              | $4.82              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB9416 X      | 2042-10-15      | 3.5000%  |  | $16.86             | $15.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108  | 2053-08-01      | 6.0000%  |  | $180.05            | $182.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139  | 2053-09-01      | 6.0000%  |  | $177.96            | $180.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009  | 2053-05-01      | 5.0000%  |  | $363720.02         | $353752.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733  | 2052-09-01      | 4.5000%  |  | $183.42            | $173.67            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $184.80            | $189.73            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B3209 G         | 2037-01-01      | 6.4580%  |  | $21.57             | $22.08             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1C0004 G         | 2031-09-01      | 7.4880%  |  | $24.15             | $24.60             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847054 G         | 2030-12-01      | 4.2400%  |  | $18.48             | $18.12             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847053 G         | 2030-06-01      | 4.6150%  |  | $43.89             | $43.20             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846981 G         | 2031-07-01      | 7.4460%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846965 G         | 2030-09-01      | 7.1650%  |  | $0.59              | $0.60              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 6.5000%  |  | $128.10            | $128.33            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846774 G         | 2027-12-01      | 6.3970%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 7.1980%  |  | $7.15              | $7.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708  | 2053-06-01      | 5.0000%  |  | $428809.67         | $420515.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3331  | 2052-11-01      | 5.0000%  |  | $7826964.38        | $7675769.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2914  | 2052-09-01      | 4.5000%  |  | $187462.37         | $178562.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0392  | 2052-01-01      | 2.5000%  |  | $187.19            | $152.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $1594.37           | $1311.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  |  | $8707.22           | $8340.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9978  | 2051-12-01      | 3.0000%  |  | $177119.34         | $152166.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3665  | 2049-09-01      | 4.0000%  |  | $2648.95           | $2466.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971  | 2045-08-01      | 4.0000%  |  | $184075.59         | $174567.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870  | 2050-03-01      | 3.0000%  |  | $388804.90         | $337810.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  |  | $49789.99          | $51057.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1645  | 2055-05-01      | 5.5000%  |  | $227.56            | $226.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0243  | 2054-12-01      | 5.5000%  |  | $435.80            | $435.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0110  | 2048-11-01      | 3.5000%  |  | $23366.46          | $21309.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0896  | 2052-05-01      | 2.5000%  |  | $228.31            | $188.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7953  | 2054-02-01      | 4.5000%  |  | $190.21            | $179.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  |  | $484.08            | $493.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7270  | 2053-10-01      | 6.0000%  |  | $12093080.13       | $12359277.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  |  | $579.16            | $572.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT5985  | 2051-10-01      | 2.0000%  |  | $8657.81           | $6766.29           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6784  | 2032-10-01      | 4.1200%  |  | $222.22            | $215.12            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  |  | $392.22            | $369.05            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7122  | 2034-11-01      | 4.9400%  |  | $224.67            | $227.00            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6220  | 2034-09-01      | 4.1600%  |  | $657102.22         | $626407.08         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841076 G         | 2048-11-01      | 3.0080%  |  | $155.76            | $152.41            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841760 G         | 2050-10-01      | 5.7430%  |  | $20449.65          | $21101.94          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  |  | $521.64            | $538.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5011  | 2038-06-01      | 4.5000%  |  | $91.99             | $90.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5379  | 2044-06-01      | 4.5000%  |  | $97.40             | $94.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  |  | $19.31             | $19.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3967  | 2042-08-01      | 4.5000%  |  | $73.92             | $72.68             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3190  | 2051-09-01      | 2.4900%  |  | $895.09            | $632.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  |  | $15702.74          | $12413.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3393  | 2048-01-01      | 4.0000%  |  | $167.96            | $157.04            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6070  | 2030-05-01      | 2.1700%  |  | $5258878.89        | $4770402.96        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  |  | $261.78            | $226.71            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2142  | 2034-05-01      | 3.3500%  |  | $510.89            | $460.06            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2032  | 2034-04-01      | 3.6750%  |  | $222.22            | $204.91            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0373  | 2033-11-01      | 4.2400%  |  | $199.18            | $193.79            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  |  | $443.56            | $415.50            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735643  | 2042-08-01      | 5.7740%  |  | $18.46             | $18.65             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735335  | 2034-01-01      | 4.7950%  |  | $3.78              | $3.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9288  | 2044-02-01      | 4.5000%  |  | $132.74            | $129.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8836  | 2047-02-01      | 4.5000%  |  | $72.88             | $69.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157  | 2046-10-01      | 4.5000%  |  | $47.59             | $45.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7837  | 2046-09-01      | 3.0000%  |  | $225.11            | $197.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7660  | 2046-08-01      | 2.5000%  |  | $276.95            | $232.20            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK4271  | 2048-09-01      | 3.2740%  |  | $39.64             | $40.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252  | 2046-05-01      | 4.5000%  |  | $588.25            | $567.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6627  | 2046-02-01      | 4.5000%  |  | $41.31             | $39.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6121  | 2045-11-01      | 4.0000%  |  | $352.80            | $330.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH5850  | 2047-06-01      | 4.5000%  |  | $32.44             | $31.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0697  | 2055-05-01      | 6.5000%  |  | $222.67            | $231.52            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3284  | 2038-10-01      | 2.1500%  |  | $245.78            | $174.81            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2317  | 2038-06-01      | 6.6260%  |  | $212.41            | $216.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2302  | 2041-08-01      | 4.5000%  |  | $152.32            | $149.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL1431  | 2041-11-01      | 4.5000%  |  | $41.78             | $41.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL1013  | 2037-01-01      | 5.5000%  |  | $36.82             | $37.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0160  | 2041-05-01      | 4.5000%  |  | $373.40            | $367.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  |  | $231.26            | $241.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAK5545  | 2027-03-01      | 3.5000%  |  | $181.47            | $179.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK0971  | 2027-02-01      | 3.0000%  |  | $151.11            | $149.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ9282  | 2026-12-01      | 3.5000%  |  | $2.77              | $2.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5989  | 2042-01-01      | 4.5000%  |  | $12.61             | $12.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ4050  | 2041-10-01      | 4.0000%  |  | $20.32             | $19.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4406  | 2041-10-01      | 3.5000%  |  | $234.21            | $216.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ2616  | 2042-05-01      | 3.5000%  |  | $14.42             | $13.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8180  | 2041-08-01      | 4.5000%  |  | $11.21             | $10.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8194  | 2041-08-01      | 4.5000%  |  | $14.38             | $14.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI5961  | 2026-06-01      | 4.0000%  |  | $202.95            | $202.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  |  | $4.50              | $4.71              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256213  | 2026-04-01      | 6.0000%  |  | $517.32            | $524.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $667.15            | $693.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6868  | 2055-03-01      | 6.5000%  |  | $222.04            | $231.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3881  | 2055-02-01      | 6.0000%  |  | $352604.30         | $358407.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3796  | 2055-03-01      | 6.5000%  |  | $114867.86         | $118954.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3223  | 2055-02-01      | 6.5000%  |  | $226.00            | $236.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  |  | $222.80            | $235.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  |  | $3731.41           | $3865.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2803  | 2054-08-01      | 6.5000%  |  | $440.64            | $461.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $222.22            | $232.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  |  | $485.90            | $442.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS6269  | 2030-12-01      | 2.5000%  |  | $442.54            | $425.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233  | 2045-11-01      | 4.5000%  |  | $745.07            | $718.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $48.92             | $44.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4168  | 2044-12-01      | 4.0000%  |  | $114.06            | $106.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  |  | $17017.36          | $16465.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3955  | 2044-12-01      | 4.0000%  |  | $47.32             | $44.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2541  | 2029-05-01      | 3.0000%  |  | $18.70             | $18.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1586  | 2044-01-01      | 4.5000%  |  | $31.81             | $30.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1131  | 2043-11-01      | 4.5000%  |  | $9.92              | $9.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1047  | 2043-11-01      | 4.5000%  |  | $44.03             | $42.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910  | 2043-11-01      | 4.5000%  |  | $964.51            | $937.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758  | 2029-02-01      | 3.5000%  |  | $253.24            | $249.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  |  | $38.60             | $38.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012  | 2028-07-01      | 3.5000%  |  | $37.93             | $37.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0808  | 2043-10-01      | 4.0000%  |  | $36.18             | $34.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7665  | 2055-06-01      | 6.0000%  |  | $222.22            | $225.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255842  | 2035-09-01      | 5.0000%  |  | $218.84            | $219.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255498  | 2034-12-01      | 5.5000%  |  | $84.91             | $86.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255353  | 2034-08-01      | 6.5000%  |  | $578.00            | $606.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  |  | $615.36            | $649.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255296  | 2034-06-01      | 6.5000%  |  | $90.08             | $94.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  |  | $16.06             | $16.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254621  | 2033-01-01      | 6.5000%  |  | $14.31             | $14.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254263  | 2032-04-01      | 6.5000%  |  | $67.47             | $70.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254092  | 2031-12-01      | 6.5000%  |  | $127.61            | $134.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684  | 2052-06-01      | 4.5000%  |  | $173.99            | $164.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5270  | 2054-02-01      | 5.0000%  |  | $206.34            | $200.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4177  | 2040-11-01      | 2.5000%  |  | $113.82            | $101.84            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q10151 G  | 2042-08-01      | 4.5000%  |  | $468.55            | $456.36            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB2761 X      | 2042-08-15      | 3.5000%  |  | $15.49             | $14.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2309  | 2042-09-01      | 3.5000%  |  | $77.40             | $71.67             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  |  | $72444.44          | $71345.62          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL2984  | 2042-10-01      | 6.9140%  |  | $12.56             | $13.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119  | 2050-09-01      | 2.0000%  |  | $10793.61          | $8438.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2995  | 2053-04-01      | 7.0000%  |  | $652.42            | $709.68            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD423226  | 2038-07-01      | 7.3080%  |  | $8.54              | $8.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL485981  | 2029-06-01      | 6.5000%  |  | $137.27            | $141.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323866  | 2029-08-01      | 6.5000%  |  | $468.46            | $485.66            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544874  | 2036-07-01      | 5.1740%  |  | $3.81              | $3.82              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB535995  | 2031-04-01      | 6.1250%  |  | $707.65            | $717.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545280  | 2031-11-01      | 6.5000%  |  | $55.71             | $57.46             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846986 G         | 2028-09-01      | 7.3230%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833  | 2046-12-01      | 3.0000%  |  | $215229.78         | $187935.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC3237  | 2039-10-01      | 5.0000%  |  | $13.28             | $13.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA2560  | 2039-04-01      | 6.0000%  |  | $48.06             | $49.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $12.45             | $12.72             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS995135  | 2038-03-01      | 6.5670%  |  | $9.30              | $9.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL975441  | 2038-03-01      | 5.0000%  |  | $81.59             | $80.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632578  | 2032-02-01      | 6.5000%  |  | $19.91             | $20.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL631571  | 2032-03-01      | 6.0000%  |  | $30.75             | $31.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545819  | 2032-08-01      | 6.5000%  |  | $230.51            | $238.67            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA6408 X      | 2043-05-15      | 3.0000%  |  | $31.92             | $28.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783  | 2052-10-01      | 4.0000%  |  | $188.93            | $173.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0229  | 2054-08-01      | 5.5000%  |  | $451.97            | $453.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0517  | 2054-08-01      | 5.5000%  |  | $222.04            | $220.59            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844052  | 2035-11-01      | 6.4070%  |  | $61.36             | $63.14             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843672  | 2035-09-01      | 6.3000%  |  | $58.91             | $59.75             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD841068  | 2034-11-01      | 7.0370%  |  | $4.41              | $4.61              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836464  | 2035-10-01      | 6.6300%  |  | $1.66              | $1.71              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836434  | 2035-10-01      | 7.0610%  |  | $4.27              | $4.44              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB830607  | 2035-06-01      | 6.2850%  |  | $64.80             | $66.79             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806506  | 2044-10-01      | 5.7740%  |  | $16.61             | $16.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR9194  | 2043-03-01      | 3.0000%  |  | $89.31             | $79.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9126  | 2043-03-01      | 2.5000%  |  | $196.94            | $170.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  |  | $49.65             | $42.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  |  | $248.91            | $230.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO6713  | 2042-06-01      | 4.0000%  |  | $507.26            | $483.20            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806504  | 2034-10-01      | 5.7740%  |  | $3.66              | $3.69              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB795816  | 2034-07-01      | 6.2520%  |  | $117.85            | $119.43            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LA780840  | 2034-06-01      | 7.5000%  |  | $1.74              | $1.77              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB762328  | 2034-03-01      | 6.1970%  |  | $29.21             | $29.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL939685  | 2037-07-01      | 6.0000%  |  | $79.98             | $81.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932493  | 2040-02-01      | 4.5000%  |  | $469105.07         | $462588.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930920  | 2039-04-01      | 4.5000%  |  | $8.43              | $8.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  |  | $10.65             | $11.14             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1885947  | 2036-07-01      | 6.8620%  |  | $7.59              | $7.87              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0300  | 2055-04-01      | 7.0000%  |  | $439.07            | $463.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  |  | $222.99            | $232.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6404  | 2053-07-01      | 4.0000%  |  | $188.85            | $174.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254768  | 2033-06-01      | 6.0000%  |  | $112.62            | $116.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252712  | 2029-08-01      | 7.5000%  |  | $460.12            | $470.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL252343  | 2029-03-01      | 7.0000%  |  | $426.30            | $447.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252925  | 2029-12-01      | 7.5000%  |  | $56.55             | $58.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL252092  | 2028-11-01      | 6.0000%  |  | $3.73              | $3.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  |  | $12.26             | $12.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI4815  | 2041-06-01      | 4.5000%  |  | $32.36             | $31.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH7932  | 2041-08-01      | 4.5000%  |  | $67.30             | $66.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH7007  | 2041-03-01      | 4.0000%  |  | $13.00             | $12.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  |  | $46.87             | $46.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5616  | 2026-02-01      | 3.5000%  |  | $5.16              | $5.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5139  | 2041-02-01      | 5.0000%  |  | $62.07             | $62.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  |  | $203.51            | $200.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969  | 2025-12-01      | 3.5000%  |  | $27.53             | $27.46             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4716 X      | 2047-10-15      | 4.5000%  |  | $99.27             | $94.91             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB5490 X      | 2047-08-15      | 4.5000%  |  | $905.66            | $884.62            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB3738 X      | 2047-11-15      | 5.0000%  |  | $872.55            | $854.74            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.9880%  |  | $18.36             | $19.07             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 7.0540%  |  | $104.43            | $108.27            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C03504 G  | 2040-06-01      | 4.5000%  |  | $13.94             | $13.75             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BF3228 X      | 2048-01-15      | 4.0000%  |  | $772.21            | $716.30            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BF1292 X      | 2048-03-15      | 4.0000%  |  | $28.32             | $26.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943  | 2040-12-01      | 4.0000%  |  | $210.91            | $201.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0151  | 2025-11-01      | 4.0000%  |  | $16.07             | $16.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0150  | 2025-10-01      | 4.0000%  |  | $2.45              | $2.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0149  | 2025-11-01      | 4.0000%  |  | $19.97             | $19.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL638997  | 2032-04-01      | 6.5000%  |  | $161.80            | $166.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632553  | 2032-02-01      | 6.5000%  |  | $102.89            | $107.75            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1980%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL618037  | 2032-03-01      | 6.5000%  |  | $481.18            | $497.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL607041  | 2031-10-01      | 7.0000%  |  | $220.36            | $231.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL594437  | 2031-07-01      | 6.5000%  |  | $215.58            | $222.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580862  | 2031-05-01      | 6.5000%  |  | $3.70              | $3.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580149  | 2031-07-01      | 6.5000%  |  | $70.19             | $72.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL568355  | 2031-01-01      | 6.5000%  |  | $891.35            | $919.35            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C00676 G  | 2028-11-01      | 6.5000%  |  | $44.64             | $46.09             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1R0014 G         | 2035-03-01      | 4.2430%  |  | $5.39              | $5.26              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.8650%  |  | $280917.34         | $292344.54         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0643 G         | 2038-11-01      | 7.3650%  |  | $16.26             | $16.80             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0473 G         | 2037-05-01      | 6.8590%  |  | $186.09            | $191.87            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G3701 G         | 2037-09-01      | 7.3130%  |  | $21.69             | $22.09             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7242 G         | 2036-09-01      | 7.4140%  |  | $115.78            | $119.50            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G1227 G         | 2036-10-01      | 7.5190%  |  | $42.92             | $44.60             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0083 G         | 2035-06-01      | 7.3750%  |  | $1.95              | $2.02              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0078 G         | 2035-06-01      | 7.0750%  |  | $12.38             | $12.80             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A0001 G         | 2035-04-01      | 6.3010%  |  | $15.14             | $15.40             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0501 G         | 2035-06-01      | 7.4970%  |  | $13.44             | $13.82             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8977  | 2033-05-01      | 3.5800%  |  | $1503.70           | $1407.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8841  | 2031-02-01      | 3.5000%  |  | $16.99             | $16.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8419  | 2046-05-01      | 4.5000%  |  | $19.31             | $18.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272  | 2031-03-01      | 3.5000%  |  | $83.41             | $82.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  |  | $249.54            | $246.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8232  | 2044-06-01      | 4.5000%  |  | $91.10             | $89.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  |  | $1488.57           | $1440.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL190404  | 2040-05-01      | 4.5000%  |  | $31.96             | $31.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  |  | $10.48             | $10.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  |  | $118.02            | $121.02            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 390255 G         | 2030-07-01      | 4.1450%  |  | $1.18              | $1.16              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G         | 2030-06-01      | 4.6250%  |  | $0.31              | $0.31              | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G60528 G  | 2039-02-01      | 7.0000%  |  | $46.50             | $49.73             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WNWN4042  | 2033-07-01      | 4.2500%  |  | $666.44            | $642.54            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.130 WNWN2387  | 2033-02-01      | 5.1300%  |  | $444.44            | $447.02            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $1630.00           | $1264.02           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1158  | 2028-11-01      | 1.8000%  |  | $227.56            | $209.44            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456  | 2029-12-01      | 4.5000%  |  | $72941.13          | $73218.38          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B7775 G         | 2050-03-01      | 2.6820%  |  | $326.30            | $317.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629896  | 2032-09-01      | 6.5000%  |  | $117.49            | $121.43            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS555936  | 2033-09-01      | 6.8170%  |  | $15.44             | $16.03             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1438 G         | 2034-01-01      | 6.7500%  |  | $18.37             | $18.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255230  | 2034-06-01      | 5.0000%  |  | $34.56             | $34.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255314  | 2034-08-01      | 6.0000%  |  | $105.19            | $109.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT255779  | 2025-06-01      | 6.0000%  |  | $0.01              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1899 G         | 2043-11-01      | 6.6400%  |  | $98.06             | $100.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL564318  | 2030-11-01      | 9.0000%  |  | $18.42             | $18.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL560837  | 2030-10-01      | 9.0000%  |  | $143.45            | $145.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555692  | 2033-07-01      | 5.5000%  |  | $101.00            | $102.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555677  | 2033-07-01      | 5.5000%  |  | $451.76            | $461.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531  | 2033-06-01      | 5.5000%  |  | $1.02              | $1.04              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS545974  | 2032-10-01      | 7.3640%  |  | $2.36              | $2.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545602  | 2030-12-01      | 7.5000%  |  | $238.14            | $244.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545562  | 2032-03-01      | 7.5000%  |  | $522.58            | $538.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  |  | $21.37             | $21.48             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA6975 X      | 2047-07-15      | 4.5000%  |  | $257.64            | $246.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9243  | 2044-06-01      | 4.5000%  |  | $113.54            | $111.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7866  | 2051-07-01      | 2.5000%  |  | $213.68            | $175.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD5950 X      | 2047-11-15      | 5.0000%  |  | $1309.74           | $1306.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4474  | 2041-11-01      | 2.0000%  |  | $91054.74          | $76612.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  |  | $74534.32          | $74218.04          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109732  | 2033-09-01      | 3.7800%  |  | $245.11            | $226.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8936  | 2052-04-01      | 3.5000%  |  | $178.26            | $160.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8468  | 2046-04-01      | 4.0000%  |  | $199.37            | $187.04            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BJ2873 X      | 2048-11-15      | 5.5000%  |  | $875.24            | $878.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2729  | 2048-11-01      | 4.5000%  |  | $416.14            | $399.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0746  | 2055-01-01      | 5.5000%  |  | $686720.51         | $682907.53         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8484  | 2046-04-01      | 2.9630%  |  | $161.55            | $166.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2610  | 2055-04-01      | 6.0000%  |  | $227.36            | $233.58            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9740%  |  | $2477066.67        | $2320342.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6301  | 2042-06-01      | 4.5000%  |  | $621.25            | $608.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1712  | 2048-05-01      | 4.5000%  |  | $77.54             | $74.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $223.33            | $221.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0446  | 2055-05-01      | 6.5000%  |  | $1023135.41        | $1060441.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1300  | 2049-09-01      | 3.5000%  |  | $220.47            | $200.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5512  | 2055-01-01      | 6.0000%  |  | $1225204.19        | $1245531.96        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODE0244  | 2055-06-01      | 5.6330%  |  | $899.33            | $911.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6609  | 2054-11-01      | 5.0000%  |  | $209.26            | $203.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  |  | $218.90            | $219.31            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  |  | $221.71            | $224.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5038  | 2055-03-01      | 6.0000%  |  | $443.90            | $454.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7386  | 2055-04-01      | 5.0000%  |  | $444.00            | $431.73            | Agency Mortgage-Backed Securities         |

### Security 177: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE K 32     | 2032-04-30      | 4.0000%  |  | $298991672.73      | $296417614.55      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31 | 2031-10-31      | 4.1250%  |  | $132627545.45      | $132799002.63      | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33 | 2033-01-15      | 1.1250%  |  | $57589198.75       | $54543216.29       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32 | 2032-05-15      | 2.8750%  |  | $78661254.55       | $72467929.50       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30 | 2030-11-15      | 0.8750%  |  | $41985545.45       | $35501157.50       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48       | 2048-02-15      | 1.0000%  |  | $200921.20         | $145024.71         | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31   | 2031-02-15      | 5.3750%  |  | $417818.18         | $451263.27         | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34 | 2034-01-15      | 1.7500%  |  | $1499900.79        | $1476823.69        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43   | 2043-02-15      | 0.6250%  |  | $25284201.11       | $18419327.62       | U.S. Treasuries (including strips) |

### Security 178: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $658000000.00
- **C.18.a - Value (excl. sponsor support):** $658000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE BC 25 | 2025-05-31      | 4.2500%  |  | $9920917.61        | $10127285.02       | U.S. Treasuries (including strips) |
| USTR BILL 06/10/25    | 2025-06-10      | 0.0000%  |  | $26986929.43       | $26952062.32       | U.S. Treasuries (including strips) |
| USTR BILL 07/31/25    | 2025-07-31      | 0.0000%  |  | $154975.27         | $153847.67         | U.S. Treasuries (including strips) |
| USTR BILL 07/24/25    | 2025-07-24      | 0.0000%  |  | $138743.55         | $137848.65         | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25    | 2025-11-28      | 0.0000%  |  | $158.75            | $155.40            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $79.37             | $79.95             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $39.69             | $39.62             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $5401513.27        | $5482027.07        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $15716437.15       | $15930775.24       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 25 | 2025-06-30      | 4.6250%  |  | $39.69             | $40.45             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $5108207.98        | $5168009.52        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  |  | $9921592.28        | $9982519.80        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $14536561.40       | $14536544.70       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $407896.50         | $395261.31         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $102496318.76      | $91742011.45       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $115484515.93      | $113983989.68      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  |  | $338458.57         | $337427.19         | U.S. Treasuries (including strips) |
| USTR 2 NOTE E 25      | 2025-08-15      | 2.0000%  |  | $15723302.90       | $15732970.46       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  |  | $18306806.15       | $18331100.60       | U.S. Treasuries (including strips) |
| USTR 3 NOTE Q 25      | 2025-09-30      | 3.0000%  |  | $5556091.68        | $5558047.60        | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $79956302.00       | $78293661.95       | U.S. Treasuries (including strips) |
| USTR BILL 09/09/25    | 2025-09-09      | 0.0000%  |  | $1785.89           | $1764.53           | U.S. Treasuries (including strips) |
| USTR BILL 11/20/25    | 2025-11-20      | 0.0000%  |  | $66556501.57       | $65214323.16       | U.S. Treasuries (including strips) |
| USTR BILL 08/05/25    | 2025-08-05      | 0.0000%  |  | $2844639.57        | $2822257.94        | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25    | 2025-10-23      | 0.0000%  |  | $119.06            | $117.04            | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  |  | $79809.29          | $79253.82          | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26    | 2026-02-15      | 4.0000%  |  | $39.69             | $40.06             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  |  | $164658.75         | $167507.43         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $2303906.33        | $2363096.08        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AJ 26 | 2026-01-15      | 3.8750%  |  | $39.69             | $40.17             | U.S. Treasuries (including strips) |
| USTR BILL 08/14/25    | 2025-08-14      | 0.0000%  |  | $23811821.47       | $23599896.26       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  |  | $41502020.51       | $41144568.58       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $39.69             | $40.50             | U.S. Treasuries (including strips) |
| USTR 3 NOTE AQ 25     | 2025-07-15      | 3.0000%  |  | $1489667.55        | $1503437.81        | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  |  | $9842.22           | $9493.80           | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $23093895.05       | $22403766.24       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $98289484.20       | $99247431.70       | U.S. Treasuries (including strips) |

### Security 179: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA8725 M | 2053-03-20      | 5.0000%  |  | $261221804.25      | $255092437.84      | Agency Mortgage-Backed Securities |

### Security 180: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWZ000, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLBC2842 | 2046-09-01      | 3.5000%  |  | $5320847.80        | $4843995.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC2624 | 2055-04-01      | 6.0000%  |  | $4750133.73        | $4875586.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0541 | 2054-08-01      | 6.0000%  |  | $5501626.38        | $5587976.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9582 | 2047-05-01      | 4.0000%  |  | $7241257.95        | $6802642.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9555 | 2047-05-01      | 3.5000%  |  | $2128353.49        | $1934946.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO6756 | 2042-06-01      | 3.5000%  |  | $7134425.91        | $6576431.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2241 | 2042-08-01      | 3.5000%  |  | $5882729.11        | $5446939.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9850 | 2053-09-01      | 5.5000%  |  | $5865394.39        | $5847261.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE6341 | 2052-08-01      | 5.0000%  |  | $5582751.81        | $5469833.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE6338 | 2052-07-01      | 5.0000%  |  | $5149043.44        | $5033971.48        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62170 G | 2049-03-01      | 4.5000%  |  | $7634946.48        | $7343283.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  |  | $5482649.55        | $5520060.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD2192 | 2044-11-01      | 4.0000%  |  | $7769131.75        | $7272359.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9806 | 2046-08-01      | 3.5000%  |  | $8112918.24        | $7352100.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0691 | 2054-01-01      | 5.5000%  |  | $7175169.37        | $7192393.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7753 | 2055-03-01      | 6.0000%  |  | $5455480.42        | $5535394.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB8759 | 2043-03-01      | 3.5000%  |  | $5691990.91        | $5239730.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7960 | 2043-02-01      | 3.5000%  |  | $6071174.11        | $5615158.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS6046 | 2053-09-01      | 5.0000%  |  | $6477244.55        | $6302046.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1675 | 2052-04-01      | 4.0000%  |  | $5937837.96        | $5486106.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8299 | 2054-04-01      | 6.5000%  |  | $5436978.89        | $5731881.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8169 | 2054-03-01      | 6.5000%  |  | $6533392.12        | $6887757.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8164 | 2054-03-01      | 6.0000%  |  | $6527655.26        | $6767248.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  |  | $5135069.13        | $5249618.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6928 | 2053-08-01      | 6.5000%  |  | $5501747.28        | $5806286.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5440 | 2053-01-01      | 5.0000%  |  | $6465844.76        | $6284392.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4788 | 2052-10-01      | 5.0000%  |  | $6432048.54        | $6263855.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0128 | 2053-05-01      | 5.5000%  |  | $5001492.97        | $5013904.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4218 | 2053-01-01      | 5.5000%  |  | $5591100.29        | $5585400.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW5001 | 2053-03-01      | 4.5000%  |  | $7903634.84        | $7484702.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 R3BF0668 | 2050-04-01      | 4.0000%  |  | $4981484.17        | $4742682.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1766 | 2053-06-01      | 5.0000%  |  | $6281279.71        | $6140816.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5283 | 2049-02-01      | 4.5000%  |  | $5481860.01        | $5300130.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD1984 | 2052-11-01      | 5.5000%  |  | $6569946.41        | $6654518.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  |  | $4698254.11        | $4790101.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS8155 | 2054-02-01      | 7.0000%  |  | $5101187.58        | $5384231.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX6174 | 2053-02-01      | 5.0000%  |  | $5930020.02        | $5815308.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4912 | 2053-01-01      | 5.5000%  |  | $4724961.89        | $4736304.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG5553 | 2053-06-01      | 6.0000%  |  | $7379385.22        | $7510143.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  |  | $6390399.98        | $6072854.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  |  | $5053046.19        | $4871242.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7680 | 2052-07-01      | 5.0000%  |  | $6095999.92        | $5945671.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0843 | 2055-01-01      | 6.0000%  |  | $5360522.71        | $5464422.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0465 | 2055-04-01      | 6.0000%  |  | $5223332.94        | $5310741.94        | Agency Mortgage-Backed Securities |

### Security 181: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF BQ7065 C     | 2050-04-20      | 2.7500%  |  | $541355.47         | $454821.57         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL3180 C     | 2044-12-20      | 2.5000%  |  | $554222.27         | $460512.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9275 M     | 2029-11-20      | 7.5000%  |  | $33523.99          | $34390.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5333 M     | 2048-07-20      | 5.5000%  |  | $263664.56         | $267909.71         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE4339 C     | 2064-08-20      | 3.5000%  |  | $335578.58         | $292046.47         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BG9698 X     | 2048-06-15      | 4.0000%  |  | $416188.60         | $396076.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ1571 C     | 2045-11-20      | 4.0000%  |  | $493176.26         | $460612.93         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI6753 C     | 2043-08-20      | 3.0000%  |  | $352162.64         | $308837.01         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD0873 C     | 2062-04-20      | 3.5000%  |  | $78882.50          | $68652.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4003 M     | 2046-10-20      | 3.0000%  |  | $4725030.33        | $4173646.06        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6921 M     | 2050-10-20      | 2.0000%  |  | $648160.33         | $505480.22         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BK5544 X     | 2049-09-15      | 3.0000%  |  | $6843.06           | $5978.06           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M     | 2053-11-20      | 4.0000%  |  | $360118.00         | $331498.78         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CE3913 C     | 2049-05-20      | 5.5000%  |  | $913838.67         | $906703.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9941 M     | 2039-10-20      | 6.5000%  |  | $119233.09         | $125658.70         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC7472 C     | 2063-11-20      | 6.5000%  |  | $16268.89          | $16664.34          | Agency Mortgage-Backed Securities |
| GNMA GNPL LM CH6568       | 2054-05-15      | 3.1900%  |  | $52942.67          | $46946.47          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7188 M     | 2051-02-20      | 4.0000%  |  | $1537537.91        | $1391790.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C     | 2040-06-20      | 5.0000%  |  | $1594729.16        | $1571139.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C     | 2050-08-20      | 2.5000%  |  | $1213477.44        | $1017419.39        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ7802 C     | 2047-05-20      | 3.0000%  |  | $47865.41          | $41499.15          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 635067 X     | 2046-04-15      | 2.5000%  |  | $357249.47         | $301563.17         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CN3291 X     | 2052-05-15      | 5.0000%  |  | $148995.58         | $145176.94         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF1338 C     | 2064-10-20      | 6.5000%  |  | $195324.45         | $200072.42         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0298 X     | 2049-08-15      | 2.5000%  |  | $502363.64         | $424015.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8979 M     | 2030-01-20      | 1.5000%  |  | $17692.11          | $16769.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785229 C     | 2050-11-20      | 3.0000%  |  | $242414.49         | $212407.13         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC2557 C     | 2064-04-20      | 5.0000%  |  | $979905.53         | $945721.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6452 C     | 2053-11-20      | 7.5000%  |  | $653131.31         | $679601.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM4442 C     | 2052-06-20      | 2.5000%  |  | $1503135.50        | $1240633.76        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM2645 C     | 2046-10-20      | 3.5000%  |  | $513905.20         | $455502.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8017 M     | 2037-05-20      | 2.5000%  |  | $396281.71         | $364857.72         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB6265 C     | 2063-07-20      | 5.0000%  |  | $236440.09         | $228192.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4690 C     | 2038-11-20      | 6.5000%  |  | $789718.85         | $821098.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8403 M     | 2031-01-20      | 7.5000%  |  | $10193.08          | $10291.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M     | 2034-08-20      | 4.5000%  |  | $322933.20         | $318499.97         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9767 M     | 2054-07-20      | 6.0000%  |  | $546962.90         | $551406.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783976 M     | 2043-04-20      | 3.5000%  |  | $1534621.99        | $1386837.04        | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 081039 M     | 2034-08-20      | 4.6250%  |  | $220598.66         | $223660.72         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 548529 X     | 2031-09-15      | 6.5000%  |  | $462403.25         | $478354.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 530000 C     | 2030-08-20      | 7.5000%  |  | $44535.42          | $44935.02          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487861 X     | 2039-04-15      | 5.5000%  |  | $5113.49           | $5175.20           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 729578 C     | 2040-02-20      | 4.0000%  |  | $238140.59         | $223624.07         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 720849 X     | 2039-06-15      | 4.0000%  |  | $75814.33          | $70753.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005258 M     | 2041-12-20      | 3.5000%  |  | $12040308.01       | $11047758.52       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB4158 C     | 2064-06-20      | 6.5000%  |  | $17777.50          | $18209.60          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA9196 C     | 2064-03-20      | 5.0000%  |  | $1258316.43        | $1214421.04        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA9180 C     | 2064-03-20      | 5.0000%  |  | $1490814.11        | $1438808.22        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA7820 C     | 2062-10-20      | 5.0000%  |  | $252702.19         | $243888.13         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA6457 C     | 2063-12-20      | 7.5000%  |  | $174897.89         | $180265.45         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA6376 C     | 2064-06-20      | 3.0000%  |  | $195195.19         | $166107.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5985 C     | 2054-04-20      | 6.0000%  |  | $1156465.66        | $1171207.52        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB5581 C     | 2062-08-20      | 5.0000%  |  | $607796.24         | $586597.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C     | 2050-10-20      | 3.0000%  |  | $436175.60         | $380147.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4963 C     | 2050-09-20      | 3.0000%  |  | $7631.75           | $6651.04           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C     | 2050-05-20      | 3.0000%  |  | $911615.43         | $781022.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C     | 2036-01-20      | 6.0000%  |  | $533687.84         | $554393.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV8400 C     | 2050-07-20      | 4.0000%  |  | $72667.87          | $67041.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C     | 2050-01-20      | 3.5000%  |  | $306661.68         | $273442.69         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO9525 X     | 2050-03-15      | 2.5000%  |  | $89694.97          | $75698.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM7534 C     | 2050-02-20      | 3.5000%  |  | $51793.53          | $46109.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI8200 C     | 2048-09-20      | 4.5000%  |  | $181704.66         | $172025.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785393 C     | 2050-05-20      | 4.5000%  |  | $1052168.13        | $996474.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6397 C     | 2036-02-20      | 3.0000%  |  | $339279.04         | $296922.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF1208 C     | 2048-02-20      | 5.0000%  |  | $386169.91         | $377039.61         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP1101       | 2058-02-15      | 5.5500%  |  | $450166.72         | $464234.81         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO9606 C     | 2039-01-20      | 6.0000%  |  | $777554.90         | $803393.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO4003 C     | 2052-07-20      | 4.5000%  |  | $713641.03         | $675657.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO3938 C     | 2052-08-20      | 4.5000%  |  | $6605080.29        | $6253505.07        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO0390 C     | 2050-11-20      | 2.5000%  |  | $2310773.06        | $1915621.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CN8577 C     | 2052-07-20      | 3.0000%  |  | $2090321.03        | $1824713.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD3893 C     | 2048-01-20      | 3.5000%  |  | $33524.80          | $30140.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7516 C     | 2047-10-20      | 3.5000%  |  | $988557.70         | $888183.94         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2743 X     | 2047-07-15      | 4.5000%  |  | $101631.80         | $96734.78          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AO9361 X     | 2045-12-15      | 4.0000%  |  | $28464.07          | $26539.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9717 M     | 2040-11-20      | 1.5000%  |  | $121370.38         | $94205.18          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9713 M     | 2054-06-20      | 6.0000%  |  | $706582.01         | $715988.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9688 M     | 2036-07-20      | 2.0000%  |  | $66885.46          | $60399.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9577 M     | 2039-07-20      | 6.5000%  |  | $25097.05          | $26335.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M     | 2039-11-20      | 4.5000%  |  | $154267.80         | $153110.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG5191 C     | 2054-11-20      | 4.0000%  |  | $1172765.31        | $1076368.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2210 C     | 2054-11-20      | 7.5000%  |  | $1968866.59        | $2101319.47        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG1121 C     | 2064-10-20      | 6.0000%  |  | $270528.78         | $273148.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0944 C     | 2054-10-20      | 5.5000%  |  | $2594654.36        | $2595623.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C     | 2054-12-20      | 6.5000%  |  | $1255518.55        | $1309300.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5989 C     | 2051-10-20      | 4.5000%  |  | $2776912.81        | $2602572.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4721 C     | 2054-10-20      | 6.5000%  |  | $1761932.40        | $1855389.02        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF4431 C     | 2064-10-20      | 5.0000%  |  | $417269.78         | $402713.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1312 C     | 2054-10-20      | 6.5000%  |  | $596188.55         | $629401.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1690 C     | 2054-10-20      | 5.0000%  |  | $3514766.18        | $3401973.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0757 C     | 2054-09-20      | 6.0000%  |  | $3227252.20        | $3306014.36        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF0206 C     | 2064-10-20      | 6.5000%  |  | $27271.79          | $27934.71          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE9975 C     | 2064-10-20      | 6.5000%  |  | $1471920.28        | $1507699.88        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE3660 C     | 2064-05-20      | 6.5000%  |  | $16634.89          | $17013.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9427 M     | 2054-01-20      | 7.5000%  |  | $302525.76         | $314125.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9365 M     | 2053-12-20      | 7.0000%  |  | $380863465.50      | $395666062.68      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9276 M     | 2030-12-20      | 8.0000%  |  | $178481.18         | $186837.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M     | 2053-10-20      | 4.0000%  |  | $1518089.10        | $1392986.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M     | 2053-10-20      | 2.0000%  |  | $1392628.91        | $1117917.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9174 M     | 2053-09-20      | 7.0000%  |  | $591028.84         | $612339.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $7402198.53        | $7547661.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M     | 2053-09-20      | 4.0000%  |  | $7503428.98        | $6905947.61        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE2716 C     | 2063-06-20      | 6.5000%  |  | $27075.36          | $27733.05          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE3599 C     | 2064-08-20      | 5.0000%  |  | $107622.25         | $103867.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD5982 C     | 2054-08-20      | 6.5000%  |  | $90691.30          | $94989.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4245 C     | 2054-10-20      | 7.0000%  |  | $1041760.62        | $1100390.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4243 C     | 2054-11-20      | 7.0000%  |  | $1464175.48        | $1551946.78        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD1258 C     | 2064-05-20      | 6.5000%  |  | $51652.99          | $52827.89          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD0875 C     | 2062-09-20      | 4.5000%  |  | $175482.87         | $163802.20         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC9695 C     | 2064-07-20      | 6.5000%  |  | $25573.88          | $26195.54          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC7073 C     | 2064-06-20      | 6.5000%  |  | $26109.88          | $26744.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3571 C     | 2054-06-20      | 6.0000%  |  | $1785235.44        | $1832310.91        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC0018 C     | 2064-07-20      | 2.5000%  |  | $196763.13         | $156668.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7057 C     | 2054-04-20      | 6.5000%  |  | $837164.20         | $841676.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6406 C     | 2054-10-20      | 6.0000%  |  | $18442521.13       | $18847377.49       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1006 C     | 2054-09-20      | 7.0000%  |  | $1125650.89        | $1195881.25        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD9207 C     | 2064-03-20      | 6.5000%  |  | $42019.08          | $43040.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6781 C     | 2054-09-20      | 7.5000%  |  | $2606087.02        | $2701932.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005181 M     | 2041-09-20      | 3.5000%  |  | $127957.37         | $117144.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004832 M     | 2040-10-20      | 3.5000%  |  | $30805.12          | $28269.38          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605301 X     | 2034-07-15      | 5.5000%  |  | $32933.05          | $33293.79          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ1638 X     | 2047-02-15      | 4.0000%  |  | $61897.85          | $57474.76          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX8707 X     | 2047-01-15      | 3.0000%  |  | $139468.16         | $122423.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 711788 C     | 2033-07-20      | 3.5000%  |  | $449619.11         | $434772.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 673398 C     | 2046-07-20      | 3.0000%  |  | $485122.89         | $422249.35         | Agency Mortgage-Backed Securities |
| GNMA GNII EP 787495 C     | 2064-04-20      | 2.5000%  |  | $76201136.26       | $60676898.92       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786429 C     | 2052-06-20      | 4.0000%  |  | $665030.18         | $614010.55         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE3009 C     | 2064-08-20      | 6.5000%  |  | $38596.12          | $39534.28          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AS4907 X     | 2046-04-15      | 4.0000%  |  | $91360.44          | $84807.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8366 C     | 2055-05-20      | 6.5000%  |  | $1153856.00        | $1212500.86        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI6476 C     | 2065-05-20      | 6.5000%  |  | $35977088.00       | $36851946.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4070 C     | 2055-05-20      | 5.5000%  |  | $10475248.00       | $10479129.67       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  |  | $55710404.00       | $54239804.09       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M     | 2039-10-20      | 6.5000%  |  | $201122.76         | $213275.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M     | 2039-11-20      | 6.5000%  |  | $52067.15          | $54170.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4882 C     | 2055-05-20      | 7.5000%  |  | $10318096.00       | $11011778.16       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8929 C     | 2055-02-20      | 6.5000%  |  | $1436540.48        | $1516581.81        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH6904 C     | 2065-01-20      | 7.0000%  |  | $130690.88         | $134373.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6154 C     | 2055-01-20      | 7.0000%  |  | $1137042.93        | $1194081.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4699 C     | 2055-05-20      | 6.0000%  |  | $1173426.00        | $1207834.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4687 C     | 2055-05-20      | 5.0000%  |  | $1353650.00        | $1319585.10        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH4038 C     | 2065-02-20      | 4.5000%  |  | $687636.57         | $641855.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3849 C     | 2055-01-20      | 6.5000%  |  | $1219780.33        | $1283645.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9942 C     | 2054-12-20      | 5.5000%  |  | $1087198.84        | $1087604.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9136 C     | 2055-04-20      | 6.0000%  |  | $1155278.77        | $1189155.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7708 C     | 2055-01-20      | 6.5000%  |  | $5723331.43        | $5922732.93        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG7517 C     | 2064-12-20      | 6.5000%  |  | $131862.62         | $135067.95         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG6459 C     | 2064-10-20      | 6.5000%  |  | $114471.57         | $117253.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785615 C     | 2051-08-20      | 2.5000%  |  | $117326.13         | $97335.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785612 C     | 2051-09-20      | 2.5000%  |  | $227602.95         | $188926.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785283 C     | 2051-01-20      | 2.5000%  |  | $100560.85         | $84298.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784825 C     | 2049-10-20      | 3.5000%  |  | $95110.60          | $84686.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784670 C     | 2048-01-20      | 3.5000%  |  | $2824482.20        | $2535889.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785668 C     | 2051-09-20      | 2.5000%  |  | $105726.42         | $87236.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9104 M     | 2053-08-20      | 4.5000%  |  | $2557585.43        | $2423785.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M     | 2053-08-20      | 3.0000%  |  | $475915.29         | $414868.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8847 M     | 2038-08-20      | 5.0000%  |  | $38242.21          | $38698.74          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8862 M     | 2053-01-20      | 3.0000%  |  | $758555.72         | $642083.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M     | 2038-07-20      | 6.5000%  |  | $69198.38          | $72253.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M     | 2038-10-20      | 4.5000%  |  | $508131.47         | $500602.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8642 M     | 2053-02-20      | 2.5000%  |  | $9610828.77        | $8126560.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8610 M     | 2028-02-20      | 2.0000%  |  | $19197.05          | $18659.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8564 M     | 2053-01-20      | 2.5000%  |  | $721951.86         | $605330.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9107 M     | 2053-08-20      | 6.0000%  |  | $1842664.12        | $1878874.93        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8261 M     | 2052-09-20      | 4.5000%  |  | $598312.39         | $563774.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M     | 2037-09-20      | 3.0000%  |  | $961548.48         | $898986.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8239 M     | 2037-02-20      | 2.0000%  |  | $148652.93         | $134267.65         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8191 M     | 2052-08-20      | 3.5000%  |  | $571395.66         | $497713.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8153 M     | 2052-07-20      | 5.5000%  |  | $214719.52         | $214457.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M     | 2038-07-20      | 5.0000%  |  | $263811.43         | $264963.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8422 M     | 2052-11-20      | 2.0000%  |  | $5770759.13        | $4632414.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M     | 2037-11-20      | 4.5000%  |  | $149638.18         | $146664.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8344 M     | 2052-10-20      | 3.0000%  |  | $33994335.38       | $29633768.68       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8336 M     | 2052-10-20      | 3.0000%  |  | $1403999.02        | $1191911.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8316 M     | 2037-12-20      | 3.0000%  |  | $829677.43         | $773799.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8270 M     | 2052-09-20      | 5.5000%  |  | $98694297.19       | $98735803.67       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8936 M     | 2053-06-20      | 5.5000%  |  | $410218.92         | $406759.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7941 M     | 2052-03-20      | 5.0000%  |  | $16425.31          | $16121.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7912 M     | 2037-04-20      | 3.5000%  |  | $318286.36         | $304687.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  |  | $260313168.79      | $208963561.70      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7771 M     | 2051-12-20      | 4.5000%  |  | $15996.08          | $15324.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7710 M     | 2051-11-20      | 5.0000%  |  | $12820.32          | $12603.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7647 M     | 2051-10-20      | 1.5000%  |  | $787580.35         | $603308.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7519 M     | 2029-04-20      | 8.0000%  |  | $7509.25           | $7571.23           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7458 M     | 2031-10-20      | 8.0000%  |  | $15263.60          | $16090.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7395 M     | 2035-12-20      | 4.0000%  |  | $203250.21         | $188075.19         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7362 M     | 2051-05-20      | 4.0000%  |  | $1096489.63        | $992555.81         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7306 M     | 2051-04-20      | 3.5000%  |  | $659697.04         | $574108.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M     | 2035-08-20      | 5.0000%  |  | $338334.15         | $338761.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M     | 2051-03-20      | 3.5000%  |  | $770224.90         | $691152.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  |  | $191758.93         | $176715.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8042 M     | 2052-05-20      | 2.5000%  |  | $74090087.07       | $62121862.54       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M     | 2050-11-20      | 3.5000%  |  | $4718104.38        | $4233741.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $64422629.58       | $56308320.24       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6744 M     | 2035-03-20      | 4.5000%  |  | $53533.22          | $52476.21          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6702 M     | 2050-06-20      | 4.0000%  |  | $1044712.64        | $945697.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6713 M     | 2050-06-20      | 4.5000%  |  | $3410514.95        | $3283957.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6661 M     | 2050-05-20      | 5.5000%  |  | $711619.35         | $723133.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6683 M     | 2035-07-20      | 2.5000%  |  | $116910.49         | $108219.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2863 M     | 2030-06-20      | 2.5000%  |  | $119530.28         | $115730.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M     | 2043-10-20      | 3.5000%  |  | $4113754.69        | $3765189.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1224 M     | 2043-08-20      | 3.5000%  |  | $741013.24         | $678382.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1090 M     | 2043-06-20      | 3.5000%  |  | $173033.67         | $158445.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1760 M     | 2044-03-20      | 3.5000%  |  | $12768607.24       | $11672287.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0625 M     | 2042-12-20      | 3.5000%  |  | $1251276.60        | $1146550.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0623 M     | 2042-12-20      | 2.5000%  |  | $793287.30         | $681254.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M     | 2042-11-20      | 3.5000%  |  | $5858094.22        | $5367803.62        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  |  | $523143.85         | $467343.59         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB1086 X     | 2042-11-15      | 3.0000%  |  | $272228.76         | $243193.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6148 C     | 2043-03-20      | 3.0000%  |  | $469610.10         | $412572.98         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 766428 X     | 2046-11-15      | 2.5000%  |  | $643788.21         | $543425.42         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3351 | 2030-03-01      | 4.8800%  |  | $1000.00           | $1023.75           | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6648 M     | 2050-05-20      | 4.0000%  |  | $455594.91         | $412410.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6598 M     | 2050-04-20      | 2.5000%  |  | $1241046.62        | $1043682.84        | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MA6351 M     | 2049-12-20      | 4.5000%  |  | $141787.99         | $141400.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6095 M     | 2049-08-20      | 6.0000%  |  | $7958.29           | $8328.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6071 M     | 2034-01-20      | 6.5000%  |  | $31230.63          | $32027.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5907 M     | 2034-05-20      | 4.5000%  |  | $69344.01          | $69577.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5798 M     | 2034-08-20      | 7.0000%  |  | $22457.72          | $23213.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5528 M     | 2048-10-20      | 4.0000%  |  | $25068905.00       | $23240184.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5139 M     | 2048-04-20      | 5.0000%  |  | $47401.03          | $46875.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4781 M     | 2047-10-20      | 5.0000%  |  | $1498936.86        | $1488710.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4722 M     | 2047-09-20      | 5.0000%  |  | $1078468.81        | $1066803.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5300 M     | 2033-07-20      | 3.5000%  |  | $131619.40         | $129256.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3873 M     | 2046-08-20      | 3.0000%  |  | $57414290.16       | $50744051.05       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8846 M     | 2038-05-20      | 4.5000%  |  | $172259.15         | $169519.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA3282 C     | 2047-06-20      | 4.0000%  |  | $30719.85          | $28472.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4961 M     | 2048-01-20      | 3.0000%  |  | $81261.92          | $71505.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M     | 2038-07-20      | 3.5000%  |  | $258673.34         | $248514.58         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6925 M     | 2050-10-20      | 4.0000%  |  | $129848.57         | $117719.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8097 M     | 2052-06-20      | 2.5000%  |  | $75250087.28       | $63094480.83       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $377246.08         | $373172.87         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CF9622 C     | 2049-11-20      | 3.0000%  |  | $105419.68         | $91392.18          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  |  | $697885.63         | $589083.79         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CY2528 C     | 2062-09-20      | 5.0000%  |  | $1725817.25        | $1665622.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785660 C     | 2051-10-20      | 2.5000%  |  | $170658.32         | $140810.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8132 M     | 2034-08-20      | 7.0000%  |  | $16251.34          | $16798.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8243 M     | 2037-09-20      | 4.0000%  |  | $335712.09         | $325177.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8985 M     | 2038-07-20      | 4.5000%  |  | $47632.44          | $46972.49          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4365 C     | 2049-04-20      | 4.0000%  |  | $390001.42         | $359227.28         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CJ2152 X     | 2052-02-15      | 3.0000%  |  | $1866050.15        | $1634273.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784504 C     | 2048-02-20      | 3.5000%  |  | $1800230.39        | $1620944.45        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA2846 C     | 2064-03-20      | 5.0000%  |  | $283268.58         | $273386.98         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK1047 C     | 2065-02-20      | 3.0000%  |  | $226063.00         | $192375.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CN9838 C     | 2041-02-20      | 4.0000%  |  | $973843.36         | $914426.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ7823 C     | 2047-04-20      | 3.5000%  |  | $84532.24          | $76103.40          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC5166 C     | 2064-02-20      | 6.5000%  |  | $28755.82          | $29454.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3732 C     | 2053-10-20      | 7.0000%  |  | $698375.24         | $737209.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6354 C     | 2055-05-20      | 5.5000%  |  | $5073648.00        | $5092682.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV9455 C     | 2046-12-20      | 3.0000%  |  | $442625.60         | $382244.68         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE2216 C     | 2064-10-20      | 6.5000%  |  | $3943865.08        | $4039732.99        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF3557 C     | 2064-10-20      | 6.0000%  |  | $534401.12         | $539575.90         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ1038 C     | 2063-11-20      | 5.0000%  |  | $171450.07         | $165469.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M     | 2052-03-20      | 3.0000%  |  | $1412389425.54     | $1231288145.90     | Agency Mortgage-Backed Securities |
| GNMA GNII RG CP0132 C     | 2045-07-20      | 3.5000%  |  | $227831.16         | $202085.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9012 M     | 2053-07-20      | 3.0000%  |  | $51675354.55       | $45127708.20       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF9994 C     | 2065-01-20      | 5.0000%  |  | $300428.38         | $289946.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8138 C     | 2054-12-20      | 6.5000%  |  | $1538367.21        | $1620045.45        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8560 M     | 2053-01-20      | 5.5000%  |  | $648747.73         | $643276.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW5751 C     | 2053-08-20      | 7.5000%  |  | $1006850.78        | $1048993.19        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE7718 C     | 2064-06-20      | 5.0000%  |  | $632630.49         | $610562.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH0582 C     | 2051-08-20      | 2.5000%  |  | $1875933.34        | $1568737.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7043 C     | 2055-04-20      | 6.0000%  |  | $11702613.39       | $12009143.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0093 M     | 2054-12-20      | 6.0000%  |  | $64926158.61       | $65892476.25       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG9561 C     | 2064-11-20      | 4.5000%  |  | $475794.50         | $444116.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787751 C     | 2054-12-20      | 5.0000%  |  | $96160274.97       | $93697396.66       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF9973       | 2059-11-15      | 4.9800%  |  | $676053.56         | $662249.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6809 C     | 2054-11-20      | 4.5000%  |  | $11978105.85       | $11212321.58       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2869 C     | 2055-01-20      | 6.5000%  |  | $3425778.03        | $3545235.29        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA2481 C     | 2064-01-20      | 7.5000%  |  | $380617.98         | $392299.40         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ8813 C     | 2062-05-20      | 5.0000%  |  | $264639.51         | $255408.83         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ8734 C     | 2062-08-20      | 5.0000%  |  | $245651.19         | $237083.07         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ8013 C     | 2063-12-20      | 7.5000%  |  | $386787.53         | $398658.30         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ7050 C     | 2064-02-20      | 5.0000%  |  | $390842.51         | $377208.27         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ6952 C     | 2063-11-20      | 5.0000%  |  | $350914.29         | $338673.97         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ7086 C     | 2063-12-20      | 7.5000%  |  | $1210130.60        | $1245498.68        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ1083 C     | 2064-01-20      | 5.0000%  |  | $1776535.87        | $1714562.80        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CZ0973 C     | 2047-01-20      | 3.0000%  |  | $1143627.73        | $993774.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6899 C     | 2053-11-20      | 7.5000%  |  | $6640956.22        | $6885460.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6905 C     | 2053-11-20      | 7.5000%  |  | $2801027.16        | $2922974.55        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CY3572 C     | 2062-09-20      | 5.0000%  |  | $578461.38         | $558286.25         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CY2535 C     | 2063-11-20      | 5.0000%  |  | $229117.20         | $221125.31         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY1385       | 2059-04-15      | 5.5000%  |  | $466774.73         | $475497.61         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CX1832 C     | 2062-11-20      | 5.0000%  |  | $82347.50          | $79475.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0561 C     | 2053-09-20      | 6.5000%  |  | $2640998.70        | $2732998.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV9811 C     | 2053-06-20      | 5.0000%  |  | $1491864.97        | $1478118.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV0625 C     | 2053-09-20      | 7.0000%  |  | $1448805.93        | $1498562.11        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CU4629       | 2066-02-15      | 6.0500%  |  | $18601984.00       | $19669377.21       | Agency Mortgage-Backed Securities |
| GNMA GNII ET CU0229 C     | 2062-09-20      | 5.0000%  |  | $299978.47         | $289515.45         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CT5321 C     | 2063-01-20      | 5.0000%  |  | $986009.41         | $951619.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT3714 C     | 2053-04-20      | 5.0000%  |  | $782198.53         | $776497.69         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CS3924 C     | 2063-01-20      | 5.0000%  |  | $481091.55         | $464312.41         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CR6827 C     | 2053-12-20      | 5.0000%  |  | $73059.91          | $70513.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ9881 C     | 2052-10-20      | 4.5000%  |  | $263137.34         | $257253.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL1773 C     | 2045-01-20      | 3.5000%  |  | $2585081.00        | $2313116.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AK2626 C     | 2044-12-20      | 4.5000%  |  | $547428.85         | $522789.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AJ2596 C     | 2045-03-20      | 2.5000%  |  | $417053.00         | $347930.17         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3305 X     | 2046-10-15      | 2.5000%  |  | $597539.62         | $504378.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AD8811 C     | 2043-03-20      | 3.0000%  |  | $1060382.62        | $946647.74         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD6012 X     | 2043-04-15      | 3.5000%  |  | $7230.07           | $6600.97           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN0928 C     | 2039-02-20      | 6.0000%  |  | $1326195.50        | $1367183.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C     | 2052-06-20      | 2.5000%  |  | $3633572.65        | $2999023.29        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM2577 C     | 2048-10-20      | 3.0000%  |  | $151432.62         | $131287.04         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CM1224       | 2064-06-15      | 2.7800%  |  | $616810.24         | $518003.69         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL6201 X     | 2052-03-15      | 4.0000%  |  | $24544.87          | $22601.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C     | 2035-05-20      | 6.0000%  |  | $779079.57         | $801110.64         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CK7590 C     | 2046-12-20      | 3.0000%  |  | $94041.44          | $82575.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4917 C     | 2052-01-20      | 3.5000%  |  | $568539.87         | $508672.88         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI8163 C     | 2048-04-20      | 3.5000%  |  | $698005.18         | $618666.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI4299 C     | 2042-04-20      | 4.0000%  |  | $951342.94         | $893108.60         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4484 C     | 2043-05-20      | 3.0000%  |  | $256017.75         | $224691.84         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4389 C     | 2039-08-20      | 6.0000%  |  | $1438007.80        | $1493072.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI4372 C     | 2039-07-20      | 6.0000%  |  | $1295572.15        | $1349433.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1248 C     | 2051-12-20      | 2.5000%  |  | $5860646.06        | $4861077.06        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CH5613 C     | 2049-05-20      | 5.5000%  |  | $723685.97         | $725175.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG8222 C     | 2052-03-20      | 2.0000%  |  | $1867547.90        | $1462200.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9957 C     | 2051-10-20      | 2.5000%  |  | $517231.10         | $430782.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9791 C     | 2051-04-20      | 3.0000%  |  | $60422.55          | $52644.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C     | 2051-01-20      | 2.0000%  |  | $32846.47          | $26025.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8508 C     | 2050-12-20      | 3.0000%  |  | $49292.73          | $42960.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4583 C     | 2034-02-20      | 6.5000%  |  | $457910.41         | $473255.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4350 C     | 2051-03-20      | 2.5000%  |  | $5408551.53        | $4424367.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C     | 2036-04-20      | 5.0000%  |  | $1156093.42        | $1147568.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C     | 2050-10-20      | 3.0000%  |  | $229029.21         | $199593.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0542 C     | 2053-10-20      | 2.0000%  |  | $3939696.07        | $3083419.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783604 M     | 2042-06-20      | 3.5000%  |  | $85638.24          | $78515.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7396 M     | 2034-09-20      | 4.5000%  |  | $32038.07          | $31113.97          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CP1989 C     | 2038-12-20      | 6.0000%  |  | $696488.44         | $723024.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M     | 2039-07-20      | 6.5000%  |  | $107492.58         | $112127.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8077 M     | 2035-04-20      | 5.0000%  |  | $32758.56          | $32733.13          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CK9733 C     | 2047-12-20      | 3.0000%  |  | $124811.77         | $108210.02         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CW9144 C     | 2063-07-20      | 6.5000%  |  | $1563070.19        | $1601060.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6160 C     | 2043-03-20      | 3.5000%  |  | $1655556.50        | $1499231.32        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD7472 X     | 2043-04-15      | 3.5000%  |  | $5908.92           | $5394.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR8843 C     | 2050-02-20      | 4.0000%  |  | $1358620.46        | $1260988.93        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB5588 C     | 2063-03-20      | 5.0000%  |  | $348525.36         | $336368.02         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8415 M     | 2052-11-20      | 3.0000%  |  | $3422213.32        | $2905245.79        | Agency Mortgage-Backed Securities |
| GNMA GNII EP 787434 C     | 2064-04-20      | 3.0000%  |  | $96923077.25       | $82481894.15       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD0910 C     | 2062-08-20      | 5.0000%  |  | $63297.61          | $61089.78          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA9241 C     | 2064-03-20      | 5.0000%  |  | $617493.69         | $595952.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6408 M     | 2050-01-20      | 2.5000%  |  | $499196.33         | $420613.29         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698401 X     | 2039-07-15      | 4.5000%  |  | $703476.52         | $674595.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784981 C     | 2050-04-20      | 3.5000%  |  | $36344.00          | $31951.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3287 C     | 2053-11-20      | 7.0000%  |  | $120221.85         | $123472.03         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AS4933 X     | 2046-05-15      | 4.5000%  |  | $33605.97          | $32337.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C     | 2035-09-20      | 5.5000%  |  | $881882.94         | $900404.73         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 479494 X     | 2041-10-15      | 4.0000%  |  | $58564.73          | $54799.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785359 C     | 2051-03-20      | 2.0000%  |  | $13756110.33       | $10716534.21       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6412 C     | 2050-10-20      | 3.0000%  |  | $289057.94         | $251934.71         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 757379 X     | 2046-07-15      | 2.5000%  |  | $1432534.71        | $1209248.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8542 M     | 2038-10-20      | 7.0000%  |  | $134271.87         | $139466.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8315 M     | 2033-07-20      | 2.5000%  |  | $25459.89          | $24062.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C     | 2054-09-20      | 5.5000%  |  | $1537341.50        | $1537915.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6430 C     | 2050-10-20      | 3.0000%  |  | $400052.23         | $348686.19         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CW8950 C     | 2062-09-20      | 5.0000%  |  | $308369.10         | $293718.11         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF3649 C     | 2064-09-20      | 6.5000%  |  | $87435.08          | $89560.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M     | 2051-01-20      | 2.0000%  |  | $4204884.93        | $3375425.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA9373 C     | 2035-09-20      | 5.0000%  |  | $316547.08         | $314211.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6843 M     | 2035-09-20      | 4.0000%  |  | $7011.42           | $6726.87           | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M     | 2047-11-20      | 4.5000%  |  | $406804.03         | $387100.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR5903 C     | 2053-01-20      | 4.5000%  |  | $799229.19         | $758421.35         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO7989 C     | 2045-09-20      | 4.5000%  |  | $3193027.12        | $3027794.36        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3125000000.00
- **C.18.a - Value (excl. sponsor support):** $3125000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 1/4 NOTE AD 25 | 2025-09-30      | 0.2500%  |  | $48764000.00       | $48131864.27       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $2569475600.00     | $2642665519.39     | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $345896800.00      | $350298787.83      | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  |  | $505800.00         | $496980.37         | U.S. Treasuries (including strips) |
| USTR BILL 07/08/25    | 2025-07-08      | 0.0000%  |  | $146524900.00      | $145906857.97      | U.S. Treasuries (including strips) |

### Security 183: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.380%, 7/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-15O FA     | 2073-06-20      | 5.4283%  |  | $8208622.43        | $8316006.42        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4499DA 01/15/44 | 2044-01-15      | 3.5000%  |  | $22765794.16       | $22013485.83       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  |  | $37404.04          | $36984.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  |  | $64474.16          | $61270.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  |  | $392847.16         | $373325.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8984 | 2047-03-01      | 4.5000%  |  | $73711.29          | $70944.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  |  | $40919863.30       | $33419697.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $699.07            | $652.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5021 | 2055-03-01      | 5.5000%  |  | $1130477.56        | $1129236.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8516 | 2055-05-01      | 6.5000%  |  | $6432570.43        | $6669817.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY3202 | 2055-05-01      | 6.5000%  |  | $1031413.91        | $1074571.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4316 | 2049-10-01      | 3.5000%  |  | $54219.18          | $49209.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  |  | $330275172.17      | $334993593.27      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0264 | 2055-04-01      | 6.0000%  |  | $149857006.12      | $152978427.60      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8376 | 2040-04-01      | 4.0000%  |  | $210359.23         | $204070.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8703 | 2054-11-01      | 5.0000%  |  | $24740044.34       | $24016837.87       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0047 | 2055-04-01      | 6.5000%  |  | $11148990.72       | $11526831.25       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2702 | 2055-01-01      | 5.5000%  |  | $8517770.80        | $8507247.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX0067 | 2054-11-01      | 6.0000%  |  | $965675.80         | $987516.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  |  | $35262.19          | $32405.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $1248450.39        | $1182232.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $1287534.83        | $1215024.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB9672 | 2043-06-01      | 3.5000%  |  | $3655279.87        | $3370875.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL887780 | 2036-03-01      | 5.0000%  |  | $302840.02         | $299150.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS9074 | 2052-06-01      | 3.0000%  |  | $21245506.85       | $18134329.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7902 | 2053-12-01      | 6.5000%  |  | $67327.53          | $70189.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5701 | 2052-12-01      | 4.0000%  |  | $1823606.36        | $1677563.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  |  | $224653.72         | $192880.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4746 | 2053-05-01      | 6.5000%  |  | $102184.28         | $105647.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  |  | $2094474.92        | $2093916.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFS4463 | 2037-08-01      | 1.5000%  |  | $4969095.07        | $4359766.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $932619.34         | $832245.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8326 | 2051-08-01      | 2.5000%  |  | $46778631.77       | $38816482.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM8194 | 2051-07-01      | 2.0000%  |  | $1106595.03        | $860205.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $1678181.81        | $1564861.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  |  | $6240330.61        | $4926779.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA0426 | 2040-02-01      | 5.5000%  |  | $5363229.33        | $5461331.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  |  | $253633.56         | $246663.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5043 | 2052-10-01      | 4.5000%  |  | $7318672.67        | $6917975.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $19669229.24       | $19558089.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3665 | 2052-05-01      | 2.5000%  |  | $548751.30         | $447580.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3614 | 2052-05-01      | 4.0000%  |  | $136536.32         | $126403.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2890 | 2052-02-01      | 3.0000%  |  | $72998.72          | $62712.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2937 | 2049-01-01      | 4.0000%  |  | $39851.41          | $37183.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3520 | 2053-06-01      | 5.5000%  |  | $131856.96         | $131236.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX5931 | 2053-01-01      | 6.0000%  |  | $3140620.63        | $3190312.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW7265 | 2052-11-01      | 6.0000%  |  | $3590810.27        | $3648821.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBW1732 | 2052-05-01      | 2.0000%  |  | $1393810.29        | $1084063.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBV7548 | 2037-07-01      | 3.0000%  |  | $352720.10         | $332855.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $346124.58         | $269066.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBO6594 | 2051-04-01      | 2.5000%  |  | $85470.85          | $70656.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBN9135 | 2051-04-01      | 2.5000%  |  | $26098.36          | $21300.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7231 | 2054-12-01      | 5.5000%  |  | $13010307.61       | $12977776.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U6BF0499 | 2054-12-01      | 3.0000%  |  | $2275516.14        | $1955081.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0691 | 2055-06-01      | 6.0000%  |  | $1216943.48        | $1242831.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7758 | 2055-05-01      | 5.0000%  |  | $7040463.39        | $6856501.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4298 | 2055-03-01      | 6.0000%  |  | $13430295.66       | $13626180.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3075 | 2055-03-01      | 5.5000%  |  | $1364228.40        | $1369156.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6143 | 2054-07-01      | 6.0000%  |  | $39498.18          | $40062.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD5591 | 2052-06-01      | 2.0000%  |  | $79901.23          | $62415.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3475 | 2053-08-01      | 5.5000%  |  | $151544.30         | $151908.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8294 | 2039-04-01      | 5.5000%  |  | $221536.10         | $225699.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB1388 | 2038-01-01      | 2.5000%  |  | $21099.04          | $19497.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  |  | $4140.90           | $4215.61           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08836 G | 2048-09-01      | 4.0000%  |  | $510645.56         | $477607.42         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  |  | $9861.83           | $8956.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC2090 | 2054-11-01      | 5.0000%  |  | $945298.58         | $927673.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  |  | $150661.83         | $134146.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7189 | 2046-05-01      | 4.0000%  |  | $422816.75         | $392566.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAS6053 | 2035-10-01      | 4.0000%  |  | $21800.42          | $21543.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272 | 2031-03-01      | 3.5000%  |  | $217.59            | $214.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL8051 | 2034-05-01      | 4.0000%  |  | $105855.23         | $104203.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIQO3339 | 2040-04-01      | 5.5000%  |  | $915812.96         | $935326.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4859 | 2054-04-01      | 5.0000%  |  | $2591709.61        | $2529160.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6101 | 2051-06-01      | 2.5000%  |  | $3015834.96        | $2415589.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5204 | 2051-05-01      | 2.0000%  |  | $1575542.93        | $1224727.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1879 | 2054-08-01      | 7.0000%  |  | $1693506.05        | $1787148.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH1633 | 2053-09-01      | 5.0000%  |  | $423413.61         | $413227.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2194 | 2053-04-01      | 6.0000%  |  | $158193.25         | $163231.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD7144 | 2052-01-01      | 2.0000%  |  | $2788590.17        | $2168868.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD1841 | 2051-11-01      | 2.0000%  |  | $3535237.72        | $2750804.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB6579 | 2050-12-01      | 2.0000%  |  | $4709404.31        | $3663276.60        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G61799 G | 2047-08-01      | 4.0000%  |  | $7759884.29        | $7260568.50        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  |  | $2854399.74        | $2684557.89        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q42921 G | 2046-09-01      | 3.5000%  |  | $55868.48          | $50889.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $969.39            | $830.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3360 | 2038-05-01      | 3.5000%  |  | $64725.44          | $61992.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  |  | $654.29            | $558.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8438 | 2051-08-01      | 2.5000%  |  | $141547037.29      | $116941333.90      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4737 | 2048-06-01      | 3.5000%  |  | $55468.29          | $50241.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  |  | $23298.24          | $22600.39          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A53165 G | 2036-10-01      | 6.0000%  |  | $13798.44          | $14280.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4815 | 2052-07-01      | 2.5000%  |  | $484796.00         | $395425.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5917 | 2049-04-01      | 4.0000%  |  | $21632526.19       | $20218131.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT0240 | 2051-09-01      | 2.0000%  |  | $6937203.65        | $5414744.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  |  | $42126.18          | $34359.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3743 | 2052-03-01      | 2.0000%  |  | $95637.25          | $74441.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3572 | 2053-08-01      | 5.5000%  |  | $115249.97         | $115491.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  |  | $8172933.26        | $7103894.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU6919 | 2052-04-01      | 2.0000%  |  | $1399233.30        | $1090628.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2850 | 2052-02-01      | 2.0000%  |  | $29129174.95       | $22655714.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3876 | 2054-10-01      | 5.5000%  |  | $17403830.96       | $17390892.18       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8876 | 2052-09-01      | 4.0000%  |  | $1218543.76        | $1136347.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5646 | 2053-02-01      | 5.5000%  |  | $37100110.90       | $36973063.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS7637 | 2035-09-01      | 3.5000%  |  | $624923.97         | $615006.70         | Agency Mortgage-Backed Securities         |

### Security 184: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2017-7O FG      | 2067-02-20      | 4.8934%  |  | $67597.00          | $67490.55          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL100BA R12F100 | 2027-09-25      | 1.5000%  |  | $29705.73          | $28909.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-4O FB      | 2063-09-20      | 5.1634%  |  | $70794.92          | $70700.64          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5118CA 10/15/33 | 2033-10-15      | 1.5000%  |  | $109500.00         | $99386.51          | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 02.000 CLRA3576 | 2050-09-01      | 2.0000%  |  | $8640464.97        | $6718558.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQE1478 | 2052-03-01      | 2.0000%  |  | $21417.44          | $16657.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD6549 | 2052-02-01      | 2.0000%  |  | $16829.59          | $13089.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2708 | 2036-08-01      | 3.5000%  |  | $17646.57          | $17002.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB6480 | 2050-12-01      | 2.0000%  |  | $240941.67         | $187402.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2095 | 2052-02-01      | 2.5000%  |  | $20051.26          | $16385.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $14453.02          | $11820.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  |  | $19955.60          | $17152.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX8230 | 2053-04-01      | 5.0000%  |  | $158008.67         | $153712.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7833 | 2050-11-01      | 2.0000%  |  | $78447.89          | $61785.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0242 | 2037-05-01      | 2.5000%  |  | $62625.88          | $57908.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $390212.43         | $332643.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $407471.55         | $333420.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3487 | 2054-10-01      | 5.0000%  |  | $296925.43         | $290289.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC9944 | 2051-11-01      | 2.5000%  |  | $3309939.41        | $2701274.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  |  | $4487.44           | $4247.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA2729 | 2050-06-01      | 2.5000%  |  | $265433.19         | $219836.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX5666 | 2053-01-01      | 6.0000%  |  | $176772.45         | $179461.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1573 | 2049-10-01      | 3.5000%  |  | $34818.70          | $31323.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  |  | $6739.01           | $6036.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5359 | 2055-04-01      | 6.5000%  |  | $449365.62         | $467268.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8017 | 2055-05-01      | 5.5000%  |  | $306942.53         | $306053.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1884 | 2051-09-01      | 3.5000%  |  | $13051.18          | $11698.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4350 | 2055-05-01      | 5.5000%  |  | $2542896.00        | $2526236.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7506 | 2052-07-01      | 4.5000%  |  | $506120.69         | $479220.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  |  | $8686.06           | $8306.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3586 | 2055-01-01      | 6.0000%  |  | $1175095.14        | $1207478.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9111 | 2055-03-01      | 5.5000%  |  | $488676.67         | $488718.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7443 | 2054-12-01      | 5.5000%  |  | $2310167.14        | $2307313.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5409 | 2044-06-01      | 5.0000%  |  | $68416.14          | $68052.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $66863.90          | $68966.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $22652654.16       | $22529934.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $7284.98           | $6701.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  |  | $54852220.57       | $40422374.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  |  | $1234240.68        | $962537.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2321 | 2035-07-01      | 3.5000%  |  | $25434.86          | $24632.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  |  | $26980.74          | $24837.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA0806 | 2026-07-01      | 3.5000%  |  | $1117.24           | $1110.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0278 | 2055-04-01      | 6.5000%  |  | $17283094.27       | $18022121.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  |  | $56451.09          | $48515.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6764 | 2051-03-01      | 2.5000%  |  | $13616.73          | $11113.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5848 | 2051-02-01      | 2.0000%  |  | $555333.09         | $434883.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  |  | $1666580.83        | $1690390.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $374358.69         | $381969.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2927 | 2052-02-01      | 2.0000%  |  | $2785322.97        | $2166296.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3508 | 2052-05-01      | 4.0000%  |  | $602345.06         | $560296.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1896 | 2051-10-01      | 2.0000%  |  | $15646976.07       | $12314218.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2614 | 2052-01-01      | 2.0000%  |  | $657343.72         | $512899.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9291 | 2051-02-01      | 2.5000%  |  | $224325.86         | $183080.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3446 | 2054-11-01      | 6.0000%  |  | $52036.75          | $52780.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2288 | 2054-09-01      | 5.0000%  |  | $121542.48         | $118128.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL1287 | 2050-09-01      | 3.5000%  |  | $5469696.00        | $4916236.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0607 | 2048-01-01      | 3.5000%  |  | $1889504.59        | $1720625.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3711 | 2055-05-01      | 6.0000%  |  | $559248.00         | $576016.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8687 | 2055-03-01      | 5.5000%  |  | $394371.76         | $397259.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX0997 | 2054-12-01      | 5.0000%  |  | $678341.84         | $665932.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  |  | $963904.00         | $994497.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA5588 | 2040-01-01      | 4.0000%  |  | $30876.55          | $29963.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD3619 | 2051-12-01      | 2.5000%  |  | $188796.93         | $154076.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC8196 | 2051-10-01      | 2.5000%  |  | $3009260.88        | $2455938.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC2062 | 2051-05-01      | 2.0000%  |  | $528499.56         | $410827.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB4514 | 2050-10-01      | 2.0000%  |  | $1021504.70        | $799957.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB5275 | 2050-11-01      | 2.0000%  |  | $1363384.01        | $1060327.07        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83344 G | 2047-08-01      | 4.0000%  |  | $8864.31           | $8297.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $1378631.84        | $1369599.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $37125289.46       | $36039960.50       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  |  | $86178.26          | $85613.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3625 | 2049-01-01      | 4.0000%  |  | $85854.77          | $80214.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4896 | 2047-02-01      | 3.0000%  |  | $27705.54          | $24632.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $630606.65         | $514927.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5485 | 2051-09-01      | 2.5000%  |  | $303950.12         | $249613.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0507 | 2045-09-01      | 4.0000%  |  | $239662.03         | $228126.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  |  | $59.50             | $60.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7709 | 2050-11-01      | 2.0000%  |  | $31193123.53       | $24493904.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  |  | $372492.42         | $307029.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  |  | $17679710.81       | $14572959.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  |  | $3973.11           | $3420.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKCA4239 | 2048-09-01      | 3.5000%  |  | $579349.38         | $511601.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  |  | $25492.98          | $23081.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9896 | 2053-10-01      | 7.0000%  |  | $71460.45          | $75222.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX6470 | 2053-02-01      | 7.0000%  |  | $944992.45         | $1000532.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3089 | 2052-02-01      | 2.5000%  |  | $54814.85          | $45287.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3022 | 2052-02-01      | 2.0000%  |  | $151299.66         | $117736.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5770 | 2055-02-01      | 6.0000%  |  | $445369.14         | $455171.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBU5169 | 2054-10-01      | 7.5000%  |  | $703389.16         | $748599.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  |  | $1890389.00        | $1470271.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ7041 | 2052-01-01      | 2.0000%  |  | $15369179.67       | $11953750.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP2809 | 2050-05-01      | 2.5000%  |  | $1162.13           | $960.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0227 | 2055-06-01      | 5.0000%  |  | $1189572.50        | $1155151.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6245 | 2055-04-01      | 6.0000%  |  | $308420.60         | $318275.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD2888 | 2055-01-01      | 7.0000%  |  | $365352.14         | $384039.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2331 | 2055-03-01      | 5.5000%  |  | $1134505.44        | $1127072.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2061 | 2054-09-01      | 7.0000%  |  | $340049.93         | $356841.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8259 | 2054-11-01      | 7.0000%  |  | $331887.95         | $350153.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB6619 | 2054-06-01      | 5.5000%  |  | $561495.44         | $559723.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2662 | 2053-10-01      | 7.0000%  |  | $536217.19         | $566464.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAX0943 | 2044-08-01      | 5.0000%  |  | $20357.78          | $20017.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW4181 | 2029-05-01      | 3.5000%  |  | $355.70            | $351.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509 | 2046-12-01      | 3.0000%  |  | $2939.39           | $2596.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL257072 | 2038-02-01      | 5.5000%  |  | $8118.08           | $8287.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0004 | 2037-04-01      | 3.0000%  |  | $124975.29         | $117955.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7451 | 2054-06-01      | 6.0000%  |  | $475295.20         | $482107.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI3965 | 2054-04-01      | 6.5000%  |  | $3296961.97        | $3406550.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  |  | $9396826.53        | $7365590.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6765 | 2052-02-01      | 2.5000%  |  | $1978670.20        | $1631704.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8150 | 2051-06-01      | 2.0000%  |  | $1913130.13        | $1495849.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4116 | 2052-12-01      | 4.5000%  |  | $6045879.00        | $5725634.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW8390 | 2052-09-01      | 5.5000%  |  | $309651.96         | $308822.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB5884 | 2053-03-01      | 4.0000%  |  | $1169950.09        | $1076266.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM0037 | 2034-12-01      | 3.0000%  |  | $29693.62          | $28699.03          | Agency Mortgage-Backed Securities         |

### Security 185: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $825000000.00
- **C.18.a - Value (excl. sponsor support):** $825000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $53842301.89       | $33537587.09       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $62.26             | $44.79             | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $12000692.84       | $12309003.18       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $14668811.32       | $14719775.82       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $41889390.57       | $42480415.14       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $6226415.09        | $6354503.46        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $4416707.55        | $4466913.57        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  |  | $42135396.23       | $40543249.52       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  |  | $10825307.55       | $10571360.60       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $32325056.60       | $33133816.85       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $14303196.23       | $13868313.45       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $89661244.73       | $80253642.67       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $501950671.70      | $499568411.30      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $33842309.43       | $34658941.18       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $15630792.45       | $15338380.92       | U.S. Treasuries (including strips) |

### Security 186: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.390%, 8/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $695000000.00
- **C.18.a - Value (excl. sponsor support):** $695000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLSL1433 | 2054-11-01      | 6.0000%  |  | $16870479.18       | $17190045.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1275 | 2054-11-01      | 6.5000%  |  | $12150734.18       | $12722269.62       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1270 | 2054-11-01      | 6.5000%  |  | $23410891.81       | $24583639.62       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1042 | 2054-11-01      | 5.0000%  |  | $14755533.81       | $14366441.87       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0686 | 2054-11-01      | 6.5000%  |  | $10467352.50       | $10838264.30       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0678 | 2054-11-01      | 6.5000%  |  | $101421990.56      | $105293279.20      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0630 | 2054-11-01      | 5.5000%  |  | $13691483.26       | $13601784.28       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0236 | 2054-11-01      | 5.5000%  |  | $27572248.18       | $27544112.24       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0233 | 2054-11-01      | 5.0000%  |  | $3078985.01        | $3010150.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0232 | 2054-11-01      | 5.0000%  |  | $25824651.47       | $25247309.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0230 | 2054-11-01      | 5.0000%  |  | $24193091.23       | $23560049.43       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0112 | 2054-11-01      | 6.0000%  |  | $40752471.48       | $41861848.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0779 | 2054-11-01      | 5.5000%  |  | $14495674.52       | $14592209.28       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX6635 | 2054-11-01      | 5.0000%  |  | $14505222.03       | $14093299.52       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX6608 | 2054-11-01      | 5.0000%  |  | $12886417.19       | $12519473.60       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX5210 | 2054-11-01      | 5.0000%  |  | $2850092.81        | $2770910.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX4778 | 2054-11-01      | 6.0000%  |  | $1073767.74        | $1089255.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX3421 | 2054-11-01      | 5.0000%  |  | $2392456.17        | $2323959.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX0970 | 2054-11-01      | 6.5000%  |  | $708.34            | $744.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX0304 | 2054-11-01      | 5.0000%  |  | $108736.41         | $105604.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX0315 | 2054-11-01      | 6.0000%  |  | $1317985.34        | $1344501.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9941 | 2054-11-01      | 5.0000%  |  | $2705397.83        | $2644939.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  |  | $74337.27          | $74444.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTFS6138 | 2043-06-01      | 3.5000%  |  | $18495256.33       | $16883957.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM7356 | 2047-01-01      | 3.0000%  |  | $19502809.04       | $17331398.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1863 | 2055-06-01      | 6.0000%  |  | $13701140.18       | $13920335.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  |  | $1221159.91        | $1266324.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1143 | 2054-11-01      | 6.0000%  |  | $9887201.74        | $10165440.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1132 | 2054-11-01      | 5.5000%  |  | $15423753.54       | $15483837.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2627 | 2052-01-01      | 2.5000%  |  | $26143235.70       | $21568924.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1456 | 2054-11-01      | 5.0000%  |  | $759052.15         | $737612.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8495 | 2054-11-01      | 5.0000%  |  | $708680.96         | $688001.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6894 | 2054-11-01      | 5.5000%  |  | $1884623.02        | $1872279.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6841 | 2054-11-01      | 5.0000%  |  | $59097.34          | $57369.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC6459 | 2054-11-01      | 6.0000%  |  | $431010.54         | $437168.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6385 | 2054-11-01      | 5.0000%  |  | $2846054.12        | $2763739.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  |  | $2441400.07        | $2425410.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5256 | 2054-11-01      | 4.5000%  |  | $778947.38         | $740814.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4806 | 2054-11-01      | 6.0000%  |  | $1142002.13        | $1158893.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3867 | 2054-11-01      | 6.0000%  |  | $2422598.77        | $2457671.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2702 | 2054-11-01      | 5.5000%  |  | $96673.46          | $96040.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ9686 | 2054-11-01      | 6.0000%  |  | $264954.85         | $268834.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8702 | 2054-11-01      | 5.0000%  |  | $1176391.17        | $1142653.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  |  | $1215595.36        | $1180386.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8594 | 2054-11-01      | 5.0000%  |  | $1316430.97        | $1278549.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8523 | 2054-11-01      | 5.5000%  |  | $141852.69         | $140923.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8234 | 2054-11-01      | 5.0000%  |  | $275275.08         | $267607.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8138 | 2054-11-01      | 5.5000%  |  | $1918837.75        | $1906270.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8957 | 2054-11-01      | 5.5000%  |  | $2041429.98        | $2028059.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7712 | 2054-11-01      | 5.0000%  |  | $1772961.90        | $1723586.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7744 | 2054-11-01      | 5.0000%  |  | $6168813.22        | $5990638.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8168 | 2054-11-01      | 5.0000%  |  | $13187139.51       | $12801663.31       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ7682 | 2054-11-01      | 4.5000%  |  | $220650.69         | $208589.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3478 | 2051-12-01      | 3.0000%  |  | $19944309.75       | $16985784.15       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8983 | 2054-11-01      | 5.0000%  |  | $6812501.36        | $6616075.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0016 | 2054-11-01      | 5.5000%  |  | $10610936.73       | $10541419.77       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8927 | 2054-11-01      | 5.0000%  |  | $326691.74         | $317288.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8923 | 2054-11-01      | 5.0000%  |  | $329762.58         | $320229.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8904 | 2054-11-01      | 5.5000%  |  | $1096692.52        | $1089510.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ7696 | 2054-11-01      | 4.5000%  |  | $7708594.40        | $7298928.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7363 | 2054-11-01      | 6.0000%  |  | $1982985.09        | $2015542.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8059 | 2054-11-01      | 5.0000%  |  | $1278801.31        | $1241727.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7203 | 2054-11-01      | 5.0000%  |  | $9800447.21        | $9615147.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6764 | 2054-11-01      | 5.0000%  |  | $3299572.77        | $3204979.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC4097 | 2054-11-01      | 4.5000%  |  | $5063302.70        | $4786542.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0227 | 2054-11-01      | 6.0000%  |  | $9574891.05        | $9768000.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX0974 | 2054-11-01      | 6.5000%  |  | $49305.54          | $51861.94          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX4182 | 2054-11-01      | 5.0000%  |  | $7723542.56        | $7508378.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB4828 | 2054-11-01      | 4.5000%  |  | $2138240.19        | $2021363.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8703 | 2054-11-01      | 5.0000%  |  | $1217494.18        | $1181904.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  |  | $4895798.98        | $4348676.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6508 | 2054-11-01      | 5.5000%  |  | $2719981.72        | $2702170.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8052 | 2054-11-01      | 6.5000%  |  | $975.70            | $1017.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0684 | 2054-11-01      | 5.0000%  |  | $12471336.89       | $12247723.05       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5738 | 2054-11-01      | 5.5000%  |  | $13683911.16       | $13594289.15       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX0824 | 2054-11-01      | 5.0000%  |  | $1169977.88        | $1137215.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9064 | 2054-11-01      | 5.5000%  |  | $184462.31         | $183254.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6011 | 2054-11-01      | 5.5000%  |  | $893601.04         | $887748.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3607 | 2054-11-01      | 5.0000%  |  | $16806977.18       | $16315436.60       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6980 | 2054-11-01      | 5.5000%  |  | $136383.45         | $137129.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL1425 | 2054-11-01      | 4.0000%  |  | $12527147.61       | $11521207.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8658 | 2054-11-01      | 5.0000%  |  | $2401675.23        | $2331651.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX6618 | 2054-11-01      | 5.5000%  |  | $1917781.36        | $1917885.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0111 | 2054-11-01      | 6.0000%  |  | $9995284.66        | $10179730.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $64997.21          | $64571.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4565 | 2054-11-01      | 5.0000%  |  | $1737470.19        | $1686680.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8928 | 2054-11-01      | 5.5000%  |  | $1025815.68        | $1019097.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1858 | 2055-01-01      | 5.0000%  |  | $35026076.81       | $34034095.50       | Agency Mortgage-Backed Securities |

### Security 187: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.380%, 6/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $1645000000.00
- **C.18.a - Value (excl. sponsor support):** $1645000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2010-H03 FA     | 2060-03-20      | 4.9863%  |  | $27929.79          | $27873.98          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060AC R04F060 | 2034-04-25      | 5.5000%  |  | $1621.40           | $1618.18           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3540TB 03/15/39 | 2039-03-15      | 5.0000%  |  | $2290.87           | $2264.12           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4305CT 02/15/29 | 2029-02-15      | 2.0000%  |  | $232.76            | $230.00            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042PF R06F042 | 2036-06-25      | 4.8465%  |  | $3831.44           | $3803.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2005-003 QB     | 2035-01-16      | 5.0000%  |  | $11370.07          | $11401.30          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4736EP 09/15/46 | 2046-09-15      | 3.5000%  |  | $29299.98          | $29141.86          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025PA R19F025 | 2048-05-25      | 3.0000%  |  | $39694.35          | $36118.87          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5383AU 02/25/54 | 2054-02-25      | 5.0000%  |  | $344826.22         | $343963.05         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542FL 05/25/55 | 2055-05-25      | 5.5720%  |  | $191855.43         | $192690.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-152 CY     | 2052-09-20      | 4.5000%  |  | $39028.37          | $31746.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-080 GB     | 2028-06-20      | 6.0000%  |  | $845758.35         | $869099.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-152 YP     | 2049-12-20      | 4.5000%  |  | $40864.51          | $30244.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-008 BE     | 2042-11-20      | 1.7500%  |  | $17848.86          | $15589.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-15O FA     | 2066-07-20      | 5.2334%  |  | $43651.41          | $43813.17          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068PG R05F068 | 2035-08-25      | 5.5000%  |  | $11760.04          | $11816.71          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL081HE R01F081 | 2032-01-25      | 6.5000%  |  | $15183.05          | $15666.12          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FL 01/25/55 | 2055-01-25      | 5.5220%  |  | $159869.31         | $159511.51         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KQ 09/25/49 | 2049-09-25      | 3.0000%  |  | $116035.75         | $106208.30         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 04948E 10/25/48 | 2048-10-25      | 2.5000%  |  | $98113.09          | $87779.22          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5083VA 08/15/38 | 2038-08-15      | 1.0000%  |  | $8291.18           | $7832.95           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4307NA 09/15/39 | 2039-09-15      | 3.0000%  |  | $199.99            | $198.10            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3778JA 04/15/40 | 2040-04-15      | 3.5000%  |  | $23774.10          | $23691.57          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL111B R12F111  | 2042-10-25      | 7.0000%  |  | $10229.33          | $10879.43          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL046BA R12F046 | 2042-05-25      | 6.0000%  |  | $37933.32          | $39030.52          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 2410PF 02/15/32 | 2032-02-15      | 5.4268%  |  | $0.01              | $0.01              | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3240FY 11/15/36 | 2036-11-15      | 0.0000%  |  | $28432.80          | $22436.04          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC069HL R09F069 | 2039-09-25      | 5.0000%  |  | $20071.69          | $20072.85          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC066PF R05F066 | 2035-07-25      | 4.6865%  |  | $16820.57          | $16654.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FG     | 2055-04-20      | 5.6383%  |  | $1715.02           | $1692.26           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 BL     | 2055-03-20      | 5.0000%  |  | $845.76            | $779.19            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-030 FB     | 2055-02-20      | 5.9783%  |  | $21111.57          | $21180.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-142 WG     | 2054-09-20      | 4.0000%  |  | $1402533.55        | $1237546.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-096 CL     | 2054-06-20      | 5.0000%  |  | $68063.25          | $63189.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-058 CT     | 2054-04-20      | 5.5000%  |  | $603.89            | $607.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DI0161 C     | 2055-04-20      | 6.5000%  |  | $3738551.84        | $3868971.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0799 C     | 2055-04-20      | 5.5000%  |  | $4666754.34        | $4705752.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $19457836.41       | $19390425.82       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  |  | $4729683.23        | $4856973.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $17587442.48       | $17529220.23       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0304 M     | 2055-04-20      | 3.5000%  |  | $10129975.07       | $9018508.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0256 M     | 2055-03-20      | 4.0000%  |  | $8574543.00        | $7869734.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0282 M     | 2040-04-20      | 5.0000%  |  | $9066721.25        | $9086820.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0208 M     | 2055-02-20      | 7.0000%  |  | $21683026.20       | $22447480.57       | Agency Mortgage-Backed Securities         |
| FMAC FMRA 0E003A 08/15/32 | 2032-08-01      | 4.5620%  |  | $356.93            | $351.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  |  | $8943975.91        | $8025746.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  |  | $26444703.54       | $24341509.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $21122716.67       | $18413235.40       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2893 M     | 2045-06-20      | 4.0000%  |  | $6955077.78        | $6521722.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  |  | $5124427.45        | $5019607.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $5730367.01        | $5014779.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  |  | $23269248.96       | $18679136.22       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AV2187 C     | 2046-09-20      | 3.0000%  |  | $7593188.44        | $6693469.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  |  | $14430297.24       | $12581367.32       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9669 M     | 2054-05-20      | 6.0000%  |  | $7256809.82        | $7381781.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB2912 C     | 2051-04-20      | 2.5000%  |  | $4305358.21        | $3608363.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2049 C     | 2055-05-20      | 7.0000%  |  | $5896943.56        | $6099078.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4848 C     | 2051-03-20      | 6.5000%  |  | $4226668.92        | $4462124.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8449 C     | 2055-03-20      | 6.5000%  |  | $8529972.40        | $8827541.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5923 C     | 2055-02-20      | 6.0000%  |  | $6507294.77        | $6714092.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7923 C     | 2055-01-20      | 6.0000%  |  | $4210413.93        | $4340336.08        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-192 M      | 2026-07-16      | 3.0000%  |  | $255102.71         | $145353.87         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-170 B      | 2066-03-16      | 4.2500%  |  | $54851.66          | $40678.68          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2014-017 AM     | 2048-06-16      | 3.5354%  |  | $12077.69          | $11547.04          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-035 D      | 2064-03-16      | 5.0000%  |  | $12610.26          | $10253.10          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-170 H      | 2066-03-16      | 4.2500%  |  | $845.76            | $648.94            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-170 M      | 2065-10-16      | 3.0000%  |  | $37655.70          | $21734.70          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-035 LH     | 2062-06-16      | 1.0000%  |  | $5243.70           | $2082.66           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-035 AB     | 2062-06-16      | 1.0000%  |  | $838.92            | $661.47            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-015 L      | 2066-11-16      | 5.0000%  |  | $77485.84          | $66034.11          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-015 G      | 2066-09-16      | 5.0000%  |  | $6439.60           | $5805.19           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-021 AH     | 2063-06-16      | 1.4000%  |  | $142017.13         | $103555.16         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2018-65 AB      | 2060-09-16      | 3.2500%  |  | $20852.39          | $18762.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5707 C     | 2055-04-20      | 7.0000%  |  | $12211215.52       | $12629765.79       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6689 C     | 2055-04-20      | 6.0000%  |  | $13833458.93       | $14137218.63       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4162 C     | 2055-03-20      | 6.0000%  |  | $4193465.15        | $4316431.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4163 C     | 2055-03-20      | 6.0000%  |  | $5408996.37        | $5567606.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M     | 2054-11-20      | 4.5000%  |  | $14884955.28       | $14073799.64       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1246 C     | 2055-02-20      | 5.5000%  |  | $4870168.44        | $4877822.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7192 M     | 2051-02-20      | 2.0000%  |  | $14350038.86       | $11519337.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1383 C     | 2055-02-20      | 7.5000%  |  | $13106766.27       | $14059807.31       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6579 C     | 2055-05-20      | 6.5000%  |  | $3557563.27        | $3681672.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9683 C     | 2055-05-20      | 6.5000%  |  | $5978625.21        | $6309985.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1724 C     | 2055-03-20      | 5.5000%  |  | $8508355.70        | $8540275.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4641 C     | 2054-12-20      | 6.5000%  |  | $7208502.00        | $7519491.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5263 C     | 2054-11-20      | 6.5000%  |  | $9695649.26        | $10033446.75       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1100 C     | 2055-04-20      | 6.5000%  |  | $10733203.52       | $11002318.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6481 C     | 2055-05-20      | 5.5000%  |  | $12247540.91       | $12282208.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7409 C     | 2055-01-20      | 7.0000%  |  | $11227877.66       | $11612734.38       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9690 C     | 2055-05-20      | 6.5000%  |  | $5878870.55        | $6083955.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0715 C     | 2055-05-20      | 6.5000%  |  | $4268875.65        | $4375913.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0362 M     | 2055-05-20      | 3.5000%  |  | $23291286.89       | $20735753.95       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7424 C     | 2055-02-20      | 7.0000%  |  | $5504409.21        | $5693099.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5214 C     | 2055-05-20      | 7.0000%  |  | $3533626.61        | $3788616.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0320 C     | 2055-05-20      | 5.5000%  |  | $7312781.95        | $7318212.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1949 C     | 2055-04-20      | 7.5000%  |  | $10680657.83       | $11457298.31       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1320 C     | 2055-05-20      | 7.0000%  |  | $11835433.31       | $12241126.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9561 C     | 2055-05-20      | 7.0000%  |  | $7579768.41        | $7839594.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5836 C     | 2055-05-20      | 5.5000%  |  | $3930881.01        | $3932353.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2484 C     | 2055-05-20      | 6.0000%  |  | $8748400.94        | $8859954.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7431 C     | 2055-03-20      | 7.0000%  |  | $4349622.11        | $4498726.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9425 C     | 2055-04-20      | 6.0000%  |  | $7740298.94        | $7961573.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9494 C     | 2055-04-20      | 5.5000%  |  | $8358068.99        | $8416630.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8475 C     | 2055-03-20      | 6.5000%  |  | $8231919.24        | $8519090.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3411 C     | 2055-04-20      | 6.5000%  |  | $5111994.91        | $5321004.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1911 C     | 2055-04-20      | 6.5000%  |  | $3698801.16        | $3791434.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3429 C     | 2055-01-20      | 6.0000%  |  | $3459325.10        | $3545155.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0095 M     | 2054-12-20      | 7.0000%  |  | $12881476.10       | $13330625.98       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9847 C     | 2055-01-20      | 5.5000%  |  | $5475729.62        | $5521493.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5373 C     | 2055-04-20      | 6.5000%  |  | $6224283.20        | $6479579.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4867 C     | 2055-05-20      | 6.5000%  |  | $3596461.39        | $3796903.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4083 C     | 2055-01-20      | 6.0000%  |  | $3804299.58        | $3915850.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC9850 C     | 2055-05-20      | 5.5000%  |  | $4414944.03        | $4431237.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4667 C     | 2055-04-20      | 6.5000%  |  | $20781904.51       | $21506862.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7051 C     | 2055-04-20      | 6.5000%  |  | $4719005.03        | $4924126.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2076 C     | 2055-04-20      | 7.0000%  |  | $5300790.68        | $5482490.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4643 C     | 2055-05-20      | 6.0000%  |  | $22044513.91       | $22528574.69       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7984 C     | 2055-01-20      | 7.5000%  |  | $6655783.56        | $7139749.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2066 C     | 2055-03-20      | 6.0000%  |  | $4290235.28        | $4416039.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4670 C     | 2055-04-20      | 7.0000%  |  | $4364930.65        | $4514559.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7054 C     | 2055-04-20      | 6.5000%  |  | $3994159.19        | $4147203.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6645 C     | 2055-03-20      | 6.5000%  |  | $4470112.01        | $4626047.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7055 C     | 2055-04-20      | 6.5000%  |  | $9641561.53        | $9883305.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7438 C     | 2055-03-20      | 7.5000%  |  | $12468239.93       | $13443239.67       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7056 C     | 2055-04-20      | 6.5000%  |  | $6094871.34        | $6247694.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2925 C     | 2054-11-20      | 6.5000%  |  | $4027775.01        | $4222365.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6054 C     | 2055-04-20      | 6.0000%  |  | $5597661.65        | $5728827.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5212 C     | 2055-05-20      | 7.0000%  |  | $4247289.35        | $4533016.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0167 C     | 2055-04-20      | 6.5000%  |  | $6340045.76        | $6590757.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8896 C     | 2055-05-20      | 6.5000%  |  | $3910071.97        | $4008113.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9440 C     | 2055-04-20      | 6.5000%  |  | $4397349.63        | $4584725.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3344 C     | 2055-05-20      | 6.5000%  |  | $10217964.44       | $10658972.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2809 C     | 2055-05-20      | 6.5000%  |  | $5209715.85        | $5391457.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2808 C     | 2055-05-20      | 6.0000%  |  | $3663799.82        | $3744250.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2823 C     | 2055-05-20      | 6.0000%  |  | $6204210.96        | $6372427.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2424 C     | 2055-05-20      | 6.0000%  |  | $3728095.22        | $3837415.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1668 C     | 2055-05-20      | 5.5000%  |  | $4793272.04        | $4824795.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1730 C     | 2055-03-20      | 5.5000%  |  | $8632386.58        | $8659471.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1942 C     | 2055-04-20      | 7.0000%  |  | $5940594.56        | $6260376.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2699 C     | 2055-05-20      | 6.5000%  |  | $4525692.71        | $4683567.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2698 C     | 2055-05-20      | 6.5000%  |  | $5257819.20        | $5441233.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2689 C     | 2055-05-20      | 6.0000%  |  | $19103961.81       | $19523452.96       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1644 C     | 2055-04-20      | 7.0000%  |  | $3280480.39        | $3392928.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1318 C     | 2055-05-20      | 7.0000%  |  | $3241244.57        | $3352354.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0748 C     | 2055-04-20      | 6.5000%  |  | $4075980.52        | $4178178.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0742 C     | 2055-04-20      | 7.0000%  |  | $3513318.12        | $3633743.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0762 C     | 2055-04-20      | 6.0000%  |  | $3561934.41        | $3650307.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0761 C     | 2055-04-20      | 6.0000%  |  | $3488484.56        | $3583703.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9980 C     | 2055-03-20      | 5.5000%  |  | $5509761.99        | $5511820.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9304 C     | 2055-02-20      | 6.0000%  |  | $4509581.21        | $4608604.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8476 C     | 2055-03-20      | 6.5000%  |  | $8652563.66        | $8954400.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0384 C     | 2055-01-20      | 7.0000%  |  | $3292928.05        | $3405805.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0885 C     | 2054-11-20      | 5.0000%  |  | $3993701.42        | $3860973.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF8156 C     | 2054-11-20      | 6.0000%  |  | $24828731.33       | $25373779.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7600 C     | 2054-11-20      | 6.5000%  |  | $8246726.88        | $8534043.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7612 C     | 2055-03-20      | 7.5000%  |  | $3713201.79        | $3976414.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4640 C     | 2055-05-20      | 6.0000%  |  | $8521812.13        | $8708936.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE6773 C     | 2054-11-20      | 6.0000%  |  | $8186724.51        | $8389790.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2411 C     | 2055-04-20      | 7.0000%  |  | $4720300.85        | $4974389.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC5703 C     | 2055-05-20      | 6.5000%  |  | $13753617.49       | $14402060.82       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC5697 C     | 2055-04-20      | 6.5000%  |  | $21464103.27       | $22397128.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU6750 C     | 2053-08-20      | 6.5000%  |  | $4568446.04        | $4817088.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB1506 C     | 2051-01-20      | 3.0000%  |  | $11989346.63       | $10445858.13       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB1024 C     | 2051-02-20      | 2.5000%  |  | $4169415.01        | $3428476.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9663 M     | 2054-04-20      | 3.0000%  |  | $4683833.60        | $4083022.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9535 M     | 2054-03-20      | 2.5000%  |  | $4243526.26        | $3558213.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9775 M     | 2054-07-20      | 3.5000%  |  | $8624943.74        | $7679645.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8794 M     | 2053-03-20      | 2.0000%  |  | $7263324.96        | $5830555.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8564 M     | 2053-01-20      | 2.5000%  |  | $5070708.51        | $4251605.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8018 C     | 2055-02-20      | 7.0000%  |  | $9067035.78        | $9555113.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7979 C     | 2055-01-20      | 7.0000%  |  | $5378981.45        | $5668526.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6459 C     | 2055-04-20      | 6.0000%  |  | $13799546.26       | $14204208.74       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6457 C     | 2055-04-20      | 5.5000%  |  | $6604898.22        | $6663137.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6045 C     | 2055-03-20      | 7.0000%  |  | $3459266.98        | $3577846.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005114 M     | 2041-07-20      | 4.0000%  |  | $4253633.87        | $4015005.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AZ8797 C     | 2047-04-20      | 4.0000%  |  | $3957411.46        | $3640340.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9689 C     | 2055-05-20      | 6.5000%  |  | $10735039.11       | $11167458.41       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9688 C     | 2055-05-20      | 6.5000%  |  | $4635035.73        | $4832539.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9622 C     | 2055-05-20      | 5.0000%  |  | $14966917.05       | $14590271.27       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9614 C     | 2055-05-20      | 6.5000%  |  | $21222651.61       | $21963006.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9612 C     | 2055-05-20      | 6.5000%  |  | $3358235.78        | $3501337.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4169 C     | 2055-03-20      | 6.0000%  |  | $7719518.56        | $7917449.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3515 C     | 2055-04-20      | 5.5000%  |  | $8737790.33        | $8676674.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9906 C     | 2055-02-20      | 7.0000%  |  | $3517377.31        | $3695968.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9848 C     | 2055-01-20      | 6.0000%  |  | $10186669.67       | $10461937.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7700 C     | 2055-01-20      | 6.5000%  |  | $6163688.32        | $6378555.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7433 C     | 2055-03-20      | 7.0000%  |  | $3679516.26        | $3900062.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7425 C     | 2055-02-20      | 7.5000%  |  | $4005059.12        | $4318269.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7403 C     | 2055-01-20      | 7.0000%  |  | $8361701.67        | $8811836.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7421 C     | 2055-02-20      | 7.0000%  |  | $5933088.74        | $6136456.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4833 C     | 2055-03-20      | 7.0000%  |  | $8688664.37        | $8986476.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4824 C     | 2055-03-20      | 6.5000%  |  | $5507829.57        | $5645927.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4673 C     | 2054-12-20      | 6.0000%  |  | $4133248.76        | $4239189.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4620 C     | 2055-01-20      | 6.0000%  |  | $7508527.68        | $7701048.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4214 C     | 2055-04-20      | 6.5000%  |  | $8233893.99        | $8521134.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4180 C     | 2055-01-20      | 7.0000%  |  | $4485847.80        | $4639613.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4146 C     | 2054-12-20      | 7.0000%  |  | $8743742.86        | $9043451.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2307 C     | 2055-01-20      | 7.5000%  |  | $12256470.05       | $13080456.19       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2280 C     | 2054-12-20      | 7.0000%  |  | $7428879.40        | $7890070.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9599 C     | 2055-05-20      | 6.0000%  |  | $3612400.55        | $3715673.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9598 C     | 2055-05-20      | 6.0000%  |  | $5034694.61        | $5178628.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9597 C     | 2055-05-20      | 6.0000%  |  | $4728108.90        | $4871547.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9555 C     | 2055-05-20      | 6.5000%  |  | $20035463.14       | $20734402.50       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9575 C     | 2055-05-20      | 5.0000%  |  | $3745478.93        | $3651223.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9538 C     | 2055-05-20      | 6.0000%  |  | $6015798.83        | $6187774.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9498 C     | 2055-04-20      | 5.5000%  |  | $7175139.20        | $7177826.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9493 C     | 2055-04-20      | 5.5000%  |  | $8777711.60        | $8847832.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9485 C     | 2055-04-20      | 5.0000%  |  | $5102450.05        | $4974045.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9507 C     | 2055-04-20      | 6.0000%  |  | $14467429.73       | $14906318.50       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9439 C     | 2055-04-20      | 6.5000%  |  | $3584775.05        | $3746921.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9426 C     | 2055-04-20      | 6.0000%  |  | $7048098.96        | $7249585.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9369 C     | 2055-03-20      | 6.5000%  |  | $4274538.81        | $4381616.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9384 C     | 2055-04-20      | 6.0000%  |  | $7720582.48        | $7941293.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8099 M     | 2052-06-20      | 3.5000%  |  | $7298841.69        | $6512095.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  |  | $15424942.95       | $13446334.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $5554955.36        | $5147567.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5653 M     | 2048-12-20      | 5.0000%  |  | $8342664.03        | $8231771.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5077 M     | 2048-03-20      | 3.5000%  |  | $6408083.43        | $5778998.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4719 M     | 2047-09-20      | 3.5000%  |  | $9956732.54        | $8950559.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  |  | $10848779.04       | $9579978.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9383 C     | 2055-04-20      | 6.0000%  |  | $9371571.74        | $9655870.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7292 C     | 2055-03-20      | 5.5000%  |  | $4138684.15        | $4145345.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7053 C     | 2055-04-20      | 6.5000%  |  | $7404683.11        | $7702715.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7046 C     | 2055-04-20      | 6.5000%  |  | $5608048.84        | $5803680.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7035 C     | 2055-04-20      | 6.0000%  |  | $3831620.77        | $3927044.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  |  | $5045298.62        | $4502517.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7768 M     | 2051-12-20      | 3.0000%  |  | $19391693.15       | $16904256.03       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $8969764.23        | $7820501.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7590 M     | 2051-09-20      | 3.0000%  |  | $15190198.43       | $13241701.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $6491111.77        | $5442562.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  |  | $26435101.48       | $22164877.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7417 M     | 2051-06-20      | 2.0000%  |  | $9847201.92        | $7904734.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $17885130.03       | $14996035.69       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7034 C     | 2055-04-20      | 6.0000%  |  | $4232840.77        | $4338256.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6384 C     | 2055-05-20      | 5.5000%  |  | $5194710.40        | $5196650.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6383 C     | 2055-05-20      | 5.5000%  |  | $5930510.87        | $5932726.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6359 C     | 2055-05-20      | 5.5000%  |  | $8266331.37        | $8289729.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5730 C     | 2055-03-20      | 6.0000%  |  | $5030406.49        | $5103816.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5709 C     | 2055-04-20      | 6.5000%  |  | $18678767.15       | $19170020.80       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5669 C     | 2055-03-20      | 7.5000%  |  | $3196216.79        | $3360450.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0050 C     | 2055-05-20      | 5.5000%  |  | $3705538.84        | $3706923.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0889 C     | 2055-05-20      | 6.5000%  |  | $3915099.15        | $4013262.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9371 C     | 2055-05-20      | 7.0000%  |  | $3184126.28        | $3353588.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8857 C     | 2055-05-20      | 5.5000%  |  | $3571056.50        | $3584564.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8103 C     | 2055-05-20      | 5.5000%  |  | $4137975.93        | $4145621.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6586 C     | 2055-05-20      | 6.0000%  |  | $5713543.40        | $5839009.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5666 C     | 2055-03-20      | 7.0000%  |  | $3843828.52        | $3975586.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5216 C     | 2055-05-20      | 6.5000%  |  | $3842240.46        | $4013969.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5213 C     | 2055-05-20      | 7.0000%  |  | $3672211.73        | $3928226.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5211 C     | 2055-05-20      | 7.0000%  |  | $10341062.03       | $10796636.37       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5371 C     | 2055-04-20      | 7.0000%  |  | $3403552.75        | $3644990.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5369 C     | 2055-04-20      | 7.0000%  |  | $14459104.58       | $15237422.12       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3346 C     | 2055-03-20      | 6.5000%  |  | $520150.94         | $541417.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2083 C     | 2055-04-20      | 6.5000%  |  | $3919318.61        | $4056044.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2047 C     | 2055-05-20      | 7.0000%  |  | $3679239.14        | $3805359.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5833 C     | 2055-05-20      | 5.5000%  |  | $4980950.05        | $4982810.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6181 C     | 2055-04-20      | 5.0000%  |  | $4277570.41        | $4171246.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4835 C     | 2055-04-20      | 7.5000%  |  | $3170702.40        | $3383867.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4828 C     | 2055-04-20      | 7.0000%  |  | $3651442.44        | $3878123.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4775 C     | 2055-04-20      | 7.0000%  |  | $3627303.12        | $3852485.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4739 C     | 2055-05-20      | 6.5000%  |  | $3393474.31        | $3511849.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4723 C     | 2055-04-20      | 6.5000%  |  | $3642613.11        | $3769686.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4666 C     | 2055-04-20      | 6.0000%  |  | $4208093.64        | $4300496.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4250 C     | 2055-04-20      | 7.0000%  |  | $8296426.53        | $8803843.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4249 C     | 2055-04-20      | 7.5000%  |  | $3773228.04        | $4040699.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4235 C     | 2055-05-20      | 7.5000%  |  | $3675280.14        | $3935815.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2423 C     | 2055-05-20      | 6.0000%  |  | $7576190.01        | $7816956.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1994 C     | 2055-05-20      | 7.5000%  |  | $3437475.73        | $3687437.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1404 C     | 2055-02-20      | 7.0000%  |  | $3352275.35        | $3532734.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1043 C     | 2055-01-20      | 7.0000%  |  | $4020389.47        | $4359625.47        | Agency Mortgage-Backed Securities         |

### Security 188: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TINT 11/15/29    | 2029-11-15      | 0.0000%  |  | $2869440.91        | $2392120.89        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29    | 2029-05-15      | 0.0000%  |  | $773264.02         | $659335.94         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $24145723.26       | $24475018.50       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29    | 2029-02-15      | 0.0000%  |  | $5047969.81        | $4349113.73        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28    | 2028-11-15      | 0.0000%  |  | $1352588.37        | $1177970.57        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28    | 2028-05-15      | 0.0000%  |  | $5747261.86        | $5110275.59        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28    | 2028-08-15      | 0.0000%  |  | $25465201.12       | $22407186.98       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27    | 2027-11-15      | 0.0000%  |  | $630921.35         | $571952.28         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27    | 2027-02-15      | 0.0000%  |  | $2672661.70        | $2497658.48        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/26    | 2026-11-15      | 0.0000%  |  | $1517591.23        | $1431593.89        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26    | 2026-08-15      | 0.0000%  |  | $2886260.09        | $2749289.73        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26    | 2026-05-15      | 0.0000%  |  | $1688085.14        | $1624474.72        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/26    | 2026-02-15      | 0.0000%  |  | $2754604.26        | $2678858.15        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/25    | 2025-08-15      | 0.0000%  |  | $1816301.02        | $1800372.06        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31    | 2031-05-15      | 0.0000%  |  | $1332560.09        | $1035440.50        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30    | 2030-11-15      | 0.0000%  |  | $5734945.60        | $4564580.85        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31    | 2031-08-15      | 0.0000%  |  | $5914840.74        | $4542479.39        | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/27 | 2027-01-31      | 4.3993%  |  | $2637.21           | $2646.76           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $183523.26         | $186658.18         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $2061530.23        | $2089645.03        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $6.98              | $7.08              | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $54220276.74       | $53036017.03       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $925604.65         | $896932.70         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  |  | $7041830.23        | $6884044.56        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  |  | $12523.26          | $9804.80           | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  |  | $128295.35         | $102828.08         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  |  | $11930.23          | $9665.76           | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  |  | $35232.56          | $28896.09          | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  |  | $15000.00          | $12430.49          | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  |  | $960697.67         | $806062.82         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  |  | $84000.00          | $71240.23          | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  |  | $13604.65          | $11636.70          | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29  | 2029-02-15      | 0.0000%  |  | $4883.72           | $4221.54           | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  |  | $80930.23          | $70661.08          | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  |  | $2287960.47        | $2243500.82        | U.S. Treasuries (including strips) |
| USTR 2 TPRN E 25      | 2025-08-15      | 0.0000%  |  | $620895.35         | $615271.90         | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  |  | $6000.00           | $5709.77           | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  |  | $1670051.16        | $1501830.25        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  |  | $456767.44         | $418884.52         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  |  | $6920.93           | $6648.90           | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $44.25             | $45.38             | U.S. Treasuries (including strips) |
| USTR 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  |  | $3916576.74        | $4173320.68        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  |  | $5733000.00        | $4856309.64        | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  |  | $724381.40         | $628589.92         | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  |  | $726941.86         | $643047.68         | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  |  | $50169.77          | $45619.22          | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  |  | $1592225.58        | $1493701.85        | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  |  | $61988.37          | $58750.91          | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  |  | $999551.16         | $953137.00         | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26        | 2026-02-15      | 0.0000%  |  | $2900588.37        | $2816442.30        | U.S. Treasuries (including strips) |
| USTR 6 7/8 TPRN 25    | 2025-08-15      | 0.0000%  |  | $52186.05          | $51763.34          | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  |  | $15383.72          | $12192.26          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27    | 2027-05-15      | 0.0000%  |  | $271640.16         | $251238.09         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $46010413.95       | $46618541.60       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  |  | $15062.79          | $14617.73          | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  |  | $797483.72         | $696379.53         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28    | 2028-02-15      | 0.0000%  |  | $13503901.12       | $12120412.94       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  |  | $963139.53         | $891522.41         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $16668627.91       | $16873825.52       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $8113423.26        | $7936212.79        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $132893.02         | $134913.01         | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  |  | $376548.84         | $309009.91         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30    | 2030-05-15      | 0.0000%  |  | $11989199.58       | $9772192.76        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  |  | $4663976.51        | $4575957.95        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27    | 2027-08-15      | 0.0000%  |  | $5542862.30        | $5074074.72        | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  |  | $386211.63         | $354463.87         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29    | 2029-08-15      | 0.0000%  |  | $2724329.23        | $2296612.27        | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26      | 2026-11-15      | 0.0000%  |  | $5232.56           | $4933.01           | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $9.23              | $9.11              | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  |  | $30627.91          | $27013.26          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31    | 2031-02-15      | 0.0000%  |  | $3549176.30        | $2790412.10        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30    | 2030-08-15      | 0.0000%  |  | $30405832.95       | $24497189.06       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30    | 2030-02-15      | 0.0000%  |  | $2493937.47        | $2055508.25        | U.S. Treasuries (including strips) |

### Security 189: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $3100000000.00
- **C.18.a - Value (excl. sponsor support):** $3100000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 11/06/25    | 2025-11-06      | 0.0000%  |  | $2128960.41        | $2089489.48        | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  |  | $32730.96          | $31474.10          | U.S. Treasuries (including strips) |
| USTR BILL 09/02/25    | 2025-09-02      | 0.0000%  |  | $36141562.44       | $35738584.02       | U.S. Treasuries (including strips) |
| USTR BILL 08/12/25    | 2025-08-12      | 0.0000%  |  | $5191288.32        | $5146227.94        | U.S. Treasuries (including strips) |
| USTR BILL 08/05/25    | 2025-08-05      | 0.0000%  |  | $31723.86          | $31474.26          | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25    | 2025-10-23      | 0.0000%  |  | $85572.59          | $84123.84          | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 4.4919%  |  | $64282638.58       | $64507728.61       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 4.5063%  |  | $7573441.62        | $7607055.31        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $329201997.97      | $327639603.64      | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.4513%  |  | $19098738.07       | $19169088.86       | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 4.5463%  |  | $3760126.90        | $3778012.69        | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/25 | 2025-10-31      | 4.4713%  |  | $23681356.35       | $23777696.79       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $110803819.29      | $108383682.27      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $985076.14         | $833457.32         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  |  | $328799416.45      | $325016476.81      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  |  | $844143208.50      | $841570841.23      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 25  | 2025-07-15      | 0.3750%  |  | $489529900.13      | $489739164.55      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $229397249.56      | $227286831.60      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $62.94             | $46.88             | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $8371.57           | $8806.33           | U.S. Treasuries (including strips) |
| USTR BILL 09/16/25    | 2025-09-16      | 0.0000%  |  | $82934787.82       | $81874881.23       | U.S. Treasuries (including strips) |
| USTR BILL 09/09/25    | 2025-09-09      | 0.0000%  |  | $31881.22          | $31499.92          | U.S. Treasuries (including strips) |
| USTR BILL 11/20/25    | 2025-11-20      | 0.0000%  |  | $32258.88          | $31608.35          | U.S. Treasuries (including strips) |
| USTR BILL 10/16/25    | 2025-10-16      | 0.0000%  |  | $1723222.34        | $1695378.51        | U.S. Treasuries (including strips) |
| USTR BILL 06/17/25    | 2025-06-17      | 0.0000%  |  | $23856844.67       | $23806268.16       | U.S. Treasuries (including strips) |
| USTR BILL 06/10/25    | 2025-06-10      | 0.0000%  |  | $24536263.96       | $24504563.11       | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25    | 2025-08-28      | 0.0000%  |  | $31881.22          | $31543.28          | U.S. Treasuries (including strips) |
| USTR BILL 08/21/25    | 2025-08-21      | 0.0000%  |  | $31786.80          | $31476.88          | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  |  | $32447.72          | $31482.07          | U.S. Treasuries (including strips) |
| USTR BILL 06/03/25    | 2025-06-03      | 0.0000%  |  | $157.36            | $157.29            | U.S. Treasuries (including strips) |
| USTR BILL 07/31/25    | 2025-07-31      | 0.0000%  |  | $102607324.87      | $101860753.98      | U.S. Treasuries (including strips) |
| USTR BILL 07/24/25    | 2025-07-24      | 0.0000%  |  | $31692.39          | $31487.97          | U.S. Treasuries (including strips) |
| USTR BILL 07/17/25    | 2025-07-17      | 0.0000%  |  | $31755518.78       | $31577052.77       | U.S. Treasuries (including strips) |
| USTR BILL 06/26/25    | 2025-06-26      | 0.0000%  |  | $3132195.94        | $3122298.20        | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25    | 2025-10-09      | 0.0000%  |  | $31975.63          | $31485.77          | U.S. Treasuries (including strips) |
| USTR BILL 06/20/25    | 2025-06-20      | 0.0000%  |  | $63636.55          | $63479.37          | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25    | 2025-12-26      | 0.0000%  |  | $32258.88          | $31484.99          | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25    | 2025-11-28      | 0.0000%  |  | $33014.21          | $32318.60          | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  |  | $32258.88          | $31685.32          | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  |  | $309543277.16      | $298585445.15      | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25    | 2025-09-25      | 0.0000%  |  | $191350.25         | $188724.93         | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26    | 2026-03-19      | 0.0000%  |  | $32730.96          | $31660.99          | U.S. Treasuries (including strips) |
| USTR BILL 07/01/25    | 2025-07-01      | 0.0000%  |  | $63227.41          | $62990.94          | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25    | 2025-10-02      | 0.0000%  |  | $1390310.66        | $1370067.74        | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25    | 2025-09-04      | 0.0000%  |  | $54478.17          | $53861.48          | U.S. Treasuries (including strips) |
| USTR BILL 07/10/25    | 2025-07-10      | 0.0000%  |  | $3381297.46        | $3365026.66        | U.S. Treasuries (including strips) |
| USTR 6 7/8 BOND 25    | 2025-08-15      | 6.8750%  |  | $251.78            | $258.22            | U.S. Treasuries (including strips) |
| USTR BILL 07/08/25    | 2025-07-08      | 0.0000%  |  | $2967345.18        | $2953778.48        | U.S. Treasuries (including strips) |
| USTR BILL 07/03/25    | 2025-07-03      | 0.0000%  |  | $31629.44          | $31503.52          | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25    | 2025-09-11      | 0.0000%  |  | $63793.91          | $63022.00          | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 4.4833%  |  | $4554136.04        | $4574981.22        | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25    | 2025-11-13      | 0.0000%  |  | $32101.52          | $31479.72          | U.S. Treasuries (including strips) |
| USTR BILL 07/15/25    | 2025-07-15      | 0.0000%  |  | $31660.91          | $31490.70          | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $47001161.42       | $34479947.91       | U.S. Treasuries (including strips) |
| USTR BILL 08/14/25    | 2025-08-14      | 0.0000%  |  | $31.47             | $31.19             | U.S. Treasuries (including strips) |
| USTR BILL 08/26/25    | 2025-08-26      | 0.0000%  |  | $63699.49          | $63041.48          | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25    | 2025-09-18      | 0.0000%  |  | $1250385.79        | $1234180.79        | U.S. Treasuries (including strips) |
| USTR BILL 06/12/25    | 2025-06-12      | 0.0000%  |  | $94.42             | $94.27             | U.S. Treasuries (including strips) |
| USTR BILL 08/19/25    | 2025-08-19      | 0.0000%  |  | $520233.50         | $515275.68         | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/27 | 2027-01-31      | 4.3993%  |  | $633438.58         | $635733.65         | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/25 | 2025-07-31      | 4.4263%  |  | $257661.93         | $258631.69         | U.S. Treasuries (including strips) |
| USTR BILL 06/05/25    | 2025-06-05      | 0.0000%  |  | $31535.03          | $31512.82          | U.S. Treasuries (including strips) |
| USTR BILL 06/24/25    | 2025-06-24      | 0.0000%  |  | $63474592.89       | $63288612.34       | U.S. Treasuries (including strips) |
| USTR BILL 08/07/25    | 2025-08-07      | 0.0000%  |  | $31755.33          | $31498.43          | U.S. Treasuries (including strips) |

### Security 190: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.350%, 6/2/2025
- **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: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $383990000.00
- **C.18.a - Value (excl. sponsor support):** $383990000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF AY2391 C     | 2047-10-20      | 4.2500%  |  | $10943.40          | $10226.74          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AV8327 C     | 2046-09-20      | 3.0000%  |  | $6767.26           | $5890.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AU0255 C     | 2046-08-20      | 3.0000%  |  | $52.33             | $45.49             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AT7147 C     | 2046-06-20      | 3.5000%  |  | $11.62             | $10.40             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI9857 C     | 2055-03-20      | 6.0000%  |  | $153.27            | $156.86            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI9834 C     | 2055-03-20      | 5.0000%  |  | $383472.01         | $371163.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI8516 C     | 2055-05-20      | 5.5000%  |  | $540043.54         | $536266.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI8254 C     | 2055-03-20      | 6.0000%  |  | $153.18            | $157.11            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI7916 C     | 2055-04-20      | 6.5000%  |  | $239352.34         | $247702.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8048 | 2035-06-01      | 2.0000%  |  | $9763.42           | $8874.03           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB1158 | 2034-07-01      | 3.0000%  |  | $530.16            | $515.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0999 | 2035-12-01      | 3.5000%  |  | $1770.61           | $1705.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  |  | $65448.74          | $59486.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0379 | 2034-12-01      | 3.5000%  |  | $206.14            | $198.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0301 | 2035-04-01      | 2.5000%  |  | $21588.66          | $20124.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3WZT1043 | 2034-03-01      | 4.0000%  |  | $59152.12          | $58577.35          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  |  | $3095.87           | $2701.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2391 | 2035-09-01      | 3.5000%  |  | $32483.30          | $31474.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZA2664 | 2026-10-01      | 3.5000%  |  | $1438.88           | $1428.89           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  |  | $4149792.46        | $3628668.44        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC E03003 G | 2027-01-01      | 3.0000%  |  | $2.24              | $2.22              | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q59065 G | 2048-10-01      | 4.0000%  |  | $2718120.16        | $2542263.83        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  |  | $2898185.03        | $2627605.96        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q10443 G | 2042-08-01      | 4.0000%  |  | $611798.38         | $582766.85         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q09898 G | 2042-08-01      | 3.5000%  |  | $61024.73          | $56604.55          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $1907449.03        | $1658728.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD6830 | 2054-10-01      | 7.0000%  |  | $3075087.74        | $3237470.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLSD6162 | 2054-08-01      | 7.5000%  |  | $595321.14         | $637994.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD6023 | 2054-07-01      | 6.5000%  |  | $438.76            | $457.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5661 | 2054-05-01      | 6.0000%  |  | $137.69            | $141.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  |  | $5854.92           | $4781.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0697 | 2051-08-01      | 3.0000%  |  | $35858.79          | $30805.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0415 | 2043-01-01      | 3.5000%  |  | $9140436.32        | $8467430.05        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ8894 C     | 2055-05-20      | 6.0000%  |  | $2611.13           | $2672.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ7837 C     | 2055-05-20      | 6.5000%  |  | $153.60            | $159.71            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH4735 C     | 2055-05-20      | 6.5000%  |  | $153.60            | $158.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH4697 C     | 2055-04-20      | 6.0000%  |  | $153.60            | $156.97            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH2705 C     | 2055-01-20      | 5.5000%  |  | $15215.19          | $15351.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH2628 C     | 2055-01-20      | 5.5000%  |  | $63620.70          | $64054.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH1575 C     | 2055-01-20      | 5.5000%  |  | $18507.35          | $18668.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785135 M     | 2049-12-20      | 4.5000%  |  | $38.06             | $36.55             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785116 M     | 2049-09-20      | 3.5000%  |  | $41.48             | $37.37             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784825 C     | 2049-10-20      | 3.5000%  |  | $35577.74          | $31678.29          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784667 C     | 2049-02-20      | 4.5000%  |  | $1719.57           | $1640.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785492 C     | 2051-05-20      | 2.5000%  |  | $682244.24         | $561662.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785485 C     | 2051-04-20      | 3.0000%  |  | $364559.22         | $313384.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785460 C     | 2051-05-20      | 2.5000%  |  | $107.43            | $88.71             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785459 C     | 2051-05-20      | 2.5000%  |  | $110.68            | $92.20             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785453 C     | 2051-03-20      | 4.0000%  |  | $170265.45         | $159908.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785405 C     | 2051-03-20      | 3.0000%  |  | $87.63             | $78.06             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785382 C     | 2051-02-20      | 2.5000%  |  | $91.69             | $75.45             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784328 C     | 2046-11-20      | 3.0000%  |  | $25461.84          | $22298.51          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783976 M     | 2043-04-20      | 3.5000%  |  | $19.84             | $17.93             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783890 M     | 2038-11-20      | 7.0000%  |  | $21.34             | $22.53             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783669 X     | 2042-09-15      | 3.0000%  |  | $6131.44           | $5477.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783610 X     | 2041-11-15      | 4.5000%  |  | $7897.19           | $7643.09           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 745793 X     | 2040-07-15      | 4.5000%  |  | $4.81              | $4.65              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005055 M     | 2041-05-20      | 4.5000%  |  | $12.58             | $12.33             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004871 M     | 2040-11-20      | 6.0000%  |  | $9.43              | $9.72              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004879 M     | 2040-12-20      | 4.0000%  |  | $2.88              | $2.66              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH0975 C     | 2054-12-20      | 5.5000%  |  | $1375.19           | $1381.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7767 M     | 2051-12-20      | 2.5000%  |  | $7031.51           | $5895.67           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6996 M     | 2050-11-20      | 3.0000%  |  | $59.67             | $52.17             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6818 M     | 2050-08-20      | 2.0000%  |  | $8306.53           | $6667.97           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  |  | $34.34             | $31.81             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI7856 C     | 2055-04-20      | 6.0000%  |  | $984945.27         | $1010200.58        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DI7405       | 2060-04-15      | 5.7300%  |  | $152566.77         | $157153.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI7287 C     | 2055-03-20      | 5.5000%  |  | $1012153.32        | $1015639.74        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI5713 C     | 2065-04-20      | 7.0000%  |  | $153.60            | $157.92            | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CJ9612       | 2063-12-15      | 2.8700%  |  | $153.60            | $132.12            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BM7534 C     | 2050-02-20      | 3.5000%  |  | $7915.50           | $7046.84           | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CP3715       | 2058-05-15      | 4.5500%  |  | $711129.32         | $691200.12         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CP2703       | 2060-04-15      | 5.1700%  |  | $306.95            | $307.30            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CP2685       | 2065-07-15      | 4.7400%  |  | $1203455.53        | $1135709.81        | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CN7591       | 2065-02-15      | 4.4700%  |  | $304387.18         | $286872.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BC4732 C     | 2047-10-20      | 3.5000%  |  | $31.83             | $28.60             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9458 M     | 2039-02-20      | 5.5000%  |  | $131.93            | $134.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $125.29            | $119.16            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  |  | $47906.99          | $45563.62          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7796 M     | 2037-01-20      | 1.5000%  |  | $5936.54           | $5252.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG6629 C     | 2055-01-20      | 5.5000%  |  | $143193.71         | $143765.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF8723 C     | 2065-01-20      | 6.0000%  |  | $963841.95         | $973178.04         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DF3878       | 2059-10-15      | 5.9000%  |  | $7486.11           | $7851.98           | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DF2999       | 2060-01-15      | 5.6000%  |  | $21452.74          | $22029.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF1172 C     | 2055-01-20      | 6.0000%  |  | $35297.80          | $36679.47          | Agency Mortgage-Backed Securities  |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $1950.67           | $1510.99           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $152720.50         | $113440.91         | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $15.36             | $11.29             | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $124160.03         | $88523.59          | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $15.36             | $14.51             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $15.36             | $15.49             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $15.36             | $15.54             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $61.44             | $56.42             | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $15.36             | $15.37             | U.S. Treasuries (including strips) |
| GNMA GNPL PN DE9888       | 2055-04-15      | 5.5500%  |  | $153.44            | $157.09            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DE6507       | 2060-06-15      | 5.3900%  |  | $153.60            | $155.20            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE0698 C     | 2055-02-20      | 6.5000%  |  | $153.22            | $158.56            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB4697 C     | 2054-04-20      | 7.5000%  |  | $123211.31         | $129433.44         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DA8500       | 2060-03-15      | 5.7200%  |  | $191416.18         | $200429.92         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CZ7772       | 2059-03-15      | 5.6600%  |  | $456.01            | $471.56            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CY4819       | 2057-01-15      | 5.7500%  |  | $61040.32          | $63486.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX4168 C     | 2054-02-20      | 7.5000%  |  | $910.11            | $955.66            | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CT6899       | 2065-09-15      | 5.4500%  |  | $420642.61         | $424938.75         | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CS3803       | 2066-03-15      | 5.4000%  |  | $153.60            | $152.60            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CQ9718       | 2060-01-15      | 5.5300%  |  | $153.14            | $157.37            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004837 M     | 2040-10-20      | 6.0000%  |  | $6.27              | $6.54              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  |  | $8135.58           | $7679.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  |  | $6.07              | $5.95              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005328 M     | 2042-03-20      | 3.5000%  |  | $4.57              | $4.03              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005304 M     | 2042-02-20      | 3.5000%  |  | $24.18             | $22.19             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AH5878 C     | 2044-03-20      | 3.7500%  |  | $22033.99          | $20011.24          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AF5098 C     | 2043-08-20      | 4.0000%  |  | $63.30             | $59.43             | Agency Mortgage-Backed Securities  |
| GNMA GNII MH AD0022 C     | 2038-03-20      | 3.5000%  |  | $8858.60           | $8036.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005286 M     | 2042-01-20      | 4.0000%  |  | $6041.99           | $5575.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII FS 004182 M     | 2038-07-20      | 5.5000%  |  | $8326.47           | $8215.07           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6477 M     | 2050-02-20      | 4.5000%  |  | $21.32             | $20.43             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $31.72             | $27.77             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7137 M     | 2051-01-20      | 3.0000%  |  | $263056.91         | $229313.73         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3404 C     | 2055-04-20      | 6.5000%  |  | $202932.57         | $213134.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3193 C     | 2055-04-20      | 5.5000%  |  | $153.44            | $153.50            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3163 C     | 2055-03-20      | 6.5000%  |  | $153.33            | $159.74            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI2478 C     | 2055-05-20      | 6.0000%  |  | $419807.36         | $429026.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI2383 C     | 2055-04-20      | 6.5000%  |  | $1073.81           | $1124.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI1442 C     | 2055-04-20      | 5.5000%  |  | $81768.33          | $82200.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI1216 C     | 2055-02-20      | 6.0000%  |  | $135779.56         | $139361.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI1702 C     | 2055-03-20      | 6.5000%  |  | $160846.97         | $169613.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0397 C     | 2055-03-20      | 6.0000%  |  | $153.12            | $157.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0233 C     | 2055-04-20      | 5.5000%  |  | $153.60            | $153.65            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0128 C     | 2055-04-20      | 5.5000%  |  | $153.37            | $154.00            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0154 M     | 2042-06-20      | 3.5000%  |  | $12935.64          | $11859.78          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  |  | $3735.50           | $3334.85           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  |  | $50.18             | $44.83             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8273 X     | 2042-07-15      | 3.5000%  |  | $15003.47          | $13707.99          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779398 X     | 2042-06-15      | 3.5000%  |  | $145.02            | $132.40            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778875 X     | 2042-02-15      | 3.5000%  |  | $134.07            | $122.25            | Agency Mortgage-Backed Securities  |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $1305.57           | $1238.95           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $10321.65          | $9942.87           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $354207.74         | $342242.83         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $239379.37         | $202152.39         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $2960347.87        | $2845220.29        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $15.36             | $13.02             | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $15.36             | $14.10             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $15.36             | $14.32             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $401914.65         | $392151.24         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  |  | $15.36             | $15.04             | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AC 25     | 2025-08-31      | 0.2500%  |  | $770391.46         | $763184.60         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $15.36             | $12.96             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $60532.18          | $51479.58          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  |  | $250300.04         | $239086.83         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $15.36             | $14.82             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $998.37            | $971.99            | U.S. Treasuries (including strips) |
| USTR BILL 06/17/25        | 2025-06-17      | 0.0000%  |  | $1396494.83        | $1394034.21        | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25        | 2025-08-28      | 0.0000%  |  | $4055825.26        | $4014232.77        | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $30.72             | $29.92             | U.S. Treasuries (including strips) |
| USTR BILL 06/20/25        | 2025-06-20      | 0.0000%  |  | $884037.14         | $882166.51         | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  |  | $15.36             | $15.19             | U.S. Treasuries (including strips) |
| USTR BILL 08/07/25        | 2025-08-07      | 0.0000%  |  | $15.36             | $15.24             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $15.36             | $11.53             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $30.72             | $24.47             | U.S. Treasuries (including strips) |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $76.80             | $60.14             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $15.36             | $15.47             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $343624.97         | $323496.22         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $15.36             | $14.70             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $138.24            | $89.28             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $57045.55          | $57504.70          | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $153.60            | $161.97            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $40533.98          | $42273.07          | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $15.36             | $16.04             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $15.36             | $15.30             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $2178667.10        | $1571173.83        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $1536006.08        | $1554752.46        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $824349.73         | $579150.10         | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  |  | $20.08             | $19.80             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $279314.33         | $243555.87         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $20.34             | $14.51             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $30.72             | $22.46             | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $15.36             | $11.27             | U.S. Treasuries (including strips) |
| GNMA GNMI SF 778690 X     | 2041-12-15      | 3.5000%  |  | $197.43            | $180.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  |  | $3374828.19        | $3515423.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0264 | 2055-01-01      | 5.0000%  |  | $1123996.78        | $1095624.61        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786384 C     | 2052-09-20      | 5.5000%  |  | $349706.97         | $362316.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786361 C     | 2052-07-20      | 4.5000%  |  | $42836.06          | $40504.62          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786326 C     | 2052-08-20      | 5.5000%  |  | $135.37            | $135.93            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786291 C     | 2052-08-20      | 5.0000%  |  | $123.30            | $120.39            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786281 C     | 2052-08-20      | 5.0000%  |  | $131.11            | $127.79            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5596 M     | 2048-11-20      | 4.5000%  |  | $6904.66           | $6615.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5585 M     | 2048-11-20      | 4.0000%  |  | $4.10              | $3.72              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6187 M     | 2034-10-20      | 3.0000%  |  | $13932.90          | $13473.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4587 M     | 2047-07-20      | 4.0000%  |  | $16.29             | $15.15             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  |  | $10604.41          | $9829.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  |  | $23.54             | $20.78             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4067 M     | 2046-11-20      | 2.5000%  |  | $19140.08          | $16387.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $3840963.28        | $3355460.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $22.80             | $21.12             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4042 | 2041-12-01      | 3.5000%  |  | $60.45             | $56.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  |  | $2396545.17        | $2220270.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0425 | 2055-05-01      | 5.0000%  |  | $320613.58         | $311606.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0002 C     | 2055-03-20      | 5.5000%  |  | $296.40            | $297.60            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $30662095.62       | $30555868.50       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $18073582.41       | $18013750.83       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0306 M     | 2055-04-20      | 4.5000%  |  | $156.36            | $147.84            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0256 M     | 2055-03-20      | 4.0000%  |  | $270.50            | $248.26            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0179 M     | 2040-12-20      | 5.0000%  |  | $35271.65          | $35382.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $87910636.50       | $87619613.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3500 | 2052-05-01      | 3.5000%  |  | $1051.45           | $942.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $104.61            | $82.43             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  |  | $4004917.97        | $3621693.15        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5876 M     | 2049-04-20      | 4.0000%  |  | $13.12             | $12.24             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $13.73             | $12.72             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5764 M     | 2049-02-20      | 4.5000%  |  | $11.93             | $11.43             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $3440991.55        | $3296755.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $208647.93         | $185598.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0095 M     | 2054-12-20      | 7.0000%  |  | $552896.47         | $572174.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $1516778.18        | $1511755.45        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0001 M     | 2039-11-20      | 5.5000%  |  | $33235.96          | $33825.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK1883 C     | 2055-05-20      | 6.5000%  |  | $153.60            | $158.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  |  | $4674998.04        | $4009000.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5396 | 2052-04-01      | 3.5000%  |  | $335753.31         | $301194.70         | Agency Mortgage-Backed Securities  |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $529476.13         | $452054.74         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  |  | $30.72             | $31.53             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25     | 2025-11-30      | 0.3750%  |  | $15.36             | $15.09             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $369367.66         | $307401.11         | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26     | 2026-01-31      | 4.5463%  |  | $574679.43         | $577480.25         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $263186.75         | $223455.38         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $15.36             | $15.23             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $384512.23         | $377226.59         | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $15.36             | $15.03             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $107.52            | $108.08            | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AB 25     | 2025-07-31      | 0.2500%  |  | $77166.63          | $76707.09          | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $21.73             | $16.60             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $30.72             | $31.19             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $184.32            | $180.71            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $3501.99           | $3405.55           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $15.36             | $10.42             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $15.36             | $14.09             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $3056.56           | $2974.75           | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $445.43            | $301.14            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $829725.59         | $504427.16         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $30.72             | $29.85             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $61.44             | $59.13             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $15.36             | $13.92             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $15.36             | $14.76             | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $80484.30          | $70626.95          | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $15.36             | $13.77             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $15.36             | $12.47             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $15.36             | $8.89              | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $15.36             | $9.50              | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $30.72             | $22.39             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $163441.50         | $157303.97         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25      | 2025-11-15      | 2.2500%  |  | $392560.66         | $389256.91         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $15.36             | $14.89             | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $1712595.40        | $1700435.75        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $2157301.90        | $2154322.59        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $30535422.39       | $31351539.75       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $1385220.89        | $1391352.94        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $107.52            | $107.13            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $686036.53         | $696556.07         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $798484.17         | $812250.43         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $15.36             | $15.75             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $15.36             | $15.94             | U.S. Treasuries (including strips) |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  |  | $3350952.93        | $2754462.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN6630 | 2049-05-01      | 3.5000%  |  | $82878.27          | $74922.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  |  | $2767671.53        | $2515042.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  |  | $2512177.18        | $2288413.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  |  | $2765661.10        | $2413804.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  |  | $4137402.18        | $3243053.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  |  | $3232186.71        | $3366658.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE0809 | 2052-04-01      | 3.0000%  |  | $639.80            | $553.81            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G08844 G | 2048-10-01      | 5.0000%  |  | $14.91             | $14.74             | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN 749547       | 2053-04-15      | 6.0000%  |  | $268224.10         | $269021.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3MZA3002 | 2029-12-01      | 2.5000%  |  | $466.93            | $453.72            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE7697 X     | 2043-08-15      | 3.5000%  |  | $34.42             | $31.42             | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $353.53            | $370.25            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  |  | $3.09              | $3.09              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $11.06             | $10.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4152 | 2049-09-01      | 3.5000%  |  | $2525910.59        | $2287650.14        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $17.10             | $15.86             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004949 M     | 2041-02-20      | 4.0000%  |  | $4.40              | $4.06              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8078 | 2035-12-01      | 1.5000%  |  | $243.30            | $214.69            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2679 M     | 2045-03-20      | 4.0000%  |  | $16.41             | $15.39             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785193 C     | 2050-11-20      | 3.0000%  |  | $1334544.94        | $1143787.31        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785160 C     | 2050-10-20      | 3.0000%  |  | $88.53             | $78.19             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785556 C     | 2051-07-20      | 2.5000%  |  | $13922000.50       | $11512351.26       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  |  | $144366.82         | $140556.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $1067829.36        | $944043.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  |  | $26.36             | $23.27             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3034 M     | 2045-08-20      | 3.5000%  |  | $15.87             | $14.39             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2961 M     | 2045-07-20      | 3.5000%  |  | $120.49            | $109.34            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1918 M     | 2044-05-20      | 3.0000%  |  | $14121.35          | $12641.20          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1286 M     | 2043-09-20      | 4.0000%  |  | $13254.92          | $12488.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1091 M     | 2043-06-20      | 4.0000%  |  | $4579.26           | $4313.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0698 M     | 2043-01-20      | 3.0000%  |  | $41.87             | $37.59             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0619 M     | 2042-12-20      | 3.5000%  |  | $12221.24          | $10794.98          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785312 C     | 2051-02-20      | 2.5000%  |  | $98.79             | $81.39             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785250 M     | 2045-12-20      | 3.5000%  |  | $126.80            | $114.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785249 C     | 2050-11-20      | 4.0000%  |  | $66.88             | $62.57             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784284 X     | 2039-01-15      | 6.0000%  |  | $115.21            | $122.31            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005085 M     | 2041-06-20      | 6.0000%  |  | $897.79            | $921.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786363 C     | 2052-09-20      | 5.0000%  |  | $125.42            | $122.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4586 | 2042-03-01      | 3.5000%  |  | $2394168.10        | $2217821.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0221 M     | 2042-07-20      | 4.0000%  |  | $5965.51           | $5630.74           | Agency Mortgage-Backed Securities  |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $11519700.00       | $11635095.02       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $476.15            | $492.55            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $2213932.74        | $2260077.23        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $15.36             | $15.61             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $210580.12         | $202826.02         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $15.36             | $14.99             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $30.72             | $30.03             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $15.36             | $14.94             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $30.72             | $30.06             | U.S. Treasuries (including strips) |
| GNMA GNII SF MA8203 M     | 2052-08-20      | 5.5000%  |  | $72841.32          | $72774.71          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4479 M     | 2032-06-20      | 2.5000%  |  | $20045.78          | $19215.12          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8204 M     | 2052-08-20      | 6.0000%  |  | $18752.70          | $19171.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6267 | 2054-08-01      | 6.0000%  |  | $96383.16          | $97794.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0399 | 2035-08-01      | 2.0000%  |  | $830.49            | $755.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  |  | $247.15            | $228.95            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8270 M     | 2052-09-20      | 5.5000%  |  | $8221.57           | $8225.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AT4164 C     | 2046-07-20      | 3.0000%  |  | $24643.24          | $21418.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  |  | $424.55            | $397.02            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $27897518.65       | $22394429.32       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4961 M     | 2048-01-20      | 3.0000%  |  | $401659.85         | $353434.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  |  | $26.96             | $23.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  |  | $3361023.64        | $3567790.08        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  |  | $122.27            | $106.59            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7314 M     | 2051-04-20      | 3.5000%  |  | $10645.39          | $9545.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9670 M     | 2054-05-20      | 6.5000%  |  | $109.99            | $112.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  |  | $6183.23           | $5497.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8063 | 2035-09-01      | 3.0000%  |  | $55.75             | $52.88             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  |  | $8.57              | $8.40              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 795298 C     | 2042-10-20      | 3.0000%  |  | $32.81             | $28.60             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7303 | 2042-12-01      | 3.5000%  |  | $2224724.00        | $2057143.20        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6938 M     | 2050-10-20      | 6.0000%  |  | $4323.84           | $4524.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785247 C     | 2050-11-20      | 3.5000%  |  | $69.82             | $63.38             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785457 C     | 2051-03-20      | 4.0000%  |  | $77.82             | $71.37             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $1993044.50        | $1651143.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  |  | $40.23             | $38.63             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2754 M     | 2045-04-20      | 3.5000%  |  | $24454.02          | $22217.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  |  | $137.39            | $134.08            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3873 M     | 2046-08-20      | 3.0000%  |  | $1358659.80        | $1200814.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  |  | $699.66            | $672.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA5457 | 2048-06-01      | 4.5000%  |  | $6992656.50        | $6719348.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  |  | $69.23             | $64.70             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785380 C     | 2051-03-20      | 2.5000%  |  | $101.60            | $84.12             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM6537 | 2048-05-01      | 4.0000%  |  | $736318.93         | $689914.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8647 M     | 2053-02-20      | 5.0000%  |  | $126.40            | $123.30            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6558 C     | 2055-04-20      | 6.5000%  |  | $153.35            | $158.70            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DD2271       | 2060-04-15      | 5.7300%  |  | $17319.24          | $17903.47          | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DI7403       | 2060-04-15      | 5.6400%  |  | $1047719.32        | $1076091.91        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785440 M     | 2051-03-20      | 2.0000%  |  | $24770497.84       | $19985311.05       | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DH1774       | 2051-08-15      | 6.2200%  |  | $502585.62         | $538367.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ2769 C     | 2055-04-20      | 6.5000%  |  | $198051.66         | $204960.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI8321 C     | 2055-04-20      | 6.5000%  |  | $126153.79         | $131328.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI9662 C     | 2055-05-20      | 5.5000%  |  | $820663.43         | $814923.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS3504 | 2042-06-01      | 3.5000%  |  | $2070183.27        | $1921540.89        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ1967 C     | 2055-05-20      | 5.5000%  |  | $2864.26           | $2875.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0966 C     | 2055-03-20      | 6.5000%  |  | $234819.23         | $244882.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI1188 C     | 2055-02-20      | 5.5000%  |  | $90305.55          | $90921.57          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH2668 C     | 2055-01-20      | 5.0000%  |  | $150.17            | $146.39            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3405 C     | 2055-04-20      | 6.5000%  |  | $121663.63         | $127399.24         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  |  | $2093370.77        | $2124527.10        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ8119 C     | 2055-05-20      | 6.0000%  |  | $153.60            | $158.00            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  |  | $764.49            | $775.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3141 C     | 2055-03-20      | 6.5000%  |  | $41634.57          | $43087.00          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3410 C     | 2055-04-20      | 6.0000%  |  | $36173.25          | $37040.76          | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DH1767       | 2060-04-15      | 5.9900%  |  | $153.49            | $162.65            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI6124 C     | 2055-04-20      | 5.5000%  |  | $503181.70         | $503369.67         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CT3707       | 2060-01-15      | 5.1300%  |  | $381515.11         | $377357.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD6664 C     | 2054-11-20      | 5.5000%  |  | $152.54            | $154.19            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI7850 C     | 2055-04-20      | 6.5000%  |  | $153.47            | $158.82            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK2591 C     | 2055-05-20      | 5.5000%  |  | $153.60            | $154.22            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF7080 C     | 2054-11-20      | 5.5000%  |  | $28778.32          | $29036.56          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ6171 C     | 2055-04-20      | 5.5000%  |  | $154.06            | $154.59            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ4630 C     | 2055-04-20      | 6.5000%  |  | $357114.87         | $370448.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI9461 C     | 2055-04-20      | 6.5000%  |  | $153.46            | $158.82            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DC7227       | 2060-02-15      | 5.7900%  |  | $773584.56         | $803276.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI2417 C     | 2055-04-20      | 6.0000%  |  | $41982.22          | $42904.08          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0307 M     | 2055-04-20      | 5.0000%  |  | $1277697.76        | $1243772.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7944 | 2046-01-01      | 3.5000%  |  | $67993.56          | $62102.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3474 C     | 2055-04-20      | 6.5000%  |  | $285.00            | $300.81            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ6553 C     | 2055-05-20      | 6.0000%  |  | $198676.12         | $203038.91         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $151.26            | $147.27            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $16919978.67       | $16092337.92       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3340 C     | 2055-03-20      | 6.5000%  |  | $191942.17         | $200990.92         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18707 G | 2033-09-01      | 3.5000%  |  | $13.98             | $13.72             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18734 G | 2034-05-01      | 3.5000%  |  | $420.69            | $412.19            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G15530 G | 2030-07-01      | 3.5000%  |  | $79.49             | $78.53             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  |  | $9.05              | $8.95              | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  |  | $3426008.01        | $3273462.34        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $316.59            | $301.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $7238.87           | $7371.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  |  | $100.09            | $97.12             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8099 | 2036-04-01      | 2.5000%  |  | $16073.85          | $14884.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8098 | 2036-04-01      | 2.0000%  |  | $3840.48           | $3478.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8090 | 2036-02-01      | 2.5000%  |  | $18713.73          | $17362.90          | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DJ6458       | 2060-06-15      | 5.5100%  |  | $4604.04           | $4710.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ6204 C     | 2055-04-20      | 6.0000%  |  | $524.32            | $535.84            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ4132 C     | 2055-04-20      | 5.5000%  |  | $769305.40         | $769592.78         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ3576 C     | 2055-02-20      | 6.5000%  |  | $45369.14          | $46951.85          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7966 C     | 2055-03-20      | 6.5000%  |  | $89707.95          | $93838.12          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7965 C     | 2055-03-20      | 6.5000%  |  | $129638.55         | $135829.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6551 C     | 2055-04-20      | 5.5000%  |  | $487832.33         | $488014.56         | Agency Mortgage-Backed Securities  |

### Security 191: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1172000000.00
- **C.18.a - Value (excl. sponsor support):** $1172000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 NOTE L 25  | 2025-05-31      | 2.8750%  |  | $26636257.09       | $27017049.45       | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE Z 25  | 2025-05-31      | 0.2500%  |  | $18756688.00       | $18780005.04       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $72875705.82       | $70702147.88       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $13807918.00       | $13103361.29       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $53.27             | $51.32             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $286820.36         | $275665.95         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $2184.18           | $1851.06           | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $53.27             | $48.90             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $6733566.18        | $6534315.89        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  |  | $53.27             | $52.17             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $54027974.73       | $45591753.92       | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AB 25 | 2025-07-31      | 0.2500%  |  | $8030490.73        | $7982667.74        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $53.27             | $51.41             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $9588877.82        | $9318280.37        | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $53.27             | $51.79             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $53.27             | $51.99             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $2209113.45        | $2159321.51        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $12453086.00       | $12158136.42       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $1805306.18        | $1745742.44        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $8167827.82        | $8251051.21        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $9759403.82        | $9637282.94        | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $10707.82          | $11291.61          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $562986.49         | $527899.01         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $8421512.55        | $4072595.26        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $53.27             | $36.47             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $10863001.64       | $10554917.01       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  |  | $5721118.00        | $5582139.09        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $10100189.45       | $9978054.98        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $54913740.36       | $57269780.02       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $426927.64         | $421866.36         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  |  | $53.27             | $54.14             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  |  | $53.27             | $53.06             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $1923944.55        | $1968944.02        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $24052636.36       | $24419803.97       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $571136.91         | $548730.74         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $51660215.09       | $49716612.63       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $55294427.27       | $51713794.56       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $4816920.00        | $4591243.40        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $53483314.36       | $52524312.59       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $1659019.27        | $1613333.43        | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $213.09            | $191.06            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $53.27             | $44.33             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $2105125.09        | $1709586.25        | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $3888.91           | $2249.64           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $40274.18          | $28294.78          | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $53.27             | $38.83             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $112245.64         | $82082.29          | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $53.27             | $39.09             | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $19545.34          | $13935.43          | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $53.27             | $39.98             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $53.27             | $37.00             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $53.27             | $45.23             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $106.55            | $90.97             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $53.27             | $42.43             | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $53.27             | $41.72             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $1192350.18        | $958706.51         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $53.27             | $50.15             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $53.27             | $52.77             | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $26052334.73       | $26253807.25       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $21308558.18       | $22056029.44       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $2029104.91        | $2084888.40        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $53.27             | $53.51             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $3048318.73        | $3064319.65        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $7288135.27        | $7393449.43        | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25    | 2025-08-28      | 0.0000%  |  | $41386356.55       | $40961939.46       | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26    | 2026-01-22      | 0.0000%  |  | $15182.73          | $14786.02          | U.S. Treasuries (including strips) |
| USTR BILL 07/03/25    | 2025-07-03      | 0.0000%  |  | $5322478.18        | $5303162.91        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $16346576.55       | $17177210.50       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $5210925.09        | $5274338.08        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $1971.09           | $2027.24           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $292434669.82      | $296918800.76      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $69785727.82       | $71169544.68       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  |  | $53.27             | $54.68             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $9246920.18        | $9395936.51        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $53.27             | $55.64             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $2677753.64        | $2774171.42        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $9927958.73        | $10054561.75       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $1507138.73        | $1495351.79        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AJ 26 | 2026-01-15      | 3.8750%  |  | $300937.64         | $304675.57         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $17047112.91       | $17316468.03       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $53.27             | $53.92             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $7085.27           | $7061.49           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $53.27             | $53.72             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AT 25 | 2025-10-15      | 4.2500%  |  | $6392034.73        | $6423217.69        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $53270116.91       | $48915793.69       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $53.27             | $51.06             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $7962834.36        | $8125467.96        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $349682.18         | $352314.58         | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $12146.18          | $8925.12           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $1291970.18        | $1264300.77        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $53.27             | $52.82             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $3001385.45        | $2944515.99        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $250168.73         | $257676.03         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $53.27             | $53.69             | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $53.27             | $52.14             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  |  | $480892.91         | $476845.77         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $1043772.55        | $778514.27         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $579021.87         | $412830.90         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  |  | $26634872.00       | $27662669.33       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $289484.00         | $180626.28         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $26636203.82       | $27282008.30       | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25    | 2025-09-04      | 0.0000%  |  | $435344.73         | $430542.00         | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $106.55            | $49.84             | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $53.27             | $51.64             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $19593549.27       | $19674593.97       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $53.27             | $49.66             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $53.27             | $32.94             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $87154.18          | $88353.02          | U.S. Treasuries (including strips) |

### Security 192: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.340%, 6/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $78038930.53       | $71549615.77       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  |  | $321403.40         | $320423.98         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $37464929.61       | $34879480.81       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $58094810.68       | $54385582.52       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $14448797.06       | $14246267.71       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 25  | 2025-07-15      | 0.3750%  |  | $71629440.79       | $71660060.97       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $71076.22          | $70422.33          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN A 26  | 2026-01-15      | 0.6250%  |  | $1550169.65        | $1545700.20        | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $2017169.31        | $1924166.35        | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $22335894.75       | $21935481.87       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $6683730.88        | $6586425.65        | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  |  | $36674921.79       | $36466806.40       | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  |  | $41222255.59       | $40365065.21       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $12938946.36       | $13090421.97       | U.S. Treasuries (including strips) |
| USTR 5 NOTE BH 25     | 2025-09-30      | 5.0000%  |  | $114400.00         | $115544.65         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $171028.57         | $166499.98         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $3618914.29        | $3601037.24        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $105774422.53      | $109647573.19      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $13487714.29       | $13096518.52       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $19828.57          | $12940.28          | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $16012239.61       | $15792014.97       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $40344114.29       | $39835633.57       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $10967257.14       | $8754915.51        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $28.57             | $27.15             | U.S. Treasuries (including strips) |
| USTR BILL 09/02/25    | 2025-09-02      | 0.0000%  |  | $3335000.00        | $3297814.75        | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25    | 2025-09-18      | 0.0000%  |  | $5714.29           | $5640.23           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $5985650.06        | $5997758.73        | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $14818328.85       | $14967975.05       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $2160571.43        | $2217635.74        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $75499329.97       | $76165079.37       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $184882.84         | $189483.97         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $246628.57         | $252579.84         | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $61793588.11       | $60842847.01       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $8702332.29        | $8378629.56        | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $30652640.93       | $30522302.38       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $1642762.15        | $1555873.90        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $14371.43          | $14580.74          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  |  | $15046724.85       | $13890155.36       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $117170637.81      | $104876644.60      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $29623163.65       | $29238260.67       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  |  | $76227783.91       | $69360663.77       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  |  | $3018376.18        | $2983648.82        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $36779996.10       | $35931617.25       | U.S. Treasuries (including strips) |

### Security 193: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450004750.00
- **C.18.a - Value (excl. sponsor support):** $450004750.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $50639793.77       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $50639793.77       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $40000000.00       | $40511835.02       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51530413.57       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51530413.57       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51530413.57       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51530413.57       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51530413.57       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $51530413.57       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $7975000.00        | $8219100.96        | U.S. Treasuries (including strips) |

### Security 194: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.350%, 6/6/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $72000000.00       | $52471640.52       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $15597800.00       | $12082035.28       | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $19984700.00       | $15074315.84       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $2800.00           | $2184.62           | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $7992300.00        | $6445579.58        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $129100.00         | $102825.04         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $41000.00          | $38598.32          | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $200.00            | $129.17            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $59015900.00       | $37099110.39       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $1454900.00        | $1336711.10        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  |  | $1250000.00        | $1233134.39        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  |  | $346600.00         | $338180.30         | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $100.00            | $85.75             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $81893700.00       | $57689488.91       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $100.00            | $95.25             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $2100.00           | $2018.33           | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  |  | $4000.00           | $3888.90           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $52275400.00       | $36726284.84       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE AP 25 | 2025-06-15      | 2.8750%  |  | $8883000.00        | $8992369.84        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $415600.00         | $362393.95         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $587600.00         | $564547.97         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $2698000.00        | $2398456.16        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $100.00            | $96.99             | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $14280500.00       | $13763921.31       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $28100.00          | $24084.23          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $116846100.00      | $112682895.66      | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $700.00            | $511.89            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $17300600.00       | $16211531.80       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $21337600.00       | $13225984.85       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $800.00            | $719.53            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $900.00            | $888.91            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $900.00            | $876.39            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $600.00            | $374.38            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $100.00            | $67.86             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $91252400.00       | $83793387.94       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  |  | $7967600.00        | $8017022.23        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $1200.00           | $1182.11           | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $487100.00         | $487328.86         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $1000500.00        | $987980.59         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $6600.00           | $6363.94           | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $300.00            | $279.70            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $200.00            | $184.33            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $400.00            | $368.34            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $40933300.00       | $34690323.37       | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $32202400.00       | $29557755.13       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $700.00            | $652.49            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $100.00            | $92.35             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  |  | $9998900.00        | $9792221.41        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $200.00            | $184.58            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $23977800.00       | $20309164.42       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $200.00            | $184.53            | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AC 25 | 2025-08-31      | 0.2500%  |  | $200.00            | $198.13            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $12573700.00       | $10610374.33       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $24999900.00       | $23358227.14       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $500.00            | $477.60            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $3160800.00        | $3077258.02        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $100.00            | $97.18             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  |  | $250000.00         | $246397.79         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $19108900.00       | $18405261.31       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $1000.00           | $977.46            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $29674600.00       | $29039075.47       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $4658400.00        | $4537008.58        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $1200.00           | $1154.85           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $200.00            | $187.05            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $144655600.00      | $131670709.99      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $10900.00          | $9870.75           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $500.00            | $491.03            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $12055000.00       | $11423077.64       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $1000.00           | $799.48            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $600.00            | $485.51            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $4230300.00        | $3793007.27        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $146748000.00      | $122128988.05      | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $400.00            | $285.51            | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $40783300.00       | $33120392.32       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $200.00            | $143.76            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $500.00            | $301.04            | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $200.00            | $134.77            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $600.00            | $325.60            | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $59556700.00       | $38952441.67       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $22000.00          | $11306.80          | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $900.00            | $435.23            | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $100.00            | $46.78             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $20993400.00       | $12144175.04       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $2126300.00        | $1314914.74        | U.S. Treasuries (including strips) |

### Security 195: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $6997700.00        | $7133467.11        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $100.00            | $101.74            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $681153000.00      | $710377443.06      | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $1587200.00        | $1567884.91        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $300.00            | $303.66            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $84598900.00       | $77683748.01       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $100.00            | $87.20             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $100.00            | $84.75             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $600.00            | $514.25            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $200.00            | $184.69            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $14170000.00       | $12932099.09       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $354700.00         | $322860.65         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $100.00            | $90.64             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $10500.00          | $10125.89          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $400.00            | $388.98            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $200.00            | $108.53            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $13620500.00       | $9569135.05        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $100.00            | $77.46             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $3200.00           | $2386.77           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $700.00            | $557.53            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $78600800.00       | $58677063.24       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25    | 2025-11-28      | 0.0000%  |  | $694762000.00      | $680357499.45      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $5212000.00        | $5201839.38        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $460800.00         | $462706.00         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $9800.00           | $9878.88           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $28691400.00       | $29592863.50       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $1241000.00        | $1168305.12        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $7999600.00        | $7641225.35        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $563100.00         | $562340.21         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $9000.00           | $8893.30           | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $54176300.00       | $38164145.21       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $488057900.00      | $501475429.66      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $9000.00           | $9122.49           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $30413700.00       | $29410239.29       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25    | 2025-10-09      | 0.0000%  |  | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $217838500.00      | $209292516.36      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $1200.00           | $743.81            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $1300.00           | $1165.62           | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $2020000.00        | $1321160.04        | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AC 25 | 2025-08-31      | 0.2500%  |  | $14753200.00       | $14615186.87       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $8600.00           | $8043.10           | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $320600.00         | $284135.86         | U.S. Treasuries (including strips) |

### Security 196: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  |  | $50000000.00       | $52454586.98       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50592220.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50592220.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50592220.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50592220.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50592220.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50592220.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $50592220.22       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51684500.00       | $53886916.35       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51684500.00       | $53886916.35       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51684500.00       | $53886916.35       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51684500.00       | $53886916.35       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51684500.00       | $53886916.35       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51684500.00       | $53886916.35       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51038729.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51038729.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51038729.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51038729.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51038729.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51038729.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51214174.72       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51214174.72       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51214174.72       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51214174.72       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51214174.72       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 07/31/2025 | 2025-07-31      | 0.0000%  |  | $50000000.00       | $49635320.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $47989092.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $47989092.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $47989092.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $47989092.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $10081400.00       | $9241869.33        | U.S. Treasuries (including strips) |

### Security 197: Fixed Income Clearing Corporation ("FICC") - MIZUHO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  4.350%, 6/2/2025
- **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: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLDD9304 | 2055-05-01      | 6.0000%  |  | $2666983.00        | $2705084.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9318 | 2055-05-01      | 6.5000%  |  | $3156004.00        | $3282752.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9316 | 2055-04-01      | 6.5000%  |  | $1491768.00        | $1553845.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9314 | 2055-05-01      | 6.5000%  |  | $1714951.00        | $1794284.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9826 | 2055-05-01      | 6.0000%  |  | $1576943.00        | $1609039.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9816 | 2055-05-01      | 6.0000%  |  | $2616910.00        | $2675131.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9812 | 2055-05-01      | 6.0000%  |  | $2148619.00        | $2209999.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7878 | 2055-05-01      | 6.5000%  |  | $1062395.22        | $1115617.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7634 | 2055-05-01      | 6.0000%  |  | $1085688.35        | $1108117.95        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1158 M     | 2043-07-20      | 4.0000%  |  | $97005.43          | $91292.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  |  | $15011616.00       | $15286201.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1975 | 2054-07-01      | 6.0000%  |  | $1524289.97        | $1550576.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  |  | $33600.61          | $33442.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6498 | 2051-03-01      | 2.0000%  |  | $1202459.68        | $950633.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM7167 | 2050-08-01      | 4.5000%  |  | $2009570.45        | $1919169.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7080 | 2051-04-01      | 2.0000%  |  | $1115911.44        | $883918.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5604 | 2049-03-01      | 4.0000%  |  | $787162.20         | $733726.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4446 | 2050-10-01      | 2.0000%  |  | $675912.32         | $530682.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM2001 | 2049-09-01      | 5.0000%  |  | $5794686.72        | $5721417.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1321 | 2048-10-01      | 4.0000%  |  | $3737798.46        | $3502392.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFA1256 | 2037-08-01      | 3.5000%  |  | $6052150.23        | $5954580.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7632 | 2055-05-01      | 6.0000%  |  | $1026118.00        | $1042808.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2884 | 2055-03-01      | 6.5000%  |  | $1235140.49        | $1281018.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2296 | 2055-01-01      | 6.5000%  |  | $1016360.02        | $1053914.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2679 | 2055-05-01      | 6.0000%  |  | $193358.00         | $197592.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2592 | 2055-02-01      | 6.5000%  |  | $1072878.05        | $1118672.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD1105 | 2055-01-01      | 7.0000%  |  | $1000808.53        | $1060073.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0505 | 2055-01-01      | 6.5000%  |  | $6143743.04        | $6471242.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0250 | 2055-01-01      | 6.5000%  |  | $326343.85         | $337693.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0156 | 2055-02-01      | 6.5000%  |  | $1009163.28        | $1049160.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC9055 | 2055-05-01      | 7.0000%  |  | $3287651.00        | $3480073.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9051 | 2055-05-01      | 6.0000%  |  | $3969033.00        | $4094852.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC8976 | 2055-01-01      | 6.0000%  |  | $2110575.14        | $2156727.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7564 | 2055-01-01      | 5.5000%  |  | $3166349.56        | $3151440.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC6165 | 2055-05-01      | 6.5000%  |  | $1498410.00        | $1561634.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC4823 | 2055-02-01      | 5.0000%  |  | $1340603.84        | $1310218.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4799 | 2055-04-01      | 6.5000%  |  | $1514963.00        | $1590859.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4763 | 2055-04-01      | 6.5000%  |  | $3477235.28        | $3658806.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4782 | 2055-03-01      | 6.0000%  |  | $494988.89         | $511652.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7530 | 2055-05-01      | 6.5000%  |  | $1004.00           | $1042.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  |  | $1613512.26        | $1505244.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3630 | 2052-05-01      | 4.0000%  |  | $443764.03         | $408270.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3246 | 2052-04-01      | 3.0000%  |  | $2711747.83        | $2321255.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3511 | 2052-05-01      | 4.0000%  |  | $6695776.55        | $6216869.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2073 | 2051-11-01      | 2.5000%  |  | $3096231.27        | $2536974.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1874 | 2051-10-01      | 3.0000%  |  | $1027374.83        | $883392.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0917 | 2047-12-01      | 3.5000%  |  | $4694265.24        | $4243918.29        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3247 | 2035-03-01      | 4.9400%  |  | $1000.00           | $1007.08           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1926 | 2031-09-01      | 4.7700%  |  | $16563000.00       | $16549327.24       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ1636 | 2034-08-01      | 4.8800%  |  | $13571000.00       | $13646021.99       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ1410 | 2034-08-01      | 5.0100%  |  | $4662000.00        | $4736316.16        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1124 | 2031-06-01      | 4.7900%  |  | $974951.00         | $989434.49         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX H2BZ0567 | 2034-05-01      | 4.9400%  |  | $14240000.00       | $14325802.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8084 | 2055-05-01      | 6.0000%  |  | $2785822.64        | $2838592.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6785 | 2055-05-01      | 5.5000%  |  | $1835435.00        | $1835252.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7085 | 2055-05-01      | 6.5000%  |  | $2232369.00        | $2310078.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7075 | 2055-05-01      | 6.0000%  |  | $1391299.00        | $1413909.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1101 | 2051-07-01      | 2.0000%  |  | $905137.49         | $718296.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0397 | 2051-05-01      | 3.0000%  |  | $1411917.73        | $1212975.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0288 | 2046-04-01      | 2.0000%  |  | $1545576.80        | $1242758.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7017 | 2050-09-01      | 2.0000%  |  | $3089940.10        | $2475530.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5670 | 2050-05-01      | 3.0000%  |  | $1959801.38        | $1682708.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2092 | 2048-07-01      | 4.5000%  |  | $472768.82         | $454437.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4322 M     | 2047-03-20      | 4.0000%  |  | $1073953.33        | $997737.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA3056 | 2050-07-01      | 3.0000%  |  | $733626.07         | $630580.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7186 | 2052-04-01      | 4.0000%  |  | $2015848.17        | $1866246.48        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8149 M     | 2052-07-20      | 3.5000%  |  | $991939.80         | $884809.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  |  | $2377166.68        | $1971619.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $8292463.80        | $8410932.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC9549 | 2051-10-01      | 3.0000%  |  | $479441.37         | $411536.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6753 | 2053-07-01      | 6.0000%  |  | $2870853.89        | $2934013.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ3248 | 2054-09-01      | 6.5000%  |  | $7785246.92        | $8047120.14        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS9830 | 2033-11-01      | 5.2600%  |  | $157584.00         | $163065.75         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0562 | 2034-02-01      | 5.3200%  |  | $600887.12         | $621942.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6629 | 2054-08-01      | 6.0000%  |  | $691605.35         | $705033.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  |  | $11809.03          | $10936.25          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF5585 | 2052-11-01      | 4.5000%  |  | $2121484.56        | $2010931.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM7684 | 2048-08-01      | 4.0000%  |  | $947214.00         | $883976.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7953 | 2053-03-01      | 5.0000%  |  | $5951138.76        | $5792622.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5659 | 2048-02-01      | 3.5000%  |  | $380940.72         | $343355.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7268 | 2050-08-01      | 4.0000%  |  | $2505788.59        | $2341617.39        | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CV1943       | 2065-12-15      | 5.7400%  |  | $3741378.00        | $3927174.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  |  | $262.26            | $265.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $859782.97         | $733381.69         | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  |  | $27691458.00       | $27247503.92       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4584 | 2044-09-01      | 3.0000%  |  | $36293.92          | $32210.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC6578 | 2051-09-01      | 2.0000%  |  | $8166642.40        | $6424224.81        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  |  | $31123.41          | $27225.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI4188 | 2054-04-01      | 5.0000%  |  | $3580105.57        | $3482335.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI2913 | 2054-04-01      | 5.5000%  |  | $1416399.20        | $1432571.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI1740 | 2054-03-01      | 7.5000%  |  | $3153886.91        | $3389957.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 ZLSI2095 | 2052-02-01      | 2.5000%  |  | $891.17            | $728.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9995 | 2053-10-01      | 6.0000%  |  | $741090.40         | $757394.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8382 | 2053-01-01      | 5.0000%  |  | $137884.90         | $134319.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  |  | $7578.50           | $7563.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $6230371.02        | $5899002.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  |  | $9796.40           | $9765.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7519 | 2052-06-01      | 3.5000%  |  | $1451026.35        | $1292894.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7357 | 2052-07-01      | 4.5000%  |  | $580908.52         | $549992.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7211 | 2052-04-01      | 4.0000%  |  | $2483765.04        | $2288688.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6910 | 2052-03-01      | 3.5000%  |  | $45336.08          | $40587.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA6505 | 2051-12-01      | 2.0000%  |  | $890938.80         | $699787.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  |  | $416746.91         | $372754.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5040 | 2051-04-01      | 2.0000%  |  | $2275061.92        | $1780538.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  |  | $689644.42         | $711326.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  |  | $735526.39         | $600878.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  |  | $965178.09         | $827722.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $2068904.16        | $1784367.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA1188 | 2042-09-01      | 3.0000%  |  | $543468.26         | $473827.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  |  | $9804538.92        | $10098766.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIFS7574 | 2039-03-01      | 6.0000%  |  | $3491523.43        | $3593480.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS7049 | 2054-01-01      | 7.0000%  |  | $437730.76         | $463488.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS5598 | 2037-08-01      | 1.5000%  |  | $2779823.34        | $2440135.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD6143 | 2055-03-01      | 7.0000%  |  | $1798181.87        | $1896177.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6140 | 2055-03-01      | 6.0000%  |  | $2093818.35        | $2144238.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5897 | 2055-03-01      | 6.0000%  |  | $3440301.44        | $3505468.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5478 | 2055-05-01      | 6.5000%  |  | $5352419.00        | $5550191.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5237 | 2055-03-01      | 6.0000%  |  | $1079106.01        | $1101862.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4742 | 2055-04-01      | 6.0000%  |  | $1085350.10        | $1109557.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2759 | 2055-04-01      | 6.5000%  |  | $1375720.60        | $1426330.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC0528 | 2054-10-01      | 5.0000%  |  | $5652738.70        | $5495862.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0890 | 2055-03-01      | 6.0000%  |  | $3071990.52        | $3138002.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB8222 | 2054-07-01      | 6.0000%  |  | $2804225.04        | $2855164.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB7480 | 2055-01-01      | 5.0000%  |  | $1293262.00        | $1260622.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7211 | 2054-02-01      | 6.0000%  |  | $1711955.03        | $1752494.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9250 | 2054-08-01      | 6.5000%  |  | $998178.25         | $1037839.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1156 | 2052-04-01      | 3.0000%  |  | $509496.09         | $434299.39         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DC4407       | 2059-08-15      | 5.5300%  |  | $1986452.38        | $2029398.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIQO2253 | 2039-06-01      | 6.0000%  |  | $1271139.61        | $1307879.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $234519.35         | $203329.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  |  | $1576628.45        | $1599152.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5799 | 2050-09-01      | 2.5000%  |  | $1553048.77        | $1281229.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0108 | 2048-06-01      | 4.0000%  |  | $1872197.62        | $1751166.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI9846 | 2040-03-01      | 5.5000%  |  | $188828.26         | $192236.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL4773 | 2043-01-01      | 3.0000%  |  | $1426352.17        | $1269411.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $871663.37         | $866738.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5629 | 2052-06-01      | 4.0000%  |  | $9631096.19        | $8856998.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIQO2555 | 2039-09-01      | 6.0000%  |  | $1155115.55        | $1188585.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA5255 | 2051-05-01      | 3.5000%  |  | $818230.63         | $732360.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7202 | 2052-04-01      | 4.5000%  |  | $1305512.29        | $1239213.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  |  | $752.94            | $766.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5495 | 2047-03-01      | 2.5000%  |  | $668748.97         | $559231.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6235 | 2053-11-01      | 7.0000%  |  | $8987598.74        | $9462781.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4347 | 2051-12-01      | 4.0000%  |  | $527831.61         | $488478.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS3180 | 2052-02-01      | 2.0000%  |  | $10039532.41       | $7850092.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3080 | 2051-05-01      | 3.0000%  |  | $527569.94         | $460225.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  |  | $1002716.21        | $955113.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  |  | $2374820.68        | $2315891.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $102147.62         | $83645.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  |  | $4018.87           | $3282.99           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8114 | 2050-12-01      | 2.5000%  |  | $237619.66         | $195605.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2060 | 2052-06-01      | 4.0000%  |  | $913319.78         | $845534.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1626 | 2052-04-01      | 2.5000%  |  | $828526.65         | $683147.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2269 | 2046-12-01      | 3.0000%  |  | $33948.44          | $29675.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  |  | $12039.70          | $10645.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  |  | $18244.78          | $16086.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2276 | 2046-12-01      | 3.0000%  |  | $16557.88          | $14630.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM2092 | 2046-11-01      | 3.5000%  |  | $12991.51          | $11813.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM2076 | 2046-11-01      | 3.5000%  |  | $13121.72          | $11929.35          | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX LB701043 | 2033-04-01      | 6.6340%  |  | $2152.99           | $2184.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAY8537 | 2045-07-01      | 4.0000%  |  | $884724.69         | $841104.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT4017 | 2043-04-01      | 3.0000%  |  | $1165281.50        | $1036089.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7173 | 2046-05-01      | 3.5000%  |  | $988268.87         | $899083.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5565 | 2045-08-01      | 3.5000%  |  | $693267.94         | $631716.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX4255 | 2055-01-01      | 7.0000%  |  | $1117411.21        | $1185728.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX3653 | 2055-01-01      | 7.0000%  |  | $1019275.54        | $1073694.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX2300 | 2054-12-01      | 5.5000%  |  | $1354989.58        | $1348612.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX2634 | 2055-01-01      | 6.5000%  |  | $1590416.63        | $1645693.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1267 | 2054-12-01      | 5.0000%  |  | $5308136.91        | $5161121.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX1043 | 2054-12-01      | 6.5000%  |  | $1828117.40        | $1893946.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1799 | 2054-12-01      | 5.5000%  |  | $1873724.26        | $1873828.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0766 | 2054-11-01      | 5.0000%  |  | $3264505.54        | $3175099.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5053 | 2055-04-01      | 6.0000%  |  | $998.47            | $1020.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5046 | 2055-04-01      | 6.0000%  |  | $1241494.02        | $1270766.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4558 | 2055-05-01      | 6.5000%  |  | $3349855.00        | $3503848.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5344 | 2055-03-01      | 6.0000%  |  | $2722950.14        | $2782213.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4355 | 2055-03-01      | 6.0000%  |  | $1023795.69        | $1045921.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4165 | 2055-04-01      | 6.0000%  |  | $7441952.41        | $7603326.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3895 | 2055-01-01      | 6.0000%  |  | $1008440.61        | $1029428.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3894 | 2055-02-01      | 6.0000%  |  | $1451906.58        | $1483451.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAR2626 | 2043-02-01      | 2.5000%  |  | $1572745.93        | $1364432.41        | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  |  | $5000.00           | $4521.85           | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN6046 | 2032-07-01      | 3.2200%  |  | $8427.37           | $7806.38           | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN0571 | 2026-01-01      | 3.1000%  |  | $4457.00           | $4421.20           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0632 | 2031-03-01      | 4.8000%  |  | $412954.00         | $419662.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQH0863 | 2053-09-01      | 5.0000%  |  | $1402147.02        | $1364970.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8270 | 2038-11-01      | 6.0000%  |  | $3555478.19        | $3658876.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0998 | 2048-01-01      | 3.5000%  |  | $105116.93         | $95032.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $3098483.05        | $2645059.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8735 | 2053-08-01      | 6.5000%  |  | $1041664.91        | $1078489.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA3331 | 2053-10-01      | 6.0000%  |  | $5490151.72        | $5571287.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1501 | 2049-10-01      | 3.0000%  |  | $77797.85          | $66916.78          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  |  | $3073.84           | $3188.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  |  | $745182.14         | $638568.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ1783 | 2045-07-01      | 4.0000%  |  | $1112872.57        | $1042039.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD5546 | 2053-01-01      | 4.0000%  |  | $3681023.78        | $3438577.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS3564 | 2038-07-01      | 3.5000%  |  | $294401.51         | $281652.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2121 | 2052-06-01      | 4.0000%  |  | $19302422.00       | $18002350.26       | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DB4202       | 2060-01-15      | 5.3800%  |  | $9969226.00        | $10073772.17       | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DA4283       | 2059-08-15      | 5.1400%  |  | $16874344.84       | $16832472.10       | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DA3196       | 2059-05-15      | 6.2700%  |  | $7938475.60        | $8471241.25        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DA0180       | 2059-03-15      | 5.5200%  |  | $8846218.35        | $9035037.93        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CZ7769       | 2059-02-15      | 5.4900%  |  | $6919096.31        | $7062145.17        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CZ2401       | 2059-08-15      | 5.9500%  |  | $8944580.79        | $9414341.73        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CU4648       | 2059-01-15      | 6.5300%  |  | $1980465.42        | $2156028.29        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CS6540       | 2058-07-15      | 4.8000%  |  | $4899895.35        | $4828712.94        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CS6549       | 2058-09-15      | 5.4500%  |  | $2952792.75        | $3024336.79        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BU5340 X     | 2050-04-15      | 3.0000%  |  | $107790.72         | $94154.83          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BF1120 X     | 2048-01-15      | 3.5000%  |  | $97784.68          | $87790.06          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BA0591 C     | 2047-06-20      | 3.5000%  |  | $214.48            | $190.29            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9240 M     | 2053-10-20      | 5.0000%  |  | $30247835.83       | $29519551.97       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4084 | 2053-10-01      | 5.5000%  |  | $1938331.65        | $1946082.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  |  | $1146022.67        | $1017921.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  |  | $4639420.03        | $4705700.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $5558606.11        | $5522200.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  |  | $1772895.79        | $1798223.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  |  | $1849652.53        | $1837540.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $369984.24         | $381610.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  |  | $3592241.82        | $3571484.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  |  | $579809.73         | $588566.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $57296211.97       | $55740778.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL9096 | 2042-10-01      | 4.5000%  |  | $524784.39         | $516683.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ5299 | 2041-11-01      | 4.0000%  |  | $509742.55         | $485878.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIQO2915 | 2039-12-01      | 6.0000%  |  | $1411453.42        | $1452264.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $4331362.00        | $4302985.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  |  | $9796391.00        | $10074259.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  |  | $28630972.00       | $28740679.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5744 | 2040-06-01      | 4.5000%  |  | $3229534.00        | $3189587.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $1525062.51        | $1546850.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  |  | $1088853.24        | $967143.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  |  | $1409995.62        | $1294858.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5450 | 2039-08-01      | 6.0000%  |  | $3632012.07        | $3735107.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $834713.58         | $829247.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4789 | 2048-09-01      | 3.5000%  |  | $274981.90         | $247464.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  |  | $519167.54         | $452897.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4621 | 2045-07-01      | 3.0000%  |  | $22183.81          | $19444.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS3781 | 2043-07-01      | 3.0000%  |  | $533477.33         | $473999.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS1579 | 2037-09-01      | 5.5000%  |  | $247.91            | $253.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS1436 | 2037-04-01      | 5.5000%  |  | $44.54             | $45.46             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  |  | $24.46             | $25.80             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  |  | $206.46            | $184.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8412 | 2055-03-01      | 5.5000%  |  | $3063661.69        | $3050180.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8249 | 2055-03-01      | 5.5000%  |  | $2297732.63        | $2300470.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX8221 | 2055-03-01      | 4.5000%  |  | $1016031.10        | $971368.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX7764 | 2055-03-01      | 4.5000%  |  | $1016389.98        | $966557.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7648 | 2055-03-01      | 6.5000%  |  | $1423699.20        | $1480223.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7363 | 2055-03-01      | 6.5000%  |  | $1018060.77        | $1070278.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7059 | 2055-02-01      | 6.0000%  |  | $2130256.42        | $2183479.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7058 | 2055-02-01      | 6.0000%  |  | $992472.31         | $1018303.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6566 | 2055-02-01      | 5.5000%  |  | $351012.12         | $349467.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX6373 | 2055-02-01      | 5.0000%  |  | $1776925.02        | $1739456.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6057 | 2055-01-01      | 6.0000%  |  | $1145266.20        | $1169265.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX5869 | 2055-02-01      | 5.0000%  |  | $1059706.85        | $1040345.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX5839 | 2055-01-01      | 4.5000%  |  | $1062931.58        | $1006656.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX5843 | 2055-01-01      | 4.5000%  |  | $1088792.31        | $1035467.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5131 | 2055-02-01      | 6.0000%  |  | $1189943.11        | $1229593.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX4972 | 2055-02-01      | 6.0000%  |  | $1086457.78        | $1125124.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX4797 | 2055-01-01      | 4.5000%  |  | $909110.64         | $864185.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1791 | 2052-11-01      | 4.5000%  |  | $2574535.29        | $2466930.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0498 | 2044-06-01      | 3.0000%  |  | $1552408.17        | $1382038.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0489 | 2048-04-01      | 4.0000%  |  | $332613.92         | $308690.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0486 | 2046-09-01      | 3.5000%  |  | $521360.25         | $474767.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0145 | 2047-08-01      | 3.0000%  |  | $151580.23         | $132340.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0847 | 2052-02-01      | 2.5000%  |  | $735368.35         | $599782.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8378 | 2040-04-01      | 5.0000%  |  | $12064379.64       | $12110607.67       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  |  | $296363.05         | $301784.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $2442.12           | $2511.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $1480.17           | $1507.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $753.22            | $696.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8153 | 2037-05-01      | 2.0000%  |  | $229147.26         | $207181.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  |  | $21811.91          | $19721.09          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA6686 | 2052-01-01      | 4.0000%  |  | $1459390.81        | $1342727.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8685 | 2051-09-01      | 3.0000%  |  | $930950.92         | $797024.94         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9901 | 2028-11-01      | 6.3200%  |  | $1566000.00        | $1666208.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6800 | 2054-08-01      | 6.0000%  |  | $595743.18         | $607020.79         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DD2253       | 2059-10-15      | 5.3400%  |  | $7386355.45        | $7447297.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX4769 | 2055-01-01      | 5.5000%  |  | $1775985.25        | $1783448.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZI8976 | 2039-07-01      | 5.0000%  |  | $153749.25         | $154175.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM6955 | 2048-06-01      | 4.0000%  |  | $594098.01         | $555325.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA9326 | 2054-01-01      | 7.5000%  |  | $1123651.34        | $1207403.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1163 | 2050-08-01      | 2.0000%  |  | $650736.12         | $510434.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD6952 | 2054-10-01      | 6.5000%  |  | $8889542.49        | $9251703.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7253 | 2055-05-01      | 6.5000%  |  | $1000450.00        | $1038973.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX8404 | 2055-03-01      | 6.0000%  |  | $3145092.17        | $3200689.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1366 | 2055-05-01      | 6.5000%  |  | $11562249.00       | $11989452.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9053 | 2055-05-01      | 6.0000%  |  | $2114242.00        | $2168426.50        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI2113 C     | 2064-12-20      | 6.5000%  |  | $1941624.86        | $1988837.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  |  | $562836.23         | $532486.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  |  | $2909436.35        | $2752514.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT1382 | 2048-06-01      | 3.5000%  |  | $2681927.19        | $2435453.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZT0541 | 2048-06-01      | 4.0000%  |  | $1531910.40        | $1432177.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS9813 | 2046-09-01      | 3.0000%  |  | $132516.45         | $115902.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS9805 | 2046-09-01      | 3.0000%  |  | $173434.09         | $151745.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTZS8833 | 2027-06-01      | 4.5000%  |  | $17.10             | $17.09             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  |  | $4423623.00        | $4412367.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL0503 | 2050-03-01      | 3.5000%  |  | $47220.62          | $42941.17          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0501 | 2055-02-01      | 6.0000%  |  | $17600691.39       | $17908902.96       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4688 | 2055-05-01      | 6.0000%  |  | $5413166.00        | $5533594.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY3431 | 2055-05-01      | 6.5000%  |  | $2101436.00        | $2184997.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2887 | 2055-05-01      | 6.5000%  |  | $2279122.00        | $2358458.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2780 | 2055-05-01      | 5.5000%  |  | $1305415.00        | $1308093.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2216 | 2055-05-01      | 6.0000%  |  | $19904356.33       | $20323827.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2094 | 2055-04-01      | 6.0000%  |  | $10681589.04       | $10858372.90       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1449 | 2055-04-01      | 5.5000%  |  | $7594217.49        | $7551466.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0610 | 2055-04-01      | 6.0000%  |  | $5658012.20        | $5758030.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0593 | 2055-04-01      | 6.5000%  |  | $6004126.41        | $6211299.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0295 | 2055-04-01      | 6.0000%  |  | $3860564.32        | $3948347.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0294 | 2055-04-01      | 6.0000%  |  | $1763699.00        | $1788895.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9586 | 2055-04-01      | 6.5000%  |  | $2368150.87        | $2449861.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9601 | 2055-03-01      | 5.5000%  |  | $2102770.92        | $2102885.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9429 | 2055-04-01      | 6.0000%  |  | $10098215.62       | $10322873.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8398 | 2055-03-01      | 5.5000%  |  | $2391850.10        | $2380956.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3619 | 2055-01-01      | 5.5000%  |  | $9798561.23        | $9821495.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD7509 | 2055-05-01      | 5.5000%  |  | $6940.00           | $6938.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8278 | 2052-12-01      | 6.0000%  |  | $1241693.08        | $1262494.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1351 | 2055-05-01      | 6.0000%  |  | $35713186.00       | $36510137.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5697 | 2055-02-01      | 4.5000%  |  | $2433514.08        | $2312544.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF2380 | 2052-10-01      | 4.5000%  |  | $1470776.14        | $1392257.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  |  | $605933.81         | $553766.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  |  | $2313425.96        | $2138292.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8327 | 2055-03-01      | 6.5000%  |  | $1739900.36        | $1805766.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7480 | 2055-02-01      | 5.5000%  |  | $1452161.27        | $1465235.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  |  | $880.62            | $905.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1350 | 2055-01-01      | 6.5000%  |  | $1062538.47        | $1106184.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY1782 | 2055-04-01      | 6.0000%  |  | $10090270.03       | $10234422.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV3851 | 2052-03-01      | 4.5000%  |  | $634.75            | $600.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4127 | 2055-03-01      | 6.5000%  |  | $1485403.66        | $1545944.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1353 | 2055-05-01      | 6.0000%  |  | $13325286.00       | $13594048.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  |  | $46868963.00       | $47756770.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1782 | 2055-05-01      | 5.5000%  |  | $13557665.00       | $13640157.37       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIQO3155 | 2040-02-01      | 6.0000%  |  | $938444.19         | $965660.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX4796 | 2055-01-01      | 4.5000%  |  | $1097052.94        | $1045427.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8864 | 2051-10-01      | 2.5000%  |  | $1052375.69        | $872157.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5634 | 2045-02-01      | 6.0000%  |  | $438235.22         | $447154.33         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBL9492 | 2030-12-01      | 1.4500%  |  | $13500000.00       | $11465307.76       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1358 | 2055-02-01      | 6.5000%  |  | $32229670.00       | $33854210.09       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX8395 | 2055-03-01      | 6.0000%  |  | $11151563.51       | $11335445.35       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZA1026 | 2039-10-01      | 5.5000%  |  | $3372226.93        | $3433087.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZA0728 | 2031-01-01      | 7.0000%  |  | $6.33              | $6.64              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8413 | 2055-03-01      | 6.5000%  |  | $1060527.65        | $1103943.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  |  | $3325.93           | $2858.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD7539 | 2051-04-01      | 2.0000%  |  | $2662051.24        | $2106760.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  |  | $1477704.69        | $1286376.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7463 | 2054-11-01      | 5.5000%  |  | $14114538.98       | $14208535.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5958 | 2054-08-01      | 6.5000%  |  | $226583.01         | $234048.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD5550 | 2042-12-01      | 3.0000%  |  | $1592674.35        | $1415568.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD5535 | 2052-09-01      | 4.0000%  |  | $7060390.67        | $6536412.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD5553 | 2053-01-01      | 4.0000%  |  | $2021285.06        | $1890120.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5007 | 2053-09-01      | 5.0000%  |  | $10375493.49       | $10099357.80       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4836 | 2052-06-01      | 3.0000%  |  | $1810513.34        | $1552393.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD5344 | 2052-04-01      | 2.5000%  |  | $2380059.29        | $1953112.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3238 | 2052-12-01      | 5.5000%  |  | $1553539.66        | $1546829.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD3480 | 2053-08-01      | 6.5000%  |  | $10653199.13       | $11102104.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2566 | 2049-02-01      | 4.5000%  |  | $1730633.47        | $1646943.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  |  | $325010.31         | $300013.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1657 | 2052-02-01      | 2.5000%  |  | $2430252.22        | $2012302.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD1507 | 2051-05-01      | 2.0000%  |  | $1049363.60        | $820884.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $2455005.07        | $2027981.22        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $194729.27         | $194333.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0191 | 2051-04-01      | 3.0000%  |  | $2072200.20        | $1780255.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  |  | $55.44             | $50.07             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5306 | 2052-12-01      | 6.0000%  |  | $4568980.92        | $4674416.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9999 | 2055-05-01      | 6.5000%  |  | $1260100.00        | $1299987.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7073 | 2055-05-01      | 6.5000%  |  | $1931802.00        | $2002869.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9436 | 2055-05-01      | 6.0000%  |  | $1416250.00        | $1454111.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1789 | 2055-05-01      | 5.5000%  |  | $5104093.00        | $5083199.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2507 | 2047-01-01      | 3.0000%  |  | $37154.91          | $32640.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $10544727.22       | $10695372.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5694 | 2055-03-01      | 6.5000%  |  | $1151333.06        | $1174920.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9574 | 2055-04-01      | 6.0000%  |  | $1136733.00        | $1160968.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC6169 | 2055-05-01      | 6.5000%  |  | $2402427.00        | $2520544.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8036 | 2050-01-01      | 3.0000%  |  | $418681.72         | $360341.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4029 | 2049-08-01      | 4.0000%  |  | $462372.70         | $429941.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4494 | 2055-04-01      | 6.0000%  |  | $4611144.82        | $4704148.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6255 | 2055-03-01      | 6.0000%  |  | $1294014.58        | $1318526.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1793 | 2055-04-01      | 5.5000%  |  | $20859978.00       | $20787522.03       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5155 | 2055-03-01      | 6.0000%  |  | $1129810.24        | $1153620.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7052 | 2055-02-01      | 5.5000%  |  | $1499495.01        | $1507138.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY2253 | 2055-04-01      | 7.0000%  |  | $337909.16         | $356269.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1327 | 2050-09-01      | 4.5000%  |  | $13167171.00       | $12655323.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX7545 | 2055-02-01      | 4.5000%  |  | $2618773.63        | $2493444.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6561 | 2055-02-01      | 6.0000%  |  | $1202005.19        | $1223852.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0786 | 2055-05-01      | 6.5000%  |  | $856360.00         | $890065.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0875 | 2055-03-01      | 5.5000%  |  | $2117225.33        | $2116333.04        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0258 M     | 2055-03-20      | 5.0000%  |  | $6985033.03        | $6800647.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX3797 | 2055-01-01      | 6.5000%  |  | $3176115.93        | $3286578.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX4408 | 2055-01-01      | 6.0000%  |  | $7789741.05        | $7918188.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4685 | 2037-06-01      | 1.5000%  |  | $372476.17         | $326949.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1063 | 2052-07-01      | 3.5000%  |  | $1407934.64        | $1264965.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3206 | 2050-08-01      | 2.0000%  |  | $558519.88         | $440685.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $1046682.35        | $1039828.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM2192 | 2046-12-01      | 3.5000%  |  | $4950815.91        | $4508101.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZL1378 | 2041-05-01      | 5.0000%  |  | $276733.42         | $277500.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2318 | 2049-09-01      | 3.5000%  |  | $276663.29         | $249313.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7920 | 2053-12-01      | 7.5000%  |  | $1720912.50        | $1839164.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2152 | 2052-02-01      | 2.5000%  |  | $586405.21         | $490421.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI6703 | 2054-06-01      | 6.5000%  |  | $1700410.89        | $1763197.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZI9942 | 2040-04-01      | 5.0000%  |  | $577.14            | $578.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  |  | $1065.23           | $1085.26           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91309 G | 2030-07-01      | 4.5000%  |  | $18.35             | $18.46             | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $1000.00           | $1021.08           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $127900.00         | $128444.51         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $3227800.00        | $3277072.92        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $1588000.00        | $1634284.64        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $600.00            | $619.18            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $300.00            | $311.01            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $2161800.00        | $2160071.91        | U.S. Treasuries (including strips) |
| FMAC FEPC 03.000 CLZL5471 | 2043-04-01      | 3.0000%  |  | $24614.02          | $21915.99          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM6220 | 2048-04-01      | 4.0000%  |  | $355.17            | $331.53            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ1220 | 2034-06-01      | 5.1800%  |  | $10729000.00       | $10995119.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQJ6027 | 2054-10-01      | 7.5000%  |  | $717326.84         | $765731.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $211264.33         | $210286.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI3167 | 2054-04-01      | 5.0000%  |  | $2003332.64        | $1946155.08        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS6303 | 2032-08-01      | 4.1100%  |  | $15627000.00       | $14937002.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV3575 | 2052-02-01      | 3.5000%  |  | $1981701.45        | $1762878.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  |  | $81.09             | $72.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBC4424 | 2046-03-01      | 4.5000%  |  | $2549775.34        | $2448457.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $33999.35          | $27732.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4320 M     | 2047-03-20      | 3.0000%  |  | $671849.56         | $593099.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9389 | 2055-05-01      | 5.5000%  |  | $1045000.00        | $1043884.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX2312 | 2054-12-01      | 5.5000%  |  | $1564769.12        | $1557603.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5861 | 2055-03-01      | 6.0000%  |  | $3088373.92        | $3146878.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1331 | 2055-05-01      | 5.0000%  |  | $13094614.00       | $12786376.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBV1609 | 2055-04-01      | 6.5000%  |  | $1020569.00        | $1063113.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8801 | 2054-11-01      | 5.0000%  |  | $8004800.47        | $7811682.89        | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CR4178       | 2066-02-15      | 5.2100%  |  | $615791.00         | $560153.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4766 | 2055-05-01      | 6.0000%  |  | $16906384.00       | $17214187.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3398 | 2055-03-01      | 6.5000%  |  | $2201955.70        | $2292403.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9429 | 2055-05-01      | 5.5000%  |  | $1298240.00        | $1296854.20        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  |  | $20203.54          | $19670.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC8975 | 2055-01-01      | 6.0000%  |  | $4022078.50        | $4106362.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1335 | 2055-05-01      | 5.5000%  |  | $22395534.00       | $22531800.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9178 | 2055-05-01      | 6.5000%  |  | $1035910.84        | $1073047.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX4245 | 2055-01-01      | 6.0000%  |  | $1066980.58        | $1088103.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9819 | 2055-05-01      | 6.0000%  |  | $1911189.00        | $1954313.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9814 | 2055-05-01      | 6.0000%  |  | $3788423.00        | $3870019.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $14358684.72       | $14563817.67       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0707 | 2055-04-01      | 6.0000%  |  | $4658830.99        | $4725388.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6126 | 2055-03-01      | 6.5000%  |  | $3066103.14        | $3181272.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9924 | 2055-05-01      | 6.0000%  |  | $1146772.00        | $1169968.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4635 | 2055-05-01      | 6.0000%  |  | $480357.00         | $493537.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7521 | 2055-04-01      | 5.0000%  |  | $1213708.00        | $1182508.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5534 | 2055-02-01      | 6.0000%  |  | $1045696.48        | $1077661.68        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787889 C     | 2055-02-20      | 5.5000%  |  | $2068565.31        | $2069331.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9975 | 2055-05-01      | 6.5000%  |  | $4839744.00        | $5020663.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4582 | 2054-11-01      | 5.5000%  |  | $5897315.35        | $5858691.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7248 | 2055-01-01      | 5.0000%  |  | $1123728.23        | $1094669.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7071 | 2055-02-01      | 6.5000%  |  | $1398208.19        | $1456414.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4171 | 2055-05-01      | 5.5000%  |  | $1223004.00        | $1235753.27        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3173 | 2035-02-01      | 4.6600%  |  | $4871176.11        | $4836254.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9050 | 2055-05-01      | 6.0000%  |  | $3739935.00        | $3839912.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU5809 | 2055-03-01      | 6.0000%  |  | $14675901.44       | $14933644.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3882 | 2055-01-01      | 6.5000%  |  | $1646579.04        | $1714215.75        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI6438 C     | 2055-05-20      | 6.0000%  |  | $27709404.00       | $28317884.03       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CIRR0006 | 2040-05-01      | 6.5000%  |  | $2277358.00        | $2365954.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $9759077.65        | $9695141.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC7835 | 2054-12-01      | 7.0000%  |  | $1874933.56        | $1979577.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2693 | 2055-05-01      | 7.0000%  |  | $1169850.00        | $1236055.19        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH3000 C     | 2065-01-20      | 6.5000%  |  | $256244.81         | $262475.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5186 | 2055-04-01      | 6.0000%  |  | $1880435.01        | $1938200.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM1545 | 2046-06-01      | 4.0000%  |  | $2311101.59        | $2162082.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM1278 | 2046-06-01      | 3.5000%  |  | $75870.92          | $69087.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL9838 | 2045-07-01      | 4.0000%  |  | $100622.74         | $94176.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL8099 | 2044-05-01      | 4.0000%  |  | $26120.45          | $24829.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL6569 | 2043-07-01      | 3.5000%  |  | $21792.17          | $20141.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 08.000 CLZA0674 | 2030-04-01      | 8.0000%  |  | $7.10              | $7.47              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN6026 | 2049-05-01      | 4.0000%  |  | $525303.66         | $485703.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZM8127 | 2048-08-01      | 5.0000%  |  | $567367.73         | $561943.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5920 | 2048-03-01      | 3.5000%  |  | $812140.87         | $733141.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4689 | 2047-10-01      | 4.5000%  |  | $19081.03          | $18341.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4257 | 2047-09-01      | 3.5000%  |  | $129694.15         | $117801.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM3192 | 2047-05-01      | 4.0000%  |  | $2503308.30        | $2351668.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM2530 | 2047-02-01      | 4.0000%  |  | $51994.45          | $48192.73          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0344 | 2034-02-01      | 4.4800%  |  | $28462000.00       | $27927395.09       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0280 | 2031-02-01      | 4.8000%  |  | $857044.00         | $871290.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL4764 | 2043-01-01      | 3.0000%  |  | $50574.24          | $45041.25          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL3237 | 2042-06-01      | 3.5000%  |  | $52844.84          | $48969.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTZJ9240 | 2028-03-01      | 5.0000%  |  | $28625.87          | $28721.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI9945 | 2040-04-01      | 5.5000%  |  | $87706.96          | $89289.85          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS8605 | 2033-06-01      | 4.4100%  |  | $24510000.00       | $24093513.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ4821 | 2050-10-01      | 2.5000%  |  | $559762.32         | $463312.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ2999 | 2050-10-01      | 2.5000%  |  | $606386.74         | $500828.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKBQ1104 | 2050-04-01      | 4.5000%  |  | $1289497.95        | $1197908.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTBP9669 | 2040-07-01      | 2.5000%  |  | $9743550.15        | $8732158.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP9307 | 2050-08-01      | 2.5000%  |  | $4591377.54        | $3802100.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  |  | $16563.37          | $15442.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $445550.09         | $388463.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7649 M     | 2051-10-20      | 2.5000%  |  | $293511.66         | $246098.93         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6996 M     | 2050-11-20      | 3.0000%  |  | $7814242.62        | $6831630.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC6452 | 2051-09-01      | 2.5000%  |  | $154110.52         | $126185.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6496 | 2051-02-01      | 2.0000%  |  | $979865.59         | $776167.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  |  | $1558.59           | $1635.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQI8741 | 2054-06-01      | 4.5000%  |  | $1674452.52        | $1593681.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS9986 | 2047-04-01      | 3.0000%  |  | $121385.34         | $106041.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2474 | 2047-01-01      | 3.0000%  |  | $64939.96          | $57086.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL6516 | 2043-07-01      | 4.0000%  |  | $618848.84         | $585969.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4309 | 2050-09-01      | 2.5000%  |  | $3972373.58        | $3271455.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9516 | 2052-04-01      | 2.5000%  |  | $6150098.91        | $5090706.79        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CU4609       | 2059-02-15      | 6.4700%  |  | $2476855.43        | $2647089.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2897 | 2050-06-01      | 2.5000%  |  | $506549.78         | $418642.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB1314 | 2037-11-01      | 1.5000%  |  | $287878.29         | $252556.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS5314 | 2045-07-01      | 4.0000%  |  | $432810.65         | $407989.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI9214 | 2054-07-01      | 6.0000%  |  | $1621016.14        | $1663576.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI8825 | 2054-07-01      | 5.0000%  |  | $147158.63         | $142949.71         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0215 | 2034-02-01      | 4.9500%  |  | $4040997.00        | $4094126.01        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ0067 | 2033-12-01      | 5.2500%  |  | $5525000.00        | $5712729.37        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0817 | 2031-04-01      | 5.0500%  |  | $697583.00         | $717524.84         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0807 | 2031-05-01      | 4.9650%  |  | $2738503.00        | $2804338.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV2721 | 2052-04-01      | 3.5000%  |  | $2593132.95        | $2338610.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV1513 | 2055-03-01      | 6.0000%  |  | $1076640.60        | $1098478.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU5725 | 2055-02-01      | 4.0000%  |  | $2312039.91        | $2128612.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU5724 | 2055-02-01      | 4.0000%  |  | $2505595.18        | $2300993.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5700 | 2055-02-01      | 4.5000%  |  | $2518380.40        | $2400968.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5698 | 2055-02-01      | 4.5000%  |  | $2738035.89        | $2607001.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU1349 | 2052-02-01      | 3.0000%  |  | $1320009.08        | $1136565.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT4392 | 2051-09-01      | 2.5000%  |  | $97380.31          | $79794.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD3401 | 2055-01-01      | 4.5000%  |  | $918191.52         | $870354.66         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9712 | 2030-10-01      | 5.2600%  |  | $1717313.81        | $1780629.83        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS9685 | 2033-10-01      | 5.6300%  |  | $1822442.12        | $1919992.49        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9518 | 2030-09-01      | 5.5900%  |  | $3423000.00        | $3599938.48        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9510 | 2030-09-01      | 5.6600%  |  | $2125000.00        | $2241865.32        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5018 M     | 2048-02-20      | 3.0000%  |  | $92914.94          | $81930.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  |  | $462676.14         | $407841.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  |  | $35985.86          | $31767.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2753 M     | 2045-04-20      | 3.0000%  |  | $102689.50         | $91000.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $12286.54          | $11615.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH4375 | 2053-11-01      | 6.0000%  |  | $4963948.14        | $5054139.77        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0367 M     | 2055-05-20      | 6.0000%  |  | $10918663.00       | $11081169.10       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $9107.00           | $8865.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $15827544.27       | $15775148.07       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $497713.45         | $496065.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  |  | $27139416.71       | $26418940.59       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH5013 C     | 2065-01-20      | 6.5000%  |  | $2302400.19        | $2358385.61        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DC4413       | 2059-09-15      | 5.8400%  |  | $3480405.57        | $3634738.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZI9346 | 2039-10-01      | 5.0000%  |  | $27.97             | $28.04             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI9164 | 2039-09-01      | 5.5000%  |  | $1355128.18        | $1378750.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBK8390 | 2051-01-01      | 2.0000%  |  | $711135.02         | $556291.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBD8462 | 2046-11-01      | 3.0000%  |  | $825806.59         | $721874.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD7087 | 2047-03-01      | 4.0000%  |  | $5357224.66        | $5011759.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA2901 | 2045-11-01      | 3.5000%  |  | $3317117.10        | $3023961.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIDE0606 | 2040-06-01      | 6.0000%  |  | $212095.00         | $218540.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG2317 | 2053-05-01      | 6.5000%  |  | $6981970.29        | $7244611.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1845 | 2053-05-01      | 5.0000%  |  | $1689658.23        | $1644650.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG2627 | 2053-04-01      | 4.5000%  |  | $1731807.05        | $1638263.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1634 | 2053-04-01      | 5.0000%  |  | $2450363.19        | $2383210.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF6516 | 2053-01-01      | 6.5000%  |  | $113019.77         | $117367.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1968 | 2052-10-01      | 5.5000%  |  | $1704089.69        | $1708553.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE1426 | 2052-04-01      | 4.5000%  |  | $522670.18         | $494929.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1195 | 2052-04-01      | 3.5000%  |  | $942.27            | $838.08            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI9418 C     | 2055-04-20      | 5.5000%  |  | $35463475.47       | $35476723.06       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI7257 C     | 2055-03-20      | 6.0000%  |  | $24948452.25       | $25496278.67       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI6371 C     | 2055-05-20      | 6.0000%  |  | $4893388.00        | $5000843.54        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI6361 C     | 2055-05-20      | 6.0000%  |  | $13062396.00       | $13349237.50       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI2488 C     | 2055-05-20      | 6.0000%  |  | $29168.00          | $29808.51          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI2575 C     | 2055-04-20      | 6.5000%  |  | $4131090.87        | $4275204.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0431 | 2055-05-01      | 5.0000%  |  | $744576.00         | $724776.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0315 | 2055-05-01      | 6.5000%  |  | $2033137.00        | $2117900.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0198 | 2055-05-01      | 6.0000%  |  | $6309738.00        | $6399881.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0197 | 2055-05-01      | 6.5000%  |  | $1433165.00        | $1493571.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0129 | 2055-05-01      | 6.0000%  |  | $3678239.00        | $3756660.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0154 | 2055-05-01      | 6.0000%  |  | $3276513.00        | $3354154.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQE0521 | 2052-04-01      | 2.5000%  |  | $1585508.60        | $1296890.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD7589 | 2052-02-01      | 2.5000%  |  | $1500479.93        | $1237742.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD7333 | 2052-02-01      | 3.0000%  |  | $503880.21         | $430094.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD3211 | 2051-12-01      | 2.0000%  |  | $954178.22         | $753780.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD3153 | 2051-12-01      | 3.5000%  |  | $1555870.55        | $1392252.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD1707 | 2051-11-01      | 3.0000%  |  | $1321620.89        | $1135380.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1359 | 2055-05-01      | 6.5000%  |  | $9425940.00        | $9877839.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1357 | 2055-05-01      | 6.0000%  |  | $34884502.00       | $35408688.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1792 | 2055-06-01      | 5.5000%  |  | $15883398.00       | $15779338.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1791 | 2055-05-01      | 5.5000%  |  | $13366055.00       | $13336042.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1784 | 2055-05-01      | 5.5000%  |  | $13872850.00       | $13892793.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1772 | 2052-09-01      | 3.5000%  |  | $5048120.00        | $4490532.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA0229 | 2054-12-01      | 4.0000%  |  | $63110138.12       | $58035087.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9168 | 2054-09-01      | 6.5000%  |  | $55447673.68       | $57573321.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $1204479.15        | $1121807.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI7346 | 2038-04-01      | 5.5000%  |  | $57565.98          | $58604.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI7971 | 2038-08-01      | 5.5000%  |  | $22153.84          | $22523.49          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI3774 | 2035-11-01      | 5.5000%  |  | $2982.49           | $3002.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  |  | $297.14            | $299.68            | Agency Mortgage-Backed Securities  |
| FMAC FMAR 1B7562 G        | 2037-11-01      | 6.2860%  |  | $1314.87           | $1320.45           | Agency Mortgage-Backed Securities  |
| FMAC FMAR 1J1920 G        | 2038-10-01      | 6.7580%  |  | $36.40             | $37.17             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08727 G | 2046-10-01      | 3.5000%  |  | $593.89            | $541.02            | Agency Mortgage-Backed Securities  |
| FMAC 07.500 FGPC G00921 G | 2028-04-01      | 7.5000%  |  | $10.84             | $11.06             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  |  | $49608280.00       | $50729790.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1352 | 2055-05-01      | 6.0000%  |  | $24608710.00       | $25150331.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1373 | 2054-07-01      | 6.5000%  |  | $15245875.00       | $15897729.32       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1372 | 2055-05-01      | 6.0000%  |  | $218914.00         | $223462.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1337 | 2055-05-01      | 5.5000%  |  | $21309444.00       | $21340077.52       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1336 | 2055-05-01      | 5.5000%  |  | $14962100.00       | $15036589.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1333 | 2055-01-01      | 5.0000%  |  | $19630368.00       | $19163239.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1332 | 2054-04-01      | 5.0000%  |  | $13168282.00       | $12873954.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1330 | 2055-02-01      | 5.0000%  |  | $21796229.00       | $21301253.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC9154 | 2051-10-01      | 3.0000%  |  | $233612.80         | $201743.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB6474 | 2050-12-01      | 2.5000%  |  | $434867.07         | $362108.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB6246 | 2050-12-01      | 2.0000%  |  | $419523.57         | $332391.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA4919 | 2051-03-01      | 3.0000%  |  | $14066084.93       | $12084323.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3611 | 2050-09-01      | 2.5000%  |  | $503625.63         | $411162.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA3465 | 2050-09-01      | 3.0000%  |  | $2116512.35        | $1819224.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3306 | 2050-08-01      | 2.5000%  |  | $379862.56         | $313802.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA2290 | 2050-01-01      | 4.5000%  |  | $383294.05         | $366986.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA2677 | 2050-06-01      | 2.0000%  |  | $1745078.30        | $1376188.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 3PQU8296 | 2055-04-01      | 7.0000%  |  | $4092239.51        | $4220764.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 3PQU8224 | 2054-09-01      | 6.5000%  |  | $1121750.93        | $1139229.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3PQU7368 | 2049-12-01      | 4.0000%  |  | $1655015.46        | $1494883.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PQU8000 | 2051-07-01      | 3.5000%  |  | $750272.28         | $655060.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ6398 | 2054-10-01      | 5.5000%  |  | $1323602.19        | $1314933.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ4983 | 2054-09-01      | 5.5000%  |  | $1707801.06        | $1699763.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ4602 | 2054-09-01      | 5.5000%  |  | $1318267.22        | $1313886.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ4002 | 2054-08-01      | 5.0000%  |  | $1324610.20        | $1290534.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQJ3537 | 2054-09-01      | 7.5000%  |  | $1423249.60        | $1516204.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2429 | 2054-08-01      | 6.5000%  |  | $1409416.28        | $1466885.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ2353 | 2054-08-01      | 5.5000%  |  | $1694634.39        | $1695924.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ0298 | 2054-07-01      | 6.5000%  |  | $1494670.05        | $1551228.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQJ0023 | 2054-07-01      | 7.5000%  |  | $989103.84         | $1051829.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8183 | 2054-01-01      | 7.5000%  |  | $1900868.42        | $2030560.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0666 | 2052-03-01      | 2.5000%  |  | $4280687.68        | $3532016.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM6647 | 2047-05-01      | 3.0000%  |  | $2970641.84        | $2600415.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1328 | 2054-12-01      | 5.0000%  |  | $13713348.00       | $13489831.10       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1326 | 2055-05-01      | 4.5000%  |  | $17569264.00       | $16671281.35       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  |  | $3436156.00        | $3548784.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB5079 | 2050-11-01      | 2.0000%  |  | $432532.64         | $342815.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  |  | $11897957.90       | $9339148.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB0710 | 2050-06-01      | 3.0000%  |  | $1522819.25        | $1311696.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5519 | 2049-12-01      | 3.0000%  |  | $798365.98         | $692216.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA6251 | 2050-01-01      | 3.0000%  |  | $797754.93         | $688194.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6226 | 2050-01-01      | 3.5000%  |  | $61743.09          | $55537.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9579 | 2055-05-01      | 6.5000%  |  | $1260.00           | $1310.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9575 | 2055-05-01      | 6.0000%  |  | $1000.00           | $1020.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9468 | 2055-05-01      | 6.0000%  |  | $2946078.00        | $2988166.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9463 | 2055-06-01      | 5.5000%  |  | $6425710.00        | $6390404.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9454 | 2055-05-01      | 6.0000%  |  | $2115807.00        | $2163916.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9395 | 2055-05-01      | 6.0000%  |  | $1142250.00        | $1166479.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9392 | 2055-05-01      | 6.0000%  |  | $1118800.00        | $1134783.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9382 | 2055-05-01      | 6.0000%  |  | $1093130.00        | $1110978.99        | Agency Mortgage-Backed Securities  |

### Security 198: Fixed Income Clearing Corporation ("FICC") - ING

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $37580939.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $37580939.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $37580939.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $37580939.23       | U.S. Treasuries (including strips) |
| UST - 0.7500 - 02/15/2045 | 2045-02-15      | 0.7500%  |  | $61099650.00       | $43868020.97       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $3200000.00        | $2346580.11        | U.S. Treasuries (including strips) |
| UST - 1.1250 - 01/15/2033 | 2033-01-15      | 1.1250%  |  | $26834000.00       | $25426686.63       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51838570.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51838570.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51838570.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51838570.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $1441000.00        | $1493987.60        | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51838570.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $11483000.00       | $11569621.95       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2031 | 2031-03-31      | 4.1250%  |  | $50000000.00       | $50377174.75       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $19000000.00       | $19451865.55       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51189119.86       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $37861000.00       | $37986662.33       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 02/15/2048 | 2048-02-15      | 3.0000%  |  | $50000000.00       | $36665314.23       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50165952.21       | U.S. Treasuries (including strips) |

### Security 199: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  4.350%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000000.00
- **C.19 - Percentage of Net Assets:** 5.9200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46039063.75       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $21018500.00       | $19353441.23       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $50000000.00       | $50480182.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 03/31/2026 | 2026-03-31      | 4.5000%  |  | $400.00            | $403.84            | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $50000000.00       | $50421128.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2031 | 2031-01-31      | 4.0000%  |  | $28533500.00       | $28773825.44       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48440812.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $24800900.00       | $24027514.91       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2027 | 2027-05-15      | 2.3750%  |  | $50000000.00       | $48556213.53       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2027 | 2027-05-15      | 2.3750%  |  | $50000000.00       | $48556213.53       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2027 | 2027-05-15      | 2.3750%  |  | $50000000.00       | $48556213.53       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2027 | 2027-05-15      | 2.3750%  |  | $50000000.00       | $48556213.53       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2027 | 2027-05-15      | 2.3750%  |  | $50000000.00       | $48556213.53       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2027 | 2027-05-15      | 2.3750%  |  | $50000000.00       | $48556213.53       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2027 | 2027-05-15      | 2.3750%  |  | $23265000.00       | $22593206.16       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $48819233.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $48819233.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $48819233.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $48904000.00       | $47749115.83       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $50000000.00       | $51880524.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2026 | 2026-12-31      | 4.2500%  |  | $21000000.00       | $21789820.44       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50498470.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $13527600.00       | $13662462.11       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $50000000.00       | $51508829.02       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2031 | 2031-04-30      | 4.6250%  |  | $5881300.00        | $6058777.52        | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $47576679.51       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $43347000.00       | $41246126.54       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $50000000.00       | $50047043.59       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2031 | 2031-10-31      | 4.1250%  |  | $25063500.00       | $25087081.54       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $43501757.02       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $12394500.00       | $10783650.55       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $50000000.00       | $50559803.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2030 | 2030-07-31      | 4.0000%  |  | $25616200.00       | $25903000.80       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $13000900.00       | $13361892.05       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51187002.38       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $3941100.00        | $4034661.90        | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40094938.86       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $22300900.00       | $17883064.44       | U.S. Treasuries (including strips) |

### Security 200: Fixed Income Clearing Corporation ("FICC") - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  4.360%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $8065000.00        | $7510832.02        | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46564364.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46564364.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46564364.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46564364.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46564364.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46564364.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $43822000.00       | $44413221.39       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $6178000.00        | $6261350.05        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/15/2027 | 2027-02-15      | 4.1250%  |  | $50000000.00       | $50674571.44       | U.S. Treasuries (including strips) |

### Security 201: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  4.340%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $318983500.00      | $321483822.82      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $74100.00          | $73457.21          | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 4.5063%  |  | $49873600.00       | $50092014.65       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $181837100.00      | $179833636.65      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $43867600.00       | $44501490.46       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $989022000.00      | $1014240574.50     | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $275689100.00      | $276756096.22      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $10000100.00       | $10319737.00       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $94930900.00       | $93775658.63       | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 4.5463%  |  | $1300.00           | $1306.34           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $23991500.00       | $24358387.81       | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $39009000.00       | $39506449.44       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $3493600.00        | $3507594.22        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $147140600.00      | $135113261.44      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $12502900.00       | $11498831.86       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $1000.00           | $847.00            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $47987000.00       | $40810532.39       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $19281100.00       | $17596689.90       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $700.00            | $642.02            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $21000.00          | $20226.73          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $56442200.00       | $55170030.57       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $47847200.00       | $46047053.89       | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $3200.00           | $3177.28           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $500.00            | $480.38            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $199798000.00      | $180931663.27      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $45902000.00       | $44637957.20       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $55359200.00       | $49062801.20       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $763000.00         | $617401.57         | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $3593800.00        | $2565206.95        | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $97610700.00       | $79270306.19       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $327502000.00      | $235405556.89      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $216057400.00      | $130085802.92      | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $2056548400.00     | $1385836433.84     | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $154423500.00      | $87632534.39       | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $774500.00         | $564434.52         | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $100.00            | $73.13             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $1899800.00        | $1395989.73        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $20312100.00       | $13732340.96       | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $48237500.00       | $36385200.19       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $29410100.00       | $23718471.55       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $24100300.00       | $20576290.63       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $69111500.00       | $55045644.23       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $13329700.00       | $9950886.63        | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $75725900.00       | $59304043.88       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  |  | $19651800.00       | $19526992.62       | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $2407700.00        | $2523585.11        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  |  | $7586300.00        | $7879043.25        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $122181000.00      | $112255617.79      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $104501200.00      | $78950121.03       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $73519700.00       | $71915913.55       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $127356000.00      | $126928515.07      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $4000.00           | $3197.93           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $542900.00         | $401143.20         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $142306500.00      | $124877437.98      | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $53200.00          | $50244.11          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $109183000.00      | $90866037.71       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $8913000.00        | $6954126.72        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $12094000.00       | $11656515.13       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $1516200.00        | $1299519.92        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $4830900.00        | $4344971.32        | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $50648300.00       | $29298818.70       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $127249900.00      | $90599271.82       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $249800.00         | $253825.59         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $241000.00         | $235291.95         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $41045000.00       | $38387099.80       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $530588800.00      | $521574943.64      | U.S. Treasuries (including strips) |

### Security 202: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  4.360%, 6/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.5000 - 02/15/2044 | 2044-02-15      | 4.5000%  |  | $50000000.00       | $47912033.84       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $18699515.65       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $49266727.07       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $34935036.16       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2027 | 2027-10-31      | 4.1250%  |  | $30000000.00       | $30227447.15       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $45873471.47       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $45873471.47       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $45873471.47       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $45873471.47       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $45873471.47       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $45873471.47       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $20000000.00       | $18349388.59       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51710851.65       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $45000000.00       | $46539766.48       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $48443004.53       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $48443004.53       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19377201.81       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $49445991.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $49445991.85       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $10000000.00       | $9889198.37        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50881053.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50881053.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50881053.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50881053.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50881053.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50881053.79       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51011697.91       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $11800000.00       | $12038760.71       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $40810333.93       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 05/15/2040 | 2040-05-15      | 1.1250%  |  | $20000000.00       | $12106047.20       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $7196000.00        | $7026064.07        | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49882627.18       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $14662000.00       | $14627581.59       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47113729.51       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47113729.51       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $10000000.00       | $9422745.90        | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $46634172.45       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $39300000.00       | $36654459.54       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 10/31/2026 | 2026-10-31      | 1.6250%  |  | $25000000.00       | $24198158.21       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2043 | 2043-05-15      | 2.8750%  |  | $20401000.00       | $15371675.61       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2040 | 2040-02-15      | 4.6250%  |  | $34000000.00       | $33964347.36       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $44706521.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $20000000.00       | $17882608.70       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $48989047.39       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $48989047.39       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $48989047.39       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $37000000.00       | $36251895.07       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51388334.86       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $35971834.40       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 08/15/2049 | 2049-08-15      | 2.2500%  |  | $45000000.00       | $27770768.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51021570.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51021570.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51021570.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $5000000.00        | $5102157.05        | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $45836239.64       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $16000000.00       | $14667596.69       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $48965947.07       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $48965947.07       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $35634064.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $35634064.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $35634064.23       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $40000000.00       | $28507251.38       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $50697181.96       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $50697181.96       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $50697181.96       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $29439000.00       | $29849486.79       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-06-06

**By:** Stephen Van Meter

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

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