# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-25-232634
**Filing Date:** 2025-10
**Character Count:** 1268869
**Document Hash:** c8ac0e1fa91d75d1feb265135f4dea9c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-232634.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001193125-25-232634

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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:** 251378284

**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):** 2025-09-30

**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:** 44 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $182558565148.87

- **Amortized Cost of Portfolio Securities:** $182526813470.42

- **Cash:** $7061120800.59

- **Total Other Assets:** $376007756.24

- **Total Liabilities:** $2709624858.63

- **Net Assets of Series:** $187272285918.62

- **Number of Shares Outstanding (Series):** 187322119887.2800

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $123887337200.26          | $147474514046.67           | 68.0300%                  | 80.9800%                   |
| 2025-09-03 | $125083907910.37          | $147421340204.28           | 68.3000%                  | 80.5000%                   |
| 2025-09-04 | $130882174068.24          | $151754986809.65           | 69.6700%                  | 80.7900%                   |
| 2025-09-05 | $127475234716.01          | $150255471744.37           | 68.3700%                  | 80.5900%                   |
| 2025-09-08 | $127441045331.50          | $151051460946.25           | 67.9200%                  | 80.5100%                   |
| 2025-09-09 | $120637859542.44          | $145348053743.58           | 66.6100%                  | 80.2600%                   |
| 2025-09-10 | $119979227823.13          | $143164700610.66           | 66.9500%                  | 79.8900%                   |
| 2025-09-11 | $121478220240.78          | $143413971614.70           | 67.5600%                  | 79.7600%                   |
| 2025-09-12 | $117744733946.15          | $142815663704.24           | 65.7900%                  | 79.8000%                   |
| 2025-09-15 | $119848981570.08          | $144095763370.81           | 66.4900%                  | 79.9500%                   |
| 2025-09-16 | $121718117132.51          | $145965250975.87           | 66.8400%                  | 80.1600%                   |
| 2025-09-17 | $126465854542.46          | $146213340428.47           | 69.0300%                  | 79.8100%                   |
| 2025-09-18 | $123104700639.51          | $146179538568.15           | 67.5600%                  | 80.2200%                   |
| 2025-09-19 | $119365989406.86          | $143438883463.42           | 66.5000%                  | 79.9100%                   |
| 2025-09-22 | $122192840869.07          | $146966086968.27           | 66.7600%                  | 80.3000%                   |
| 2025-09-23 | $121330429955.23          | $146104028097.07           | 65.9200%                  | 79.3800%                   |
| 2025-09-24 | $122709545903.95          | $144756496088.43           | 67.1600%                  | 79.2200%                   |
| 2025-09-25 | $121700007249.39          | $143650309476.50           | 66.6500%                  | 78.6700%                   |
| 2025-09-26 | $122478234588.86          | $145643856323.06           | 66.2500%                  | 78.7800%                   |
| 2025-09-29 | $125249209833.03          | $148415185457.09           | 66.7500%                  | 79.1000%                   |
| 2025-09-30 | $127574291715.03          | $150740621228.95           | 67.1500%                  | 79.3400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3600%             |
| 2025-09-03 | 4.3600%             |
| 2025-09-04 | 4.3600%             |
| 2025-09-05 | 4.3600%             |
| 2025-09-08 | 4.3700%             |
| 2025-09-09 | 4.3700%             |
| 2025-09-10 | 4.3700%             |
| 2025-09-11 | 4.3700%             |
| 2025-09-12 | 4.3700%             |
| 2025-09-15 | 4.3700%             |
| 2025-09-16 | 4.3700%             |
| 2025-09-17 | 4.3700%             |
| 2025-09-18 | 4.3600%             |
| 2025-09-19 | 4.3300%             |
| 2025-09-22 | 4.2700%             |
| 2025-09-23 | 4.2400%             |
| 2025-09-24 | 4.2200%             |
| 2025-09-25 | 4.2200%             |
| 2025-09-26 | 4.2200%             |
| 2025-09-29 | 4.2200%             |
| 2025-09-30 | 4.2200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.9999                      |
|  |  |
| 2025-09-03 | 0.9999                      |
|  |  |
| 2025-09-04 | 0.9999                      |
|  |  |
| 2025-09-05 | 0.9999                      |
|  |  |
| 2025-09-08 | 1.0000                      |
|  |  |
| 2025-09-09 | 0.9999                      |
|  |  |
| 2025-09-10 | 0.9999                      |
|  |  |
| 2025-09-11 | 0.9999                      |
|  |  |
| 2025-09-12 | 0.9999                      |
|  |  |
| 2025-09-15 | 0.9999                      |
|  |  |
| 2025-09-16 | 0.9999                      |
|  |  |
| 2025-09-17 | 0.9999                      |
|  |  |
| 2025-09-18 | 0.9999                      |
|  |  |
| 2025-09-19 | 0.9999                      |
|  |  |
| 2025-09-22 | 0.9999                      |
|  |  |
| 2025-09-23 | 0.9999                      |
|  |  |
| 2025-09-24 | 0.9999                      |
|  |  |
| 2025-09-25 | 0.9999                      |
|  |  |
| 2025-09-26 | 0.9999                      |
|  |  |
| 2025-09-29 | 0.9999                      |
|  |  |
| 2025-09-30 | 0.9999                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $36573403591.38

- **Number of Shares Outstanding:** 36583135932.9300

- **Expense Reimbursement/Waiver:** 2328155.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $842326420.05             | $922111995.17           |
| 2025-09-03 | $646878360.41             | $642895374.48           |
| 2025-09-04 | $775790782.50             | $408707529.93           |
| 2025-09-05 | $676887080.32             | $645214569.59           |
| 2025-09-08 | $356530320.04             | $875912109.22           |
| 2025-09-09 | $560902447.21             | $318339505.57           |
| 2025-09-10 | $885768504.84             | $300420818.47           |
| 2025-09-11 | $941245056.41             | $326467627.87           |
| 2025-09-12 | $503615499.00             | $1441924401.34          |
| 2025-09-15 | $889815959.20             | $447880850.89           |
| 2025-09-16 | $391524258.93             | $400347450.67           |
| 2025-09-17 | $483218552.95             | $514997219.28           |
| 2025-09-18 | $506996691.00             | $691901918.59           |
| 2025-09-19 | $204129737.46             | $950014805.54           |
| 2025-09-22 | $499275618.37             | $329620143.85           |
| 2025-09-23 | $485430272.28             | $322379898.17           |
| 2025-09-24 | $486713918.00             | $341935097.00           |
| 2025-09-25 | $717230387.14             | $325931605.87           |
| 2025-09-26 | $346469232.43             | $1146857304.23          |
| 2025-09-29 | $1188114386.49            | $516207230.49           |
| 2025-09-30 | $736820273.19             | $630837027.82           |

**Total Gross Subscriptions (Month):** $13125683758.22

**Total Gross Redemptions (Month):** $12500904484.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1600%           |
| 2025-09-03 | 4.1600%           |
| 2025-09-04 | 4.1600%           |
| 2025-09-05 | 4.1600%           |
| 2025-09-08 | 4.1700%           |
| 2025-09-09 | 4.1700%           |
| 2025-09-10 | 4.1700%           |
| 2025-09-11 | 4.1600%           |
| 2025-09-12 | 4.1600%           |
| 2025-09-15 | 4.1600%           |
| 2025-09-16 | 4.1600%           |
| 2025-09-17 | 4.1600%           |
| 2025-09-18 | 4.1500%           |
| 2025-09-19 | 4.1300%           |
| 2025-09-22 | 4.0600%           |
| 2025-09-23 | 4.0400%           |
| 2025-09-24 | 4.0200%           |
| 2025-09-25 | 4.0100%           |
| 2025-09-26 | 4.0100%           |
| 2025-09-29 | 4.0100%           |
| 2025-09-30 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 12.3600%         | 0.0000%              |
| Broker-dealer                                       |  | 15.5000%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.1700%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.7900%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.4100%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $11555845316.11

- **Number of Shares Outstanding:** 11558920376.7400

- **Expense Reimbursement/Waiver:** 754397.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $127207829.38             | $359719058.84           |
| 2025-09-03 | $182294440.93             | $606451475.77           |
| 2025-09-04 | $167118990.28             | $86394308.60            |
| 2025-09-05 | $99781292.28              | $172020517.39           |
| 2025-09-08 | $96539780.64              | $35006059.84            |
| 2025-09-09 | $139353771.36             | $69717609.63            |
| 2025-09-10 | $124594271.73             | $75997403.01            |
| 2025-09-11 | $125356593.25             | $94930052.42            |
| 2025-09-12 | $52093455.47              | $360840610.11           |
| 2025-09-15 | $154174286.64             | $204615570.10           |
| 2025-09-16 | $130020120.94             | $110958934.16           |
| 2025-09-17 | $85454340.88              | $69083084.67            |
| 2025-09-18 | $148988635.35             | $214494679.56           |
| 2025-09-19 | $126570469.15             | $208633701.24           |
| 2025-09-22 | $143075700.40             | $191271616.67           |
| 2025-09-23 | $150431247.43             | $51331279.50            |
| 2025-09-24 | $232205038.07             | $75059960.28            |
| 2025-09-25 | $105739816.38             | $205645067.13           |
| 2025-09-26 | $127029720.41             | $130797523.48           |
| 2025-09-29 | $136529099.94             | $344814594.28           |
| 2025-09-30 | $244741028.24             | $117912084.56           |

**Total Gross Subscriptions (Month):** $2899299929.15

**Total Gross Redemptions (Month):** $3785695191.24

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9500%           |
| 2025-09-03 | 3.9500%           |
| 2025-09-04 | 3.9500%           |
| 2025-09-05 | 3.9500%           |
| 2025-09-08 | 3.9500%           |
| 2025-09-09 | 3.9500%           |
| 2025-09-10 | 3.9500%           |
| 2025-09-11 | 3.9500%           |
| 2025-09-12 | 3.9500%           |
| 2025-09-15 | 3.9500%           |
| 2025-09-16 | 3.9500%           |
| 2025-09-17 | 3.9500%           |
| 2025-09-18 | 3.9400%           |
| 2025-09-19 | 3.9100%           |
| 2025-09-22 | 3.8400%           |
| 2025-09-23 | 3.8200%           |
| 2025-09-24 | 3.8000%           |
| 2025-09-25 | 3.8000%           |
| 2025-09-26 | 3.8000%           |
| 2025-09-29 | 3.8000%           |
| 2025-09-30 | 3.8000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.9500%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.1600%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.9100%         | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1356299711.36

- **Number of Shares Outstanding:** 1356660628.6000

- **Expense Reimbursement/Waiver:** 87823.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $25958052.30              | $1371888.97             |
| 2025-09-03 | $12162921.68              | $6429642.32             |
| 2025-09-04 | $2784972.22               | $10822115.76            |
| 2025-09-05 | $114326.44                | $7907103.86             |
| 2025-09-08 | $35519200.47              | $5180309.79             |
| 2025-09-09 | $13626547.93              | $629539.46              |
| 2025-09-10 | $3307515.26               | $37959468.08            |
| 2025-09-11 | $15553071.86              | $4598144.91             |
| 2025-09-12 | $11269589.58              | $2815949.36             |
| 2025-09-15 | $8982062.75               | $32378583.89            |
| 2025-09-16 | $11200503.50              | $22999260.66            |
| 2025-09-17 | $2930659.69               | $1950396.47             |
| 2025-09-18 | $11992999.86              | $1727704.56             |
| 2025-09-19 | $4259516.87               | $13687565.98            |
| 2025-09-22 | $4964589.76               | $95546.23               |
| 2025-09-23 | $3628691.22               | $500401.12              |
| 2025-09-24 | $3030562.39               | $10391238.19            |
| 2025-09-25 | $18244670.62              | $2559089.35             |
| 2025-09-26 | $9564319.48               | $3558336.28             |
| 2025-09-29 | $10222380.71              | $556354.42              |
| 2025-09-30 | $2082908.37               | $27932972.40            |

**Total Gross Subscriptions (Month):** $211400062.96

**Total Gross Redemptions (Month):** $196051612.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.6800%           |
| 2025-09-03 | 3.6800%           |
| 2025-09-04 | 3.6800%           |
| 2025-09-05 | 3.6800%           |
| 2025-09-08 | 3.6900%           |
| 2025-09-09 | 3.6900%           |
| 2025-09-10 | 3.6900%           |
| 2025-09-11 | 3.6800%           |
| 2025-09-12 | 3.6800%           |
| 2025-09-15 | 3.6800%           |
| 2025-09-16 | 3.6900%           |
| 2025-09-17 | 3.6800%           |
| 2025-09-18 | 3.6700%           |
| 2025-09-19 | 3.6500%           |
| 2025-09-22 | 3.5800%           |
| 2025-09-23 | 3.5600%           |
| 2025-09-24 | 3.5400%           |
| 2025-09-25 | 3.5300%           |
| 2025-09-26 | 3.5300%           |
| 2025-09-29 | 3.5300%           |
| 2025-09-30 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.7600%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.9300%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.5500%          | 0.0000%              |
| Retail investor                                     |  | 33.0500%         | 0.0000%              |
| Retail investor                                     |  | 23.0300%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $6776805111.89

- **Number of Shares Outstanding:** 6778608449.1600

- **Expense Reimbursement/Waiver:** 443356.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $32645430.99              | $124560280.19           |
| 2025-09-03 | $73784310.99              | $13943845.85            |
| 2025-09-04 | $26999163.98              | $990693040.49           |
| 2025-09-05 | $13490166.89              | $58708589.50            |
| 2025-09-08 | $40452541.19              | $11107985.73            |
| 2025-09-09 | $15493625.61              | $41861271.62            |
| 2025-09-10 | $5352703.18               | $33749063.15            |
| 2025-09-11 | $118958372.19             | $4494798.41             |
| 2025-09-12 | $3250640.90               | $145152072.69           |
| 2025-09-15 | $9526278.48               | $113714183.56           |
| 2025-09-16 | $51374590.08              | $5221921.72             |
| 2025-09-17 | $33145932.18              | $16574661.99            |
| 2025-09-18 | $18659713.42              | $53221764.40            |
| 2025-09-19 | $45238824.07              | $38429853.86            |
| 2025-09-22 | $34020510.81              | $780693.83              |
| 2025-09-23 | $31518124.77              | $11705884.05            |
| 2025-09-24 | $37902828.12              | $99436736.73            |
| 2025-09-25 | $56182114.14              | $56064479.51            |
| 2025-09-26 | $10273282.05              | $36280784.66            |
| 2025-09-29 | $38076875.59              | $32863809.68            |
| 2025-09-30 | $73276710.57              | $7713672.38             |

**Total Gross Subscriptions (Month):** $769622740.20

**Total Gross Redemptions (Month):** $1896279394.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0600%           |
| 2025-09-03 | 4.0600%           |
| 2025-09-04 | 4.0600%           |
| 2025-09-05 | 4.0600%           |
| 2025-09-08 | 4.0700%           |
| 2025-09-09 | 4.0700%           |
| 2025-09-10 | 4.0600%           |
| 2025-09-11 | 4.0600%           |
| 2025-09-12 | 4.0600%           |
| 2025-09-15 | 4.0600%           |
| 2025-09-16 | 4.0600%           |
| 2025-09-17 | 4.0600%           |
| 2025-09-18 | 4.0500%           |
| 2025-09-19 | 4.0300%           |
| 2025-09-22 | 3.9600%           |
| 2025-09-23 | 3.9400%           |
| 2025-09-24 | 3.9200%           |
| 2025-09-25 | 3.9100%           |
| 2025-09-26 | 3.9100%           |
| 2025-09-29 | 3.9100%           |
| 2025-09-30 | 3.9100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.3600%          | 0.0000%              |
| Depository institution or other banking institution |  | 70.6400%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.4300%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $106834145079.07

- **Number of Shares Outstanding:** 106862574109.0900

- **Expense Reimbursement/Waiver:** 6481530.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $3442821362.78            | $4013908214.42          |
| 2025-09-03 | $3094959889.01            | $2686405389.54          |
| 2025-09-04 | $2100713870.02            | $2040902696.73          |
| 2025-09-05 | $1257558464.19            | $2798373392.75          |
| 2025-09-08 | $2310901537.28            | $2023168674.90          |
| 2025-09-09 | $1562866744.92            | $2046023273.81          |
| 2025-09-10 | $1715189416.08            | $2927732308.23          |
| 2025-09-11 | $2329173016.69            | $1707916338.99          |
| 2025-09-12 | $1361054069.36            | $1993532962.89          |
| 2025-09-15 | $2796112171.71            | $3266605245.63          |
| 2025-09-16 | $2763999321.59            | $1349022003.48          |
| 2025-09-17 | $2524947666.59            | $2031379546.53          |
| 2025-09-18 | $3039362354.67            | $1887495310.87          |
| 2025-09-19 | $1266331590.15            | $2578934912.62          |
| 2025-09-22 | $4948073916.92            | $2897720453.03          |
| 2025-09-23 | $2016223684.59            | $2526466639.92          |
| 2025-09-24 | $2627133821.12            | $2169846373.37          |
| 2025-09-25 | $1968847245.08            | $2441632673.31          |
| 2025-09-26 | $6038968331.98            | $2418918555.01          |
| 2025-09-29 | $4145117364.94            | $2130557037.09          |
| 2025-09-30 | $4752568376.44            | $4599228927.92          |

**Total Gross Subscriptions (Month):** $58062924216.11

**Total Gross Redemptions (Month):** $52535770931.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2100%           |
| 2025-09-03 | 4.2100%           |
| 2025-09-04 | 4.2100%           |
| 2025-09-05 | 4.2100%           |
| 2025-09-08 | 4.2200%           |
| 2025-09-09 | 4.2200%           |
| 2025-09-10 | 4.2100%           |
| 2025-09-11 | 4.2100%           |
| 2025-09-12 | 4.2100%           |
| 2025-09-15 | 4.2100%           |
| 2025-09-16 | 4.2100%           |
| 2025-09-17 | 4.2100%           |
| 2025-09-18 | 4.2000%           |
| 2025-09-19 | 4.1800%           |
| 2025-09-22 | 4.1100%           |
| 2025-09-23 | 4.0900%           |
| 2025-09-24 | 4.0700%           |
| 2025-09-25 | 4.0600%           |
| 2025-09-26 | 4.0600%           |
| 2025-09-29 | 4.0600%           |
| 2025-09-30 | 4.0600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.3300%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.2000%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.0800%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.2500%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.5400%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $9958858353.13

- **Number of Shares Outstanding:** 9961508448.5900

- **Expense Reimbursement/Waiver:** 1048591.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $53326037.24              | $27310763.82            |
| 2025-09-03 | $23134469.69              | $32886511.50            |
| 2025-09-04 | $11446609.87              | $16996521.84            |
| 2025-09-05 | $31524648.83              | $15876119.14            |
| 2025-09-08 | $23357222.14              | $31546378.26            |
| 2025-09-09 | $32253989.42              | $16773273.98            |
| 2025-09-10 | $16258127.22              | $11666004.77            |
| 2025-09-11 | $12101099.18              | $28395343.57            |
| 2025-09-12 | $14878008.03              | $23121242.17            |
| 2025-09-15 | $33225331.66              | $13409640.66            |
| 2025-09-16 | $24189909.30              | $18239288.41            |
| 2025-09-17 | $12496243.39              | $19936707.15            |
| 2025-09-18 | $19391047.29              | $26674732.35            |
| 2025-09-19 | $24703416.52              | $17902341.53            |
| 2025-09-22 | $24323477.86              | $13095248.90            |
| 2025-09-23 | $19633041.43              | $12427272.71            |
| 2025-09-24 | $21982365.23              | $22653285.56            |
| 2025-09-25 | $17004155.97              | $20971798.46            |
| 2025-09-26 | $17065436.66              | $17559472.45            |
| 2025-09-29 | $19152456.57              | $24174475.00            |
| 2025-09-30 | $20591505.97              | $17157856.10            |

**Total Gross Subscriptions (Month):** $472038599.47

**Total Gross Redemptions (Month):** $428774278.33

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.3100%           |
| 2025-09-03 | 3.3100%           |
| 2025-09-04 | 3.3100%           |
| 2025-09-05 | 3.3100%           |
| 2025-09-08 | 3.3200%           |
| 2025-09-09 | 3.3200%           |
| 2025-09-10 | 3.3200%           |
| 2025-09-11 | 3.3200%           |
| 2025-09-12 | 3.3100%           |
| 2025-09-15 | 3.3100%           |
| 2025-09-16 | 3.3200%           |
| 2025-09-17 | 3.3200%           |
| 2025-09-18 | 3.3000%           |
| 2025-09-19 | 3.2800%           |
| 2025-09-22 | 3.2100%           |
| 2025-09-23 | 3.1900%           |
| 2025-09-24 | 3.1700%           |
| 2025-09-25 | 3.1600%           |
| 2025-09-26 | 3.1600%           |
| 2025-09-29 | 3.1600%           |
| 2025-09-30 | 3.1700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.6400%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $666952539.73

- **Number of Shares Outstanding:** 667130018.7000

- **Expense Reimbursement/Waiver:** 42729.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $2386047.73               | $1795653.47             |
| 2025-09-03 | $4783400.10               | $508726.76              |
| 2025-09-04 | $2497035.04               | $327601.97              |
| 2025-09-05 | $6871305.69               | $247870.38              |
| 2025-09-08 | $3404223.01               | $491518.67              |
| 2025-09-09 | $1095648.65               | $265004.14              |
| 2025-09-10 | $1550544.70               | $3271971.40             |
| 2025-09-11 | $1876602.33               | $2594462.87             |
| 2025-09-12 | $2368876.98               | $1194076.59             |
| 2025-09-15 | $2317255.74               | $3200484.91             |
| 2025-09-16 | $6355453.01               | $1448762.24             |
| 2025-09-17 | $2683000.06               | $2023483.93             |
| 2025-09-18 | $1837105.37               | $395711.40              |
| 2025-09-19 | $2049985.48               | $3930022.37             |
| 2025-09-22 | $553561.76                | $941302.26              |
| 2025-09-23 | $4217077.91               | $1887634.86             |
| 2025-09-24 | $2315095.33               | $7149498.74             |
| 2025-09-25 | $2011086.68               | $4638527.87             |
| 2025-09-26 | $7350770.05               | $377746.54              |
| 2025-09-29 | $2278701.48               | $2247884.40             |
| 2025-09-30 | $2548297.79               | $5489590.03             |

**Total Gross Subscriptions (Month):** $63351074.89

**Total Gross Redemptions (Month):** $44427535.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.5200%           |
| 2025-09-03 | 3.5100%           |
| 2025-09-04 | 3.5100%           |
| 2025-09-05 | 3.5200%           |
| 2025-09-08 | 3.5200%           |
| 2025-09-09 | 3.5200%           |
| 2025-09-10 | 3.5200%           |
| 2025-09-11 | 3.5200%           |
| 2025-09-12 | 3.5200%           |
| 2025-09-15 | 3.5200%           |
| 2025-09-16 | 3.5200%           |
| 2025-09-17 | 3.5200%           |
| 2025-09-18 | 3.5100%           |
| 2025-09-19 | 3.4900%           |
| 2025-09-22 | 3.4200%           |
| 2025-09-23 | 3.3900%           |
| 2025-09-24 | 3.3700%           |
| 2025-09-25 | 3.3700%           |
| 2025-09-26 | 3.3700%           |
| 2025-09-29 | 3.3700%           |
| 2025-09-30 | 3.3700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.6700%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1539509227.84

- **Number of Shares Outstanding:** 1539918897.9300

- **Expense Reimbursement/Waiver:** 77668.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $36693634.38              | $2993431.15             |
| 2025-09-03 | $8295586.09               | $3041620.77             |
| 2025-09-04 | $20219396.08              | $2204539.03             |
| 2025-09-05 | $5004386.52               | $38440656.96            |
| 2025-09-08 | $3333179.91               | $10350178.37            |
| 2025-09-09 | $5618108.15               | $25954006.00            |
| 2025-09-10 | $6093860.52               | $2740505.23             |
| 2025-09-11 | $2598656.13               | $11372203.76            |
| 2025-09-12 | $7074507.73               | $25828804.05            |
| 2025-09-15 | $5381829.09               | $11299197.46            |
| 2025-09-16 | $1917799.04               | $4892953.77             |
| 2025-09-17 | $4976363.50               | $9570256.57             |
| 2025-09-18 | $4787394.87               | $9129605.45             |
| 2025-09-19 | $11273258.07              | $6234613.07             |
| 2025-09-22 | $465230178.09             | $4289947.14             |
| 2025-09-23 | $39836576.81              | $6941017.61             |
| 2025-09-24 | $6943395.40               | $223506806.55           |
| 2025-09-25 | $258401290.47             | $5385170.82             |
| 2025-09-26 | $958896.71                | $41470382.76            |
| 2025-09-29 | $5113949.41               | $3504339.00             |
| 2025-09-30 | $9526150.26               | $3905302.26             |

**Total Gross Subscriptions (Month):** $909278397.23

**Total Gross Redemptions (Month):** $453055537.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1900%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.1900%           |
| 2025-09-08 | 4.2000%           |
| 2025-09-09 | 4.2000%           |
| 2025-09-10 | 4.1900%           |
| 2025-09-11 | 4.1900%           |
| 2025-09-12 | 4.1900%           |
| 2025-09-15 | 4.1900%           |
| 2025-09-16 | 4.1900%           |
| 2025-09-17 | 4.1900%           |
| 2025-09-18 | 4.1800%           |
| 2025-09-19 | 4.1600%           |
| 2025-09-22 | 4.0900%           |
| 2025-09-23 | 4.0700%           |
| 2025-09-24 | 4.0500%           |
| 2025-09-25 | 4.0400%           |
| 2025-09-26 | 4.0400%           |
| 2025-09-29 | 4.0400%           |
| 2025-09-30 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.7400%         | 0.0000%              |
| Broker-dealer                                       |  | 13.6500%         | 0.0000%              |
| Depository institution or other banking institution |  | 24.0800%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.9900%         | 0.0000%              |
| Depository institution or other banking institution |  | 30.0200%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $9273000198.87

- **Number of Shares Outstanding:** 9275467784.5000

- **Expense Reimbursement/Waiver:** 590281.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $123793839.62             | $42686806.32            |
| 2025-09-03 | $72480110.62              | $55835630.12            |
| 2025-09-04 | $77490914.73              | $105873172.02           |
| 2025-09-05 | $102705546.73             | $57029559.84            |
| 2025-09-08 | $52891420.39              | $46885158.08            |
| 2025-09-09 | $40680576.44              | $58711892.05            |
| 2025-09-10 | $29126032.38              | $80629275.98            |
| 2025-09-11 | $122320500.97             | $98596063.46            |
| 2025-09-12 | $54536931.13              | $56080769.13            |
| 2025-09-15 | $83921735.66              | $111911979.83           |
| 2025-09-16 | $102924723.55             | $67045437.21            |
| 2025-09-17 | $60221214.87              | $77653346.08            |
| 2025-09-18 | $35044011.99              | $60933890.91            |
| 2025-09-19 | $41577100.08              | $78554869.72            |
| 2025-09-22 | $53797605.91              | $62423043.85            |
| 2025-09-23 | $60707807.39              | $77825421.88            |
| 2025-09-24 | $64182990.51              | $82053546.01            |
| 2025-09-25 | $61602708.17              | $85420030.09            |
| 2025-09-26 | $294555078.92             | $58212338.98            |
| 2025-09-29 | $53509959.84              | $89060301.92            |
| 2025-09-30 | $137533965.62             | $99334574.92            |

**Total Gross Subscriptions (Month):** $1725604775.52

**Total Gross Redemptions (Month):** $1552757108.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2100%           |
| 2025-09-03 | 4.2100%           |
| 2025-09-04 | 4.2100%           |
| 2025-09-05 | 4.2100%           |
| 2025-09-08 | 4.2200%           |
| 2025-09-09 | 4.2200%           |
| 2025-09-10 | 4.2100%           |
| 2025-09-11 | 4.2100%           |
| 2025-09-12 | 4.2100%           |
| 2025-09-15 | 4.2100%           |
| 2025-09-16 | 4.2100%           |
| 2025-09-17 | 4.2100%           |
| 2025-09-18 | 4.2000%           |
| 2025-09-19 | 4.1800%           |
| 2025-09-22 | 4.1100%           |
| 2025-09-23 | 4.0900%           |
| 2025-09-24 | 4.0700%           |
| 2025-09-25 | 4.0600%           |
| 2025-09-26 | 4.0600%           |
| 2025-09-29 | 4.0600%           |
| 2025-09-30 | 4.0600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.5600%          | 0.0000%              |
| Broker-dealer |  | 78.2000%         | 0.0000%              |
| Broker-dealer |  | 8.8400%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $151600835.36

- **Number of Shares Outstanding:** 151641177.0000

- **Expense Reimbursement/Waiver:** 8773.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $111582.46                | $1799164.34             |
| 2025-09-03 | $1593305.28               | $2233.50                |
| 2025-09-04 | $4770068.49               | $25587.36               |
| 2025-09-05 | $4252.46                  | $819904.08              |
| 2025-09-08 | $115000.00                | $2320968.44             |
| 2025-09-09 | $2061617.95               | $12743.22               |
| 2025-09-10 | $5810.53                  | $3292128.40             |
| 2025-09-11 | $5335689.05               | $0.62                   |
| 2025-09-12 | $0.00                     | $6913359.75             |
| 2025-09-15 | $282065.21                | $0.00                   |
| 2025-09-16 | $599.74                   | $373365.88              |
| 2025-09-17 | $3209130.43               | $31354.10               |
| 2025-09-18 | $929456.13                | $4264715.38             |
| 2025-09-19 | $1246102.15               | $0.00                   |
| 2025-09-22 | $14358709.24              | $26805.93               |
| 2025-09-23 | $322.60                   | $1320830.02             |
| 2025-09-24 | $5407.11                  | $1145051.79             |
| 2025-09-25 | $1240404.74               | $567.87                 |
| 2025-09-26 | $7814437.63               | $0.00                   |
| 2025-09-29 | $17895.18                 | $3342323.71             |
| 2025-09-30 | $3537408.82               | $586.20                 |

**Total Gross Subscriptions (Month):** $46639265.20

**Total Gross Redemptions (Month):** $25691690.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9100%           |
| 2025-09-03 | 3.9100%           |
| 2025-09-04 | 3.9100%           |
| 2025-09-05 | 3.9100%           |
| 2025-09-08 | 3.9200%           |
| 2025-09-09 | 3.9200%           |
| 2025-09-10 | 3.9100%           |
| 2025-09-11 | 3.9100%           |
| 2025-09-12 | 3.9100%           |
| 2025-09-15 | 3.9100%           |
| 2025-09-16 | 3.9100%           |
| 2025-09-17 | 3.9100%           |
| 2025-09-18 | 3.9000%           |
| 2025-09-19 | 3.8800%           |
| 2025-09-22 | 3.8100%           |
| 2025-09-23 | 3.7900%           |
| 2025-09-24 | 3.7700%           |
| 2025-09-25 | 3.7600%           |
| 2025-09-26 | 3.7600%           |
| 2025-09-29 | 3.7600%           |
| 2025-09-30 | 3.7600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.5200%         | 0.0000%              |
| Depository institution or other banking institution |  | 80.3500%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $2585865953.88

- **Number of Shares Outstanding:** 2586554064.0400

- **Expense Reimbursement/Waiver:** 170411.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9999          |
|  |  |
| 2025-09-03 | 0.9999          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 1.0000          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9999          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-29 | 0.9999          |
|  |  |
| 2025-09-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $439475090.52             | $65101284.21            |
| 2025-09-03 | $94000000.00              | $0.00                   |
| 2025-09-04 | $209250000.00             | $0.00                   |
| 2025-09-05 | $231100000.00             | $0.00                   |
| 2025-09-08 | $56150200.00              | $0.00                   |
| 2025-09-09 | $0.00                     | $332847262.50           |
| 2025-09-10 | $0.00                     | $292750000.00           |
| 2025-09-11 | $70000000.00              | $852250000.00           |
| 2025-09-12 | $838750000.00             | $61100000.00            |
| 2025-09-15 | $0.00                     | $277950000.00           |
| 2025-09-16 | $1078200000.00            | $13500000.00            |
| 2025-09-17 | $0.00                     | $242600000.00           |
| 2025-09-18 | $0.00                     | $372802000.00           |
| 2025-09-19 | $227750000.00             | $240000000.00           |
| 2025-09-22 | $0.00                     | $289250000.00           |
| 2025-09-23 | $81900000.00              | $382250000.00           |
| 2025-09-24 | $152000000.00             | $71250000.00            |
| 2025-09-25 | $98500000.00              | $1400000.00             |
| 2025-09-26 | $141000000.00             | $225000000.00           |
| 2025-09-29 | $58000000.00              | $220000000.00           |
| 2025-09-30 | $483500000.00             | $0.00                   |

**Total Gross Subscriptions (Month):** $4259575290.52

**Total Gross Redemptions (Month):** $3940050546.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2100%           |
| 2025-09-03 | 4.2100%           |
| 2025-09-04 | 4.2100%           |
| 2025-09-05 | 4.2100%           |
| 2025-09-08 | 4.2200%           |
| 2025-09-09 | 4.2200%           |
| 2025-09-10 | 4.2100%           |
| 2025-09-11 | 4.2100%           |
| 2025-09-12 | 4.2100%           |
| 2025-09-15 | 4.2100%           |
| 2025-09-16 | 4.2100%           |
| 2025-09-17 | 4.2100%           |
| 2025-09-18 | 4.2000%           |
| 2025-09-19 | 4.1800%           |
| 2025-09-22 | 4.1100%           |
| 2025-09-23 | 4.0900%           |
| 2025-09-24 | 4.0700%           |
| 2025-09-25 | 4.0600%           |
| 2025-09-26 | 4.0600%           |
| 2025-09-29 | 4.0600%           |
| 2025-09-30 | 4.0600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 20.7600%         | 20.7600%             |
| Non-financial corporation                           |  | 29.7700%         | 29.7700%             |
| Depository institution or other banking institution |  | 41.7300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.210%, 10/1/2025
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $2704704.53        | $2719068.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $1185830.12        | $1188397.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6416 | 2052-05-01      | 3.5000%  |  | $473334.67         | $436073.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $8137215.43        | $8142209.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $8223267.45        | $7598870.18        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1710135.27        | $1653408.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $3348778.80        | $3377798.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $321279.75         | $284060.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $763347.81         | $766648.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3640075.04        | $3426218.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $88847.19          | $84261.74          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1632454.18        | $1512244.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $1349666.73        | $1283124.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $8014745.05        | $7262358.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $125080.01         | $127807.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $19934016.06       | $19926297.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $3437228.31        | $3544515.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $6454753.59        | $6514316.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1626445.44        | $1645764.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $2120404.60        | $2031606.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $236751.32         | $212272.57         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $20227200.00       | $20471915.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $1046567.12        | $1076991.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $4284585.51        | $3837933.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $4212792.55        | $3632602.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $3835467.16        | $3304147.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $557.58            | $575.14            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $19854800.00       | $20531024.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1289675.34        | $1238309.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $27280.24          | $27277.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $25555.46          | $26526.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $643617.37         | $649216.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $3282430.86        | $2944296.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $12488223.47       | $12238146.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $3962231.52        | $3906213.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $342265.45         | $341714.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $3393116.89        | $2923743.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $769845.02         | $748930.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $619712.91         | $638016.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3112 | 2052-10-01      | 5.0000%  |  | $137072.01         | $137255.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $91568.99          | $87438.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $8185873.55        | $8190897.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $5209345.94        | $5328043.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $961721.61         | $1008957.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1518552.42        | $1551016.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $682174.97         | $723097.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $7483782.08        | $7478571.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $4385099.02        | $4077420.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $5387673.29        | $5380813.58        | Agency Mortgage-Backed Securities  |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $411208.00         | $430033.62         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $637548.80         | $670226.37         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $3817688.00        | $3323913.01        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $11170040.00       | $9678878.76        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of America N.A., REPO,  4.210%, 10/1/2025
- **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: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $125450000.00
- **C.18.a - Value (excl. sponsor support):** $125450000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM CL095BC R15F095 | 2046-01-25      | 3.0000%  |  | $24613042.44       | $22301401.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095D R15F095  | 2046-01-25      | 3.2500%  |  | $28935863.25       | $26552273.14       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065LA R15F065 | 2044-02-25      | 3.5000%  |  | $46776428.05       | $46043742.85       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065CA R15F065 | 2044-02-25      | 3.5000%  |  | $188.17            | $183.49            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL096CB R15F096 | 2046-01-25      | 3.0000%  |  | $37795010.40       | $34331009.48       | Agency Collateralized Mortgage Obligation |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.220%, 10/9/2025
- **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):** $829900000.00
- **C.18.a - Value (excl. sponsor support):** $829900000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FREMF MTG TR 2021-KF1 | 2031-01-25      | 10.3547% |  | $11064203.04       | $10980946.67       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KF5 | 2028-07-25      | 6.3692%  |  | $2098144.04        | $2019116.64        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 DC      | 2056-03-16      | 4.7500%  |  | $11114079.77       | $11024293.44       | Agency Mortgage-Backed Securities         |
| FNMA FNRM RC069QL R21F069  | 2051-10-25      | 2.0000%  |  | $1119928.66        | $684689.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $2351054.79        | $2292833.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.4888%  |  | $40030634.61       | $40117007.47       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL078BV R25F078  | 2036-08-25      | 5.5000%  |  | $11638551.36       | $12006871.42       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $5174357.63        | $4110045.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058MA R25F058  | 2051-09-25      | 5.0000%  |  | $16769944.39       | $16858553.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC      | 2055-07-20      | 5.0000%  |  | $8435850.77        | $8306046.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 6.0000%  |  | $42287899.29       | $42580982.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.6888%  |  | $153301478.24      | $154170578.82      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 5.1888%  |  | $48753905.15       | $48524095.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 LF      | 2055-08-20      | 5.5388%  |  | $17078740.02       | $17104948.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 9.7343%  |  | $9961315.79        | $10701022.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 6.0000%  |  | $39736331.53       | $39976882.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 N       | 2055-08-20      | 5.0000%  |  | $12976140.68       | $12964576.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 5.5888%  |  | $25639028.65       | $25703317.15       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 8.1060%  |  | $647153.45         | $667205.39         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05579N 09/25/55  | 2055-09-25      | 5.0000%  |  | $42606100.15       | $42517214.37       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5579EA 09/25/45  | 2045-09-25      | 4.5000%  |  | $10053585.35       | $10003267.16       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5558BV 05/25/36  | 2036-05-25      | 5.5000%  |  | $10270029.79       | $10573463.53       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547MV 05/25/36  | 2036-05-25      | 5.0000%  |  | $21585973.59       | $21902052.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53  | 2053-11-25      | 5.7560%  |  | $11683543.42       | $11743765.65       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5083HD 08/25/50  | 2050-08-25      | 1.5000%  |  | $13276709.07       | $11433348.65       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL002FG R25F002  | 2055-02-25      | 5.8060%  |  | $15954330.81       | $16029529.84       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.6060%  |  | $32995371.37       | $33094971.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA8044 M      | 2052-05-20      | 3.5000%  |  | $43009554.92       | $39785104.67       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7998 C      | 2055-07-20      | 6.5000%  |  | $1162515.16        | $1214382.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7135 M      | 2051-01-20      | 2.0000%  |  | $2098366.95        | $1745316.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5328  | 2055-06-01      | 6.0000%  |  | $914216.81         | $951773.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $30357352.89       | $30736199.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  |  | $1236373.30        | $1169216.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C      | 2055-07-20      | 6.5000%  |  | $5324351.21        | $5564187.20        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6259 X      | 2050-01-15      | 3.5000%  |  | $89696.07          | $83143.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M      | 2054-06-20      | 4.0000%  |  | $63502218.89       | $60128868.12       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M      | 2049-11-20      | 3.0000%  |  | $59869979.07       | $53936065.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $5703561.78        | $5046201.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $41117447.53       | $37023657.41       | Agency Mortgage-Backed Securities         |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.210%, 10/1/2025
- **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: 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:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 TINT 11/15/32        | 2032-11-15      | 0.0000%  |  | $653.09            | $489.38            | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  |  | $0.00              | $0.00              | U.S. Treasuries (including strips)  |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $3125.00           | $3192.33           | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $125.00            | $124.82            | Agency Debentures and Agency Strips |
| FCSB 3.82 FCSB 37 AE      | 2037-06-15      | 3.8200%  |  | $125.00            | $118.44            | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $4470500.00        | $3381910.90        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $5625000.00        | $5729560.63        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $861250.00         | $871952.85         | Agency Debentures and Agency Strips |
| FHLB 1.11 FHOR 21-26 5505 | 2026-07-27      | 1.1100%  |  | $3125000.00        | $1020190.10        | Agency Debentures and Agency Strips |
| FHLB 2.20 FHOR 21-36 DG   | 2036-03-04      | 2.2000%  |  | $200000.00         | $160630.58         | Agency Debentures and Agency Strips |
| FHLB 0.65 FHOR 21-26 4S   | 2026-02-24      | 0.6500%  |  | $350000.00         | $345681.00         | Agency Debentures and Agency Strips |
| FHLB 1.78 FHOR 21-36 BS   | 2036-02-11      | 1.7800%  |  | $62500.00          | $48263.30          | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI   | 2034-06-05      | 5.4000%  |  | $1500.00           | $1530.09           | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $2505125.00        | $2096213.45        | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $33973250.00       | $28797051.66       | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 M8   | 2028-07-07      | 4.3800%  |  | $6087125.00        | $6163684.12        | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $395625.00         | $293320.62         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  |  | $64682250.00       | $53013572.10       | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 04/26 8274 | 2026-04-23      | 4.2000%  |  | $81250.00          | $81910.00          | Agency Debentures and Agency Strips |
| FCSB 0.94 FCOR 22-26 JD   | 2026-09-28      | 0.9400%  |  | $3250.00           | $3162.07           | Agency Debentures and Agency Strips |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.200%, 10/1/2025
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $100.00            | $101.16            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $17401800.00       | $18145378.91       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $57685900.00       | $58375798.27       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $13734000.00       | $13977403.11       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $19539300.00       | $19071972.06       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $100.00            | $93.95             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $100000000.00      | $60242700.00       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $200.00            | $142.02            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $14790400.00       | $14997717.04       | U.S. Treasuries (including strips) |
| USTR BILL 11/18/25    | 2025-11-18      | 0.0000%  |  | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| USTR BILL 10/14/25    | 2025-10-14      | 0.0000%  |  | $200.00            | $199.68            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $18772000.00       | $19212006.29       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $200.00            | $188.21            | U.S. Treasuries (including strips) |

### Security 6: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  4.210%, 10/1/2025
- **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: 068992007, C.3 - LEI: AC28XWWI3WIBK2824319
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 5.25 FCOR 26-34 DE   | 2034-03-03      | 5.2500%  |  | $1468721.52        | $1475638.46        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $5139.24           | $5207.66           | Agency Debentures and Agency Strips |
| FCSB 2.62 FCOR 22-36 BK   | 2036-12-16      | 2.6200%  |  | $1064556.96        | $885046.99         | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $706645.57         | $507328.83         | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $2202531.65        | $1695627.55        | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  |  | $486025.32         | $393717.77         | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $1101265.82        | $833102.09         | Agency Debentures and Agency Strips |
| FHLB 5.35 FHOR 26-40 DQ   | 2040-09-25      | 5.3500%  |  | $23813037.97       | $23745481.71       | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $2382405.06        | $2414295.54        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $1951075.95        | $1987343.63        | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $2628354.43        | $2641103.99        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $1126962.03        | $1147660.56        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $713987.34         | $722860.14         | Agency Debentures and Agency Strips |
| FHLB 0.55 FHOR 21-26 5377 | 2026-02-12      | 0.5500%  |  | $5269556.96        | $5208342.28        | Agency Debentures and Agency Strips |
| FHLB 1.85 FHOR 22-36 BJ   | 2036-01-25      | 1.8500%  |  | $1360063.29        | $1053981.43        | Agency Debentures and Agency Strips |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  |  | $530443.04         | $442756.56         | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-33 FF   | 2033-09-26      | 4.9500%  |  | $18212734.18       | $18128992.03       | Agency Debentures and Agency Strips |
| FCSB 4.69 FCOR 26-32 FC   | 2032-09-29      | 4.6900%  |  | $2244379.75        | $2239083.63        | Agency Debentures and Agency Strips |
| FCSB 4.79 FCOR 25-32 FA   | 2032-03-24      | 4.7900%  |  | $13729113.92       | $13656532.68       | Agency Debentures and Agency Strips |
| FCSB 5.54 FCOR 26-45 T    | 2045-09-18      | 5.5400%  |  | $4339721.52        | $4339997.82        | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  |  | $6516189.87        | $6503186.45        | Agency Debentures and Agency Strips |
| FCSB 5 3/8 FCOR 26-40 AT  | 2040-09-17      | 5.3750%  |  | $6518025.32        | $6507700.58        | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $1099063.29        | $1097716.94        | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 26-28 LK   | 2028-08-21      | 4.0700%  |  | $2719392.41        | $2732875.61        | Agency Debentures and Agency Strips |
| FCSB 5.45 FCOR 25-34 DM   | 2034-07-28      | 5.4500%  |  | $2542822.78        | $2565001.57        | Agency Debentures and Agency Strips |
| FCSB 5.95 FCOR 26-45 N    | 2045-05-22      | 5.9500%  |  | $7341772.15        | $7514557.50        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $4772.15           | $4765.17           | Agency Debentures and Agency Strips |
| FCSB 5.82 FCOR 25-40 AE   | 2040-03-26      | 5.8200%  |  | $1204050.63        | $1203853.97        | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 4.2100%  |  | $15581810.13       | $15646708.37       | Agency Debentures and Agency Strips |
| FCSB 5.23 FCOR 25-32 DT   | 2032-11-26      | 5.2300%  |  | $2376898.73        | $2415438.83        | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $423987.34         | $424733.42         | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $3126493.67        | $3193850.85        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $1699620.25        | $1734368.42        | Agency Debentures and Agency Strips |
| FHLB 4.92 FHOR 26-34 NT   | 2034-09-26      | 4.9200%  |  | $3814050.63        | $3804075.62        | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $163721.52         | $136997.26         | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $431329.11         | $436420.45         | Agency Debentures and Agency Strips |
| FHLB 3.75 FHOR 27-30 G2   | 2030-09-23      | 3.7500%  |  | $3028481.01        | $3013172.55        | Agency Debentures and Agency Strips |
| FCSB 5.72 FCOR 25-44 AC   | 2044-10-28      | 5.7200%  |  | $1106772.15        | $1128729.53        | Agency Debentures and Agency Strips |
| FCSB 5.29 FCOR 25-36 BZ   | 2036-04-07      | 5.2900%  |  | $433531.65         | $443164.89         | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-29 HG   | 2029-03-27      | 4.9700%  |  | $661126.58         | $664478.60         | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 21-41 TT   | 2041-02-25      | 2.1500%  |  | $1835443.04        | $1281066.33        | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-40 BK   | 2040-04-02      | 5.7500%  |  | $1890506.33        | $1940554.75        | Agency Debentures and Agency Strips |

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.290%, 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):** $339825882.57
- **C.18.a - Value (excl. sponsor support):** $339825882.57
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.285%, 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):** $404865653.27
- **C.18.a - Value (excl. sponsor support):** $404865653.27
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.230%, 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):** $194989657.90
- **C.18.a - Value (excl. sponsor support):** $194989657.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.230%, 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):** $204104717.28
- **C.18.a - Value (excl. sponsor support):** $204104717.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.250%, 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):** $330191205.30
- **C.18.a - Value (excl. sponsor support):** $330191205.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.265%, 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):** $50033570.50
- **C.18.a - Value (excl. sponsor support):** $50033570.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.265%, 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):** $170014573.76
- **C.18.a - Value (excl. sponsor support):** $170014573.76
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.215%, 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):** $255041835.30
- **C.18.a - Value (excl. sponsor support):** $255041835.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.275%, 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):** $415150132.68
- **C.18.a - Value (excl. sponsor support):** $415150132.68
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.315%, 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):** $418840770.18
- **C.18.a - Value (excl. sponsor support):** $418840770.18
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 17: 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):** $796610203.74
- **C.18.a - Value (excl. sponsor support):** $796610203.74
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.150%, 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):** $694700034.74
- **C.18.a - Value (excl. sponsor support):** $694700034.74
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 19: 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):** $784804898.70
- **C.18.a - Value (excl. sponsor support):** $784804898.70
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 20: 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):** $669005728.71
- **C.18.a - Value (excl. sponsor support):** $669005728.71
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.240%, 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):** $49997946.50
- **C.18.a - Value (excl. sponsor support):** $49997946.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.130%, 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):** $339996045.80
- **C.18.a - Value (excl. sponsor support):** $339996045.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.135%, 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):** $364491168.17
- **C.18.a - Value (excl. sponsor support):** $364491168.17
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.205%, 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):** $240738205.66
- **C.18.a - Value (excl. sponsor support):** $240738205.66
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.205%, 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):** $249985167.50
- **C.18.a - Value (excl. sponsor support):** $249985167.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.250%, 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):** $308771073.38
- **C.18.a - Value (excl. sponsor support):** $308771073.38
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.165%, 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):** $541541143.17
- **C.18.a - Value (excl. sponsor support):** $541541143.17
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.165%, 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):** $335034803.15
- **C.18.a - Value (excl. sponsor support):** $335034803.15
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.165%, 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):** $344776080.34
- **C.18.a - Value (excl. sponsor support):** $344776080.34
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 30: 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):** $669452237.79
- **C.18.a - Value (excl. sponsor support):** $669452237.79
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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 31: 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):** $694227505.98
- **C.18.a - Value (excl. sponsor support):** $694227505.98
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 32: 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):** $739426183.11
- **C.18.a - Value (excl. sponsor support):** $739426183.11
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.225%, 6/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399984228.00
- **C.18.a - Value (excl. sponsor support):** $399984228.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.130%, 12/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $679694358.49
- **C.18.a - Value (excl. sponsor support):** $679694358.49
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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,  4.130%, 1/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184997415.55
- **C.18.a - Value (excl. sponsor support):** $184997415.55
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.130%, 1/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499992115.00
- **C.18.a - Value (excl. sponsor support):** $499992115.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.155%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308495144.21
- **C.18.a - Value (excl. sponsor support):** $308495144.21
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.155%, 3/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73R3, C.4 - ISIN: US3130B73R31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699991831.00
- **C.18.a - Value (excl. sponsor support):** $699991831.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.135%, 10/22/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B77F5, C.4 - ISIN: US3130B77F56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $874990436.25
- **C.18.a - Value (excl. sponsor support):** $874990436.25
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **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 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G65, C.4 - ISIN: US3130B7G650, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $560348833.15
- **C.18.a - Value (excl. sponsor support):** $560348833.15
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GB4, C.4 - ISIN: US3130B7GB41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499865150.00
- **C.18.a - Value (excl. sponsor support):** $499865150.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Notes,  4.000%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $734339431.28
- **C.18.a - Value (excl. sponsor support):** $734339431.28
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **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 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.190%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JB1, C.4 - ISIN: US3130B7JB14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100008900.00
- **C.18.a - Value (excl. sponsor support):** $100008900.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KD5, C.4 - ISIN: US3130B7KD50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $891177562.28
- **C.18.a - Value (excl. sponsor support):** $891177562.28
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **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 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KS2, C.4 - ISIN: US3130B7KS20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500039055.00
- **C.18.a - Value (excl. sponsor support):** $500039055.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? 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,  4.190%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84006293.28
- **C.18.a - Value (excl. sponsor support):** $84006293.28
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 47: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $747458663.43
- **C.18.a - Value (excl. sponsor support):** $747458663.43
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $771189247.55
- **C.18.a - Value (excl. sponsor support):** $771189247.55
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Discount Notes,  4.060%, 12/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200334425.16
- **C.18.a - Value (excl. sponsor support):** $200334425.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 50: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.270%, 10/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209665029.54
- **C.18.a - Value (excl. sponsor support):** $209665029.54
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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? Yes, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.264%, 10/17/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $744081268.77
- **C.18.a - Value (excl. sponsor support):** $744081268.77
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.200%, 10/31/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $389643120.52
- **C.18.a - Value (excl. sponsor support):** $389643120.52
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.165%, 10/31/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473351617.00
- **C.18.a - Value (excl. sponsor support):** $473351617.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.165%, 11/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199234000.00
- **C.18.a - Value (excl. sponsor support):** $199234000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.140%, 11/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $635691984.38
- **C.18.a - Value (excl. sponsor support):** $635691984.38
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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? Yes, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.235%, 11/28/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $367677532.20
- **C.18.a - Value (excl. sponsor support):** $367677532.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.070%, 12/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QP4, C.4 - ISIN: US313385QP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $362982176.28
- **C.18.a - Value (excl. sponsor support):** $362982176.28
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 58: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.870%, 12/24/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QX7, C.4 - ISIN: US313385QX70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191243298.56
- **C.18.a - Value (excl. sponsor support):** $191243298.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-24
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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):** $461110482.61
- **C.18.a - Value (excl. sponsor support):** $461110482.61
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 60: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $712301980.59
- **C.18.a - Value (excl. sponsor support):** $712301980.59
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 61: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.970%, 1/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $356112856.99
- **C.18.a - Value (excl. sponsor support):** $356112856.99
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.845%, 1/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $311246541.75
- **C.18.a - Value (excl. sponsor support):** $311246541.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 63: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.825%, 1/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SB3, C.4 - ISIN: US313385SB33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182784650.90
- **C.18.a - Value (excl. sponsor support):** $182784650.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **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 64: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.760%, 3/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $117254779.60
- **C.18.a - Value (excl. sponsor support):** $117254779.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.750%, 3/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147304999.50
- **C.18.a - Value (excl. sponsor support):** $147304999.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.750%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88364625.30
- **C.18.a - Value (excl. sponsor support):** $88364625.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.744%, 3/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $978589133.74
- **C.18.a - Value (excl. sponsor support):** $978589133.74
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.260%, 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):** $95043904.25
- **C.18.a - Value (excl. sponsor support):** $95043904.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.170%, 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):** $100006537.00
- **C.18.a - Value (excl. sponsor support):** $100006537.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.220%, 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):** $182891913.99
- **C.18.a - Value (excl. sponsor support):** $182891913.99
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.210%, 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):** $139877587.81
- **C.18.a - Value (excl. sponsor support):** $139877587.81
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.185%, 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):** $44969038.11
- **C.18.a - Value (excl. sponsor support):** $44969038.11
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.240%, 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):** $444804012.10
- **C.18.a - Value (excl. sponsor support):** $444804012.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.220%, 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):** $232936991.33
- **C.18.a - Value (excl. sponsor support):** $232936991.33
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.235%, 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):** $107956876.42
- **C.18.a - Value (excl. sponsor support):** $107956876.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.230%, 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):** $95006102.80
- **C.18.a - Value (excl. sponsor support):** $95006102.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.210%, 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):** $210050425.20
- **C.18.a - Value (excl. sponsor support):** $210050425.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.280%, 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):** $112961306.96
- **C.18.a - Value (excl. sponsor support):** $112961306.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.255%, 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):** $46025561.74
- **C.18.a - Value (excl. sponsor support):** $46025561.74
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.235%, 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):** $301792245.00
- **C.18.a - Value (excl. sponsor support):** $301792245.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.230%, 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):** $176989249.59
- **C.18.a - Value (excl. sponsor support):** $176989249.59
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.240%, 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):** $125920849.04
- **C.18.a - Value (excl. sponsor support):** $125920849.04
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.230%, 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):** $170045041.50
- **C.18.a - Value (excl. sponsor support):** $170045041.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.250%, 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):** $190019840.19
- **C.18.a - Value (excl. sponsor support):** $190019840.19
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.215%, 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):** $80028399.20
- **C.18.a - Value (excl. sponsor support):** $80028399.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.250%, 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):** $99973842.08
- **C.18.a - Value (excl. sponsor support):** $99973842.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.255%, 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):** $349896483.24
- **C.18.a - Value (excl. sponsor support):** $349896483.24
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.250%, 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):** $200098714.00
- **C.18.a - Value (excl. sponsor support):** $200098714.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.260%, 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):** $244901491.96
- **C.18.a - Value (excl. sponsor support):** $244901491.96
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.260%, 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):** $329929850.09
- **C.18.a - Value (excl. sponsor support):** $329929850.09
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.260%, 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):** $357966159.71
- **C.18.a - Value (excl. sponsor support):** $357966159.71
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.230%, 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):** $90026042.40
- **C.18.a - Value (excl. sponsor support):** $90026042.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.275%, 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):** $304950091.40
- **C.18.a - Value (excl. sponsor support):** $304950091.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.270%, 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):** $252043531.61
- **C.18.a - Value (excl. sponsor support):** $252043531.61
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.280%, 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):** $225985024.24
- **C.18.a - Value (excl. sponsor support):** $225985024.24
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.185%, 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):** $147017983.98
- **C.18.a - Value (excl. sponsor support):** $147017983.98
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.270%, 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):** $85064242.15
- **C.18.a - Value (excl. sponsor support):** $85064242.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.280%, 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):** $384960134.52
- **C.18.a - Value (excl. sponsor support):** $384960134.52
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.280%, 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):** $172074641.12
- **C.18.a - Value (excl. sponsor support):** $172074641.12
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.275%, 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):** $201942508.03
- **C.18.a - Value (excl. sponsor support):** $201942508.03
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 101: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.275%, 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):** $178973436.66
- **C.18.a - Value (excl. sponsor support):** $178973436.66
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 102: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.265%, 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):** $193040001.03
- **C.18.a - Value (excl. sponsor support):** $193040001.03
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 103: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.260%, 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):** $80051463.20
- **C.18.a - Value (excl. sponsor support):** $80051463.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 104: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.270%, 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):** $106081893.48
- **C.18.a - Value (excl. sponsor support):** $106081893.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 105: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.280%, 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):** $477008531.99
- **C.18.a - Value (excl. sponsor support):** $477008531.99
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 106: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.210%, 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):** $113935853.72
- **C.18.a - Value (excl. sponsor support):** $113935853.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 107: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.330%, 10/1/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $264898490.07
- **C.18.a - Value (excl. sponsor support):** $264898490.07
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.210%, 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):** $445571465.09
- **C.18.a - Value (excl. sponsor support):** $445571465.09
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 109: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.235%, 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):** $126024696.00
- **C.18.a - Value (excl. sponsor support):** $126024696.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 110: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.245%, 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):** $193890743.21
- **C.18.a - Value (excl. sponsor support):** $193890743.21
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 111: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.235%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $559721547.91
- **C.18.a - Value (excl. sponsor support):** $559721547.91
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.225%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214658299.60
- **C.18.a - Value (excl. sponsor support):** $214658299.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.260%, 7/29/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $464772418.77
- **C.18.a - Value (excl. sponsor support):** $464772418.77
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUT2, C.4 - ISIN: US3133ETUT24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35003153.15
- **C.18.a - Value (excl. sponsor support):** $35003153.15
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 115: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.190%, 9/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $164993140.95
- **C.18.a - Value (excl. sponsor support):** $164993140.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.240%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $387825216.39
- **C.18.a - Value (excl. sponsor support):** $387825216.39
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 117: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.280%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $270017901.00
- **C.18.a - Value (excl. sponsor support):** $270017901.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.260%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $394816856.29
- **C.18.a - Value (excl. sponsor support):** $394816856.29
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.270%, 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):** $339077774.97
- **C.18.a - Value (excl. sponsor support):** $339077774.97
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 120: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.240%, 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):** $212114810.72
- **C.18.a - Value (excl. sponsor support):** $212114810.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 121: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.260%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $572953650.03
- **C.18.a - Value (excl. sponsor support):** $572953650.03
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.230%, 3/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $731951453.76
- **C.18.a - Value (excl. sponsor support):** $731951453.76
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.270%, 9/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $549993895.00
- **C.18.a - Value (excl. sponsor support):** $549993895.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.225%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $399629081.50
- **C.18.a - Value (excl. sponsor support):** $399629081.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.230%, 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):** $350244090.00
- **C.18.a - Value (excl. sponsor support):** $350244090.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 126: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.250%, 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):** $105052701.60
- **C.18.a - Value (excl. sponsor support):** $105052701.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 127: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.270%, 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):** $341049987.02
- **C.18.a - Value (excl. sponsor support):** $341049987.02
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 128: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.270%, 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):** $253209534.60
- **C.18.a - Value (excl. sponsor support):** $253209534.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 129: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.270%, 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):** $237060476.06
- **C.18.a - Value (excl. sponsor support):** $237060476.06
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 130: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  4.450%, 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):** $258624081.40
- **C.18.a - Value (excl. sponsor support):** $258624081.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 131: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.210%, 10/1/2025
- **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: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 FERA 5512FA 03/25/55 | 2055-03-25      | 5.2560%  |  | $167.03            | $165.02            | 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%  |  | $12.08             | $12.60             | Agency Collateralized Mortgage Obligation |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $16.32             | $16.49             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $16.32             | $15.75             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $48.95             | $46.01             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $97.91             | $96.78             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $16220.08          | $15120.59          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $65.27             | $63.36             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $16.32             | $16.85             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  |  | $16.32             | $16.00             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $81.59             | $82.35             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $16.32             | $16.76             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $16.32             | $16.48             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $815866.95         | $825888.43         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $48.95             | $40.20             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $48.95             | $38.47             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $16.32             | $16.55             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $16.32             | $16.34             | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $32.64             | $36.84             | U.S. Treasuries (including strips)        |
| USTR BILL 12/04/25        | 2025-12-04      | 0.0000%  |  | $97.91             | $97.22             | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $21308343.51       | $20880471.98       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $16.32             | $16.75             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $6037673.22        | $5231664.98        | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $717.99            | $668.39            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $16.32             | $15.45             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $863548.12         | $814635.03         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $179.50            | $157.07            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $8159028.45        | $7645982.27        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $48.95             | $45.87             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AG 25     | 2025-11-30      | 0.3750%  |  | $163.18            | $162.37            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $1060.67           | $922.91            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $16.32             | $15.39             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $163.18            | $155.64            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $326.36            | $317.86            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $63.00             | $62.77             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  |  | $16.32             | $16.05             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $8238138.08        | $8205595.37        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $65.27             | $64.72             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $32.64             | $32.09             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $32.64             | $31.99             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $11638987.03       | $12235543.31       | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  |  | $413.01            | $434.46            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $1214433.89        | $1281881.54        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $16.32             | $16.77             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $342.68            | $347.08            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $97.91             | $95.32             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $16.32             | $16.52             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $386671.13         | $377995.97         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $407933.47         | $432091.29         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $16.32             | $15.33             | U.S. Treasuries (including strips)        |
| FNMA FNMS 05.500 CLBX7626 | 2053-07-01      | 5.5000%  |  | $177822.97         | $183143.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $31.22             | $28.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $251.43            | $253.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $8823808.39        | $8146825.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $499.17            | $522.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $4372386.27        | $4400595.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH9196 | 2054-01-01      | 7.0000%  |  | $115.34            | $123.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  |  | $118766.09         | $121892.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  |  | $326.23            | $345.53            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3831 | 2032-06-01      | 4.4650%  |  | $187.00            | $189.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $2692924.54        | $2772218.60        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.060 WNWN1390 | 2029-07-01      | 4.0600%  |  | $168.08            | $167.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0074 | 2055-03-01      | 5.5000%  |  | $8964470.26        | $9141622.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ7882 | 2054-11-01      | 5.0000%  |  | $155.34            | $156.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0207 | 2053-09-01      | 6.0000%  |  | $380.81            | $400.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $127.82            | $104.15            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $171.50            | $172.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9535 | 2045-04-01      | 3.5000%  |  | $474625.89         | $447760.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $4618855.60        | $4191771.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $162.87            | $167.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $3047286.87        | $3119725.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $65043.40          | $68031.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $66597.31          | $68388.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $774.84            | $827.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $162.04            | $161.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  |  | $161.92            | $167.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA2986 | 2055-07-01      | 4.0000%  |  | $447734.36         | $424180.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $180.61            | $188.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $158.43            | $158.11            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOCB6354 | 2053-05-01      | 4.9540%  |  | $141.40            | $143.57            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $4761.43           | $4885.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4323 | 2053-06-01      | 6.5000%  |  | $134896.25         | $141866.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6820 | 2053-02-01      | 5.5000%  |  | $140772.20         | $145892.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX6271 | 2053-01-01      | 6.5000%  |  | $103935.60         | $108582.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX2861 | 2052-11-01      | 5.5000%  |  | $142833.31         | $147891.83         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9426 | 2030-12-01      | 1.2700%  |  | $183.88            | $160.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $799118.49         | $825588.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $162074.50         | $171667.55         | Agency Mortgage-Backed Securities         |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $48.95             | $49.55             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $16.32             | $16.89             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $16.32             | $16.72             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $16.70             | $16.42             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $244.77            | $248.85            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $117.59            | $119.80            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $16.32             | $15.33             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $16.32             | $15.77             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $32.64             | $31.78             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $10881163.18       | $10615064.33       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $20397000.00       | $15310651.10       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $16.32             | $16.72             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $5222671.13        | $4717121.79        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $179.50            | $184.41            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $936603.77         | $923150.39         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $16.32             | $15.40             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $2447747.70        | $2535360.75        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $32.64             | $33.00             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $16.32             | $14.63             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $16.32             | $16.68             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $4079253.14        | $3721952.37        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $33398963.60       | $32901757.40       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $81.59             | $85.73             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $4044793.33        | $3706333.11        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $32.64             | $33.92             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $81.59             | $82.45             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $944485.36         | $965407.69         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $16.32             | $16.97             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $603912.55         | $618630.81         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $16.32             | $16.09             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $32.64             | $32.39             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $7298858.16        | $7406333.24        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $1631799.16        | $1663010.04        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $16.32             | $16.60             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $16.32             | $16.77             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $32.64             | $32.84             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $32.64             | $32.41             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $16.32             | $16.13             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $16.32             | $16.20             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $163.18            | $161.85            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $146.86            | $138.73            | U.S. Treasuries (including strips)        |
| FCSB 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  |  | $652.72            | $447.85            | Agency Debentures and Agency Strips       |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $163.18            | $115.53            | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $163.18            | $133.33            | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $652.72            | $504.85            | Agency Debentures and Agency Strips       |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $48.95             | $43.55             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $195.82            | $170.49            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1213487.45        | $1179642.07        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $16.32             | $16.50             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $130.54            | $132.78            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $16.32             | $17.07             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $48.95             | $50.32             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $194755.23         | $199050.10         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $12222.18          | $12583.58          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $16.32             | $16.64             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $16.32             | $16.73             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $228.45            | $233.28            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $48.95             | $50.56             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $32.64             | $33.03             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $163.18            | $166.66            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $8158734.73        | $8400029.31        | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  |  | $85.21             | $88.74             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $7016703.77        | $7246330.57        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $16.32             | $16.58             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $81.59             | $82.38             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $16.32             | $16.36             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $163.18            | $165.94            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $16.32             | $16.50             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  |  | $16.32             | $16.60             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $16.32             | $15.21             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $815671.13         | $792943.07         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $815883.26         | $687508.72         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  |  | $1008522.97        | $811307.31         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $114.23            | $98.00             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $16.32             | $10.48             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $32.64             | $16.53             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $48.95             | $40.05             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $32.64             | $24.83             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  |  | $67.15             | $50.21             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  |  | $158.31            | $135.88            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  |  | $2281149.49        | $1736961.32        | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $2.62              | $2.27              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $32.64             | $32.46             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $163.18            | $162.70            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $16.32             | $16.22             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $179497.91         | $179097.65         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $163.18            | $163.59            | U.S. Treasuries (including strips)        |

### Security 132: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.130%, 10/30/2025
- **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):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $4578700.00        | $3984024.17        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $16509733.33       | $16676369.94       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $700.00            | $693.34            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $77.78             | $78.00             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $77.78             | $75.06             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $233.33            | $235.60            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $56077.78          | $57359.21          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $544.44            | $528.50            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $1555477.78        | $1606038.58        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $77.78             | $78.92             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $45449444.44       | $30242162.60       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $466.67            | $443.82            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $6688577.78        | $6875488.99        | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 3.9965%  |  | $233.33            | $234.69            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $116665888.89      | $114410212.26      | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $77.78             | $80.15             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $116466000.00      | $111081521.06      | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $6282033.33        | $6390367.00        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $399388.89         | $396127.08         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  |  | $6543363.50        | $4892463.08        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $155.56            | $157.95            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $777.78            | $798.50            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $77.78             | $79.77             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $3111344.44        | $3140213.08        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $38888811.11       | $40252332.08       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $2488111.11        | $2567905.18        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $6236222.22        | $6190198.90        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $3318000.00        | $3284971.80        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $777.78            | $795.01            | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $7985783.19        | $6903733.53        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $233.33            | $149.79            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $544.44            | $474.02            | U.S. Treasuries (including strips)        |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $0.37              | $0.39              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5512FA 03/25/55 | 2055-03-25      | 5.2560%  |  | $722.21            | $713.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $392227.14         | $389137.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $741.95            | $759.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $794.89            | $818.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4520 | 2055-09-01      | 6.0000%  |  | $1827073.11        | $1875924.17        | Agency Mortgage-Backed Securities         |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $77.78             | $59.19             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $3765844.19        | $3450725.88        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $566922.22         | $569269.99         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $7522511.11        | $7689150.52        | U.S. Treasuries (including strips)        |
| FMAC FEPC 06.000 CLQZ1811 | 2055-09-01      | 6.0000%  |  | $1547517.32        | $1588511.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $2807000.94        | $2881356.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4443 | 2055-05-01      | 6.5000%  |  | $1225361.49        | $1281651.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $466.86            | $423.69            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  |  | $32955365.60       | $31450777.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $42939221.12       | $42803351.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  |  | $2025786.49        | $1987704.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  |  | $33587840.50       | $30210471.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTCA4201 | 2039-09-01      | 3.0000%  |  | $2477348.72        | $2339324.89        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $14554963.11       | $14934621.64       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $777.78            | $789.91            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  |  | $21788666.67       | $22386596.10       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1208 | 2029-07-01      | 4.8400%  |  | $12813111.11       | $13203999.27       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  |  | $618.96            | $635.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2321 | 2036-12-01      | 2.0000%  |  | $4595194.85        | $4228264.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $33871271.39       | $34638745.49       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  |  | $1988984.06        | $2021365.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $598.91            | $604.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $57023898.84       | $56044570.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  |  | $2266548.04        | $2068251.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1098 | 2055-08-01      | 6.0000%  |  | $3242672.20        | $3328571.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2887 | 2055-05-01      | 6.5000%  |  | $1767185.27        | $1840309.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4289 | 2035-07-01      | 5.1600%  |  | $1338866.67        | $1396476.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4102 | 2055-08-01      | 6.0000%  |  | $2372404.22        | $2445790.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6080 | 2055-05-01      | 6.5000%  |  | $997966.38         | $1036912.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1171 | 2055-09-01      | 6.0000%  |  | $632100.00         | $655221.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7969 | 2055-05-01      | 6.5000%  |  | $1418955.06        | $1483791.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2670 | 2055-06-01      | 6.5000%  |  | $1092175.50        | $1138220.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  |  | $2310688.87        | $2307716.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4053 | 2055-08-01      | 6.0000%  |  | $1603912.51        | $1647093.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2673 | 2055-06-01      | 6.5000%  |  | $1553351.77        | $1617579.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $1784443.80        | $1858064.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  |  | $1031435.27        | $1088094.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7955 | 2055-05-01      | 6.5000%  |  | $1549684.47        | $1612132.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6935 | 2055-05-01      | 6.5000%  |  | $2632860.35        | $2780324.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  |  | $635193.11         | $652759.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO8772 | 2042-08-01      | 3.5000%  |  | $2236397.84        | $2132739.56        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9592 | 2033-08-01      | 3.8100%  |  | $10787777.78       | $10402440.16       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9500 | 2033-07-01      | 3.7500%  |  | $5542046.22        | $5346316.85        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8580 | 2038-04-01      | 3.5100%  |  | $777.78            | $703.35            | Agency Mortgage-Backed Securities         |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $12294333.33       | $12493132.70       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $155.56            | $154.40            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $246944.44         | $241164.43         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $1702711.11        | $1731538.75        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  |  | $4100199.05        | $4313108.61        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $1103822.22        | $1165126.67        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $45811.11          | $46726.44          | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $155.56            | $153.81            | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $155.56            | $152.43            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $855.56            | $806.73            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $11666200.00       | $11357235.28       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $28605422.22       | $29082192.08       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $2419977.78        | $2486233.74        | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $92351777.78       | $89947899.14       | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  |  | $1455611.11        | $1427226.69        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $777.78            | $774.71            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $311.11            | $304.13            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $19443744.44       | $19717133.22       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $2192322.22        | $2050198.90        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $777.78            | $766.61            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $4048411.11        | $3693811.79        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $77.78             | $66.73             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $38502722.22       | $32870871.29       | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $155.56            | $110.57            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $77.78             | $63.87             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $155.56            | $122.24            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $27967333.33       | $28359351.45       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $155.56            | $155.75            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  |  | $776.66            | $838.73            | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  |  | $77.78             | $78.89             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $156877.78         | $161209.24         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $11933211.11       | $11533940.46       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $77.78             | $72.64             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $777.78            | $756.09            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $519788.89         | $484554.48         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $17453722.22       | $15123711.39       | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $1555.56           | $1448.09           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $15898322.22       | $14251538.23       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $14453444.44       | $13634772.44       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $110677.78         | $109163.08         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $77.78             | $72.89             | U.S. Treasuries (including strips)        |
| FNMA FNAR XX.XXX HYAN8578 | 2038-04-01      | 3.5100%  |  | $5583339.22        | $5049044.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA6416 | 2052-05-01      | 3.5000%  |  | $769930.76         | $709321.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8635 | 2054-10-01      | 5.5000%  |  | $1076135.31        | $1102637.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  |  | $915356.86         | $967284.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $751954.26         | $799261.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBV1620 | 2055-05-01      | 6.5000%  |  | $744604.73         | $774359.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $97828652.33       | $99761898.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  |  | $1811609.25        | $1871973.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8845 | 2051-10-01      | 2.5000%  |  | $2799679.48        | $2414110.11        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7330 | 2037-12-01      | 3.2600%  |  | $1407.00           | $1228.47           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  |  | $1555555.56        | $1393498.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL3184 | 2043-01-01      | 4.0000%  |  | $986404.86         | $965120.43         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY387999 | 2030-08-01      | 3.6100%  |  | $11106666.67       | $10866963.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9098 | 2050-01-01      | 5.0000%  |  | $290596.46         | $291188.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN9894 | 2049-06-01      | 5.0000%  |  | $229251.64         | $232108.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  |  | $904487.45         | $966017.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $982805.21         | $1015544.96        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.060 WNWN2710 | 2032-07-01      | 4.0600%  |  | $1305.11           | $1284.69           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.060 WNWN1390 | 2029-07-01      | 4.0600%  |  | $777.78            | $773.56            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63627 G | 2049-05-01      | 5.0000%  |  | $640633.23         | $657026.89         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63396 G | 2049-05-01      | 5.0000%  |  | $139636.07         | $142665.86         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $121.92            | $117.37            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9426 | 2030-12-01      | 1.2700%  |  | $690.10            | $602.25            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3064 | 2039-06-01      | 3.3700%  |  | $19361212.11       | $16888934.83       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1189 | 2034-02-01      | 3.9600%  |  | $11853787.56       | $11537623.33       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0748 | 2034-01-01      | 4.0900%  |  | $1381491.63        | $1361289.69        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0323 | 2048-10-01      | 4.2100%  |  | $1166666.67        | $1013566.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ1042 | 2047-11-01      | 4.0000%  |  | $905504.82         | $875578.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $777.78            | $814.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7694 | 2055-08-01      | 6.0000%  |  | $3478516.01        | $3576993.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7292 | 2055-08-01      | 6.0000%  |  | $3209741.33        | $3295959.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4223 | 2055-08-01      | 6.0000%  |  | $917213.55         | $945373.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4218 | 2055-08-01      | 6.0000%  |  | $2622687.93        | $2693296.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4067 | 2055-08-01      | 6.0000%  |  | $1110997.63        | $1145363.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  |  | $41643332.20       | $43541699.01       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $32312396.28       | $33020734.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $1401693.66        | $1266867.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5054 | 2047-10-01      | 3.5000%  |  | $2449568.96        | $2295734.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9322 | 2036-11-01      | 2.0000%  |  | $2417661.13        | $2234356.75        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7503 | 2037-11-01      | 3.5100%  |  | $743.94            | $664.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $777.78            | $803.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2389 | 2036-12-01      | 2.0000%  |  | $1299382.17        | $1204462.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7846 | 2036-07-01      | 2.0000%  |  | $246582.99         | $228121.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3414 | 2055-09-01      | 6.0000%  |  | $330918.78         | $339684.92         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.850 WAWA4820 | 2053-01-01      | 3.8500%  |  | $1461537.92        | $1221686.96        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7244 | 2053-06-01      | 4.6080%  |  | $9954492.49        | $9960538.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN8421 | 2049-06-01      | 5.0000%  |  | $224471.99         | $225400.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  |  | $824593.23         | $802634.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN7909 | 2049-06-01      | 5.0000%  |  | $378898.98         | $386790.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2787 | 2052-02-01      | 2.5000%  |  | $2663371.47        | $2296321.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  |  | $23883854.19       | $24215638.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3943 | 2053-01-01      | 5.0000%  |  | $2329158.76        | $2342522.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1051990.99        | $1100059.73        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9408 | 2033-07-01      | 3.7500%  |  | $777.78            | $745.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9948 | 2050-01-01      | 5.0000%  |  | $238663.77         | $241478.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $62865726.74       | $64298471.60       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9683 | 2030-06-01      | 3.5300%  |  | $2559663.65        | $2501791.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $1068808.46        | $1116919.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  |  | $53958581.57       | $54011449.01       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9181 | 2054-06-01      | 6.5000%  |  | $872327.42         | $920065.64         | Agency Mortgage-Backed Securities         |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  |  | $823666.67         | $860934.04         | Agency Debentures and Agency Strips       |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  |  | $11666.67          | $10970.53          | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  |  | $413000.00         | $312570.79         | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $2949333.33        | $2506079.01        | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  |  | $1555555.56        | $1280725.97        | Agency Debentures and Agency Strips       |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  |  | $2005111.11        | $1680597.25        | Agency Debentures and Agency Strips       |
| FCSB 2.34 FCOR 22-36 BE   | 2036-10-14      | 2.3400%  |  | $2016777.78        | $1632553.38        | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $1181444.44        | $913789.52         | Agency Debentures and Agency Strips       |
| FCSB 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  |  | $21280777.78       | $14601504.20       | Agency Debentures and Agency Strips       |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $272222.22         | $192736.76         | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $7630777.78        | $6234871.97        | Agency Debentures and Agency Strips       |

### Security 133: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.240%, 10/1/2025
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 02.500 CLBP5570 | 2050-06-01      | 2.5000%  |  | $19518810.97       | $16685711.95       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  |  | $41346032.50       | $42969250.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0578 | 2055-06-01      | 6.0000%  |  | $40576731.38       | $42345038.27       | Agency Mortgage-Backed Securities |

### Security 134: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.230%, 10/1/2025
- **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: 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:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $426900.00         | $307338.97         | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  |  | $9708600.00        | $9607717.94        | U.S. Treasuries (including strips) |
| USTR BILL 10/21/25        | 2025-10-21      | 0.0000%  |  | $60123000.00       | $59987903.62       | U.S. Treasuries (including strips) |
| FNMA FNMS 05.500 CLDB2429 | 2054-04-01      | 5.5000%  |  | $789843.92         | $802400.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  |  | $3039817.74        | $2742385.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9282 | 2054-11-01      | 5.5000%  |  | $2576063.12        | $2628523.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8927 | 2051-02-01      | 2.0000%  |  | $416615.43         | $342856.63         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U80401 G | 2033-07-01      | 3.5000%  |  | $82644.65          | $80873.11          | Agency Mortgage-Backed Securities  |

### Security 135: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.230%, 10/1/2025
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 03.500 CLSD8236 | 2052-08-01      | 3.5000%  |  | $249602.08         | $229491.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1149 | 2051-07-01      | 3.0000%  |  | $9097.64           | $8066.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  |  | $175342.40         | $156712.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  |  | $109238.58         | $89136.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8935 | 2051-02-01      | 2.0000%  |  | $24566277.92       | $20045741.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA7414 | 2050-10-01      | 4.5000%  |  | $3829471.84        | $3767147.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $281610.76         | $242938.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  |  | $54644.09          | $48320.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY3693 | 2053-06-01      | 6.5000%  |  | $901975.48         | $940130.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV4999 | 2052-03-01      | 4.0000%  |  | $902681.74         | $857023.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV3216 | 2052-02-01      | 2.5000%  |  | $70885.20          | $60252.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3121 | 2052-03-01      | 3.0000%  |  | $4065256.70        | $3596523.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU8027 | 2051-12-01      | 3.0000%  |  | $23241.12          | $20667.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU3295 | 2051-10-01      | 2.5000%  |  | $590781.34         | $504693.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU1228 | 2052-03-01      | 2.5000%  |  | $270614.87         | $231702.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6767 | 2054-05-01      | 5.5000%  |  | $132924.97         | $134983.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTQK0914 | 2041-07-01      | 2.0000%  |  | $190359.01         | $165887.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7233 | 2055-07-01      | 5.5000%  |  | $651450.36         | $660098.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1192 | 2055-06-01      | 6.0000%  |  | $578956.45         | $600258.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7043 | 2055-03-01      | 6.0000%  |  | $612715.90         | $642660.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3284 | 2055-02-01      | 5.5000%  |  | $1321539.52        | $1343572.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD0010 | 2055-02-01      | 5.5000%  |  | $621191.62         | $629435.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  |  | $3462.98           | $3514.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC2145 | 2054-09-01      | 6.0000%  |  | $2543804.15        | $2629549.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB9957 | 2054-09-01      | 5.5000%  |  | $638818.85         | $647296.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8796 | 2054-08-01      | 6.5000%  |  | $2329129.13        | $2443028.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB7654 | 2054-07-01      | 5.0000%  |  | $879079.53         | $886133.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3007 | 2054-05-01      | 6.0000%  |  | $1819558.67        | $1887850.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2535 | 2054-07-01      | 6.0000%  |  | $67343.60          | $69212.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB0051 | 2054-03-01      | 5.0000%  |  | $28919.04          | $29006.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA1055 | 2053-10-01      | 6.0000%  |  | $3487508.66        | $3583423.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8593 | 2043-06-01      | 3.5000%  |  | $6349768.98        | $6047611.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9654 | 2054-07-01      | 6.5000%  |  | $2988237.05        | $3153833.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  |  | $472686.85         | $460898.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2714 | 2050-03-01      | 3.0000%  |  | $835252.24         | $745564.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $8360779.85        | $8516487.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6090 | 2053-04-01      | 6.0000%  |  | $384167.12         | $397971.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ9437 | 2054-11-01      | 6.0000%  |  | $578038.83         | $594722.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8125 | 2054-11-01      | 5.5000%  |  | $2705307.04        | $2759398.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6606 | 2054-10-01      | 5.5000%  |  | $715828.26         | $735722.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ4694 | 2054-09-01      | 7.0000%  |  | $1436859.77        | $1531009.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ3141 | 2054-09-01      | 5.5000%  |  | $554654.51         | $562015.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2452 | 2054-09-01      | 6.5000%  |  | $550472.27         | $578840.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ1902 | 2054-08-01      | 6.5000%  |  | $1532043.09        | $1611911.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0351 | 2054-07-01      | 7.0000%  |  | $2202582.98        | $2336446.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1155 | 2052-09-01      | 5.5000%  |  | $515131.73         | $527756.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD3961 | 2044-11-01      | 4.0000%  |  | $300800.87         | $294057.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $457736.15         | $421016.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  |  | $317766.62         | $328758.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE4358 | 2052-06-01      | 3.5000%  |  | $12192068.43       | $11272865.04       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  |  | $32356.02          | $32378.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBC1635 | 2039-02-01      | 6.0000%  |  | $247926.25         | $261550.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG9740 | 2053-09-01      | 6.5000%  |  | $2310053.08        | $2430610.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV4195 | 2052-03-01      | 3.0000%  |  | $35834.33          | $32053.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7198 | 2055-04-01      | 5.5000%  |  | $1130394.66        | $1145395.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $648579.81         | $586787.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBM5550 | 2033-06-01      | 4.0000%  |  | $33614.76          | $33674.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6471 | 2053-07-01      | 6.5000%  |  | $306331.40         | $320842.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5302 | 2055-03-01      | 6.5000%  |  | $2824459.21        | $2951585.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4099 | 2049-06-01      | 3.5000%  |  | $3926338.34        | $3676424.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ5503 | 2054-09-01      | 6.0000%  |  | $1429277.11        | $1477449.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2233 | 2054-08-01      | 6.5000%  |  | $732987.70         | $771406.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0693 | 2054-03-01      | 7.0000%  |  | $251817.11         | $266420.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0429 | 2053-09-01      | 6.5000%  |  | $3542.54           | $3756.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB7047 | 2054-05-01      | 5.5000%  |  | $901698.09         | $927659.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0282 | 2052-07-01      | 4.5000%  |  | $2862150.29        | $2801590.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL8974 | 2040-03-01      | 6.5000%  |  | $174665.63         | $184255.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0454 | 2051-05-01      | 2.5000%  |  | $174795.40         | $150193.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1180 | 2055-06-01      | 6.0000%  |  | $653417.30         | $675746.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7791 | 2052-08-01      | 5.0000%  |  | $43382306.77       | $43625802.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV4170 | 2052-03-01      | 2.5000%  |  | $201475.96         | $171370.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4658 | 2052-09-01      | 3.5000%  |  | $42685.76          | $39676.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $63876.09          | $66738.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4154 | 2047-06-01      | 3.5000%  |  | $360126.77         | $335281.07         | Agency Mortgage-Backed Securities |

### Security 136: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.220%, 10/1/2025
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $37419458.82       | $37869652.33       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $14496352.94       | $13892782.79       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  |  | $90693808.60       | $84730196.32       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  |  | $171328.91         | $171357.14         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $29377271.23       | $27945909.20       | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN A 26  | 2026-01-15      | 0.6250%  |  | $999484.92         | $998067.40         | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $20541761.60       | $15196158.43       | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $13667981.79       | $14761848.75       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  |  | $1616461.22        | $1594407.47        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  |  | $8991777.06        | $6839624.44        | U.S. Treasuries (including strips) |

### Security 137: Societe Generale SA

- **C.1 - Title:** Societe Generale SA, REPO,  4.200%, 10/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8336P1001, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $847000000.00
- **C.18.a - Value (excl. sponsor support):** $847000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $96945200.00       | $99083099.83       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $59290000.00       | $60444019.91       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $15688618.00       | $16118152.75       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $47684164.00       | $42744931.00       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $241091628.80      | $248371752.17      | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $110520625.60      | $81578810.42       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $363.00            | $214.48            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $165953920.00      | $167750371.18      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  |  | $242.00            | $245.52            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $109141516.00      | $111858412.10      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $36056064.00       | $36493955.88       | U.S. Treasuries (including strips) |

### Security 138: Societe Generale SA

- **C.1 - Title:** Societe Generale SA, REPO,  4.200%, 10/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8336P1001, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 BOND 53 | 2053-08-15      | 4.1250%  |  | $30999950.00       | $28284672.13       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48     | 2048-08-15      | 3.0000%  |  | $30844000.00       | $23369542.64       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42 | 2042-02-15      | 3.1250%  |  | $18056350.00       | $15068461.94       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40 | 2040-11-15      | 4.2500%  |  | $24701900.00       | $24431747.67       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38 | 2038-02-15      | 4.3750%  |  | $28999450.00       | $29421268.75       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54 | 2054-02-15      | 4.2500%  |  | $28322350.00       | $26401882.25       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55 | 2055-02-15      | 4.6250%  |  | $34999900.00       | $34737444.50       | U.S. Treasuries (including strips) |
| USTR BILL 12/18/25 | 2025-12-18      | 0.0000%  |  | $22499600.00       | $22308803.39       | U.S. Treasuries (including strips) |

### Security 139: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.210%, 10/1/2025
- **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: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLDE8188 | 2055-07-01      | 6.0000%  |  | $998.50            | $1025.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5174 | 2055-07-01      | 6.0000%  |  | $997.56            | $1036.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8280 | 2055-04-01      | 6.0000%  |  | $991.93            | $1024.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8267 | 2055-04-01      | 6.0000%  |  | $963.96            | $993.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7493 | 2055-05-01      | 5.0000%  |  | $994.84            | $1001.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD2775 | 2055-04-01      | 5.0000%  |  | $995.95            | $992.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  |  | $921.03            | $940.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB6435 | 2054-05-01      | 6.0000%  |  | $986.97            | $1015.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA3810 | 2053-11-01      | 6.0000%  |  | $564.61            | $581.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  |  | $641.84            | $668.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1048 | 2053-10-01      | 6.5000%  |  | $834.17            | $867.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  |  | $10.61             | $10.99             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  |  | $200.93            | $185.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $101.22            | $96.00             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO1214 | 2042-04-01      | 3.5000%  |  | $58.97             | $56.33             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAL6167 | 2044-01-01      | 3.5000%  |  | $171.04            | $162.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ6317 | 2041-12-01      | 3.5000%  |  | $103.96            | $99.30             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAH4474 | 2041-01-01      | 4.0000%  |  | $63.83             | $63.03             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5213 | 2034-10-01      | 5.0000%  |  | $742.80            | $753.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5163 | 2033-10-01      | 4.5000%  |  | $535.40            | $540.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $412.13            | $388.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  |  | $603.26            | $622.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  |  | $953.11            | $970.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  |  | $661.29            | $700.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  |  | $632.08            | $651.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $708.24            | $722.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD3879 | 2051-12-01      | 2.5000%  |  | $801.15            | $681.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  |  | $691.46            | $616.91            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  |  | $195.98            | $200.32            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  |  | $332.95            | $324.07            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  |  | $102.75            | $100.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $964.79            | $977.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0063 | 2035-05-01      | 3.5000%  |  | $331.69            | $323.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  |  | $264.52            | $258.81            | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  |  | $27.38             | $28.20             | Agency Mortgage-Backed Securities |
| FMAC FMAR 842039 G        | 2055-10-01      | 0.0000%  |  | $22507422.00       | $22743232.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $29743026.00       | $29745339.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL1734 | 2052-04-01      | 2.5000%  |  | $977.19            | $839.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1690 | 2055-06-01      | 6.0000%  |  | $968.83            | $1006.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1684 | 2055-06-01      | 5.5000%  |  | $1006.18           | $1027.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3126 | 2055-09-01      | 6.0000%  |  | $1000.00           | $1035.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2648 | 2055-09-01      | 6.0000%  |  | $965.93            | $1010.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5119 | 2055-06-01      | 6.0000%  |  | $1003.68           | $1044.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQY3685 | 2055-05-01      | 4.0000%  |  | $994.85            | $942.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6714 | 2055-02-01      | 6.0000%  |  | $890.98            | $935.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX2426 | 2055-01-01      | 6.0000%  |  | $991.92            | $1024.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4962 | 2053-03-01      | 4.0000%  |  | $891.92            | $846.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  |  | $749.10            | $794.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4612 | 2053-04-01      | 5.5000%  |  | $8559656.43        | $8718186.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  |  | $821.88            | $726.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ0789 | 2055-08-01      | 5.0000%  |  | $1019.26           | $1016.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  |  | $981.29            | $1015.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $908.64            | $924.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  |  | $932.56            | $948.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  |  | $772.89            | $828.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  |  | $842.91            | $879.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  |  | $799.11            | $823.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6248 | 2053-05-01      | 5.0000%  |  | $819.31            | $823.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  |  | $956.50            | $990.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  |  | $4196.08           | $3441.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7330 | 2050-10-01      | 2.0000%  |  | $155768.93         | $128112.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $534.66            | $457.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4353 | 2049-10-01      | 3.5000%  |  | $477.27            | $451.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  |  | $114.73            | $110.82            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4860 | 2035-09-01      | 4.6650%  |  | $53951000.00       | $54729022.89       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4811 | 2035-09-01      | 4.8100%  |  | $34870000.00       | $35660388.60       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4804 | 2035-09-01      | 4.8500%  |  | $14263000.00       | $14601132.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6652 | 2055-06-01      | 6.0000%  |  | $1000.04           | $1034.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8800 | 2055-09-01      | 6.0000%  |  | $1007.83           | $1038.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9902 | 2053-11-01      | 6.5000%  |  | $979.00            | $1031.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  |  | $792.38            | $818.79            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  |  | $372.31            | $362.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5868 | 2052-05-01      | 3.0000%  |  | $838.60            | $752.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  |  | $464.93            | $430.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $2041908.67        | $2035447.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  |  | $181.75            | $171.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  |  | $699.10            | $731.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  |  | $456.43            | $390.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  |  | $699.71            | $573.52            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $9967865.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  |  | $197.61            | $191.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  |  | $10527462.31       | $9872616.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDC2619 | 2055-04-01      | 7.5000%  |  | $996.41            | $1068.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  |  | $995.76            | $1023.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  |  | $820.74            | $846.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  |  | $955.43            | $931.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1675 | 2053-10-01      | 6.5000%  |  | $788.31            | $833.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  |  | $424.82            | $423.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  |  | $796.25            | $800.57            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9963 M     | 2054-10-20      | 4.5000%  |  | $10647935.07       | $10382801.49       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1100 | 2036-12-01      | 2.0000%  |  | $808.04            | $746.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  |  | $995.05            | $1054.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA8010 | 2050-12-01      | 1.5000%  |  | $855.72            | $661.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX4334 | 2055-01-01      | 6.0000%  |  | $960.96            | $995.72            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4619 | 2035-08-01      | 4.9600%  |  | $21175000.00       | $21881579.17       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4521 | 2032-08-01      | 4.4100%  |  | $21702000.00       | $21785628.66       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $20617698.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  |  | $769.25            | $785.11            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3739 | 2035-05-01      | 4.6000%  |  | $10968058.09       | $11066721.87       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4484 | 2032-09-01      | 4.2250%  |  | $38406000.00       | $38145663.85       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ2842 | 2035-02-01      | 5.0400%  |  | $12440263.00       | $12968961.74       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $15895646.99       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3544 | 2035-04-01      | 5.0100%  |  | $21892724.92       | $22660718.05       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0960 | 2034-05-01      | 4.8800%  |  | $8438000.00        | $8675378.75        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $10099113.89       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBY6603 | 2053-07-01      | 4.0000%  |  | $960.70            | $914.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  |  | $833.05            | $857.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2925 | 2053-06-01      | 6.5000%  |  | $861.19            | $913.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX9136 | 2053-04-01      | 5.5000%  |  | $931.39            | $945.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX9008 | 2053-04-01      | 5.5000%  |  | $623.29            | $642.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7272 | 2052-08-01      | 5.0000%  |  | $647.57            | $648.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6422 | 2052-08-01      | 5.0000%  |  | $650.56            | $659.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  |  | $678.12            | $678.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  |  | $835.40            | $850.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU3981 | 2053-04-01      | 6.5000%  |  | $773.79            | $812.06            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $50801483.35       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13560220.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  |  | $255.86            | $238.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  |  | $415.09            | $415.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  |  | $1010.70           | $972.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH6049 | 2053-12-01      | 7.0000%  |  | $638.21            | $682.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX9668 | 2055-04-01      | 4.0000%  |  | $993.71            | $941.43            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $13324000.56       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3549 | 2032-04-01      | 4.9200%  |  | $20853000.00       | $21587699.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $86654106.90       | $86678177.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $263.04            | $247.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  |  | $140.22            | $139.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2952 | 2042-12-01      | 3.5000%  |  | $216.18            | $205.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  |  | $142.31            | $139.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  |  | $487.43            | $454.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6533 | 2055-08-01      | 5.5000%  |  | $998.76            | $1013.17           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3216 | 2035-03-01      | 5.0900%  |  | $13683000.00       | $14255801.55       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY3704 | 2055-05-01      | 5.5000%  |  | $995.51            | $1017.90           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4482 | 2032-09-01      | 4.2250%  |  | $37253000.00       | $37000479.50       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $961.57            | $974.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2279 | 2055-07-01      | 6.0000%  |  | $1010.91           | $1056.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0684 | 2054-11-01      | 5.0000%  |  | $979.10            | $982.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2517 | 2055-09-01      | 6.0000%  |  | $1015.67           | $1058.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0649 | 2055-02-01      | 5.5000%  |  | $971.13            | $984.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ0383 | 2055-07-01      | 4.5000%  |  | $997.01            | $972.10            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4707 | 2035-09-01      | 4.8400%  |  | $19305000.00       | $19829167.22       | Agency Mortgage-Backed Securities |

### Security 140: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.210%, 10/1/2025
- **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: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3400000000.00
- **C.18.a - Value (excl. sponsor support):** $3400000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLDE0230 | 2055-06-01      | 5.5000%  |  | $2475881.01        | $2520698.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  |  | $943.50            | $940.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2517 | 2055-09-01      | 6.0000%  |  | $996.73            | $1038.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $349442.07         | $358633.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5872 | 2055-06-01      | 5.0000%  |  | $993.87            | $993.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC8910 | 2055-01-01      | 6.0000%  |  | $2252994.16        | $2327616.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $961.57            | $974.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9707 | 2055-03-01      | 6.5000%  |  | $971.53            | $1018.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8371 | 2055-05-01      | 5.5000%  |  | $995.70            | $1019.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6652 | 2055-06-01      | 6.0000%  |  | $1000.04           | $1034.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ3610 | 2055-09-01      | 6.0000%  |  | $377700.00         | $392529.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5161 | 2055-06-01      | 5.5000%  |  | $2686906.76        | $2738139.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9297 | 2055-07-01      | 6.0000%  |  | $995.78            | $1038.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8280 | 2055-04-01      | 6.0000%  |  | $991.93            | $1024.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4696 | 2055-06-01      | 6.0000%  |  | $2700880.47        | $2793173.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX2426 | 2055-01-01      | 6.0000%  |  | $993.90            | $1026.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5190 | 2055-07-01      | 5.5000%  |  | $2890485.46        | $2948970.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV5897 | 2055-07-01      | 6.0000%  |  | $1943834.17        | $2000365.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5017 | 2055-06-01      | 5.5000%  |  | $994.11            | $1009.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7686 | 2055-07-01      | 6.5000%  |  | $998.45            | $1038.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7111 | 2050-09-01      | 2.0000%  |  | $153296155.82      | $125262751.52      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA6179 | 2040-06-01      | 2.5000%  |  | $439.63            | $400.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8523 | 2055-04-01      | 5.0000%  |  | $3124029.31        | $3114144.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3022 | 2034-01-01      | 3.5000%  |  | $219.51            | $216.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2074 | 2038-07-01      | 4.0000%  |  | $2925656.04        | $2889267.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  |  | $1011911.66        | $1011370.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1585 | 2038-04-01      | 4.0000%  |  | $2439654.43        | $2409625.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9902 | 2053-11-01      | 6.5000%  |  | $979.00            | $1031.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6760 | 2053-07-01      | 5.5000%  |  | $851.64            | $864.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  |  | $833.05            | $857.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  |  | $816.96            | $817.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  |  | $2916075.20        | $2965096.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9136 | 2053-04-01      | 5.5000%  |  | $931.39            | $945.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7541 | 2053-02-01      | 5.5000%  |  | $2382548.17        | $2419874.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  |  | $632.00            | $653.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  |  | $886.85            | $912.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9478 | 2047-04-01      | 4.0000%  |  | $2268450.42        | $2202336.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  |  | $238.12            | $214.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8452 | 2046-12-01      | 3.0000%  |  | $2633337.56        | $2389776.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  |  | $1262590.68        | $1145810.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  |  | $3495630.14        | $3172290.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5105 | 2045-06-01      | 3.5000%  |  | $202.05            | $191.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  |  | $128.46            | $123.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  |  | $254.26            | $242.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $101.22            | $96.00             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO1214 | 2042-04-01      | 3.5000%  |  | $58.97             | $56.33             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2431 | 2055-05-01      | 6.5000%  |  | $2783817.60        | $2917619.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2216 | 2055-07-01      | 6.0000%  |  | $2415032.45        | $2524011.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0640 | 2055-05-01      | 5.5000%  |  | $1991682.72        | $2026151.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9358 | 2055-06-01      | 5.5000%  |  | $997.17            | $1020.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8269 | 2055-04-01      | 6.0000%  |  | $2571.83           | $2672.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8267 | 2055-04-01      | 6.0000%  |  | $963.96            | $993.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  |  | $2365314.49        | $2319053.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $943.80            | $971.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6821 | 2054-06-01      | 6.0000%  |  | $874.36            | $910.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $892.37            | $892.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0298 | 2048-11-01      | 3.0000%  |  | $3406710.12        | $3098289.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB1466 | 2033-06-01      | 2.5000%  |  | $2102093.08        | $2048659.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1100 | 2036-12-01      | 2.0000%  |  | $808.04            | $746.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  |  | $464.93            | $430.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  |  | $247.95            | $247.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  |  | $268.00            | $259.67            | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  |  | $27.19             | $28.00             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD8150 | 2055-05-01      | 5.0000%  |  | $2636982.79        | $2631710.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4331 | 2053-11-01      | 7.0000%  |  | $566.76            | $607.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  |  | $928.30            | $984.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG5658 | 2053-07-01      | 5.5000%  |  | $820.76            | $833.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG4311 | 2053-06-01      | 6.0000%  |  | $2097982.04        | $2157194.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8816 | 2053-03-01      | 6.0000%  |  | $2552936.92        | $2664187.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  |  | $956.78            | $935.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7754 | 2053-02-01      | 5.5000%  |  | $2503799.01        | $2561863.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $3084014.93        | $3173668.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  |  | $716.09            | $729.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  |  | $827.83            | $882.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  |  | $796.80            | $818.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  |  | $2257043.81        | $2267488.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $786.86            | $803.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  |  | $808.73            | $823.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  |  | $769.25            | $785.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3910 | 2052-06-01      | 4.0000%  |  | $2744137.30        | $2605333.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  |  | $47023423.39       | $40188046.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8459 | 2051-01-01      | 2.0000%  |  | $146382786.75      | $118629212.16      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLCA8455 | 2051-01-01      | 1.5000%  |  | $171744591.58      | $132594095.16      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8285 | 2050-12-01      | 3.0000%  |  | $2481871.72        | $2237994.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5691 | 2054-10-01      | 6.5000%  |  | $2504141.65        | $2666402.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7832 | 2050-11-01      | 2.0000%  |  | $153346784.26      | $126044633.11      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  |  | $142101548.88      | $116056198.06      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7712 | 2050-11-01      | 2.0000%  |  | $162017531.73      | $132254119.04      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7524 | 2050-11-01      | 2.0000%  |  | $147359359.76      | $122220164.06      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAL6167 | 2044-01-01      | 3.5000%  |  | $171.04            | $162.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL4334 | 2043-10-01      | 4.0000%  |  | $2125721.94        | $2078960.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  |  | $9267.97           | $7883.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS7769 | 2033-03-01      | 2.0000%  |  | $379579.60         | $358465.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL2952 | 2042-12-01      | 3.5000%  |  | $2446734.87        | $2329537.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL2834 | 2027-06-01      | 3.5000%  |  | $13.31             | $13.25             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $3426692.97        | $3275299.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK1401 | 2042-01-01      | 3.5000%  |  | $2491424.62        | $2375173.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $24.33             | $23.35             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI7710 | 2054-06-01      | 5.5000%  |  | $2445847.21        | $2513444.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  |  | $871.43            | $896.39            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI4860 | 2054-04-01      | 5.5000%  |  | $813.77            | $839.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7007 | 2053-09-01      | 5.5000%  |  | $76274268.43       | $78018703.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5868 | 2052-05-01      | 3.0000%  |  | $838.60            | $752.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5565 | 2052-11-01      | 5.0000%  |  | $2462318.40        | $2473467.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  |  | $756.59            | $802.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFM9289 | 2040-06-01      | 6.5000%  |  | $2163553.96        | $2286807.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  |  | $334.83            | $322.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2279 | 2055-07-01      | 6.0000%  |  | $1010.91           | $1056.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1417 | 2047-12-01      | 3.0000%  |  | $2946515.70        | $2665800.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  |  | $57006080.83       | $58090653.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $908.64            | $924.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  |  | $114700160.46      | $117440640.47      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8466 | 2054-05-01      | 5.0000%  |  | $3316475.84        | $3309205.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  |  | $932.56            | $948.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  |  | $995.76            | $1023.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6241 | 2055-04-01      | 5.5000%  |  | $918.17            | $931.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5375 | 2055-04-01      | 6.0000%  |  | $2092363.03        | $2175934.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD4261 | 2055-03-01      | 5.0000%  |  | $2304704.51        | $2312309.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  |  | $2450305.63        | $2516261.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  |  | $995.05            | $1054.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD2775 | 2055-04-01      | 5.0000%  |  | $995.95            | $992.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0977 | 2055-01-01      | 6.5000%  |  | $2273189.98        | $2378032.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  |  | $2297862.97        | $2334754.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  |  | $921.03            | $940.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL0921 | 2051-05-01      | 3.5000%  |  | $983.99            | $914.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1719 | 2055-06-01      | 6.0000%  |  | $101258462.20      | $104132818.63      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1690 | 2055-06-01      | 6.0000%  |  | $968.83            | $1006.49           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1684 | 2055-06-01      | 5.5000%  |  | $1006.18           | $1027.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0684 | 2054-11-01      | 5.0000%  |  | $979.10            | $982.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $115785844.71      | $119125725.96      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $1004.13           | $1022.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ3769 | 2055-09-01      | 6.0000%  |  | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQZ0383 | 2055-07-01      | 4.5000%  |  | $997.01            | $972.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY8280 | 2055-07-01      | 5.0000%  |  | $1019.21           | $1016.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8119 | 2055-06-01      | 6.0000%  |  | $1931859.46        | $1988040.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX6397 | 2053-01-01      | 6.5000%  |  | $2060419.15        | $2170785.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  |  | $830.65            | $831.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  |  | $772.90            | $801.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1348 | 2052-11-01      | 5.0000%  |  | $2901898.71        | $2933151.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1159 | 2052-11-01      | 5.5000%  |  | $2211692.09        | $2262097.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  |  | $2724062.51        | $2326681.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $143552197.17      | $117672479.45      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $3053586.43        | $2502964.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC4995 | 2054-10-01      | 5.0000%  |  | $2793273.33        | $2787088.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3948 | 2054-11-01      | 5.0000%  |  | $2230000.01        | $2238542.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3166 | 2054-10-01      | 5.5000%  |  | $687.91            | $698.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC1025 | 2054-09-01      | 6.0000%  |  | $2350522.09        | $2436373.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7053 | 2054-06-01      | 6.0000%  |  | $845.47            | $871.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  |  | $852.53            | $898.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  |  | $2205218.89        | $2251110.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4318 | 2054-06-01      | 6.5000%  |  | $863.30            | $916.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6956 | 2053-12-01      | 7.5000%  |  | $1869084.98        | $2006037.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4913 | 2053-11-01      | 6.5000%  |  | $1995783.47        | $2103863.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  |  | $641.84            | $668.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA0606 | 2053-11-01      | 6.0000%  |  | $3046788.73        | $3139863.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  |  | $10.61             | $10.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL759432 | 2034-02-01      | 5.5000%  |  | $11.83             | $12.05             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAZ0834 | 2045-07-01      | 3.0000%  |  | $2544348.29        | $2322678.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  |  | $142.46            | $139.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  |  | $2470106.16        | $2282303.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1454 | 2055-05-01      | 5.0000%  |  | $2825994.83        | $2818431.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX8125 | 2055-02-01      | 7.0000%  |  | $995.05            | $1063.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5508 | 2055-02-01      | 6.0000%  |  | $30010880.75       | $31036392.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5166 | 2055-01-01      | 5.5000%  |  | $2591565.40        | $2633363.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1473 | 2054-11-01      | 5.5000%  |  | $2124961.08        | $2154480.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8980 | 2054-06-01      | 5.0000%  |  | $2392509.64        | $2391755.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $893.20            | $908.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  |  | $2855561.60        | $3045558.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6920 | 2053-08-01      | 6.0000%  |  | $3093417.21        | $3232987.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $34.23             | $35.88             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  |  | $555913.21         | $586439.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6631 | 2054-06-01      | 6.0000%  |  | $2659025.09        | $2742088.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  |  | $126218585.87      | $130445183.47      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA3810 | 2053-11-01      | 6.0000%  |  | $564.61            | $581.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  |  | $2712754.54        | $2712867.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  |  | $953.11            | $970.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5388 | 2054-04-01      | 5.0000%  |  | $2564132.30        | $2571211.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  |  | $2291097.76        | $2386371.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN2759 | 2049-01-01      | 4.5000%  |  | $2700230.71        | $2679657.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7454 | 2053-02-01      | 6.0000%  |  | $3174228.08        | $3270036.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7780 | 2053-03-01      | 5.5000%  |  | $3161714.44        | $3233888.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  |  | $3020257.95        | $2997249.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  |  | $1987064.99        | $2035196.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  |  | $699.10            | $731.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC1955 | 2051-05-01      | 3.0000%  |  | $2886399.93        | $2573666.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  |  | $205.90            | $194.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $2155195.45        | $2142331.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0310 | 2053-04-01      | 5.5000%  |  | $1977553.65        | $2020238.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $708.24            | $722.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  |  | $842.91            | $879.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  |  | $906.09            | $887.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  |  | $3242149.06        | $3246826.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  |  | $678.12            | $678.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3907 | 2052-08-01      | 5.0000%  |  | $2031982.46        | $2031693.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3678 | 2052-07-01      | 5.0000%  |  | $2872557.81        | $2907320.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  |  | $835.40            | $850.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV1579 | 2055-04-01      | 4.5000%  |  | $2692131.72        | $2632689.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTBV1454 | 2045-04-01      | 6.0000%  |  | $2263233.85        | $2339424.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU7347 | 2051-12-01      | 3.5000%  |  | $2152506.02        | $1980293.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU7103 | 2051-12-01      | 2.0000%  |  | $3082333.90        | $2501178.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4775 | 2054-06-01      | 5.5000%  |  | $2526436.57        | $2568356.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $412.13            | $388.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  |  | $2320988.23        | $2394585.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $3169316.05        | $3241530.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA7327 | 2052-06-01      | 3.0000%  |  | $3344863.34        | $2984209.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4532 | 2051-02-01      | 2.5000%  |  | $3569896.98        | $3060522.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5119 | 2055-06-01      | 6.0000%  |  | $1001.69           | $1042.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4342 | 2055-06-01      | 6.0000%  |  | $2024661.09        | $2084790.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4299 | 2055-06-01      | 6.0000%  |  | $985.22            | $1018.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2777 | 2055-05-01      | 6.0000%  |  | $2308406.91        | $2405021.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2331 | 2055-05-01      | 5.5000%  |  | $994.32            | $1014.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4262 | 2053-10-01      | 6.5000%  |  | $2066248.52        | $2176468.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  |  | $762.43            | $808.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4683 | 2053-11-01      | 7.0000%  |  | $2063140.69        | $2202990.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8911 | 2052-10-01      | 5.0000%  |  | $3276771.96        | $3278629.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  |  | $1024.00           | $1037.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  |  | $699.71            | $573.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1017 | 2051-05-01      | 2.0000%  |  | $152990411.44      | $125524212.85      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $2738663.48        | $2236998.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  |  | $456.43            | $390.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  |  | $255.86            | $238.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4811 | 2048-10-01      | 4.5000%  |  | $2320115.93        | $2326598.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  |  | $424.82            | $423.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2018 | 2048-04-01      | 4.5000%  |  | $2450985.84        | $2447885.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS9937 | 2047-07-01      | 3.0000%  |  | $290.68            | $263.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  |  | $955.17            | $958.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA5094 | 2053-07-01      | 3.0000%  |  | $135872.89         | $119927.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4962 | 2053-03-01      | 4.0000%  |  | $891.92            | $846.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA4670 | 2032-07-01      | 2.5000%  |  | $276668.63         | $265123.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAC5192 | 2039-12-01      | 4.0000%  |  | $110.41            | $107.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  |  | $661781.29         | $608090.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  |  | $337882.99         | $344861.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  |  | $2.47              | $2.52              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  |  | $317930.74         | $334196.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  |  | $160757.43         | $163998.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  |  | $257754.35         | $265094.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $15.70             | $16.35             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  |  | $224957.00         | $228962.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0821 | 2062-06-01      | 2.5000%  |  | $115266055.00      | $94380524.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $263.04            | $247.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8800 | 2055-09-01      | 6.0000%  |  | $1007.83           | $1038.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  |  | $601.90            | $494.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  |  | $803.45            | $815.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8497 | 2054-05-01      | 6.0000%  |  | $912.38            | $940.49            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q48725 G | 2047-06-01      | 3.5000%  |  | $203.82            | $193.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB0955 | 2038-08-01      | 5.5000%  |  | $632.97            | $650.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS6761 | 2052-06-01      | 3.0000%  |  | $386239.36         | $347807.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  |  | $661.29            | $700.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8453 | 2054-01-01      | 7.5000%  |  | $2090992.30        | $2247038.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $78095953.69       | $79228935.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  |  | $197.61            | $191.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4635 | 2052-09-01      | 5.5000%  |  | $2320163.32        | $2363502.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  |  | $2757728.46        | $2333710.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5533 | 2054-09-01      | 5.5000%  |  | $953.99            | $966.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5069 | 2054-09-01      | 4.5000%  |  | $3305712.17        | $3233366.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  |  | $771.26            | $732.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5213 | 2034-10-01      | 5.0000%  |  | $742.80            | $753.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7493 | 2055-05-01      | 5.0000%  |  | $994.84            | $1001.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  |  | $335297.57         | $294321.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  |  | $820.74            | $846.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $1144371.01        | $1113280.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL7091 | 2045-06-01      | 3.0000%  |  | $2566408.48        | $2350246.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1675 | 2053-10-01      | 6.5000%  |  | $788.31            | $833.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBT7961 | 2052-11-01      | 6.0000%  |  | $3316370.82        | $3415498.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $2325782.96        | $2201028.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8188 | 2055-07-01      | 6.0000%  |  | $3037530.79        | $3119132.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4353 | 2049-10-01      | 3.5000%  |  | $477.27            | $451.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9156 | 2052-09-01      | 4.5000%  |  | $3167687.17        | $3102258.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  |  | $728.28            | $735.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2135 | 2055-04-01      | 6.0000%  |  | $2765980.46        | $2863316.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6979 | 2054-11-01      | 5.5000%  |  | $957.35            | $975.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2648 | 2055-09-01      | 6.0000%  |  | $1930.90           | $2020.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE3278 | 2055-07-01      | 6.5000%  |  | $2019985.43        | $2113399.88        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  |  | $332.95            | $324.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  |  | $484.83            | $495.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  |  | $329.38            | $309.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA0312 | 2049-06-01      | 4.5000%  |  | $2370854.24        | $2368978.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4273 | 2054-10-01      | 5.5000%  |  | $2325854.53        | $2376578.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5046 | 2031-01-01      | 1.5000%  |  | $2389453.06        | $2261732.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  |  | $262.84            | $262.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5163 | 2033-10-01      | 4.5000%  |  | $535.40            | $540.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4904 | 2050-11-01      | 2.5000%  |  | $2388926.02        | $2060854.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  |  | $181.84            | $180.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  |  | $142901862.47      | $117459773.64      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CTQK1766 | 2045-07-01      | 5.5000%  |  | $2012468.43        | $2065236.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY8782 | 2055-07-01      | 5.5000%  |  | $985.88            | $1001.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $2705282.87        | $2723835.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBY6127 | 2053-09-01      | 7.0000%  |  | $838.52            | $887.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8225 | 2050-12-01      | 2.0000%  |  | $154043795.93      | $126815955.92      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  |  | $135400695.85      | $121534807.10      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL8560 | 2041-05-01      | 3.0000%  |  | $2175057.68        | $2025928.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6724 | 2055-08-01      | 5.5000%  |  | $2156745.32        | $2203032.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6410 | 2055-07-01      | 6.5000%  |  | $2100020.88        | $2205404.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5596 | 2055-08-01      | 6.5000%  |  | $2396925.95        | $2513747.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE5583 | 2055-07-01      | 5.0000%  |  | $2828155.12        | $2842148.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9091 | 2052-08-01      | 5.0000%  |  | $3132163.09        | $3136199.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE6087 | 2052-07-01      | 4.5000%  |  | $2267919.51        | $2251830.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  |  | $796.25            | $800.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  |  | $691.46            | $616.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  |  | $489.38            | $456.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5570 | 2049-12-01      | 3.5000%  |  | $3512343.63        | $3288011.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA4352 | 2049-11-01      | 3.0000%  |  | $398.65            | $358.07            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G61431 G | 2044-02-01      | 3.5000%  |  | $3025377.02        | $2877319.44        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  |  | $372.31            | $362.38            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  |  | $96.25             | $97.85             | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q34969 G | 2045-07-01      | 4.5000%  |  | $193.14            | $193.54            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $2863360.82        | $2769434.63        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81756 G | 2045-05-01      | 4.0000%  |  | $3752398.34        | $3632029.74        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U99117 G | 2045-02-01      | 4.0000%  |  | $3428803.96        | $3341822.82        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  |  | $2097441.22        | $2059815.69        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  |  | $102.75            | $100.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  |  | $785.76            | $799.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7280 | 2050-10-01      | 2.0000%  |  | $141650715.48      | $116431662.77      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  |  | $160344215.91      | $130988575.01      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  |  | $103691231.60      | $85076282.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $518.49            | $443.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE8990 | 2052-08-01      | 3.0000%  |  | $3402167.84        | $3006705.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQX9668 | 2055-04-01      | 4.0000%  |  | $995.69            | $943.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6435 | 2054-05-01      | 6.0000%  |  | $986.97            | $1015.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $154365385.38      | $126211162.97      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  |  | $2091740.05        | $2188420.97        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  |  | $289.10            | $281.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8694 | 2052-09-01      | 5.0000%  |  | $2124489.90        | $2163150.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  |  | $143569982.60      | $118114466.34      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7408 | 2052-04-01      | 2.5000%  |  | $170351.69         | $146044.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6193 | 2053-02-01      | 6.0000%  |  | $2771534.04        | $2887842.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  |  | $627.94            | $669.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5396 | 2055-06-01      | 5.5000%  |  | $1019.99           | $1043.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2458 | 2055-07-01      | 5.5000%  |  | $2028344.70        | $2076038.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1099 | 2055-01-01      | 6.0000%  |  | $2362549.11        | $2452246.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  |  | $808.62            | $792.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKAS9475 | 2047-04-01      | 3.5000%  |  | $2282798.00        | $2074445.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7874 | 2050-11-01      | 2.0000%  |  | $142813844.75      | $117065809.72      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  |  | $149021521.07      | $121840757.27      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBY6603 | 2053-07-01      | 4.0000%  |  | $960.70            | $914.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  |  | $206684.96         | $210688.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC9604 | 2055-01-01      | 7.0000%  |  | $1946399.23        | $2052341.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1009 | 2055-02-01      | 6.0000%  |  | $991.91            | $1022.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4176 | 2055-08-01      | 5.5000%  |  | $2165253.64        | $2197339.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY8752 | 2055-07-01      | 5.0000%  |  | $997.82            | $996.37            | Agency Mortgage-Backed Securities  |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $100.00            | $86.35             | U.S. Treasuries (including strips) |

### Security 141: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.200%, 10/1/2025
- **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):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 4 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  |  | $2047022000.00     | $2134491250.06     | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  |  | $2560810700.00     | $1922227737.77     | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  |  | $2199265200.00     | $1553281080.78     | U.S. Treasuries (including strips) |

### Security 142: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.210%, 10/1/2025
- **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: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 GLBM6653 | 2040-07-01      | 4.5000%  |  | $234369.75         | $234762.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  |  | $55927.32          | $54887.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $1680.21           | $1645.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  |  | $1162.83           | $1161.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  |  | $818.21            | $727.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQE1356 | 2052-04-01      | 2.5000%  |  | $504673.53         | $427337.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2841 | 2036-12-01      | 2.5000%  |  | $43755.52          | $40722.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6110 | 2053-04-01      | 6.5000%  |  | $64093.88          | $67094.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $818.39            | $663.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  |  | $659.24            | $541.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3168 | 2053-06-01      | 5.0000%  |  | $26149942.99       | $26334058.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  |  | $207432.39         | $190792.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $79189.97          | $71898.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1540070.79        | $1617938.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $81375.11          | $73315.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $177816.76         | $165070.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $3888831.10        | $3608051.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $240561.98         | $240358.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.350 CA903598 | 2036-08-01      | 5.3500%  |  | $64692.15          | $65422.37          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  |  | $5.14              | $5.38              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $13244753.95       | $12561145.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  |  | $195078.48         | $188759.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CV890541 | 2028-06-01      | 2.5000%  |  | $31285.54          | $30804.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL3433 | 2041-10-01      | 4.0000%  |  | $67.68             | $66.78             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  |  | $1047614.00        | $859547.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7648451.57        | $7229755.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $149006.03         | $141515.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $659027.48         | $627050.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9955 | 2042-07-01      | 3.5000%  |  | $14298611.82       | $13618132.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $724595.00         | $708957.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $272.96            | $264.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  |  | $23102407.28       | $21756194.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  |  | $14121582.79       | $12821305.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7497 | 2040-09-01      | 3.5000%  |  | $342.29            | $328.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  |  | $33639.00          | $33525.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL2154 | 2042-06-01      | 3.5000%  |  | $159.31            | $152.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $10341397.22       | $9871705.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9393 | 2042-04-01      | 3.5000%  |  | $222858.40         | $212736.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $228057.83         | $223700.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $70.20             | $67.14             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $64522.08          | $55526.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7795 | 2049-10-01      | 4.0000%  |  | $530.64            | $511.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  |  | $220564.49         | $213079.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7774 | 2036-07-01      | 2.0000%  |  | $105471.71         | $97250.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $1564667.18        | $1452510.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $140305.66         | $134941.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7356 | 2047-01-01      | 3.0000%  |  | $15776082.93       | $14557943.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  |  | $1170591.07        | $990625.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8025 | 2051-07-01      | 2.5000%  |  | $69101.87          | $59780.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7995 | 2051-07-01      | 2.5000%  |  | $1817380.04        | $1576729.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7973 | 2050-05-01      | 4.0000%  |  | $411052.94         | $395865.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM6965 | 2051-04-01      | 2.5000%  |  | $130643.34         | $110597.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7185 | 2034-01-01      | 4.5000%  |  | $346670.64         | $350298.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  |  | $487.09            | $450.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTFM5783 | 2038-06-01      | 3.0000%  |  | $310646.77         | $295113.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM5684 | 2049-09-01      | 5.0000%  |  | $1714100.44        | $1759206.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1995444.42        | $1621719.85        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G16390 G | 2030-11-01      | 3.0000%  |  | $92.81             | $91.57             | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G15922 G | 2031-08-01      | 3.0000%  |  | $126.91            | $124.34            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G15855 G | 2031-01-01      | 3.5000%  |  | $85.41             | $84.90             | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G07642 G | 2041-10-01      | 5.0000%  |  | $101.35            | $104.39            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G07358 G | 2036-04-01      | 5.0000%  |  | $60.88             | $62.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7143 | 2053-09-01      | 6.5000%  |  | $867313.49         | $905870.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $6986474.50        | $7177034.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $373215.61         | $373599.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  |  | $672244.43         | $684175.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1158327.96        | $1218591.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $90637.97          | $94314.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  |  | $900309.67         | $919441.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  |  | $5415393.05        | $5670925.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  |  | $10939039.84       | $11370632.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $11782233.18       | $12148125.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $126.39            | $119.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $182.09            | $175.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  |  | $32976.30          | $31856.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8364 | 2046-11-01      | 3.5000%  |  | $24281984.97       | $22861960.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $16076509.93       | $14589539.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  |  | $33134.96          | $32950.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  |  | $135160.85         | $127006.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  |  | $27633.78          | $27662.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $7991.86           | $7407.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3833 | 2052-06-01      | 3.0000%  |  | $337882.06         | $300805.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  |  | $1388370.63        | $1275214.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3372 | 2052-04-01      | 3.5000%  |  | $511037.71         | $470041.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  |  | $13105.63          | $12531.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4454 | 2051-02-01      | 2.0000%  |  | $562094.28         | $459573.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2729 | 2050-06-01      | 2.5000%  |  | $506.88            | $435.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $76213.15          | $68656.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA1741 | 2049-11-01      | 3.5000%  |  | $244.41            | $226.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  |  | $799.75            | $817.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $1195.94           | $1025.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $1977.88           | $1620.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $37811.63          | $32311.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  |  | $7954873.57        | $6517214.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  |  | $17465949.77       | $15219197.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  |  | $281072.16         | $250354.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE1991 | 2052-05-01      | 4.0000%  |  | $1088017.75        | $1043040.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0524 | 2052-04-01      | 3.5000%  |  | $10294998.14       | $9544044.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  |  | $30134.31          | $24496.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD3363 | 2051-12-01      | 3.0000%  |  | $730180.22         | $647477.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $6664287.97        | $5754298.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2615625.19        | $2257101.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC6768 | 2051-09-01      | 3.0000%  |  | $681.93            | $605.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQC6745 | 2051-08-01      | 4.5000%  |  | $1246.10           | $1229.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC3242 | 2051-06-01      | 3.0000%  |  | $621.02            | $557.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC0165 | 2051-03-01      | 2.5000%  |  | $610.27            | $527.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  |  | $693.71            | $571.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $75190.64          | $70962.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  |  | $312139.42         | $306788.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3421 | 2052-12-01      | 5.0000%  |  | $797.71            | $798.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $66268.79          | $67598.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  |  | $821.88            | $726.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  |  | $20871.49          | $19172.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3236 | 2052-06-01      | 3.5000%  |  | $40498.93          | $37499.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  |  | $154484.13         | $142099.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLFS8372 | 2054-06-01      | 7.5000%  |  | $622.60            | $667.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS2401 | 2035-03-01      | 4.0000%  |  | $83012.29          | $83011.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  |  | $16317.96          | $14558.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $443162.58         | $407611.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $847569.56         | $833458.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7500 | 2052-04-01      | 2.5000%  |  | $904.11            | $768.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7397 | 2054-03-01      | 6.0000%  |  | $130426.21         | $135369.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $11736.56          | $9957.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $901117.53         | $733312.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4514 | 2052-01-01      | 3.5000%  |  | $44507.26          | $41133.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  |  | $263111.86         | $250108.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5348 | 2034-03-01      | 4.0000%  |  | $567239.61         | $563695.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  |  | $627.84            | $652.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  |  | $618936.77         | $624540.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  |  | $50230.28          | $44628.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $540.35            | $498.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $564.17            | $504.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $994368.60         | $974456.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $7524.26           | $6645.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $41983.14          | $39872.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $836.05            | $738.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  |  | $30102.80          | $29451.73          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $825.69            | $729.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $4080.18           | $3318.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $4913.09           | $4518.96           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $403252.10         | $370902.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $756.95            | $643.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $1465.85           | $1242.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $5193.51           | $4786.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $2017.51           | $1648.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  |  | $511.25            | $436.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1419 | 2052-01-01      | 3.5000%  |  | $241602.31         | $224157.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  |  | $9697701.08        | $8559158.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  |  | $1447.54           | $1304.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $72205.93          | $63929.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1157 | 2052-03-01      | 3.5000%  |  | $430425.69         | $400076.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1146 | 2052-03-01      | 3.0000%  |  | $2863623.75        | $2569978.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $210259.35         | $173861.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  |  | $104865.70         | $92715.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $79356.63          | $72990.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1290935.13        | $1342409.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $55369.62          | $55663.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $93477.79          | $94970.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $2915.98           | $2964.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  |  | $336886.16         | $299332.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA7678 | 2052-07-01      | 5.0000%  |  | $785.66            | $787.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  |  | $24558.39          | $25038.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7522 | 2052-06-01      | 4.5000%  |  | $732.83            | $717.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7384 | 2052-05-01      | 3.5000%  |  | $90918.79          | $83761.34          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7306 | 2052-05-01      | 4.0000%  |  | $4679.64           | $4454.47           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $833.21            | $766.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $24225107.00       | $24715678.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $1646.15           | $1611.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $334480.80         | $328497.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  |  | $77328.77          | $77428.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $175171.97         | $175379.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $68427.84          | $68515.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $145827.26         | $142283.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $160647.98         | $153799.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2897 | 2037-02-01      | 3.0000%  |  | $200.69            | $190.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2838 | 2046-11-01      | 3.0000%  |  | $56874.52          | $51894.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA2854 | 2046-12-01      | 2.5000%  |  | $281.60            | $244.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2817 | 2036-11-01      | 2.5000%  |  | $57062.15          | $53126.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $223303.63         | $202649.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $45869.78          | $42700.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3595 | 2049-02-01      | 4.5000%  |  | $54136.66          | $51917.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQZ1211 | 2055-07-01      | 4.5000%  |  | $1129920.25        | $1106345.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0912 | 2051-04-01      | 2.0000%  |  | $2716129.33        | $2228532.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $83441.63          | $71907.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $283203.98         | $254897.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  |  | $14965564.10       | $13399243.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP3484 | 2051-06-01      | 2.5000%  |  | $2508927.32        | $2162474.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBP1925 | 2050-04-01      | 5.0000%  |  | $289842.27         | $292102.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO7242 | 2050-01-01      | 3.0000%  |  | $69156.41          | $61686.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5384 | 2049-12-01      | 3.5000%  |  | $274209.60         | $254842.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO2360 | 2049-10-01      | 4.0000%  |  | $441979.82         | $428879.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $203.40            | $181.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  |  | $298.66            | $288.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN3949 | 2049-01-01      | 5.0000%  |  | $25136.94          | $25518.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $184338.40         | $170043.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2938819.09        | $2943477.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  |  | $90743.51          | $90925.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $73645.58          | $71098.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $49656.74          | $48486.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  |  | $2182366.01        | $2028289.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7554 | 2052-06-01      | 4.0000%  |  | $736.37            | $699.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  |  | $13201066.53       | $11789300.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  |  | $309006.86         | $309357.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4155 | 2048-02-01      | 3.5000%  |  | $37493.05          | $35278.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  |  | $1224.86           | $1060.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  |  | $290622.77         | $289386.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  |  | $3599131.20        | $3609183.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1099 | 2054-03-01      | 5.0000%  |  | $19782773.36       | $19739939.26       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $2424341.72        | $2150208.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ7059 | 2052-01-01      | 2.0000%  |  | $74581.67          | $60582.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1546 | 2052-08-01      | 3.5000%  |  | $795.92            | $735.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1183 | 2054-03-01      | 6.0000%  |  | $4254315.13        | $4382252.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1716 | 2055-01-01      | 5.5000%  |  | $845444.49         | $861516.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1130 | 2054-12-01      | 5.0000%  |  | $9075339.57        | $9124943.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  |  | $18962.26          | $19285.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  |  | $205841.41         | $213133.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4633 | 2045-10-01      | 3.5000%  |  | $52475.69          | $49613.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  |  | $7790252.79        | $8250275.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $621738.41         | $574175.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2072 | 2055-08-01      | 6.0000%  |  | $20817380.70       | $21404292.05       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2083 | 2055-07-01      | 5.5000%  |  | $39250922.69       | $40138093.87       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2004 | 2055-07-01      | 6.0000%  |  | $141457.06         | $147207.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1997 | 2050-08-01      | 5.5000%  |  | $7565793.15        | $7717582.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1854 | 2051-09-01      | 4.5000%  |  | $2699878.29        | $2681505.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $995.81            | $1009.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $162099.76         | $164250.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZT1597 | 2048-12-01      | 3.0000%  |  | $136.70            | $123.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1339 | 2032-09-01      | 3.5000%  |  | $96.82             | $95.96             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7752 | 2055-04-01      | 5.0000%  |  | $1056068.09        | $1060908.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7568 | 2055-04-01      | 5.0000%  |  | $1365929.76        | $1368889.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6105 | 2055-05-01      | 6.0000%  |  | $997.34            | $1023.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6233 | 2055-04-01      | 5.5000%  |  | $1578249.18        | $1609300.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  |  | $1168482.69        | $1185707.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $5300697.06        | $5461548.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  |  | $1306444.77        | $1365251.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1498794.09        | $1463669.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7726 | 2054-12-01      | 5.0000%  |  | $997.76            | $995.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7534 | 2055-01-01      | 6.5000%  |  | $2321966.13        | $2428057.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6501 | 2054-11-01      | 5.0000%  |  | $964.89            | $961.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC4062 | 2054-10-01      | 4.5000%  |  | $887.78            | $869.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  |  | $39474.74          | $32039.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $4963.17           | $5112.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $192643.52         | $195696.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  |  | $39435.88          | $40088.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX1995 | 2054-12-01      | 6.0000%  |  | $1984.16           | $2044.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6790 | 2055-02-01      | 5.5000%  |  | $991.54            | $1011.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $1525209.92        | $1569092.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  |  | $613.15            | $604.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6361 | 2049-06-01      | 3.5000%  |  | $4667570.43        | $4380876.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  |  | $1882282.00        | $1920054.80        | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC Z40125 G | 2035-03-01      | 6.0000%  |  | $261.31            | $272.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV2623 | 2052-07-01      | 4.5000%  |  | $76190.39          | $74633.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $11638721.22       | $9953025.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7434 | 2053-11-01      | 5.5000%  |  | $900.49            | $924.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2797 | 2048-12-01      | 4.5000%  |  | $93535.89          | $93064.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD5134 | 2052-06-01      | 4.0000%  |  | $855.69            | $826.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1820 | 2051-08-01      | 3.0000%  |  | $89338.80          | $80115.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  |  | $509.09            | $478.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB1469 | 2050-07-01      | 2.5000%  |  | $541.20            | $462.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $67668.42          | $61053.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $97602.24          | $82778.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  |  | $81864.58          | $83644.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $821.10            | $754.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CT928600 | 2027-08-01      | 6.5000%  |  | $25806.73          | $26764.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  |  | $22365.55          | $22549.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7301 | 2042-12-01      | 3.5000%  |  | $184.99            | $175.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTAB7673 | 2033-01-01      | 2.5000%  |  | $148.81            | $141.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA1764 | 2034-01-01      | 4.0000%  |  | $88486.94          | $87945.59          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  |  | $49.27             | $49.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  |  | $516792.24         | $523650.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8035 | 2035-03-01      | 2.5000%  |  | $197.53            | $186.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $8471607.76        | $8758442.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $34488.90          | $34399.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $979311.18         | $976510.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  |  | $586288.36         | $584583.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR1420 | 2043-01-01      | 4.0000%  |  | $99.92             | $98.00             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  |  | $32620.56          | $30936.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  |  | $27404085.93       | $25209146.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $22579.18          | $23131.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  |  | $32944.85          | $30280.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1118 | 2055-01-01      | 6.0000%  |  | $16996017.73       | $17595133.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7879 | 2046-09-01      | 3.0000%  |  | $15706822.92       | $14331905.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $352827.73         | $320267.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3898 | 2035-01-01      | 3.5000%  |  | $43272.07          | $42288.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $63972.36          | $62364.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $67613.80          | $57870.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $37927.24          | $35208.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3768 | 2034-09-01      | 3.0000%  |  | $114.77            | $111.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $76449.15          | $72882.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3670 | 2049-05-01      | 3.0000%  |  | $55414.94          | $49528.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ4919 | 2055-10-01      | 6.0000%  |  | $1000.00           | $1031.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ4588 | 2055-10-01      | 6.0000%  |  | $1000.00           | $1041.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ4317 | 2055-09-01      | 6.0000%  |  | $1718918.00        | $1780363.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ4209 | 2055-10-01      | 6.0000%  |  | $1000.00           | $1039.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ4003 | 2055-09-01      | 6.0000%  |  | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ3977 | 2055-09-01      | 5.5000%  |  | $3943700.00        | $4004581.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ3803 | 2055-09-01      | 6.0000%  |  | $2005.00           | $2075.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2512 | 2055-09-01      | 6.0000%  |  | $999.87            | $1032.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $23006624.11       | $20950054.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS6537 | 2031-01-01      | 2.5000%  |  | $107.36            | $103.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $15931040.71       | $15015889.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  |  | $668.46            | $632.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5173 | 2045-06-01      | 3.5000%  |  | $20874162.43       | $19754585.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5135 | 2045-06-01      | 3.5000%  |  | $15151667.98       | $14331484.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4997 | 2045-05-01      | 3.5000%  |  | $88.71             | $83.91             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4794 | 2045-04-01      | 3.5000%  |  | $171.11            | $161.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $317.94            | $300.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  |  | $6211770.62        | $6464237.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  |  | $137165.89         | $116673.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9381 | 2049-02-01      | 6.0000%  |  | $871.16            | $921.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9047 | 2054-04-01      | 5.0000%  |  | $9044686.06        | $9133837.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9839 | 2054-08-01      | 6.0000%  |  | $58202.44          | $59860.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8858 | 2035-02-01      | 3.0000%  |  | $3304530.35        | $3248319.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS8813 | 2053-06-01      | 4.5000%  |  | $78866.07          | $77089.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  |  | $212107.29         | $221514.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8740 | 2054-08-01      | 5.5000%  |  | $249455.88         | $254924.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $16116633.20       | $15783905.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $147686.89         | $140375.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $46969.91          | $46129.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $216042.77         | $190937.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3871 | 2054-10-01      | 5.5000%  |  | $1560368.26        | $1589070.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3175 | 2054-10-01      | 5.0000%  |  | $1485232.26        | $1486663.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2912 | 2054-09-01      | 6.5000%  |  | $852512.28         | $903887.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2271 | 2054-09-01      | 6.0000%  |  | $514692.24         | $528499.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  |  | $979.44            | $977.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ7866 | 2054-11-01      | 5.5000%  |  | $987.82            | $1014.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ6177 | 2054-10-01      | 5.5000%  |  | $663.45            | $674.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  |  | $855.55            | $884.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  |  | $933.09            | $993.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  |  | $913.63            | $963.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH0231 | 2053-09-01      | 5.5000%  |  | $124677.56         | $126617.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $7437751.74        | $7673181.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $244008.08         | $244246.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  |  | $344005.17         | $350022.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $185740.02         | $188934.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  |  | $18086.97          | $18683.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $75563.86          | $76987.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  |  | $141.20            | $131.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3209 | 2047-12-01      | 3.0000%  |  | $45999.87          | $41440.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2410 | 2054-09-01      | 5.5000%  |  | $25424851.63       | $25844808.04       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $1943701.79        | $1976298.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $5501967.22        | $5658136.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $7723896.92        | $7843389.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1515 | 2054-05-01      | 5.5000%  |  | $867.28            | $880.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1421 | 2054-05-01      | 5.5000%  |  | $892.65            | $907.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1355 | 2054-04-01      | 6.5000%  |  | $2096970.75        | $2234161.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $5317.82           | $5196.50           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $13070981.36       | $13432244.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  |  | $1960127.27        | $1989273.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3095 | 2052-08-01      | 3.5000%  |  | $1010575.54        | $939667.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $56514.83          | $55654.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3024 | 2052-09-01      | 4.0000%  |  | $132454.74         | $125591.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2973 | 2052-09-01      | 4.5000%  |  | $6148.05           | $6031.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2946 | 2052-10-01      | 5.0000%  |  | $101515.37         | $102085.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS2931 | 2037-03-01      | 2.0000%  |  | $683.70            | $630.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  |  | $1567.33           | $1543.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  |  | $79695.63          | $79921.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  |  | $27850.96          | $27845.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $223139.50         | $209157.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4941 | 2053-01-01      | 5.5000%  |  | $721.66            | $737.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9051 | 2054-08-01      | 5.5000%  |  | $3559547.20        | $3674953.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  |  | $80262.28          | $83109.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8626 | 2053-04-01      | 5.5000%  |  | $157365.67         | $159976.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $51202.89          | $52094.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4277 | 2027-01-01      | 3.0000%  |  | $47292.67          | $46996.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 PLAB4662 | 2041-08-01      | 4.5000%  |  | $34171.57          | $33793.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  |  | $81539.21          | $72823.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $474205.43         | $437246.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  |  | $43520.66          | $40129.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4258 | 2051-02-01      | 3.5000%  |  | $87230.47          | $80932.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  |  | $1170912.27        | $901495.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $145666.26         | $119074.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $46196.87          | $39398.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $67842.73          | $66733.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAB4992 | 2027-04-01      | 2.5000%  |  | $35041.58          | $34662.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $66849.87          | $65817.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAB4525 | 2042-02-01      | 4.0000%  |  | $16581.86          | $16265.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $95713.82          | $95113.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4487 | 2027-02-01      | 3.0000%  |  | $69399.10          | $68941.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  |  | $28625.99          | $28385.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAB2895 | 2040-08-01      | 4.5000%  |  | $27.30             | $27.67             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $31745.24          | $31984.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K0954987 | 2037-09-01      | 6.0000%  |  | $80733.46          | $81478.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922386 | 2037-01-01      | 5.5000%  |  | $55346.26          | $56083.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.800 CA897347 | 2036-09-01      | 5.8000%  |  | $47731.76          | $48388.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CI890897 | 2034-04-01      | 4.5000%  |  | $160971.98         | $163565.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1836 | 2054-05-01      | 6.0000%  |  | $1580156.62        | $1630003.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1520 | 2055-06-01      | 5.0000%  |  | $987.33            | $986.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1343 | 2055-05-01      | 5.5000%  |  | $6899.71           | $7022.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  |  | $3381985.88        | $3448298.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1083 | 2054-05-01      | 6.0000%  |  | $64754.33          | $66876.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  |  | $27163982.45       | $27078029.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4791 | 2054-07-01      | 6.0000%  |  | $488895.97         | $502278.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1045395.48        | $1086432.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU0034 | 2051-08-01      | 4.0000%  |  | $281596.53         | $267785.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $80669.11          | $74098.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $78027.60          | $78112.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT1265 | 2051-06-01      | 2.5000%  |  | $34175.43          | $28962.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  |  | $69816.70          | $57560.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $62608.64          | $51605.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKMA4718 | 2052-07-01      | 5.0000%  |  | $100816.20         | $99636.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $46626.51          | $45251.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  |  | $12346.95          | $12093.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $936478.91         | $870765.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3125 | 2052-03-01      | 3.5000%  |  | $853442.13         | $790679.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  |  | $2306.84           | $1982.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  |  | $2467.99           | $2090.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  |  | $190316.68         | $168146.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $95169.39          | $88216.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  |  | $96197.36          | $83532.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  |  | $5020639.73        | $4470611.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  |  | $42085.74          | $42378.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $53418868.55       | $54959753.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $25981843.69       | $26462782.06       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  |  | $1584531.74        | $1544942.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  |  | $1776151.60        | $1833713.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0266 | 2054-12-01      | 5.5000%  |  | $24205.56          | $24736.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0263 | 2055-02-01      | 5.0000%  |  | $1969534.99        | $1972681.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  |  | $476611.55         | $484409.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  |  | $17498620.28       | $17795756.58       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  |  | $976.51            | $981.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0200 | 2055-01-01      | 5.5000%  |  | $22360998.46       | $22718317.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ5179 | 2055-10-01      | 6.0000%  |  | $15211610.00       | $15936980.69       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ5145 | 2055-10-01      | 6.0000%  |  | $1000.00           | $1037.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  |  | $5694.25           | $5551.98           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $11089.24          | $11262.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  |  | $79096.95          | $82173.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $1587592.28        | $1632296.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR2935 | 2036-03-01      | 1.5000%  |  | $54694.44          | $49089.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR2026 | 2051-06-01      | 3.0000%  |  | $33983.80          | $30046.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  |  | $774.59            | $655.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $3515.38           | $2974.89           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2567 | 2052-09-01      | 4.5000%  |  | $906.84            | $888.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  |  | $10168713.26       | $10432841.07       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD2180 | 2052-10-01      | 6.0000%  |  | $772.47            | $796.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  |  | $681.90            | $704.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2603 | 2052-04-01      | 3.0000%  |  | $826.71            | $731.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $3128.50           | $3084.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  |  | $17294654.52       | $17004830.70       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $3784.90           | $3504.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  |  | $97604.73          | $99733.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  |  | $73262.82          | $74552.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9774 | 2053-06-01      | 4.5000%  |  | $145169.81         | $142082.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  |  | $829.95            | $843.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $4115596.38        | $3964139.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $145418.38         | $130541.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  |  | $693.92            | $570.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  |  | $747.94            | $644.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7551 | 2052-01-01      | 3.0000%  |  | $710.25            | $636.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  |  | $383.04            | $345.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  |  | $31768.55          | $29602.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  |  | $384.56            | $360.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  |  | $5348.04           | $4373.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $420.06            | $359.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  |  | $157.11            | $145.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  |  | $5518747.49        | $4715956.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB9482 | 2051-03-01      | 2.0000%  |  | $610.09            | $500.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1046708.17        | $1053312.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0370 | 2052-01-01      | 2.5000%  |  | $839.58            | $710.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2737 | 2046-09-01      | 3.0000%  |  | $184.21            | $167.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $44932.25          | $40120.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1780 | 2054-06-01      | 6.0000%  |  | $24781815.56       | $25976505.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3977 | 2052-11-01      | 4.5000%  |  | $331244.17         | $325567.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC7411 | 2051-09-01      | 2.5000%  |  | $761.49            | $655.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  |  | $147251.23         | $126879.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  |  | $36079.25          | $27787.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  |  | $11451671.88       | $11798420.86       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM2818 | 2047-03-01      | 4.0000%  |  | $30870.52          | $29821.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $723672.55         | $707696.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1250 | 2051-07-01      | 2.5000%  |  | $47718.56          | $40913.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $13767.66          | $13245.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $574802.06         | $515763.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9535 | 2054-10-01      | 5.0000%  |  | $330025.30         | $329364.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8210 | 2052-01-01      | 2.0000%  |  | $194964.02         | $158780.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3SZT0959 | 2048-01-01      | 4.0000%  |  | $259.60            | $250.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC0444 | 2054-10-01      | 5.0000%  |  | $11427396.64       | $11394837.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $15423.40          | $14174.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  |  | $6970870.37        | $5691005.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $2173633.54        | $1922615.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA0558 | 2047-10-01      | 4.5000%  |  | $548.67            | $550.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6750 | 2051-06-01      | 2.5000%  |  | $350296.31         | $299430.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  |  | $124677.19         | $102335.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $75775.26          | $61545.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4722 | 2051-03-01      | 2.0000%  |  | $806989.12         | $662381.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $334563.28         | $274847.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $272342.90         | $264302.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3403 | 2049-04-01      | 4.5000%  |  | $652.91            | $654.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $30564.67          | $30166.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  |  | $70877.80          | $73423.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $182511.03         | $182808.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  |  | $21779506.23       | $21172886.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2430443.42        | $2469731.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2077 | 2038-07-01      | 4.0000%  |  | $2860774.83        | $2822732.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $221709.31         | $220591.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  |  | $95792.52          | $95958.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA1886 | 2038-06-01      | 4.5000%  |  | $2721373.80        | $2765217.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $45258.66          | $45888.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1366 | 2054-04-01      | 5.0000%  |  | $968981.54         | $966905.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  |  | $348081.92         | $343053.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  |  | $32672.76          | $30010.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  |  | $750.90            | $668.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  |  | $337.54            | $318.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $3509392.48        | $3610615.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5600 | 2052-06-01      | 2.5000%  |  | $1132355.13        | $976613.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $728187.50         | $749431.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTCB9293 | 2044-10-01      | 5.5000%  |  | $78178.34          | $80597.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $3094360.34        | $3056492.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $26032865.47       | $26691485.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  |  | $354.16            | $323.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6202 | 2053-02-01      | 6.0000%  |  | $1258609.93        | $1295013.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR3256 | 2051-02-01      | 2.0000%  |  | $55642.77          | $46278.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $25513044.17       | $23732296.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1631 | 2049-09-01      | 3.0000%  |  | $491.04            | $434.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $22216423.86       | $22538729.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $71985.27          | $63781.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY4128 | 2055-05-01      | 7.0000%  |  | $193103.14         | $203477.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5922 | 2055-06-01      | 6.0000%  |  | $1705750.21        | $1776959.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1826 | 2055-07-01      | 6.0000%  |  | $979.95            | $1016.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ0180 | 2055-08-01      | 5.5000%  |  | $1045497.01        | $1062056.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1221 | 2055-08-01      | 6.0000%  |  | $999.16            | $1043.48           | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $388800.00         | $387962.91         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $7400.00           | $7531.01           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $1686400.00        | $1667804.78        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $345500.00         | $299593.59         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $515100.00         | $500616.80         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $100.00            | $81.73             | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  |  | $406200.00         | $444876.84         | U.S. Treasuries (including strips) |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  |  | $4000500.00        | $3960779.04        | U.S. Treasuries (including strips) |
| USTR BILL 11/20/25        | 2025-11-20      | 0.0000%  |  | $1119700.00        | $1113522.62        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $869500.00         | $895787.59         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $314100.00         | $306617.82         | U.S. Treasuries (including strips) |
| USTR BILL 10/28/25        | 2025-10-28      | 0.0000%  |  | $5510300.00        | $5493603.79        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $833000.00         | $819374.20         | U.S. Treasuries (including strips) |
| FMAC FEPC 04.000 CLSD1488 | 2052-08-01      | 4.0000%  |  | $807.38            | $767.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1446 | 2052-08-01      | 4.5000%  |  | $777.56            | $762.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1369 | 2052-07-01      | 4.5000%  |  | $728.29            | $722.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  |  | $3067.56           | $2859.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  |  | $881551.28         | $877058.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6034 | 2052-06-01      | 2.5000%  |  | $1935562.51        | $1637950.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  |  | $11966.62          | $12370.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $840.73            | $828.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5786 | 2053-09-01      | 6.0000%  |  | $855.76            | $898.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  |  | $25041787.90       | $26159480.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $5328.74           | $5368.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS5704 | 2052-04-01      | 2.0000%  |  | $980607.18         | $801735.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS6072 | 2036-12-01      | 2.5000%  |  | $979200.94         | $927332.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX6137 | 2044-11-01      | 4.0000%  |  | $1821070.01        | $1781329.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $905.23            | $929.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ2835 | 2054-11-01      | 4.5000%  |  | $7963.60           | $7764.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  |  | $43662.39          | $43990.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0489 | 2048-04-01      | 4.0000%  |  | $452.08            | $433.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  |  | $7861641.08        | $8183301.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  |  | $714.93            | $736.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA3350 | 2049-04-01      | 5.0000%  |  | $1399.90           | $1431.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  |  | $51255.37          | $42105.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  |  | $144145.86         | $144325.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $92058.45          | $93837.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $193408.78         | $168216.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5829 | 2053-09-01      | 5.5000%  |  | $820.20            | $843.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  |  | $3193350.60        | $3003341.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $847.54            | $749.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8005 | 2049-08-01      | 3.5000%  |  | $106.14            | $98.60             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7161 | 2054-02-01      | 6.5000%  |  | $19923261.19       | $20946442.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3571 | 2053-08-01      | 6.0000%  |  | $1179124.03        | $1211514.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5186 | 2045-06-01      | 3.5000%  |  | $14311668.48       | $13536898.35       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1218 | 2049-07-01      | 4.0000%  |  | $706.99            | $682.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $476170.21         | $405164.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  |  | $9865.16           | $8810.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $384877.35         | $364672.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6223 | 2036-03-01      | 2.0000%  |  | $703990.28         | $652594.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8053 | 2055-03-01      | 5.5000%  |  | $1005.53           | $1026.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $2807740.31        | $2897755.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $946831.59         | $1009222.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX2709 | 2055-01-01      | 6.0000%  |  | $19942.58          | $20501.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2031 | 2054-09-01      | 6.0000%  |  | $1270826.60        | $1317926.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $1395096.21        | $1393921.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  |  | $276148.22         | $282441.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  |  | $3553216.90        | $3620875.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6702 | 2053-07-01      | 6.0000%  |  | $10258867.11       | $10675390.79       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQG6478 | 2053-07-01      | 4.0000%  |  | $927.08            | $887.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $857.74            | $904.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  |  | $31403.18          | $27724.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  |  | $2157034.49        | $2213062.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1199 | 2053-04-01      | 6.0000%  |  | $2690778.29        | $2796411.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  |  | $1663352.11        | $1715305.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $4217.08           | $4353.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8924 | 2053-03-01      | 5.5000%  |  | $3265728.40        | $3325937.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4650557.86        | $4785752.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF7513 | 2052-12-01      | 6.5000%  |  | $949588.05         | $996589.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $483483.94         | $492196.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $5865651.79        | $6139672.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2436 | 2052-10-01      | 5.0000%  |  | $881.59            | $886.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $664457.58         | $677569.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1788 | 2052-10-01      | 5.5000%  |  | $17705484.70       | $18049866.22       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0493 | 2052-09-01      | 5.5000%  |  | $441911.04         | $450385.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  |  | $27074.09          | $26787.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1527 | 2033-08-01      | 3.0000%  |  | $43837.07          | $42390.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1328 | 2043-01-01      | 3.5000%  |  | $2054028.01        | $1948010.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA1224 | 2027-10-01      | 2.5000%  |  | $63.13             | $62.18             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  |  | $21763450.13       | $22240560.58       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  |  | $12783954.24       | $12772381.93       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1220 | 2054-04-01      | 5.5000%  |  | $2234597.94        | $2278589.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $7135470.40        | $7242292.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $18735108.82       | $19205895.06       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $21690619.28       | $22374293.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $8388359.82        | $8578042.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY3004 | 2055-05-01      | 6.5000%  |  | $1288558.51        | $1354441.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY1646 | 2055-05-01      | 5.0000%  |  | $16207366.44       | $16181106.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY0514 | 2055-04-01      | 7.0000%  |  | $1069545.19        | $1133812.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY0130 | 2055-04-01      | 5.5000%  |  | $1821536.36        | $1857374.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9019 | 2055-03-01      | 5.5000%  |  | $724948.94         | $744660.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX8113 | 2055-02-01      | 6.0000%  |  | $371717.65         | $381669.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7741 | 2055-03-01      | 5.5000%  |  | $1177009.83        | $1203996.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  |  | $271962.11         | $279093.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0894 | 2051-10-01      | 3.0000%  |  | $435048.80         | $385721.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  |  | $57295.15          | $49002.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  |  | $456680.27         | $468252.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4967 | 2053-02-01      | 3.0000%  |  | $87429.42          | $77187.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  |  | $29541.90          | $28208.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $303506.21         | $300408.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $440502.48         | $376565.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA2366 | 2035-08-01      | 4.0000%  |  | $958511.41         | $953500.53         | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G16352 G | 2032-09-01      | 2.5000%  |  | $184.05            | $177.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  |  | $35953.08          | $29382.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $33170771.71       | $27250655.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3614 | 2052-05-01      | 4.0000%  |  | $269186.64         | $257581.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  |  | $964036.41         | $859922.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $9218.44           | $8478.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1557 | 2055-09-01      | 5.5000%  |  | $1330488.83        | $1359762.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL2529 | 2050-04-01      | 4.5000%  |  | $24956275.00       | $24765833.67       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  |  | $1035.32           | $1087.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  |  | $473253.26         | $480119.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  |  | $23181738.08       | $24342223.61       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9203 | 2055-07-01      | 6.0000%  |  | $1044354.64        | $1096635.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ3223 | 2055-08-01      | 6.5000%  |  | $992103.00         | $1034866.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8801 | 2054-11-01      | 5.0000%  |  | $948.34            | $950.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1033 | 2055-09-01      | 6.0000%  |  | $1739168.27        | $1804770.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2558 | 2055-09-01      | 5.5000%  |  | $1184736.00        | $1202293.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  |  | $26041.38          | $26347.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5514 | 2055-05-01      | 6.0000%  |  | $282693.77         | $290206.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  |  | $7750239.91        | $7853089.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $969.56            | $918.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5623 | 2045-02-01      | 5.5000%  |  | $488287.31         | $499594.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $940.70            | $953.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $807742.42         | $805186.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $1403538.24        | $1368470.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $15166478.79       | $15118488.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  |  | $328729.02         | $333216.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  |  | $5638.19           | $5497.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  |  | $29742.20          | $27496.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  |  | $1279210.50        | $1189521.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1428810.93        | $1291302.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $126601.86         | $126575.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4174 | 2055-05-01      | 6.5000%  |  | $753142.23         | $797066.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  |  | $919.45            | $943.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  |  | $4924603.23        | $5015834.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4840 | 2055-06-01      | 6.0000%  |  | $125542.87         | $129414.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3275 | 2055-02-01      | 5.5000%  |  | $541967.62         | $555021.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  |  | $18678609.12       | $19209297.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  |  | $433381.48         | $450999.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $188256859.52      | $193208642.38      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX2934 | 2055-01-01      | 5.5000%  |  | $3132963.07        | $3180839.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY4206 | 2055-06-01      | 5.0000%  |  | $145196.72         | $144800.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1684 | 2055-05-01      | 5.5000%  |  | $2578356.75        | $2628414.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  |  | $14946980.16       | $15238902.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1031 | 2055-02-01      | 5.0000%  |  | $1981.72           | $1977.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $912270.05         | $924942.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ3744 | 2055-09-01      | 6.0000%  |  | $694287.00         | $721515.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6019 | 2054-12-01      | 5.0000%  |  | $1138303.58        | $1142376.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $2155.57           | $2184.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4037 | 2055-05-01      | 5.5000%  |  | $2473734.38        | $2513411.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7544 | 2055-02-01      | 6.5000%  |  | $736983.86         | $770656.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $19781.33          | $19765.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  |  | $162693.82         | $161767.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $4057994.04        | $4173980.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $11677168.53       | $11850183.95       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  |  | $175.37            | $161.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  |  | $135.83            | $128.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2343326.29        | $2343056.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $428303.08         | $419216.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  |  | $282267.35         | $282989.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZN4476 | 2048-12-01      | 3.5000%  |  | $139.16            | $129.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5123 | 2047-12-01      | 3.5000%  |  | $217.30            | $202.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $5640.24           | $6042.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7617 | 2053-12-01      | 6.0000%  |  | $1626.70           | $1675.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  |  | $575247.54         | $604081.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6989 | 2053-06-01      | 5.5000%  |  | $8008447.70        | $8129579.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  |  | $810.29            | $843.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1449 | 2054-08-01      | 6.5000%  |  | $4120808.91        | $4339467.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  |  | $2310658.53        | $2438419.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4821 | 2054-06-01      | 6.5000%  |  | $742594.16         | $772253.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB2845 | 2054-10-01      | 4.5000%  |  | $989.95            | $965.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $1627.77           | $1675.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7599 | 2055-03-01      | 6.5000%  |  | $1304013.81        | $1386889.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $991.81            | $990.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX8008 | 2055-03-01      | 7.0000%  |  | $1123355.59        | $1189660.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7128 | 2055-02-01      | 6.0000%  |  | $1147656.87        | $1195690.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $26930.42          | $25473.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM1385 | 2049-08-01      | 5.0000%  |  | $546793.52         | $556032.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFM1735 | 2038-10-01      | 6.5000%  |  | $1234295.28        | $1313371.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $80574.75          | $79576.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1671 | 2049-10-01      | 4.5000%  |  | $527934.30         | $521953.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $37289.08          | $33446.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2900 | 2055-10-01      | 6.0000%  |  | $1024.00           | $1061.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  |  | $207.14            | $184.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $2270808.78        | $2038826.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5519 | 2049-12-01      | 3.0000%  |  | $402.81            | $362.30            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62276 G | 2049-03-01      | 4.5000%  |  | $839853.36         | $833421.77         | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q16403 G | 2043-03-01      | 3.0000%  |  | $129.65            | $119.85            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q15842 G | 2043-02-01      | 3.0000%  |  | $195.56            | $180.91            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G30761 G | 2034-04-01      | 4.5000%  |  | $61.11             | $61.42             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U90690 G | 2042-06-01      | 3.5000%  |  | $133.03            | $126.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $2622.86           | $2795.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB9065 | 2051-02-01      | 2.5000%  |  | $239732.94         | $204803.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  |  | $1203653.23        | $1192436.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  |  | $121531.22         | $112862.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $3381649.71        | $3276589.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0687 | 2042-11-01      | 3.5000%  |  | $70881.84          | $67353.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $650160.44         | $628674.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $193924.40         | $181699.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  |  | $50123.23          | $47706.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9851 | 2053-10-01      | 6.5000%  |  | $1086899.30        | $1150138.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $283189.69         | $287221.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6343 | 2053-07-01      | 6.0000%  |  | $141321.85         | $145703.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1178036.25        | $1196218.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $825.97            | $839.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4181 | 2053-06-01      | 5.0000%  |  | $319201.00         | $319200.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $889.36            | $896.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  |  | $47945.02          | $48723.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $6840490.64        | $6954415.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  |  | $8935345.21        | $9252043.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  |  | $1632735.77        | $1690801.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1269 | 2055-07-01      | 5.5000%  |  | $1012681.74        | $1037074.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 U3BF0208 | 2042-02-01      | 3.5000%  |  | $10965682.43       | $10563531.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $360171.69         | $351185.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $1956555.81        | $1782656.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $124203.79         | $122190.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0711 | 2048-10-01      | 3.5000%  |  | $77.87             | $72.43             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  |  | $225.62            | $218.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0790 | 2048-09-01      | 3.5000%  |  | $57341.86          | $53929.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CTZS9057 | 2034-04-01      | 4.0000%  |  | $124.19            | $123.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS9826 | 2046-10-01      | 3.0000%  |  | $255.16            | $231.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7679 | 2032-03-01      | 3.0000%  |  | $148.64            | $145.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7405 | 2030-02-01      | 3.0000%  |  | $40.38             | $39.70             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  |  | $123.41            | $121.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $142.16            | $132.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD3833 | 2053-07-01      | 6.5000%  |  | $5874042.02        | $6120000.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3642 | 2053-09-01      | 6.0000%  |  | $790.40            | $823.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $2661.26           | $2254.33           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4471 | 2053-12-01      | 6.5000%  |  | $11667598.71       | $12182211.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $38025943.25       | $38530568.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $7537917.94        | $7861907.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $912.83            | $939.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $16463560.75       | $16965856.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $7678.23           | $6319.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0908 | 2052-03-01      | 3.5000%  |  | $659.56            | $615.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $122333.73         | $113056.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0764 | 2047-02-01      | 2.0000%  |  | $6960.58           | $5763.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $791212.71         | $704192.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  |  | $277387.44         | $249063.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  |  | $73484.44          | $60405.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  |  | $775.10            | $663.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0563 | 2051-06-01      | 3.0000%  |  | $44367.74          | $39870.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  |  | $113036.20         | $95656.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0357 | 2051-12-01      | 3.0000%  |  | $62423.67          | $56551.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0350 | 2052-01-01      | 2.0000%  |  | $50971.93          | $41658.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $96609.55          | $94442.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  |  | $223134.44         | $223358.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $272962.38         | $266931.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  |  | $2657.75           | $2661.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $290263.80         | $290607.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  |  | $6176578.46        | $6480004.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1285 | 2052-02-01      | 3.5000%  |  | $66430.46          | $61666.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA2597 | 2053-09-01      | 5.5000%  |  | $1043902.77        | $1071591.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  |  | $71567.68          | $75496.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL745519 | 2032-05-01      | 8.5000%  |  | $26820.62          | $27086.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $22371.81          | $22984.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  |  | $83684.91          | $79452.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  |  | $142660.79         | $146759.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  |  | $63199.99          | $53625.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  |  | $47493.35          | $43931.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $19562560.13       | $20103182.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  |  | $1747.75           | $1543.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $56352149.82       | $57099974.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $5733603.84        | $5715461.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  |  | $1058.37           | $1072.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $870.54            | $883.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  |  | $18419729.42       | $18931030.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $844.24            | $856.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  |  | $7861803.70        | $7977683.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  |  | $87698.35          | $87557.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $769.59            | $791.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $76068.71          | $74286.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $908.49            | $907.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $1770.08           | $1729.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $3317.38           | $3371.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  |  | $699.15            | $720.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  |  | $78250.05          | $78492.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $15420.94          | $14681.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2516 | 2052-07-01      | 4.0000%  |  | $46817.45          | $44471.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  |  | $316289.36         | $310274.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  |  | $140244.14         | $133495.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6522 | 2054-05-01      | 7.0000%  |  | $739547.38         | $787549.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  |  | $954.92            | $967.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $1217389.29        | $1218345.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $97328.02          | $96774.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $397811.07         | $343181.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  |  | $14617925.95       | $13987633.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  |  | $798.53            | $783.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB1430 | 2051-08-01      | 4.0000%  |  | $1284248.50        | $1222543.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  |  | $294092.43         | $287200.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4138 | 2054-09-01      | 6.5000%  |  | $497233.65         | $529058.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  |  | $204.88            | $194.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7904 | 2046-09-01      | 3.0000%  |  | $436711.47         | $396320.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $87469.41          | $74343.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $31727.79          | $32265.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $852533.47         | $871224.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  |  | $775.32            | $720.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $728382.15         | $697334.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4382 | 2036-07-01      | 1.5000%  |  | $245663.75         | $220027.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $42022.66          | $42645.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $69638.35          | $57084.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $39508.13          | $40042.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $101456.83         | $102928.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $112746.33         | $99507.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $180933.20         | $173190.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $774.87            | $805.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  |  | $757.70            | $676.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  |  | $6887.38           | $6885.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $1610.71           | $1367.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8744 | 2052-08-01      | 5.0000%  |  | $2229529.71        | $2244694.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  |  | $49850.36          | $46546.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3478 | 2051-12-01      | 3.0000%  |  | $828.20            | $732.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  |  | $88284.85          | $72278.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  |  | $11863603.52       | $11183604.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $39210.17          | $38720.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $29290.85          | $28706.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $61950.15          | $62983.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CKMA0216 | 2039-10-01      | 5.5000%  |  | $33627.82          | $33860.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  |  | $430841.81         | $433147.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0898 | 2041-10-01      | 4.5000%  |  | $56593.30          | $54904.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  |  | $52.65             | $53.11             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0777 | 2031-06-01      | 5.0000%  |  | $39743.08          | $40523.55          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  |  | $22403091.16       | $22700392.64       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4831 | 2055-09-01      | 6.0000%  |  | $1024.00           | $1075.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4624 | 2055-08-01      | 5.5000%  |  | $1690279.38        | $1737261.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4570 | 2055-08-01      | 6.0000%  |  | $3395751.05        | $3494504.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4554 | 2055-07-01      | 5.5000%  |  | $5585741.53        | $5708206.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1038 | 2055-08-01      | 6.0000%  |  | $1409662.85        | $1456789.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ0684 | 2055-08-01      | 5.5000%  |  | $62792.55          | $63693.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0543 | 2055-08-01      | 6.0000%  |  | $998.81            | $1028.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0194 | 2055-08-01      | 6.0000%  |  | $402886.43         | $421667.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0020 | 2055-08-01      | 6.0000%  |  | $1443393.48        | $1502069.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6738 | 2053-07-01      | 5.0000%  |  | $2984734.62        | $2987653.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  |  | $67675.45          | $66255.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $15709.08          | $15020.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $223550.28         | $205583.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0684 | 2036-05-01      | 3.0000%  |  | $535.45            | $519.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  |  | $100179.25         | $102114.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1783 | 2054-06-01      | 6.0000%  |  | $23445574.60       | $24155514.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7581 | 2054-09-01      | 6.0000%  |  | $1131426.17        | $1166216.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $91233.45          | $81446.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $835.27            | $768.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $58022.58          | $53610.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  |  | $308188.86         | $309331.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  |  | $160545.79         | $154525.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $79457.81          | $73498.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  |  | $772.91            | $627.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  |  | $878587.14         | $864894.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  |  | $80841.00          | $82650.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  |  | $9053045.91        | $9266168.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0101 | 2041-04-01      | 2.5000%  |  | $64871.56          | $58644.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $184918.54         | $185795.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $75314.11          | $69635.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  |  | $671.32            | $597.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $58778.63          | $60451.37          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  |  | $5240308.31        | $5405626.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6200 | 2055-02-01      | 5.5000%  |  | $1083319.06        | $1107656.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5468 | 2055-02-01      | 5.5000%  |  | $6027.26           | $6156.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  |  | $94216.35          | $99699.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0810 | 2055-04-01      | 5.5000%  |  | $969.80            | $986.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3936 | 2055-01-01      | 5.5000%  |  | $344314.55         | $349767.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ3902 | 2055-04-01      | 6.5000%  |  | $1034.56           | $1105.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1656 | 2055-03-01      | 6.5000%  |  | $962.59            | $1008.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0871 | 2055-08-01      | 6.0000%  |  | $25183643.76       | $26133579.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA0485 | 2054-09-01      | 6.5000%  |  | $921.10            | $958.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2521 | 2055-01-01      | 6.5000%  |  | $1024.00           | $1074.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1362 | 2055-06-01      | 6.0000%  |  | $8552813.58        | $8877532.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  |  | $802936.88         | $813592.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA1358 | 2050-05-01      | 4.5000%  |  | $11117852.61       | $10888480.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1225 | 2055-06-01      | 5.0000%  |  | $1123854.00        | $1127562.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1573 | 2055-03-01      | 6.0000%  |  | $945.19            | $970.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL0414 | 2052-03-01      | 2.0000%  |  | $96036.55          | $78774.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4238 | 2053-03-01      | 5.0000%  |  | $575202.28         | $575793.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1583531.62        | $1529425.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3566.66           | $3655.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  |  | $2005673.20        | $2047223.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0390 | 2055-05-01      | 5.5000%  |  | $16343222.26       | $16827775.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $33011.02          | $28085.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4018 | 2052-07-01      | 3.0000%  |  | $1909140.49        | $1692082.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $4163924.71        | $4080542.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDA0457 | 2053-09-01      | 4.5000%  |  | $2248101.09        | $2203889.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  |  | $6531.26           | $6368.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $68560.59          | $58273.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $65187.38          | $63847.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  |  | $683.14            | $703.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS9620 | 2052-06-01      | 3.0000%  |  | $669153.05         | $596057.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $482383.59         | $472476.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $821.28            | $755.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $96882.80          | $92941.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $45623.06          | $40337.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA4587 | 2042-04-01      | 2.5000%  |  | $104599.18         | $92493.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $1613.72           | $1369.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $99116.69          | $99268.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $61096.24          | $58944.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3486 | 2028-10-01      | 3.5000%  |  | $47229.97          | $46973.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA2541 | 2031-02-01      | 2.5000%  |  | $111.59            | $108.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $120400.75         | $114731.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  |  | $127447.82         | $126651.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA2448 | 2030-11-01      | 3.0000%  |  | $64277.87          | $63068.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  |  | $128425.64         | $122553.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1195962.76        | $1222182.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  |  | $737.21            | $769.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  |  | $992427.48         | $1020365.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1772 | 2054-06-01      | 5.5000%  |  | $7484.72           | $7599.96           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $25955106.18       | $26568984.82       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  |  | $25447822.27       | $26484187.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ0693 | 2054-01-01      | 5.5000%  |  | $12271830.02       | $12524746.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  |  | $2333894.05        | $2428302.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  |  | $17524582.57       | $18072021.32       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  |  | $18562520.14       | $18693214.72       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0059 | 2053-10-01      | 5.0000%  |  | $35159970.40       | $35446656.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $539286.29         | $510092.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9764 | 2055-08-01      | 6.0000%  |  | $989.85            | $1024.03           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9722 | 2055-08-01      | 6.0000%  |  | $3842827.14        | $3981200.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9234 | 2055-08-01      | 6.0000%  |  | $998.12            | $1036.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7846 | 2055-07-01      | 6.0000%  |  | $1456376.08        | $1500752.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY7761 | 2055-06-01      | 5.0000%  |  | $998.97            | $1001.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  |  | $560.51            | $496.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  |  | $334.10            | $339.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  |  | $75399.73          | $69264.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2200 | 2055-07-01      | 5.5000%  |  | $1045.21           | $1074.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  |  | $18708.28          | $19755.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1596 | 2055-05-01      | 5.5000%  |  | $1013.13           | $1033.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $147145.74         | $153456.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1471751.19        | $1520344.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $189.81            | $197.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $9351.71           | $9034.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2184606.46        | $2110400.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $13436.92          | $12626.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $11659248.31       | $10458190.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  |  | $2738055.25        | $2551783.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  |  | $1019831.41        | $975858.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3237 | 2052-03-01      | 3.0000%  |  | $55230.75          | $48842.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3156 | 2052-03-01      | 2.0000%  |  | $1341725.55        | $1096956.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $61207.14          | $58446.17          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI9253 | 2054-07-01      | 7.0000%  |  | $1189339.26        | $1268871.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI7739 | 2054-06-01      | 6.0000%  |  | $2666311.70        | $2752802.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $839.30            | $876.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $820857.55         | $849475.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5070 | 2031-10-01      | 1.5000%  |  | $830523.50         | $779037.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  |  | $531.29            | $476.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  |  | $688056.76         | $613569.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB0714 | 2041-12-01      | 2.0000%  |  | $4383.89           | $3806.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $84386.75          | $84473.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY2247 | 2053-05-01      | 5.0000%  |  | $363755.90         | $363642.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $159.19            | $147.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  |  | $10645448.30       | $10703623.31       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $12233.67          | $11958.35          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  |  | $53156.18          | $48889.25          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6586 | 2054-11-01      | 5.5000%  |  | $536515.26         | $544050.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6011 | 2054-07-01      | 6.0000%  |  | $5317566.11        | $5564042.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  |  | $910631.87         | $955369.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2915 | 2054-11-01      | 5.5000%  |  | $955.96            | $973.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY3642 | 2055-05-01      | 5.0000%  |  | $1225417.40        | $1227793.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  |  | $1076.16           | $881.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0611 | 2055-02-01      | 5.0000%  |  | $2755933.28        | $2759518.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1510 | 2055-08-01      | 5.5000%  |  | $998.92            | $1024.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6467 | 2055-06-01      | 5.5000%  |  | $1350244.18        | $1378388.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $16729899.03       | $17377933.53       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0589 | 2055-02-01      | 5.0000%  |  | $4794.86           | $4814.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9313 | 2054-10-01      | 5.0000%  |  | $2810226.22        | $2819063.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $17915998.41       | $18211926.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9173 | 2054-09-01      | 7.0000%  |  | $8431663.69        | $9007714.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $915.83            | $975.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $413237.04         | $439077.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  |  | $33455.73          | $34558.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8828 | 2054-07-01      | 5.0000%  |  | $15683.83          | $15634.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  |  | $1738.20           | $1764.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $1459378.10        | $1483327.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  |  | $618133.12         | $643300.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $600189.64         | $609592.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  |  | $6231.03           | $6396.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8982 | 2054-08-01      | 5.0000%  |  | $130057.52         | $129797.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8974 | 2054-08-01      | 5.0000%  |  | $227438.04         | $227801.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $895140.95         | $855779.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  |  | $74875.17          | $63838.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8505 | 2053-09-01      | 5.0000%  |  | $977.37            | $976.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS8486 | 2052-12-01      | 4.5000%  |  | $13756.86          | $13471.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8508 | 2040-09-01      | 6.5000%  |  | $1514625.53        | $1607784.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $3826642.32        | $3515136.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  |  | $20136164.91       | $21143986.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8190 | 2054-06-01      | 6.0000%  |  | $626676.46         | $651278.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $594777.34         | $608921.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $21143.71          | $17892.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  |  | $1274186.21        | $1178299.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  |  | $27951.99          | $26364.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2930 | 2045-09-01      | 3.5000%  |  | $12380080.30       | $11709964.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $47285.16          | $45538.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  |  | $25466.10          | $27005.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $392195.31         | $413558.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $17484.88          | $18203.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL889210 | 2035-01-01      | 4.5000%  |  | $189958.31         | $188784.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  |  | $77612.60          | $79756.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDA8512 | 2039-01-01      | 6.5000%  |  | $231244.12         | $242450.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0561 | 2055-06-01      | 5.5000%  |  | $323444.61         | $333632.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0399 | 2055-05-01      | 5.5000%  |  | $7131188.85        | $7304052.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0391 | 2055-05-01      | 5.5000%  |  | $37952546.00       | $39077784.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCC0315 | 2055-03-01      | 7.5000%  |  | $1291813.75        | $1386516.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0238 | 2055-04-01      | 5.5000%  |  | $3165834.27        | $3243066.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0863 | 2055-08-01      | 5.5000%  |  | $1290600.48        | $1310174.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0834 | 2055-08-01      | 5.0000%  |  | $1022.72           | $1020.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZLFP0039 | 2050-11-01      | 3.5000%  |  | $895.35            | $841.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  |  | $150957.46         | $129681.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3597 | 2052-05-01      | 3.5000%  |  | $1023707.88        | $940469.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  |  | $2137868.10        | $1890979.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB2481 | 2036-12-01      | 2.5000%  |  | $11187767.35       | $10589824.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2275 | 2051-12-01      | 2.5000%  |  | $1524.35           | $1303.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  |  | $42452.28          | $37599.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $761319.10         | $683588.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  |  | $941855.82         | $932112.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $557059.61         | $516444.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  |  | $81696.33          | $72382.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  |  | $825.02            | $729.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2637 | 2052-05-01      | 2.5000%  |  | $1605.16           | $1370.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2602 | 2051-12-01      | 3.0000%  |  | $194191.61         | $173107.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  |  | $833.09            | $705.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8535 | 2052-05-01      | 3.0000%  |  | $53002.19          | $47353.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $163480.58         | $145449.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  |  | $56679.44          | $56761.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1243848.48        | $1143934.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5403 | 2052-04-01      | 4.0000%  |  | $1685736.53        | $1625350.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  |  | $597.37            | $552.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  |  | $7732.86           | $6893.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $278610.45         | $246282.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  |  | $153992.66         | $132103.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  |  | $1012022.03        | $905827.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  |  | $182872.11         | $156185.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  |  | $623.39            | $574.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  |  | $838.00            | $739.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $296612.88         | $275473.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9765 | 2051-11-01      | 3.0000%  |  | $118724.82         | $105034.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM9639 | 2036-11-01      | 2.0000%  |  | $657.21            | $604.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $174353.52         | $166505.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $134116.46         | $130155.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFM9886 | 2041-12-01      | 2.0000%  |  | $72025.43          | $62587.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8863 | 2051-09-01      | 2.5000%  |  | $668052.55         | $579128.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8760 | 2051-09-01      | 3.5000%  |  | $3172359.52        | $2937381.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  |  | $850171.85         | $864214.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $843080.17         | $751190.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM8433 | 2051-08-01      | 2.0000%  |  | $6683.07           | $5490.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8162 | 2051-07-01      | 2.5000%  |  | $110790.51         | $94941.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  |  | $69582.31          | $64919.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4629 | 2053-05-01      | 5.5000%  |  | $1214594.46        | $1242269.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $18439150.23       | $18479859.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  |  | $39238.31          | $36744.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8015 | 2053-07-01      | 6.0000%  |  | $301798.70         | $313725.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  |  | $681070.75         | $631401.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $15475075.54       | $15714483.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD4416 | 2046-07-01      | 3.5000%  |  | $103494.99         | $97893.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTCB3386 | 2042-04-01      | 3.5000%  |  | $66408.87          | $63055.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2784 | 2052-06-01      | 3.0000%  |  | $896.90            | $791.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0582 | 2052-02-01      | 2.5000%  |  | $8377591.83        | $7223736.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB2142 | 2054-06-01      | 6.5000%  |  | $1457661.14        | $1523135.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  |  | $791.16            | $792.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $21270.27          | $18813.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $11313.36          | $11065.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  |  | $66606.87          | $65433.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $10697.70          | $10643.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  |  | $13498.12          | $12048.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9800 | 2054-11-01      | 5.5000%  |  | $9596153.77        | $9779349.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9240 | 2055-08-01      | 6.0000%  |  | $3865819.92        | $4003560.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3763 | 2055-01-01      | 5.5000%  |  | $4257576.62        | $4322145.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $112454.24         | $96069.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $7076287.87        | $7222119.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $15815.18          | $15268.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2996 | 2052-04-01      | 2.5000%  |  | $314330.03         | $267061.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $59791.80          | $50792.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $107852.05         | $99163.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD5808 | 2052-12-01      | 4.0000%  |  | $923.52            | $883.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD5620 | 2054-06-01      | 7.0000%  |  | $745.32            | $785.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  |  | $3492.10           | $3657.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $909.14            | $927.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD5246 | 2052-04-01      | 2.5000%  |  | $895.68            | $761.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  |  | $865.45            | $799.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1053 | 2052-06-01      | 3.5000%  |  | $795.72            | $742.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $240713.38         | $213569.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3935 | 2050-11-01      | 2.5000%  |  | $574.84            | $491.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1886 | 2052-10-01      | 4.0000%  |  | $813.59            | $771.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  |  | $840.35            | $836.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3426 | 2052-10-01      | 4.0000%  |  | $64213.33          | $61444.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  |  | $83518.84          | $70677.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDA8568 | 2039-02-01      | 6.5000%  |  | $547955.97         | $573697.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1193 | 2049-06-01      | 3.5000%  |  | $29519.66          | $27452.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CTRB5132 | 2041-10-01      | 2.5000%  |  | $682.79            | $613.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3468 | 2052-12-01      | 5.5000%  |  | $19384503.67       | $19898591.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2201 | 2048-08-01      | 4.5000%  |  | $1983.87           | $1967.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7289 | 2053-08-01      | 6.0000%  |  | $2899.88           | $2993.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7796 | 2048-06-01      | 4.0000%  |  | $839300.84         | $810821.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS6337 | 2037-03-01      | 2.0000%  |  | $787.85            | $728.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5599124.50        | $5559393.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $14043956.12       | $14315517.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3071 | 2055-03-01      | 6.5000%  |  | $775871.91         | $813262.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0641 | 2055-07-01      | 6.0000%  |  | $1421823.10        | $1476727.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7404 | 2055-07-01      | 6.0000%  |  | $12483362.82       | $12886604.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  |  | $9685870.60        | $9880261.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0880 | 2055-04-01      | 5.5000%  |  | $948.19            | $966.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $103369.66         | $106151.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM3635 | 2047-07-01      | 3.5000%  |  | $94.83             | $89.01             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4672 | 2051-10-01      | 2.5000%  |  | $341811.30         | $291516.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS6260 | 2053-03-01      | 4.5000%  |  | $863.21            | $848.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  |  | $567.90            | $525.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2784 | 2055-08-01      | 6.5000%  |  | $12866823.00       | $13474691.75       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6056 | 2055-02-01      | 6.0000%  |  | $6662358.89        | $6847847.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6014 | 2055-02-01      | 6.0000%  |  | $14394354.63       | $14865357.10       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5793 | 2055-02-01      | 5.5000%  |  | $2106492.25        | $2161559.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $59880.64          | $58428.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  |  | $78178.56          | $77327.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8011 | 2049-09-01      | 3.5000%  |  | $127.98            | $118.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM5066 | 2050-10-01      | 3.0000%  |  | $388578.36         | $344648.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  |  | $55374.33          | $57032.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  |  | $794820.26         | $653915.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $27487.12          | $27529.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $72178.10          | $66923.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4226 | 2050-09-01      | 2.5000%  |  | $575.64            | $493.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM4032 | 2035-08-01      | 2.5000%  |  | $457510.99         | $433859.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3951 | 2050-07-01      | 3.0000%  |  | $481.43            | $434.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $26236.96          | $25462.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM3836 | 2035-09-01      | 1.5000%  |  | $33207.89          | $29889.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  |  | $52159.37          | $49337.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4495 | 2050-10-01      | 2.0000%  |  | $620.42            | $508.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  |  | $1196689.69        | $1262312.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  |  | $591756.83         | $594495.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  |  | $1248337.70        | $1283144.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  |  | $10691193.98       | $11225391.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5165 | 2052-11-01      | 6.5000%  |  | $4455905.98        | $4647746.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $1507662.71        | $1492065.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  |  | $50274.93          | $51492.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $208997.38         | $210141.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $4477549.49        | $4594662.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $322766.04         | $329144.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4696 | 2052-09-01      | 5.5000%  |  | $2114.99           | $2195.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4641 | 2052-08-01      | 6.0000%  |  | $1071183.98        | $1139033.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  |  | $317656.86         | $293829.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  |  | $1104.48           | $1147.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8404 | 2053-01-01      | 5.0000%  |  | $4914.44           | $4942.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  |  | $917.03            | $915.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7284 | 2053-12-01      | 4.5000%  |  | $4903906.24        | $4854538.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $35241.93          | $35130.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7290 | 2049-02-01      | 4.5000%  |  | $2010352.80        | $2000206.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $272355.47         | $272411.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  |  | $543439.47         | $552933.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8065 | 2054-03-01      | 5.5000%  |  | $52359.99          | $53314.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  |  | $864.39            | $902.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  |  | $1448784.98        | $1190158.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6717 | 2053-04-01      | 6.0000%  |  | $92799.09          | $96086.34          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5710 | 2055-01-01      | 5.5000%  |  | $993.15            | $1017.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6213 | 2055-02-01      | 6.0000%  |  | $12932.27          | $13473.54          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX4810 | 2055-02-01      | 5.5000%  |  | $984.67            | $1008.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX3772 | 2055-01-01      | 5.0000%  |  | $5602673.37        | $5592211.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  |  | $11585298.06       | $11960097.89       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX1606 | 2054-12-01      | 4.5000%  |  | $988.65            | $972.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1512 | 2054-12-01      | 5.5000%  |  | $6299783.48        | $6424277.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX1059 | 2054-12-01      | 6.0000%  |  | $3096196.00        | $3186042.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0149 | 2054-12-01      | 5.0000%  |  | $974.71            | $974.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 REAE7780 | 2040-12-01      | 3.5000%  |  | $117178.58         | $112294.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $101516.80         | $101341.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $331711.13         | $349503.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  |  | $793.14            | $779.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD0700 | 2051-01-01      | 2.0000%  |  | $664.82            | $554.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD0699 | 2050-11-01      | 2.0000%  |  | $661.24            | $549.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0651 | 2050-09-01      | 3.0000%  |  | $520.55            | $468.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0136 | 2049-10-01      | 3.0000%  |  | $194.05            | $173.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0059 | 2047-11-01      | 3.5000%  |  | $310.96            | $295.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0865 | 2052-02-01      | 3.5000%  |  | $698.60            | $645.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0206 | 2041-11-01      | 2.0000%  |  | $687.10            | $597.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8006 | 2034-09-01      | 3.0000%  |  | $134.15            | $130.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2643 | 2052-01-01      | 2.5000%  |  | $369268.89         | $313137.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $30217.10          | $24741.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6704 | 2052-02-01      | 3.0000%  |  | $724.17            | $647.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6709 | 2052-02-01      | 2.5000%  |  | $12721170.37       | $10864794.00       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6397 | 2051-11-01      | 2.5000%  |  | $521066.82         | $450405.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  |  | $743043.70         | $710485.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  |  | $760.64            | $702.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6135 | 2051-10-01      | 2.5000%  |  | $705.82            | $605.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4179 | 2050-12-01      | 2.5000%  |  | $568097.03         | $482515.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  |  | $4163.57           | $3404.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $49489.99          | $46927.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $427297.40         | $439655.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $9659359.62        | $9799493.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5100 | 2033-07-01      | 5.0000%  |  | $59268.73          | $60316.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $316741.20         | $316512.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5020 | 2043-05-01      | 5.0000%  |  | $75871.09          | $77116.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $11548362.85       | $11556652.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  |  | $43649.12          | $40121.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $811898.37         | $801589.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6671 | 2053-06-01      | 5.5000%  |  | $32392.47          | $32922.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6474 | 2051-03-01      | 2.0000%  |  | $246956.75         | $200568.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $244057.40         | $248954.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $5260.01           | $5279.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $182792.56         | $183212.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1634 | 2051-09-01      | 3.0000%  |  | $810.92            | $716.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB1445 | 2036-08-01      | 2.0000%  |  | $606.87            | $563.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  |  | $231327.13         | $197919.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  |  | $62312.80          | $59042.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  |  | $147831.42         | $136773.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $30039.86          | $28819.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3985 | 2035-04-01      | 3.0000%  |  | $225456.89         | $217411.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3956 | 2035-03-01      | 3.0000%  |  | $48095.77          | $46379.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $19759.15          | $19478.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4571 | 2053-05-01      | 5.5000%  |  | $73340.52          | $74924.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  |  | $4933168.47        | $4947152.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  |  | $728.58            | $760.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $73613.81          | $74026.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS4251 | 2052-02-01      | 2.0000%  |  | $89984.53          | $74477.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS4269 | 2051-10-01      | 2.0000%  |  | $536369.75         | $441404.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  |  | $11537.82          | $11600.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0243 | 2029-11-01      | 5.0000%  |  | $35386.36          | $35983.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO4101 | 2042-05-01      | 4.0000%  |  | $9319833.72        | $9130195.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9952 | 2042-07-01      | 3.5000%  |  | $14405788.48       | $13724689.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWAB9717 | 2028-06-01      | 2.5000%  |  | $45227.96          | $44628.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  |  | $160.37            | $157.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $26254.10          | $26080.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 ZLZT2230 | 2048-07-01      | 4.0000%  |  | $439.24            | $424.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA7605 | 2050-11-01      | 3.0000%  |  | $724219.23         | $652768.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $89400.31          | $90989.45          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65458 G | 2048-02-01      | 3.5000%  |  | $86.91             | $80.36             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $469628.95         | $453691.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $16024970.45       | $16746720.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $28748.08          | $28343.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  |  | $1812.03           | $1813.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $126472.09         | $131612.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  |  | $955.43            | $953.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $60116.39          | $58638.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ7528 | 2030-08-01      | 3.0000%  |  | $192913.69         | $189187.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  |  | $799.66            | $804.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  |  | $13433.71          | $13857.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3616 | 2049-03-01      | 4.5000%  |  | $26254.85          | $25986.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $100503.73         | $81823.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $244390.86         | $188104.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4436 | 2051-10-01      | 1.5000%  |  | $379260.23         | $292060.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  |  | $14705027.18       | $13558477.84       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  |  | $742.53            | $686.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $436018.54         | $404646.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  |  | $20664.79          | $17487.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $11277.23          | $9953.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5035 | 2052-06-01      | 2.5000%  |  | $3651346.28        | $3089892.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4968 | 2053-07-01      | 6.0000%  |  | $1193007.14        | $1241292.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  |  | $60656970.17       | $49872652.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $39390.23          | $37983.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7451 | 2050-10-01      | 2.0000%  |  | $1910.46           | $1566.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  |  | $18189721.89       | $14876811.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $14325124.44       | $11696522.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $20343317.18       | $16683149.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  |  | $31413950.77       | $25755673.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $7081.57           | $5804.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $3542484.46        | $2910208.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  |  | $625.35            | $512.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $24982459.83       | $20246137.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $1961877.42        | $1697110.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $19400135.20       | $16636447.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS3655 | 2052-01-01      | 2.0000%  |  | $29155.22          | $23750.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  |  | $307867.49         | $285176.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1556 | 2052-05-01      | 3.5000%  |  | $760.04            | $708.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  |  | $610520.95         | $568904.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1427 | 2050-02-01      | 3.0000%  |  | $8452.05           | $7585.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1425 | 2052-05-01      | 3.5000%  |  | $79201.52          | $73621.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLBU4846 | 2054-04-01      | 7.5000%  |  | $397513.83         | $426195.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  |  | $1168907.56        | $1093008.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  |  | $1221666.58        | $1179998.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  |  | $7050.82           | $6025.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0251 | 2049-06-01      | 4.0000%  |  | $186.02            | $179.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS7778 | 2033-07-01      | 3.5000%  |  | $713517.14         | $702921.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  |  | $107.25            | $103.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $16646.25          | $15579.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $59801.92          | $57668.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  |  | $89590.42          | $89541.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $5932.23           | $5465.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  |  | $15028102.81       | $12924166.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $68232.41          | $65505.92          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  |  | $55493100.35       | $56608986.46       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3155 | 2052-07-01      | 4.0000%  |  | $973698.90         | $931715.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $20523463.94       | $21164480.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  |  | $69526.24          | $71608.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $32412.61          | $30113.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2582 | 2050-03-01      | 3.0000%  |  | $881304.97         | $789443.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $16075315.14       | $16083317.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $281256.66         | $271598.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD2629 | 2052-01-01      | 2.5000%  |  | $846.83            | $717.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  |  | $7813150.36        | $7415642.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV4297 | 2052-03-01      | 3.5000%  |  | $1529827.80        | $1420291.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $974336.84         | $996803.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7900 | 2051-07-01      | 2.5000%  |  | $533634.08         | $460101.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  |  | $146360.58         | $150808.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM3873 | 2035-08-01      | 2.5000%  |  | $59339.78          | $56190.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $19567.03          | $15930.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5107 | 2041-07-01      | 6.0000%  |  | $784.17            | $829.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  |  | $792191.46         | $749307.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  |  | $7793175.00        | $8027909.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZT0789 | 2048-10-01      | 4.0000%  |  | $121.58            | $117.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  |  | $264217.74         | $264905.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $181610.47         | $177991.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  |  | $207955.85         | $209487.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  |  | $52680.60          | $55003.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  |  | $159801.86         | $151288.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $3652759.46        | $3579339.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4007 | 2055-04-01      | 5.5000%  |  | $2928379.19        | $2983308.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3961 | 2055-04-01      | 5.5000%  |  | $990.12            | $1022.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  |  | $52454749.13       | $53980150.70       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4374 | 2055-06-01      | 5.5000%  |  | $28046943.84       | $28514501.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  |  | $1266.41           | $1303.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3303 | 2055-01-01      | 6.0000%  |  | $1351.97           | $1392.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3083 | 2054-12-01      | 5.5000%  |  | $904.56            | $919.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  |  | $799097.66         | $816616.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3077 | 2054-12-01      | 5.5000%  |  | $927288.43         | $947511.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2910 | 2054-11-01      | 5.5000%  |  | $896.49            | $915.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  |  | $274972.80         | $279163.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9534 | 2054-10-01      | 5.5000%  |  | $936.63            | $955.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $120977.16         | $103024.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1608136.51        | $1325189.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  |  | $19203344.24       | $19707404.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  |  | $321512.08         | $326143.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV9700 | 2052-06-01      | 2.5000%  |  | $53449.69          | $45387.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6043 | 2053-05-01      | 3.5000%  |  | $121693.46         | $111937.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $188789.33         | $162863.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2443 | 2052-08-01      | 4.0000%  |  | $14387712.83       | $13729765.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  |  | $80179.34          | $75922.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4239 | 2053-03-01      | 5.0000%  |  | $612815.42         | $616255.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1817 | 2051-07-01      | 3.5000%  |  | $22482010.88       | $20879930.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY8699 | 2055-07-01      | 7.0000%  |  | $5476725.00        | $5772867.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3154 | 2055-06-01      | 6.0000%  |  | $1432505.08        | $1490469.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2759 | 2054-11-01      | 5.5000%  |  | $1051.00           | $1072.11           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8000 | 2034-07-01      | 3.0000%  |  | $106.51            | $103.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB1241 | 2035-01-01      | 2.5000%  |  | $742.68            | $721.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  |  | $32998.97          | $31060.73          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB0428 | 2031-03-01      | 4.0000%  |  | $192.75            | $193.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0359 | 2035-07-01      | 2.5000%  |  | $398.68            | $377.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $333.37            | $317.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0307 | 2035-02-01      | 2.5000%  |  | $318.95            | $303.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0836 | 2035-05-01      | 3.0000%  |  | $642.90            | $623.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  |  | $42402332.07       | $36373224.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  |  | $887628.72         | $918929.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  |  | $18533895.05       | $18872982.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  |  | $24743337.40       | $25510215.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0709 | 2054-11-01      | 5.0000%  |  | $24200.07          | $24451.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  |  | $908538.13         | $932838.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $92064.05          | $84582.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0103 | 2054-12-01      | 6.0000%  |  | $1843.71           | $1930.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $46969652.99       | $47759990.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $6759.71           | $6626.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  |  | $7952.46           | $8191.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  |  | $10576.93          | $10751.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  |  | $9270458.72        | $9634466.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  |  | $1894.36           | $1937.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  |  | $1917.92           | $1976.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  |  | $1015.38           | $1029.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  |  | $25346224.29       | $25920507.79       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  |  | $1892.07           | $1923.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.150 CAAC4312 | 2039-09-01      | 5.1500%  |  | $47673.47          | $47885.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTAC3263 | 2029-09-01      | 4.5000%  |  | $26050.77          | $26129.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAB9631 | 2028-06-01      | 2.5000%  |  | $137934.00         | $135462.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $199335.88         | $197322.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  |  | $228.91            | $205.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7773 | 2055-07-01      | 5.5000%  |  | $999.07            | $1020.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7741 | 2055-07-01      | 6.0000%  |  | $2484313.35        | $2556408.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3983 | 2035-04-01      | 2.0000%  |  | $256751.68         | $237550.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3900 | 2030-01-01      | 3.0000%  |  | $102079.59         | $100307.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  |  | $5191.48           | $5518.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8980 | 2051-09-01      | 2.5000%  |  | $433703.16         | $368853.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $51747.00          | $48252.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC9003 | 2046-11-01      | 3.0000%  |  | $431154.56         | $391275.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $37263.45          | $36018.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  |  | $112634.51         | $106229.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0262 | 2055-09-01      | 5.5000%  |  | $1518961.00        | $1553908.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0030 | 2055-09-01      | 5.5000%  |  | $1729936.00        | $1779089.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8594 | 2055-10-01      | 6.0000%  |  | $1849674.00        | $1906036.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6473 | 2055-08-01      | 5.5000%  |  | $1734436.14        | $1771659.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4364 | 2055-09-01      | 5.5000%  |  | $1022510.00        | $1046587.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  |  | $851.97            | $864.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1433 | 2055-07-01      | 5.5000%  |  | $1664588.48        | $1707231.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLZL4712 | 2043-01-01      | 2.5000%  |  | $102108.57         | $92514.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZK8962 | 2032-09-01      | 3.0000%  |  | $188.21            | $183.67            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J32243 G | 2030-07-01      | 3.0000%  |  | $124.69            | $122.51            | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18687 G | 2033-05-01      | 2.5000%  |  | $145.88            | $140.49            | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18680 G | 2033-03-01      | 2.5000%  |  | $149.39            | $143.95            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18587 G | 2031-02-01      | 3.0000%  |  | $98.12             | $96.17             | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08537 G | 2043-07-01      | 3.0000%  |  | $175.37            | $162.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  |  | $1032403.99        | $1046184.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $980.85            | $999.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $24908726.79       | $25342152.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6695 | 2053-07-01      | 5.5000%  |  | $25349115.69       | $26216804.67       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD2981 | 2053-05-01      | 6.5000%  |  | $697.27            | $728.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $10725857.30       | $11027761.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  |  | $467960.86         | $460597.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  |  | $960575.74         | $909143.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $617132.13         | $524453.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8279 | 2055-04-01      | 6.0000%  |  | $3263395.00        | $3368771.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1382 | 2051-08-01      | 2.5000%  |  | $1385068.59        | $1190192.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $6854.25           | $5587.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $584807.37         | $497813.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $30000.67          | $30474.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $208058.34         | $205623.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3463 | 2033-09-01      | 4.0000%  |  | $88764.91          | $88909.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3425 | 2048-06-01      | 3.0000%  |  | $38446.35          | $34568.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  |  | $117.38            | $109.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3410 | 2033-07-01      | 3.5000%  |  | $61323.03          | $60615.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3409 | 2033-07-01      | 3.0000%  |  | $41516.14          | $40473.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3353 | 2033-04-01      | 4.0000%  |  | $50378.43          | $50467.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $182845.07         | $170605.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4877 | 2055-06-01      | 5.5000%  |  | $17977.07          | $18302.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4848 | 2055-05-01      | 5.5000%  |  | $996.25            | $1020.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5310 | 2055-06-01      | 6.0000%  |  | $1095461.88        | $1144867.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4193 | 2055-06-01      | 5.5000%  |  | $8984396.67        | $9113372.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  |  | $61363.92          | $59833.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $112018.44         | $101019.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  |  | $82254.99          | $80992.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $65238.87          | $55803.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $35582.07          | $35076.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1572 | 2048-09-01      | 3.0000%  |  | $313297.50         | $284331.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1429 | 2046-12-01      | 3.0000%  |  | $1248678.87        | $1151970.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAY5608 | 2035-06-01      | 3.0000%  |  | $457203.47         | $431936.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY1379 | 2045-04-01      | 3.5000%  |  | $11728978.77       | $11094059.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  |  | $342110.31         | $337350.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIBY1327 | 2039-01-01      | 6.5000%  |  | $58767.25          | $61496.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $85973.63          | $85964.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0630 | 2053-04-01      | 5.5000%  |  | $62313.50          | $63701.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $653792.55         | $653758.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $170654.92         | $170807.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  |  | $31305.66          | $31336.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $79767.45          | $79656.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  |  | $317776.63         | $318749.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7581 | 2053-03-01      | 5.0000%  |  | $94878.02          | $94975.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6118 | 2053-01-01      | 6.0000%  |  | $12288544.02       | $12671385.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX6086 | 2053-03-01      | 5.0000%  |  | $94229.53          | $94496.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $25872.62          | $27801.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  |  | $5377.02           | $5380.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7386 | 2052-05-01      | 3.5000%  |  | $812.73            | $747.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $217997.78         | $177230.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  |  | $4888435.43        | $5026149.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $104185.43         | $95741.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $133338.96         | $117820.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $6844547.66        | $6950203.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  |  | $768.59            | $795.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC4747 | 2051-07-01      | 2.5000%  |  | $630.08            | $543.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $766.05            | $687.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $1112505.97        | $946954.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $68488.71          | $71109.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $10435785.76       | $10587183.51       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3783 | 2053-04-01      | 5.0000%  |  | $8258029.23        | $8281438.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9273 | 2051-02-01      | 2.0000%  |  | $736.44            | $600.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2966 | 2052-10-01      | 5.0000%  |  | $705.61            | $710.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $52.64             | $55.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4363 | 2055-09-01      | 6.0000%  |  | $1017883.00        | $1059515.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $54379.32          | $50014.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  |  | $25397257.85       | $26268950.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3335 | 2052-04-01      | 4.5000%  |  | $910913.70         | $902265.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8917 | 2053-03-01      | 6.0000%  |  | $15304985.39       | $15745284.31       | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G16574 G | 2033-03-01      | 3.0000%  |  | $175.04            | $171.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9852 | 2052-09-01      | 5.0000%  |  | $734.09            | $739.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  |  | $29193211.05       | $29641547.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3115 | 2052-03-01      | 3.0000%  |  | $760.32            | $680.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $47196.26          | $45565.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6339 | 2053-11-01      | 6.0000%  |  | $234569.12         | $241691.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5642 | 2055-06-01      | 5.5000%  |  | $254027.23         | $257398.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6187 | 2055-06-01      | 5.5000%  |  | $6781941.75        | $6910103.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $155042.72         | $140702.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2094 | 2051-11-01      | 3.0000%  |  | $779808.15         | $694046.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0498 | 2044-06-01      | 3.0000%  |  | $497.79            | $459.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  |  | $59018.97          | $57014.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $901641.01         | $942380.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $2307433.49        | $2243176.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  |  | $6365.70           | $6461.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2194 | 2050-02-01      | 3.0000%  |  | $419.15            | $379.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  |  | $34509.52          | $29677.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $2967903.89        | $2721765.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2523 | 2050-03-01      | 3.5000%  |  | $31681.46          | $29633.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4756 | 2054-02-01      | 6.0000%  |  | $917.97            | $962.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD4550 | 2053-10-01      | 2.5000%  |  | $890.89            | $754.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD4558 | 2052-10-01      | 4.0000%  |  | $859.97            | $818.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  |  | $827.73            | $855.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5302 | 2054-04-01      | 5.5000%  |  | $887.65            | $914.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD5292 | 2052-06-01      | 3.5000%  |  | $877.82            | $814.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3382 | 2053-06-01      | 5.0000%  |  | $889.40            | $892.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3345 | 2052-04-01      | 2.5000%  |  | $861.52            | $736.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  |  | $4493808.77        | $4599577.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD3097 | 2052-06-01      | 3.5000%  |  | $826.80            | $759.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD2973 | 2052-04-01      | 2.5000%  |  | $808.66            | $694.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2952 | 2053-05-01      | 4.5000%  |  | $746.80            | $737.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  |  | $742.53            | $758.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  |  | $988.19            | $936.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1224 | 2055-08-01      | 6.0000%  |  | $1021989.13        | $1063534.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2117 | 2050-02-01      | 3.0000%  |  | $388.06            | $348.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  |  | $61220.34          | $63987.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3332 | 2052-04-01      | 3.5000%  |  | $411568.33         | $381622.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0952 | 2052-04-01      | 3.0000%  |  | $791.74            | $706.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5024 | 2033-05-01      | 4.5000%  |  | $221438.17         | $223416.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  |  | $358301.82         | $367198.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $2648.19           | $2600.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $264434.34         | $268301.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  |  | $2092832.74        | $2138712.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  |  | $17560213.03       | $17545866.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9218 | 2051-10-01      | 2.0000%  |  | $228966.38         | $186905.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1224589.24        | $1058111.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $120425.80         | $113060.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  |  | $2246.81           | $2296.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  |  | $41430.75          | $41531.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $334066.74         | $318234.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  |  | $13682682.09       | $13864521.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $62061.26          | $55857.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2796 | 2046-10-01      | 3.0000%  |  | $46408.40          | $42345.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $36566.85          | $37154.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  |  | $267.75            | $258.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $18376810.28       | $18639645.64       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $200.19            | $186.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $707237.89         | $624205.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  |  | $9405.70           | $7988.86           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  |  | $2070265.50        | $2131922.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3737 | 2053-09-01      | 6.0000%  |  | $810.87            | $839.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  |  | $153995.77         | $131123.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $265181.73         | $279717.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $114594.41         | $116587.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7492 | 2055-07-01      | 5.5000%  |  | $143111.91         | $147178.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY6747 | 2055-06-01      | 7.0000%  |  | $26045.98          | $27723.92          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6611 | 2055-07-01      | 6.0000%  |  | $20927.59          | $21801.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  |  | $483554.15         | $496273.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5658 | 2055-05-01      | 5.5000%  |  | $970.21            | $983.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  |  | $28460.59          | $27445.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $102730.97         | $101221.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  |  | $43555.94          | $39081.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  |  | $31652.25          | $31246.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $994.67            | $994.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $88957.91          | $89108.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $884.54            | $876.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4910666.18        | $4773900.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  |  | $626.79            | $609.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM3084 | 2032-08-01      | 4.0000%  |  | $26208.32          | $26279.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  |  | $583.75            | $583.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $736365.83         | $633792.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  |  | $11531.17          | $10782.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBH8154 | 2047-11-01      | 3.0000%  |  | $76332.73          | $69058.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $32104.22          | $31005.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  |  | $273213.74         | $266565.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  |  | $104350.19         | $100799.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8211 | 2043-04-01      | 3.5000%  |  | $173.54            | $165.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR2029 | 2043-02-01      | 3.5000%  |  | $175.49            | $166.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ7185 | 2043-06-01      | 3.0000%  |  | $680437.64         | $627848.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  |  | $2255521.34        | $2084725.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  |  | $5824316.28        | $5917323.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  |  | $945576.02         | $981047.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $1120151.93        | $1103228.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1807151.08        | $1807906.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6317 | 2053-05-01      | 5.0000%  |  | $129360.56         | $129886.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  |  | $163103.36         | $164039.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  |  | $3588648.72        | $3609239.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  |  | $861334.65         | $880960.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4027 | 2053-03-01      | 5.0000%  |  | $773.81            | $781.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $1575350.87        | $1487335.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2441 | 2055-08-01      | 6.0000%  |  | $1010.27           | $1038.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2204 | 2055-09-01      | 6.0000%  |  | $2719010.84        | $2813353.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2182 | 2055-09-01      | 5.5000%  |  | $1010181.20        | $1031783.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2137 | 2055-09-01      | 6.0000%  |  | $999.23            | $1032.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2134 | 2055-09-01      | 6.0000%  |  | $980.17            | $1015.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1844 | 2055-08-01      | 6.0000%  |  | $2872680.74        | $2977761.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  |  | $1558427.53        | $1595076.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1589 | 2055-08-01      | 6.0000%  |  | $1007.09           | $1042.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1478 | 2055-08-01      | 5.5000%  |  | $998.96            | $1027.70           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1361 | 2055-08-01      | 5.5000%  |  | $1007095.25        | $1024119.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  |  | $832195.84         | $680219.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1675015.10        | $1362877.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $793298.24         | $714751.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  |  | $38074.05          | $32262.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $92335.59          | $78277.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CICA9480 | 2036-03-01      | 1.5000%  |  | $1135286.60        | $1018303.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  |  | $1774962.02        | $1677417.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  |  | $53246.93          | $43448.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $23597.15          | $22507.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  |  | $30447808.45       | $24958254.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  |  | $8605.95           | $6986.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  |  | $436566.07         | $413380.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $3385.22           | $2767.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  |  | $2651607.73        | $2222182.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $145163.54         | $141609.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $571035.77         | $557048.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $66306.62          | $63259.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $95449.10          | $90989.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  |  | $22415.57          | $21971.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $148355.36         | $146341.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  |  | $26853.90          | $25973.78          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2773 | 2055-08-01      | 6.5000%  |  | $2724086.00        | $2862881.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2532 | 2055-09-01      | 6.0000%  |  | $1024.00           | $1063.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL2151 | 2055-01-01      | 4.5000%  |  | $1032.08           | $1010.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  |  | $257323.79         | $251769.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $10340077.18       | $9822354.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  |  | $3050.92           | $2885.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $10535970.59       | $10008407.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0034 | 2050-10-01      | 2.5000%  |  | $25899.11          | $21949.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0058 | 2050-08-01      | 2.5000%  |  | $59204.38          | $50105.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0015 | 2050-09-01      | 2.5000%  |  | $829.80            | $703.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $17723873.55       | $18390301.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4351 | 2052-08-01      | 5.0000%  |  | $797.18            | $806.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4156 | 2047-07-01      | 4.0000%  |  | $149887.56         | $144181.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4121 | 2052-07-01      | 4.0000%  |  | $137786.23         | $130703.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  |  | $1874505.35        | $1731115.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $35242.06          | $32598.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $787.91            | $748.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $34414.61          | $31611.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  |  | $48869.46          | $46420.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $469297.40         | $496554.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $1580.13           | $1616.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3972 | 2051-04-01      | 3.0000%  |  | $1865240.07        | $1685835.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $79982.29          | $80085.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  |  | $737.42            | $773.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $135336.63         | $125251.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  |  | $1540.97           | $1525.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3748 | 2052-12-01      | 6.0000%  |  | $712.65            | $733.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS3713 | 2036-12-01      | 2.5000%  |  | $647.12            | $613.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5522 | 2050-04-01      | 4.0000%  |  | $28359.32          | $27273.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $24029.81          | $23320.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $241064.56         | $227821.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $33510.50          | $32206.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2603 | 2053-08-01      | 5.5000%  |  | $153588.17         | $156104.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $12631270.94       | $12644253.08       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $83436.54          | $83285.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $785.35            | $722.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM5176 | 2050-12-01      | 2.0000%  |  | $328314.50         | $270189.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB8251 | 2051-02-01      | 2.0000%  |  | $639.94            | $525.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  |  | $29057.81          | $27665.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $15174639.11       | $14330632.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  |  | $244807.53         | $255960.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $78685.71          | $80307.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  |  | $463.46            | $428.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  |  | $883.98            | $813.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7084 | 2051-04-01      | 2.0000%  |  | $127698.08         | $104406.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  |  | $795.85            | $647.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1017170.28        | $1043869.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5213 | 2053-07-01      | 6.0000%  |  | $4577730.09        | $4739980.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1835127.93        | $1508513.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD3580 | 2052-04-01      | 2.0000%  |  | $845.06            | $689.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1034527.88        | $1035700.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $49870.69          | $46316.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $1692057.94        | $1582968.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $47762.59          | $44349.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $2017572.81        | $2051727.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  |  | $673.44            | $675.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ4307 | 2054-09-01      | 5.5000%  |  | $884.27            | $912.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  |  | $558825.20         | $501770.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $209069.47         | $210242.93         | Agency Mortgage-Backed Securities  |

### Security 143: 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):** $227974532.40
- **C.18.a - Value (excl. sponsor support):** $227974532.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 144: 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):** $459948618.00
- **C.18.a - Value (excl. sponsor support):** $459948618.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 145: 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):** $380503254.13
- **C.18.a - Value (excl. sponsor support):** $380503254.13
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 146: 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):** $300016973.13
- **C.18.a - Value (excl. sponsor support):** $300016973.13
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 147: 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):** $158480726.67
- **C.18.a - Value (excl. sponsor support):** $158480726.67
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 148: 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):** $858188085.93
- **C.18.a - Value (excl. sponsor support):** $858188085.93
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 149: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 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):** $1641355106.72
- **C.18.a - Value (excl. sponsor support):** $1641355106.72
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 150: 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):** $1067576308.82
- **C.18.a - Value (excl. sponsor support):** $1067576308.82
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 151: 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):** $692171168.43
- **C.18.a - Value (excl. sponsor support):** $692171168.43
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 152: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.860%, 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):** $630147241.80
- **C.18.a - Value (excl. sponsor support):** $630147241.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 153: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 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):** $247018710.00
- **C.18.a - Value (excl. sponsor support):** $247018710.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 154: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.115%, 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):** $1704429099.00
- **C.18.a - Value (excl. sponsor support):** $1704429099.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 155: 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):** $1697512575.12
- **C.18.a - Value (excl. sponsor support):** $1697512575.12
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 156: 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):** $244369458.56
- **C.18.a - Value (excl. sponsor support):** $244369458.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 157: 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):** $1723270498.82
- **C.18.a - Value (excl. sponsor support):** $1723270498.82
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 158: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.715%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1751762428.39
- **C.18.a - Value (excl. sponsor support):** $1751762428.39
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 159: 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):** $1701121654.32
- **C.18.a - Value (excl. sponsor support):** $1701121654.32
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 160: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.240%, 10/23/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $435924433.75
- **C.18.a - Value (excl. sponsor support):** $435924433.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 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):** $630364543.65
- **C.18.a - Value (excl. sponsor support):** $630364543.65
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 162: 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):** $157346808.57
- **C.18.a - Value (excl. sponsor support):** $157346808.57
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 163: 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):** $1631129338.53
- **C.18.a - Value (excl. sponsor support):** $1631129338.53
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 164: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.165%, 11/6/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1112506867.50
- **C.18.a - Value (excl. sponsor support):** $1112506867.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.160%, 11/6/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248994375.00
- **C.18.a - Value (excl. sponsor support):** $248994375.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $503238445.47
- **C.18.a - Value (excl. sponsor support):** $503238445.47
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $854004445.92
- **C.18.a - Value (excl. sponsor support):** $854004445.92
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/11/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1706939936.80
- **C.18.a - Value (excl. sponsor support):** $1706939936.80
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.235%, 10/7/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5456298775.20
- **C.18.a - Value (excl. sponsor support):** $5456298775.20
- **C.19 - Percentage of Net Assets:** 2.9100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.175%, 10/7/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3643028788.46
- **C.18.a - Value (excl. sponsor support):** $3643028788.46
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.185%, 10/14/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1822337854.25
- **C.18.a - Value (excl. sponsor support):** $1822337854.25
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.235%, 10/21/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2536288964.86
- **C.18.a - Value (excl. sponsor support):** $2536288964.86
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.220%, 10/21/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1779991940.72
- **C.18.a - Value (excl. sponsor support):** $1779991940.72
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.145%, 10/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1773603492.45
- **C.18.a - Value (excl. sponsor support):** $1773603492.45
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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 175: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1657515374.90
- **C.18.a - Value (excl. sponsor support):** $1657515374.90
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1681046462.00
- **C.18.a - Value (excl. sponsor support):** $1681046462.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.120%, 1/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1314211657.77
- **C.18.a - Value (excl. sponsor support):** $1314211657.77
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 11/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1822314764.48
- **C.18.a - Value (excl. sponsor support):** $1822314764.48
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.223%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248670000.00
- **C.18.a - Value (excl. sponsor support):** $248670000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.220%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1218483000.00
- **C.18.a - Value (excl. sponsor support):** $1218483000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 11/25/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1489850898.47
- **C.18.a - Value (excl. sponsor support):** $1489850898.47
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.210%, 12/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345665595.12
- **C.18.a - Value (excl. sponsor support):** $345665595.12
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 12/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1258766225.64
- **C.18.a - Value (excl. sponsor support):** $1258766225.64
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 184: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.540%, 10/1/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1829259894.21
- **C.18.a - Value (excl. sponsor support):** $1829259894.21
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.705%, 3/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $652888800.55
- **C.18.a - Value (excl. sponsor support):** $652888800.55
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $178222664.72
- **C.18.a - Value (excl. sponsor support):** $178222664.72
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $105686681.07
- **C.18.a - Value (excl. sponsor support):** $105686681.07
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $340062326.38
- **C.18.a - Value (excl. sponsor support):** $340062326.38
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $608266600.00
- **C.18.a - Value (excl. sponsor support):** $608266600.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.875%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25281546.94
- **C.18.a - Value (excl. sponsor support):** $25281546.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $206211405.72
- **C.18.a - Value (excl. sponsor support):** $206211405.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $269229866.52
- **C.18.a - Value (excl. sponsor support):** $269229866.52
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 10/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $151386913.50
- **C.18.a - Value (excl. sponsor support):** $151386913.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.068%, 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):** $1540732852.24
- **C.18.a - Value (excl. sponsor support):** $1540732852.24
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 195: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.143%, 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):** $312000205.92
- **C.18.a - Value (excl. sponsor support):** $312000205.92
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 196: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.875%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251464845.00
- **C.18.a - Value (excl. sponsor support):** $251464845.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.048%, 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):** $768849706.64
- **C.18.a - Value (excl. sponsor support):** $768849706.64
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 198: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $354106498.24
- **C.18.a - Value (excl. sponsor support):** $354106498.24
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $211006593.75
- **C.18.a - Value (excl. sponsor support):** $211006593.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.500%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $362234295.06
- **C.18.a - Value (excl. sponsor support):** $362234295.06
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251074220.00
- **C.18.a - Value (excl. sponsor support):** $251074220.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.103%, 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):** $719437345.94
- **C.18.a - Value (excl. sponsor support):** $719437345.94
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 203: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.996%, 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):** $1752867341.55
- **C.18.a - Value (excl. sponsor support):** $1752867341.55
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 204: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.058%, 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):** $2126822854.24
- **C.18.a - Value (excl. sponsor support):** $2126822854.24
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 205: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.210%, 10/1/2025
- **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: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $325725000.00
- **C.18.a - Value (excl. sponsor support):** $325725000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 785738 C     | 2051-11-20      | 3.5000%  |  | $12775657.71       | $11779481.47       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785300 C     | 2051-02-20      | 3.0000%  |  | $9069430.02        | $8192821.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $814722.94         | $824890.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $22126598.85       | $22132745.13       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7882 M     | 2052-02-20      | 3.0000%  |  | $13136425.98       | $11785629.19       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7707 M     | 2051-11-20      | 3.5000%  |  | $10319606.56       | $9522411.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $39657251.67       | $35765830.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  |  | $4278658.24        | $4575429.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $4998687.12        | $5020070.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $215946.37         | $208810.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $6298.12           | $5973.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $390439.37         | $370287.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $10.29             | $10.23             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $1188412.18        | $1195082.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $14484442.63       | $14731482.85       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $15010223.04       | $14697304.92       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $15260484.25       | $14486201.19       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $7523003.95        | $7531533.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $14632289.39       | $14328742.54       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $20641251.61       | $20303024.06       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $14879748.10       | $15095616.88       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  |  | $27599353.94       | $23871616.54       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0026 M     | 2054-11-20      | 5.5000%  |  | $17845390.71       | $18105907.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $777924.75         | $750535.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $8781107.97        | $8790133.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785512 C     | 2051-06-20      | 3.5000%  |  | $13773043.57       | $13006221.71       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9963 M     | 2054-10-20      | 4.5000%  |  | $10757015.76       | $10489166.07       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  |  | $81.82             | $81.45             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $15369181.76       | $15380213.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $8192116.99        | $8318575.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $106399.13         | $104399.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $23.87             | $23.37             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  |  | $20651597.01       | $20908101.33       | Agency Mortgage-Backed Securities |

### Security 206: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  4.210%, 10/1/2025
- **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: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $214259000.00
- **C.18.a - Value (excl. sponsor support):** $214259000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 AL5503 C | 2045-03-20      | 3.5000%  |  | $105185.12         | $95974.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AH6627 C | 2044-05-20      | 4.0000%  |  | $34708.64          | $33002.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AD8811 C | 2043-03-20      | 3.0000%  |  | $20281.61          | $18719.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9907 M | 2054-09-20      | 6.0000%  |  | $2667894.69        | $2730759.18        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CF8177 X | 2051-08-15      | 3.5000%  |  | $228515.18         | $211178.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF5487 C | 2051-07-20      | 2.0000%  |  | $107861.33         | $88240.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC2989 C | 2051-01-20      | 2.0000%  |  | $221885.00         | $181833.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CA4755 C | 2051-01-20      | 2.0000%  |  | $428125.29         | $351935.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BX4966 C | 2050-09-20      | 3.5000%  |  | $1795.93           | $1663.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BX4959 C | 2050-09-20      | 2.5000%  |  | $1420.52           | $1223.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BV9801 C | 2036-03-20      | 5.5000%  |  | $371106.82         | $385026.13         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6606 X | 2050-02-15      | 3.0000%  |  | $172158.69         | $154830.35         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BP6229 X | 2049-11-15      | 3.0000%  |  | $58411.83          | $52532.49          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN9283 X | 2049-07-15      | 4.5000%  |  | $50716.96          | $49897.62          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BK0829 X | 2048-12-15      | 5.5000%  |  | $48692.94          | $49343.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BG7731 C | 2048-04-20      | 4.5000%  |  | $63618.83          | $62652.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF4034 C | 2048-02-20      | 3.5000%  |  | $115253.17         | $104587.57         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE4664 X | 2047-12-15      | 4.0000%  |  | $7203.49           | $6900.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BD2035 C | 2047-11-20      | 3.0000%  |  | $51943.58          | $46233.04          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA7886 X | 2047-05-15      | 4.0000%  |  | $7113.46           | $6816.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M | 2054-02-20      | 5.5000%  |  | $7770970.61        | $7894377.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9306 M | 2053-11-20      | 6.0000%  |  | $1027128.33        | $1054811.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9304 M | 2053-11-20      | 5.0000%  |  | $48932.08          | $49091.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9239 M | 2053-10-20      | 4.5000%  |  | $64586.33          | $63128.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9852 M | 2054-08-20      | 6.0000%  |  | $29485003.83       | $30194098.50       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9778 M | 2054-07-20      | 5.0000%  |  | $75151.83          | $75165.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9777 M | 2054-07-20      | 4.5000%  |  | $184547.64         | $179995.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8484 M | 2052-12-20      | 2.0000%  |  | $604382.67         | $502489.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3035 M | 2045-08-20      | 4.0000%  |  | $33957.24          | $32692.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2892 M | 2045-06-20      | 3.5000%  |  | $58362.26          | $54694.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2827 M | 2045-05-20      | 4.0000%  |  | $31730.57          | $30666.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2374 M | 2044-11-20      | 5.0000%  |  | $23029.72          | $23643.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1376 M | 2043-10-20      | 4.0000%  |  | $20733.73          | $20123.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1158 M | 2043-07-20      | 4.0000%  |  | $29250.75          | $28370.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1011 M | 2043-05-20      | 3.0000%  |  | $62610.99          | $57799.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1759 M | 2044-03-20      | 3.0000%  |  | $66374.43          | $61301.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0532 M | 2042-11-20      | 2.5000%  |  | $3278.76           | $2929.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0461 M | 2042-10-20      | 3.0000%  |  | $2330.99           | $2158.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8198 M | 2052-08-20      | 3.0000%  |  | $415.30            | $373.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7940 M | 2052-03-20      | 4.5000%  |  | $26531.00          | $26114.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M | 2052-03-20      | 2.0000%  |  | $110391.26         | $91676.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M | 2052-02-20      | 2.5000%  |  | $6850.52           | $5932.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7704 M | 2051-11-20      | 2.0000%  |  | $1972222.66        | $1637893.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7648 M | 2051-10-20      | 2.0000%  |  | $536197.07         | $445304.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7588 M | 2051-09-20      | 2.0000%  |  | $1934609.85        | $1606672.41        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699306 X | 2038-10-15      | 6.0000%  |  | $8233.48           | $8522.47           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698465 X | 2039-08-15      | 6.0000%  |  | $4433.53           | $4587.21           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697489 X | 2038-09-15      | 6.0000%  |  | $245.41            | $257.05            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689876 X | 2038-09-15      | 6.5000%  |  | $1117.70           | $1166.77           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673101 X | 2038-09-15      | 6.0000%  |  | $108418.17         | $115036.38         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 668415 X | 2037-04-15      | 6.0000%  |  | $26614.71          | $27653.31          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 655321 X | 2036-04-15      | 6.5000%  |  | $10586.43          | $11116.74          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 643705 X | 2035-07-15      | 5.0000%  |  | $1186.26           | $1220.36           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 624207 X | 2034-01-15      | 5.5000%  |  | $243.66            | $245.54            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 618677 X | 2036-10-15      | 6.0000%  |  | $551.16            | $583.26            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615294 X | 2033-07-15      | 6.5000%  |  | $13464.25          | $13861.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783356 C | 2041-06-20      | 6.0000%  |  | $481.62            | $511.32            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783353 X | 2041-04-15      | 5.0000%  |  | $4110.32           | $4231.77           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783292 X | 2040-12-15      | 6.0000%  |  | $4639.14           | $4906.97           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783065 X | 2040-08-15      | 5.0000%  |  | $673.88            | $694.12            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782939 X | 2036-09-15      | 5.0000%  |  | $18458.95          | $18804.20          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782451 X | 2038-10-15      | 6.5000%  |  | $2186.48           | $2336.94           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782365 X | 2038-07-15      | 6.0000%  |  | $4805.11           | $5085.26           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781846 X | 2034-09-15      | 6.5000%  |  | $122.46            | $127.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787732 C | 2054-12-20      | 5.5000%  |  | $3421146.67        | $3487963.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787405 C | 2052-02-20      | 2.5000%  |  | $15170.42          | $13088.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787313 C | 2051-09-20      | 2.5000%  |  | $226415.28         | $194579.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786594 M | 2050-03-20      | 3.5000%  |  | $34524.91          | $32499.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787236 C | 2054-01-20      | 6.5000%  |  | $476097.60         | $497346.37         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785690 X | 2050-04-15      | 4.5000%  |  | $63658.42          | $63900.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M | 2044-12-20      | 3.5000%  |  | $160644.95         | $151754.77         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780994 X | 2029-03-15      | 6.0000%  |  | $30.88             | $31.59             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780931 X | 2028-12-15      | 7.0000%  |  | $1315.23           | $1352.71           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780498 X | 2027-01-15      | 7.5000%  |  | $1.31              | $1.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 737730 C | 2040-12-20      | 4.0000%  |  | $54337.34          | $52199.83          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737193 X | 2040-04-15      | 5.0000%  |  | $13392.19          | $13794.47          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 716461 X | 2039-07-15      | 5.0000%  |  | $622.24            | $640.13            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 485528 X | 2031-06-15      | 6.5000%  |  | $17.47             | $18.13             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 474223 X | 2028-05-15      | 6.0000%  |  | $96.72             | $98.52             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 454197 X | 2028-08-15      | 7.0000%  |  | $138.50            | $139.31            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 430355 X | 2041-08-15      | 5.0000%  |  | $40359.16          | $40963.93          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 609093 X | 2038-05-15      | 7.5000%  |  | $17187.43          | $17542.94          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 608989 X | 2036-07-15      | 6.5000%  |  | $20236.83          | $21429.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005238 M | 2041-11-20      | 5.5000%  |  | $38599.27          | $40071.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005124 M | 2041-07-20      | 6.0000%  |  | $1249.20           | $1314.66           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784315 X | 2036-06-15      | 6.0000%  |  | $6890.46           | $7074.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784295 C | 2047-03-20      | 3.5000%  |  | $153477.57         | $142322.73         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781607 X | 2033-03-15      | 6.0000%  |  | $410.55            | $430.54            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781445 X | 2031-11-15      | 8.0000%  |  | $173.01            | $182.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005116 M | 2041-07-20      | 5.0000%  |  | $18051.42          | $18565.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004853 M | 2040-11-20      | 4.0000%  |  | $133448.59         | $131778.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004679 M | 2040-04-20      | 5.0000%  |  | $867.37            | $893.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005312 M | 2042-02-20      | 3.0000%  |  | $554.40            | $513.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004245 M | 2038-09-20      | 6.0000%  |  | $6125.09           | $6572.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M | 2036-04-20      | 5.5000%  |  | $381.63            | $396.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003829 M | 2036-03-20      | 5.0000%  |  | $217.99            | $223.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003796 M | 2035-12-20      | 5.5000%  |  | $227.57            | $236.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003691 M | 2035-03-20      | 5.5000%  |  | $340.11            | $353.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003610 M | 2034-09-20      | 5.5000%  |  | $248.28            | $257.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004422 M | 2039-04-20      | 4.0000%  |  | $1541.63           | $1506.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M | 2032-10-20      | 5.5000%  |  | $8116.77           | $8456.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003251 M | 2032-06-20      | 7.0000%  |  | $90.96             | $94.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003171 M | 2031-12-20      | 5.5000%  |  | $22112.22          | $22739.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003093 M | 2031-06-20      | 5.5000%  |  | $906.30            | $934.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003080 M | 2031-05-20      | 6.5000%  |  | $13.07             | $13.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002713 M | 2029-02-20      | 6.0000%  |  | $9.23              | $9.52              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003474 M | 2033-11-20      | 6.0000%  |  | $2230.31           | $2326.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0391 M | 2042-09-20      | 3.0000%  |  | $21288.43          | $19713.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0850 M | 2043-03-20      | 2.5000%  |  | $13817.97          | $12324.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB9233 C | 2042-11-20      | 4.0000%  |  | $43809.58          | $42084.90          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 762838 X | 2041-03-15      | 4.0000%  |  | $18623.16          | $18076.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7418 M | 2051-06-20      | 2.5000%  |  | $4765.92           | $4122.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8097 M | 2052-06-20      | 2.5000%  |  | $19306.32          | $16715.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7053 M | 2050-12-20      | 3.0000%  |  | $4990.60           | $4492.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6994 M | 2050-11-20      | 2.0000%  |  | $99810.60          | $83017.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M | 2050-08-20      | 3.0000%  |  | $379296.99         | $341824.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  |  | $86.89             | $78.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M | 2050-06-20      | 3.0000%  |  | $2695697.39        | $2425215.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M | 2050-03-20      | 4.0000%  |  | $33979.03          | $32525.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6413 M | 2050-01-20      | 5.0000%  |  | $168796.46         | $171842.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7194 M | 2051-02-20      | 3.0000%  |  | $7219.28           | $6482.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6039 M | 2049-07-20      | 3.5000%  |  | $32583.22          | $30165.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5934 M | 2049-05-20      | 5.5000%  |  | $67483.99          | $69445.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5933 M | 2049-05-20      | 5.0000%  |  | $8558.32           | $8705.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5878 M | 2049-04-20      | 5.0000%  |  | $181488.91         | $184918.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M | 2049-02-20      | 4.5000%  |  | $107029.26         | $106511.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5763 M | 2049-02-20      | 4.0000%  |  | $1909.30           | $1832.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5713 M | 2049-01-20      | 5.5000%  |  | $38952.59          | $40060.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN6094 C | 2052-06-20      | 5.0000%  |  | $268288.12         | $272563.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5595 M | 2048-11-20      | 4.0000%  |  | $47111.70          | $45230.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M | 2048-10-20      | 5.0000%  |  | $35058.42          | $35737.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M | 2048-10-20      | 4.5000%  |  | $90087.00          | $89433.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5264 M | 2048-06-20      | 4.0000%  |  | $48331.88          | $46441.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4903 M | 2047-12-20      | 5.0000%  |  | $52225.93          | $53426.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4778 M | 2047-10-20      | 3.5000%  |  | $79529.16          | $74233.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4722 M | 2047-09-20      | 5.0000%  |  | $14383.87          | $14714.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4588 M | 2047-07-20      | 4.5000%  |  | $439435.20         | $438145.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4512 M | 2047-06-20      | 4.5000%  |  | $33865.31          | $33765.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4324 M | 2047-03-20      | 5.0000%  |  | $8658.26           | $8889.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4194 M | 2047-01-20      | 2.5000%  |  | $97861.51          | $86709.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4004 M | 2046-10-20      | 3.5000%  |  | $147679.48         | $138062.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3875 M | 2046-08-20      | 4.0000%  |  | $269903.00         | $260106.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3803 M | 2046-07-20      | 3.5000%  |  | $12606.60          | $11716.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3661 M | 2046-05-20      | 2.5000%  |  | $32580.81          | $28868.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3603 M | 2039-10-20      | 6.5000%  |  | $18144.43          | $19250.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4385 M | 2047-04-20      | 5.0000%  |  | $6008.04           | $6149.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3376 M | 2046-01-20      | 3.5000%  |  | $30365.59          | $28435.45          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0562 X | 2046-12-15      | 4.0000%  |  | $433038.11         | $413703.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0530 C | 2055-09-20      | 6.0000%  |  | $5391077.83        | $5550569.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9832 C | 2055-08-20      | 6.0000%  |  | $932046.84         | $962468.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7501 C | 2055-08-20      | 6.0000%  |  | $2365468.06        | $2446327.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7496 C | 2055-08-20      | 6.0000%  |  | $1507529.65        | $1571882.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5273 C | 2055-07-20      | 6.0000%  |  | $307699.88         | $317743.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3172 C | 2055-08-20      | 6.0000%  |  | $157939.00         | $164343.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3127 C | 2055-08-20      | 6.0000%  |  | $320474.50         | $332461.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3110 C | 2055-08-20      | 5.5000%  |  | $2772939.47        | $2828072.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2966 C | 2055-06-20      | 6.0000%  |  | $369641.81         | $382505.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2962 C | 2055-06-20      | 6.0000%  |  | $403731.76         | $419526.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3593 C | 2055-04-20      | 6.5000%  |  | $911749.00         | $952245.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1414 C | 2055-08-20      | 6.0000%  |  | $155520.23         | $160596.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6687 C | 2055-04-20      | 6.5000%  |  | $1086088.70        | $1134294.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0149 M | 2055-01-20      | 6.5000%  |  | $535387.52         | $553245.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M | 2055-01-20      | 6.0000%  |  | $5198166.74        | $5315090.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3527 C | 2055-09-20      | 6.0000%  |  | $647405.85         | $672764.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6831 C | 2055-02-20      | 6.5000%  |  | $337573.99         | $350489.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF3292 C | 2054-11-20      | 5.5000%  |  | $490495.45         | $498582.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0569 C | 2055-08-20      | 6.0000%  |  | $295572.69         | $305950.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002592 M | 2028-05-20      | 7.5000%  |  | $10.89             | $11.20             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 577470 X | 2032-12-15      | 6.0000%  |  | $103.11            | $108.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AI4167 C | 2044-08-20      | 4.0000%  |  | $4783.14           | $4602.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3490 X | 2049-02-15      | 4.5000%  |  | $36258.09          | $36426.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AX4344 C | 2046-10-20      | 3.5000%  |  | $1917.68           | $1775.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AW2406 C | 2046-10-20      | 3.0000%  |  | $34825.87          | $31257.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AU2016 C | 2046-08-20      | 3.0000%  |  | $2180.80           | $1962.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9814 C | 2055-03-20      | 6.5000%  |  | $637760.22         | $666113.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8349 C | 2055-04-20      | 6.5000%  |  | $422008.25         | $440806.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1055 C | 2055-08-20      | 6.0000%  |  | $736139.70         | $762166.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1027 C | 2055-08-20      | 5.5000%  |  | $4520873.71        | $4616149.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1022 C | 2055-08-20      | 5.5000%  |  | $2879440.36        | $2936224.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0989 C | 2055-08-20      | 6.0000%  |  | $2171046.95        | $2245896.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9934 C | 2055-08-20      | 6.0000%  |  | $215320.12         | $223225.45         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-140 MU | 2055-08-20      | 5.0000%  |  | $3652513.67        | $3553463.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-157 TA | 2055-09-20      | 5.0000%  |  | $2720375.10        | $2702164.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DL8986 C | 2055-08-20      | 5.5000%  |  | $295038.15         | $300573.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7798 C | 2055-07-20      | 6.0000%  |  | $689693.33         | $712205.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7979 C | 2055-08-20      | 6.0000%  |  | $324091.49         | $334669.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6827 C | 2055-08-20      | 6.0000%  |  | $1560854.74        | $1622930.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6655 C | 2055-08-20      | 5.0000%  |  | $526651.53         | $527233.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6497 C | 2055-08-20      | 6.0000%  |  | $434776.40         | $449947.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5926 C | 2055-08-20      | 5.5000%  |  | $324402.77         | $330489.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1939 C | 2055-08-20      | 6.0000%  |  | $4294859.40        | $4435040.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4681 C | 2055-08-20      | 6.0000%  |  | $355632.71         | $368370.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4340 C | 2055-08-20      | 6.0000%  |  | $150960.19         | $157238.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2212 C | 2055-08-20      | 6.0000%  |  | $159004.63         | $165684.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2443 C | 2055-04-20      | 5.5000%  |  | $2246581.76        | $2288722.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2430 C | 2055-04-20      | 5.5000%  |  | $2277328.80        | $2320045.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2575 C | 2055-04-20      | 6.5000%  |  | $761827.99         | $795641.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M | 2055-07-20      | 5.5000%  |  | $15412.83          | $15604.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0421 M | 2055-06-20      | 4.0000%  |  | $19846.62          | $18762.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  |  | $32183516.84       | $32588339.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0207 M | 2055-02-20      | 6.5000%  |  | $1843.11           | $1903.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3942 C | 2055-03-20      | 6.5000%  |  | $652300.64         | $681285.69         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638161 X | 2035-02-15      | 5.5000%  |  | $194.60            | $200.29            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781904 X | 2035-04-15      | 5.0000%  |  | $17630.68          | $18134.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003736 M | 2035-07-20      | 5.5000%  |  | $150.70            | $156.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003797 M | 2035-12-20      | 6.0000%  |  | $277.87            | $292.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004559 M | 2039-10-20      | 5.0000%  |  | $29014.35          | $30001.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1012 M | 2043-05-20      | 3.5000%  |  | $86646.02          | $82433.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW1889 C | 2054-02-20      | 7.0000%  |  | $228786.06         | $238917.82         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723434 X | 2039-11-15      | 5.0000%  |  | $346.41            | $356.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG0780 C | 2051-09-20      | 2.0000%  |  | $89924.58          | $73900.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787406 C | 2052-03-20      | 2.5000%  |  | $12626.67          | $10793.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9305 M | 2053-11-20      | 5.5000%  |  | $231768.16         | $236250.68         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AT2378 X | 2046-09-15      | 2.5000%  |  | $3012.93           | $2615.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3034 M | 2045-08-20      | 3.5000%  |  | $64334.28          | $60277.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M | 2051-05-20      | 2.0000%  |  | $499573.35         | $414896.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7647 M | 2051-10-20      | 1.5000%  |  | $261181.33         | $207877.96         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BO1629 X | 2049-07-15      | 4.0000%  |  | $1915.54           | $1827.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6819 M | 2050-08-20      | 2.5000%  |  | $18000.93          | $15578.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8431 M | 2052-11-20      | 6.5000%  |  | $429.99            | $445.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AQ8311 C | 2045-11-20      | 3.5000%  |  | $53982.59          | $49988.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784789 M | 2046-02-20      | 3.0000%  |  | $38584.88          | $35540.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3804 M | 2046-07-20      | 4.0000%  |  | $23123.32          | $22269.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AT4176 C | 2046-07-20      | 3.0000%  |  | $1553.95           | $1397.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3677 C | 2055-04-20      | 6.5000%  |  | $1005436.82        | $1050205.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785805 C | 2051-12-20      | 2.5000%  |  | $27625.01          | $23688.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M | 2051-08-20      | 2.5000%  |  | $11776580.16       | $10186033.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6153 M | 2049-09-20      | 3.0000%  |  | $22865.40          | $20585.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784119 M | 2046-02-20      | 3.0000%  |  | $3103.01           | $2830.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BH3672 C | 2048-05-20      | 4.5000%  |  | $787.95            | $769.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8047 C | 2055-07-20      | 6.0000%  |  | $3511262.01        | $3625782.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6622 C | 2055-04-20      | 5.5000%  |  | $347517.36         | $355755.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3707 C | 2054-01-20      | 7.0000%  |  | $335409.50         | $351742.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7587 M | 2051-09-20      | 1.5000%  |  | $10448.50          | $8325.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ6216 C | 2050-12-20      | 2.5000%  |  | $585418.62         | $500901.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3662 M | 2046-05-20      | 3.0000%  |  | $6373.23           | $5811.19           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE1031 X | 2047-10-15      | 4.0000%  |  | $7747.04           | $7423.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CA4754 C | 2051-01-20      | 2.0000%  |  | $480281.40         | $394584.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3453 M | 2046-02-20      | 3.0000%  |  | $62293.62          | $56816.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7703 M | 2051-11-20      | 1.5000%  |  | $5061.02           | $4021.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0568 C | 2055-08-20      | 6.0000%  |  | $164556.69         | $171146.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4260 M | 2047-02-20      | 2.5000%  |  | $23086.17          | $20455.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5710 M | 2049-01-20      | 4.0000%  |  | $42551.39          | $40797.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP8086 C | 2050-02-20      | 3.5000%  |  | $67621.95          | $61492.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788178 C | 2055-09-20      | 5.0000%  |  | $10012872.72       | $10060691.97       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0109 C | 2055-04-20      | 5.5000%  |  | $937136.92         | $954720.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3172 M | 2045-10-20      | 3.0000%  |  | $439770.81         | $401170.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7311 M | 2051-04-20      | 2.0000%  |  | $437906.90         | $363685.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4003 M | 2046-10-20      | 3.0000%  |  | $81792.49          | $74553.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6341 M | 2049-12-20      | 4.5000%  |  | $43656.52          | $43258.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7744 C | 2055-04-20      | 5.5000%  |  | $314555.65         | $321234.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5136 M | 2048-04-20      | 3.5000%  |  | $23234.11          | $21659.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M | 2048-06-20      | 5.0000%  |  | $25870.79          | $26242.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7613 C | 2050-05-20      | 4.5000%  |  | $78740.01          | $77457.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2753 M | 2045-04-20      | 3.0000%  |  | $13737735.17       | $12546984.93       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6495 C | 2055-08-20      | 6.0000%  |  | $1432635.75        | $1476589.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8796 M | 2053-04-20      | 3.0000%  |  | $64138.17          | $58040.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M | 2046-07-20      | 3.0000%  |  | $184940.81         | $168400.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5986 M | 2049-06-20      | 4.0000%  |  | $66374.03          | $63573.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BG0317 C | 2048-02-20      | 3.0000%  |  | $16083.13          | $14493.36          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 651861 X | 2036-06-15      | 6.0000%  |  | $4168.68           | $4411.47           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782962 X | 2040-05-15      | 5.0000%  |  | $15292.85          | $15739.61          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783657 X | 2041-10-15      | 4.0000%  |  | $1907881.06        | $1853256.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M | 2052-04-20      | 2.0000%  |  | $41928.70          | $34820.41          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 661590 X | 2037-01-15      | 6.0000%  |  | $3989.52           | $4146.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003998 M | 2037-06-20      | 6.0000%  |  | $299.64            | $316.28            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617572 X | 2037-06-15      | 6.5000%  |  | $607.80            | $642.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004837 M | 2040-10-20      | 6.0000%  |  | $15212.29          | $16009.77          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738324 X | 2041-05-15      | 5.0000%  |  | $1401.59           | $1437.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1447 M | 2043-11-20      | 3.0000%  |  | $22111.45          | $20375.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7051 M | 2050-12-20      | 2.0000%  |  | $21038.86          | $17473.01          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC5919 X | 2047-09-15      | 4.0000%  |  | $5570.94           | $5326.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5021 M | 2048-02-20      | 4.5000%  |  | $12901.08          | $12863.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M | 2050-05-20      | 3.0000%  |  | $306556.09         | $275844.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5877 M | 2049-04-20      | 4.5000%  |  | $65224.43          | $64912.20          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC1137 X | 2047-08-15      | 4.0000%  |  | $64911.14          | $62203.06          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783346 X | 2040-12-15      | 6.0000%  |  | $31768.32          | $33386.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005189 M | 2041-09-20      | 6.0000%  |  | $4461.88           | $4682.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002549 M | 2028-02-20      | 7.5000%  |  | $3.87              | $3.92              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 433804 X | 2028-06-15      | 6.5000%  |  | $50.75             | $51.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002631 M | 2028-08-20      | 7.0000%  |  | $1925.93           | $1986.34           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487238 X | 2028-12-15      | 6.0000%  |  | $22.47             | $23.08             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781043 X | 2029-05-15      | 6.0000%  |  | $22.97             | $23.82             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002935 M | 2030-06-20      | 8.0000%  |  | $2161.18           | $2301.75           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 556280 X | 2031-11-15      | 7.5000%  |  | $5721.30           | $5756.68           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003284 M | 2032-09-20      | 5.5000%  |  | $46701.05          | $48174.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003389 M | 2033-05-20      | 5.0000%  |  | $66.32             | $67.14             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673009 X | 2038-08-15      | 6.0000%  |  | $2353.86           | $2491.09           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697488 X | 2038-09-15      | 6.0000%  |  | $871.32            | $916.16            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 699281 X | 2038-09-15      | 6.5000%  |  | $5941.10           | $6290.70           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 411081 X | 2038-11-15      | 6.0000%  |  | $1813.21           | $1885.03           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782539 X | 2038-11-15      | 5.5000%  |  | $13446.26          | $14121.41          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782615 X | 2035-06-15      | 7.0000%  |  | $2845.97           | $3020.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005269 M | 2041-12-20      | 6.0000%  |  | $1603.69           | $1692.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0087 M | 2042-05-20      | 3.0000%  |  | $2316.57           | $2145.24           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 777247 X | 2043-02-15      | 2.5000%  |  | $4075.99           | $3579.22           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA2431 X | 2043-03-15      | 2.5000%  |  | $88315.78          | $77552.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2445 M | 2044-12-20      | 3.5000%  |  | $166105.19         | $156382.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2771 C | 2055-07-20      | 6.0000%  |  | $10452116.55       | $10767449.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  |  | $1688875.65        | $1646814.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3898 C | 2055-01-20      | 6.5000%  |  | $506192.02         | $528659.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9935 C | 2055-08-20      | 6.0000%  |  | $340105.92         | $352151.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3757 C | 2055-08-20      | 6.0000%  |  | $149830.17         | $154720.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2922 C | 2054-12-20      | 5.5000%  |  | $282999.66         | $288307.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8007 C | 2055-08-20      | 5.5000%  |  | $473124.57         | $484340.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3193 C | 2055-08-20      | 6.0000%  |  | $616458.08         | $636578.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3528 C | 2055-09-20      | 6.0000%  |  | $488276.26         | $508117.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4352 C | 2055-08-20      | 6.0000%  |  | $152253.89         | $158586.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4061 C | 2055-04-20      | 6.5000%  |  | $495655.78         | $517713.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7412 C | 2054-12-20      | 5.5000%  |  | $355092.87         | $362915.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3496 C | 2055-04-20      | 6.5000%  |  | $2076191.41        | $2155826.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4821 C | 2055-08-20      | 5.0000%  |  | $573.04            | $573.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3489 C | 2055-04-20      | 6.5000%  |  | $668909.73         | $698684.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2593 C | 2055-08-20      | 6.0000%  |  | $200264.91         | $208284.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2899 C | 2055-07-20      | 5.5000%  |  | $376919.09         | $383991.05         | Agency Mortgage-Backed Securities         |

### Security 207: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.210%, 10/1/2025
- **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: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 MB0624 M | 2055-09-20      | 6.0000%  |  | $17620365.08       | $18043136.37       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0619 M | 2055-09-20      | 3.5000%  |  | $77202879.12       | $70813525.92       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0557 M | 2055-08-20      | 6.0000%  |  | $113395689.46      | $115999632.44      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0260 M | 2055-03-20      | 6.0000%  |  | $1757352.08        | $1797230.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9727 M | 2054-06-20      | 6.5000%  |  | $28772002.49       | $29760726.78       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M | 2055-05-20      | 5.0000%  |  | $31814360.57       | $31816835.02       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7418 M | 2051-06-20      | 2.5000%  |  | $7329158.23        | $6339310.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M | 2055-01-20      | 5.5000%  |  | $22446287.59       | $22728629.47       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0625 M | 2055-09-20      | 6.5000%  |  | $8433236.35        | $8736757.90        | Agency Mortgage-Backed Securities |

### Security 208: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.210%, 10/1/2025
- **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: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 2024-097 MN      | 2064-06-20      | 5.0000%  |  | $35100.29          | $34845.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 PY      | 2055-07-20      | 4.5000%  |  | $365192.37         | $334384.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NL      | 2055-06-20      | 5.0000%  |  | $89297.94          | $87383.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H08 FA      | 2061-02-20      | 5.0658%  |  | $22785.76          | $22796.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PK      | 2055-02-20      | 4.5000%  |  | $2791.17           | $2569.59           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-09O FA      | 2072-04-20      | 5.0588%  |  | $6064.54           | $6011.97           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05586V 05/25/38  | 2038-05-25      | 4.5000%  |  | $261292.99         | $261050.77         | Agency Collateralized Mortgage Obligation |
| 04FGZFRESB MORTGAGE TR 201 | 2039-04-25      | 5.1692%  |  | $1238.07           | $1237.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788170 C      | 2055-09-20      | 6.5000%  |  | $22850404.33       | $23869946.21       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788162 C      | 2051-08-20      | 3.5000%  |  | $22464183.38       | $20566441.61       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $32903807.04       | $33314431.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0206 M      | 2055-02-20      | 6.0000%  |  | $32157902.81       | $32881241.23       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7484 C      | 2065-09-20      | 6.5000%  |  | $3510028.65        | $3619106.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM0325 C      | 2065-09-20      | 6.5000%  |  | $3931232.09        | $4053399.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9270 C      | 2065-09-20      | 7.0000%  |  | $3650429.80        | $3765958.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9225 C      | 2065-09-20      | 7.0000%  |  | $3790830.95        | $3910802.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9187 C      | 2065-08-20      | 7.0000%  |  | $3227663.03        | $3329811.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8432 C      | 2065-09-20      | 6.5000%  |  | $10951289.40       | $11291612.88       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M      | 2054-06-20      | 6.5000%  |  | $29463306.59       | $30475786.93       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495  | 2028-02-01      | 3.2680%  |  | $8353.06           | $8199.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8447 C      | 2065-08-20      | 6.5000%  |  | $3650429.80        | $3763870.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8409 C      | 2065-09-20      | 6.5000%  |  | $3790830.95        | $3908635.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8413 C      | 2065-08-20      | 6.5000%  |  | $7020057.31        | $7238213.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM0317 C      | 2065-09-20      | 6.5000%  |  | $8143266.48        | $8396327.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0610 M      | 2055-09-20      | 5.5000%  |  | $8424068.77        | $8474415.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9186 C      | 2065-08-20      | 7.0000%  |  | $3367068.51        | $3473629.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M      | 2055-01-20      | 5.5000%  |  | $12446626.19       | $12603186.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $18387109.19       | $18618392.48       | Agency Mortgage-Backed Securities         |
| USTR 4 5/8 NOTE B 35       | 2035-02-15      | 4.6250%  |  | $1095957.31        | $1146131.60        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44         | 2044-02-15      | 4.5000%  |  | $10629461.89       | $10476780.30       | U.S. Treasuries (including strips)        |

### Security 209: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.210%, 10/1/2025
- **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: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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%  |  | $7891968.12        | $7197803.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $13500668.62       | $13097973.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $91695997.92       | $72432237.77       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $171441943.00      | $161642864.49      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $3718467.94        | $3339134.63        | Agency Mortgage-Backed Securities         |

### Security 210: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.160%, 10/30/2025
- **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:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4825347.91        | $4333098.09        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $19634871.20       | $18512604.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $355306.19         | $320665.02         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $81959031.49       | $76742621.40       | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $34988344.19       | $30729477.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $6208570.82        | $5662475.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $80381457.60       | $70415407.27       | Agency Collateralized Mortgage Obligation |

### Security 211: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.210%, 10/1/2025
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $150037000.00
- **C.18.a - Value (excl. sponsor support):** $150037000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2024-184 AF | 2054-11-20      | 6.0000%  |  | $12921396.18       | $13026804.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL | 2054-06-20      | 5.5888%  |  | $6799760.78        | $6815158.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA | 2054-04-20      | 5.4888%  |  | $13194657.73       | $13207254.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A  | 2052-07-20      | 4.5000%  |  | $6371414.59        | $6376900.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HD | 2055-09-20      | 5.0000%  |  | $7694205.13        | $7745239.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC | 2072-11-20      | 5.3888%  |  | $7594818.39        | $7649857.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 QF | 2065-08-20      | 5.2888%  |  | $14793951.65       | $14831278.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FD | 2055-05-20      | 6.0000%  |  | $15211983.06       | $15339713.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F  | 2055-05-20      | 6.0000%  |  | $2471401.06        | $2492152.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FD | 2055-02-20      | 6.0000%  |  | $3329753.92        | $3357336.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF | 2054-12-20      | 5.6888%  |  | $7244120.06        | $7240659.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF | 2055-05-20      | 6.0000%  |  | $15211983.06       | $15335438.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF | 2055-04-20      | 5.8988%  |  | $7647612.18        | $7680799.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF | 2054-04-20      | 5.4888%  |  | $6597328.86        | $6603627.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 BC | 2055-09-20      | 5.0000%  |  | $11842664.09       | $11921213.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ | 2054-10-20      | 5.5888%  |  | $7260504.79        | $7246241.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 JT | 2055-08-20      | 5.0000%  |  | $7684873.67        | $7686508.84        | Agency Collateralized Mortgage Obligation |

### Security 212: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.160%, 11/4/2025
- **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):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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 GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  |  | $6954478.16        | $6803051.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1766120.81        | $1704768.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  |  | $39306121.62       | $38897220.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.1058%  |  | $5175022.95        | $5183009.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FV     | 2055-09-20      | 5.1814%  |  | $54114490.54       | $54351689.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $10830035.50       | $10870043.75       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AT R25F074 | 2055-09-25      | 5.0000%  |  | $72962534.23       | $72650238.38       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $398571.82         | $380730.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.8388%  |  | $20817775.70       | $20652456.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 5.4388%  |  | $38150304.89       | $38290575.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  |  | $7743764.71        | $7843281.12        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580AN 01/25/53 | 2053-01-25      | 5.0000%  |  | $778389.69         | $765665.96         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $5908112.58        | $5325448.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1400665.79        | $1244260.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QC 08/25/55 | 2055-08-25      | 5.0000%  |  | $4713726.80        | $4752566.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  |  | $36685623.65       | $36937315.56       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  |  | $5363342.78        | $5362982.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 5.0158%  |  | $8305856.15        | $8304886.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1888%  |  | $10361316.77       | $10338753.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $24363072.05       | $21571239.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  |  | $696102.89         | $568766.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.4888%  |  | $36978971.84       | $37047740.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.1258%  |  | $7120207.13        | $7134311.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.4388%  |  | $7615368.54        | $7621474.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5888%  |  | $6961240.85        | $6975068.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 5.3888%  |  | $46004191.24       | $45976721.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3658%  |  | $3899853.27        | $3919545.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $5391891.89        | $5656064.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC091FP R25F091 | 2055-10-25      | 5.3238%  |  | $5908794.85        | $5906008.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-024 FB     | 2053-02-20      | 5.2388%  |  | $43221225.16       | $42970940.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $19042690.87       | $18676999.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  |  | $4898367.41        | $4738597.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  |  | $7117375.90        | $7158132.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 HJ     | 2051-08-20      | 5.2500%  |  | $53868632.12       | $54515280.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 DT     | 2065-03-20      | 5.0000%  |  | $8046786.09        | $8083743.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3658%  |  | $11662303.12       | $11717600.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-190 AF     | 2053-12-20      | 5.7388%  |  | $39517277.35       | $39812673.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3658%  |  | $3091402.93        | $3100613.79        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  |  | $7094488.37        | $5723093.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7888%  |  | $13667744.61       | $13747454.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8792%  |  | $4120211.18        | $3955746.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FE     | 2054-06-20      | 5.5388%  |  | $45281958.49       | $45425889.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3758%  |  | $3951776.11        | $3968817.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  |  | $21884315.75       | $21715215.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4658%  |  | $8664579.70        | $8676799.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  |  | $5255288.46        | $5287937.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5888%  |  | $21402807.14       | $21486972.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.5888%  |  | $22741323.12       | $22820018.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6888%  |  | $20073330.67       | $20191888.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.6888%  |  | $38362707.69       | $38589785.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6888%  |  | $5646871.84        | $5680076.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.6388%  |  | $13419285.08       | $13516391.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-146 FD     | 2053-10-20      | 5.7388%  |  | $27560395.82       | $27820513.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.4688%  |  | $3357699.08        | $3363760.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.4388%  |  | $16788495.39       | $16808184.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3888%  |  | $16177353.79       | $16150724.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $9232337.76        | $8872051.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $6652305.37        | $6558653.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 HF     | 2052-12-20      | 5.3888%  |  | $61338921.65       | $61302295.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $9507027.88        | $9424908.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $9692605.83        | $9357597.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 QM     | 2049-10-20      | 4.5000%  |  | $56188135.14       | $55942592.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  |  | $9243243.15        | $6725209.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FM     | 2065-09-20      | 5.2314%  |  | $53748908.72       | $54015566.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 EY     | 2055-09-20      | 4.5000%  |  | $38513513.51       | $38013800.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 AT     | 2055-09-20      | 5.0000%  |  | $32094594.85       | $32319378.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 YD     | 2055-09-20      | 5.1814%  |  | $48857142.53       | $49082436.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  |  | $30810810.81       | $31008436.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 CA     | 2051-07-20      | 5.0000%  |  | $44932432.18       | $45199725.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5888%  |  | $22128101.57       | $22359394.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $33032044.97       | $29081915.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $33371082.19       | $29758069.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $9101885.54        | $8031269.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $24099483.69       | $20884765.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $3319287.97        | $3371332.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9658%  |  | $4669926.20        | $4664454.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.6499%  |  | $17634183.44       | $17206953.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.6999%  |  | $24442663.70       | $23908702.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-153 V      | 2039-12-16      | 4.6500%  |  | $23878378.38       | $23463129.40       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $3549260.79        | $3218894.02        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AQ     | 2057-01-16      | 4.7500%  |  | $23108108.11       | $23168452.37       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AD     | 2058-05-16      | 5.0000%  |  | $23262162.16       | $23501361.81       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  |  | $66138460.30       | $60007131.05       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1530%  |  | $14572956.09       | $13929055.28       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  |  | $3358969.75        | $3116220.37        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.6420%  |  | $11767700.52       | $11159201.23       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-139 EP     | 2065-03-20      | 5.0000%  |  | $42543863.22       | $42949807.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 AP     | 2055-08-20      | 5.0000%  |  | $58456781.46       | $58885022.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  |  | $7662106.85        | $7490475.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  |  | $532166.64         | $514996.69         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063DT R25F063 | 2055-08-25      | 5.0000%  |  | $12267178.75       | $12220168.20       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7560%  |  | $13683553.82       | $13744588.60       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  |  | $2219920.46        | $2195400.95        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053NF R23F053 | 2053-11-25      | 5.5060%  |  | $5513749.88        | $5531453.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $25631.36          | $25037.35          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $235629.87         | $206159.96         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.6060%  |  | $41770321.68       | $41796286.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 5.5388%  |  | $37860759.91       | $37982957.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  |  | $22692233.56       | $22989119.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.4388%  |  | $22996273.18       | $22982838.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.3221%  |  | $18980633.01       | $18993652.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.5221%  |  | $48860982.66       | $48470471.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FD     | 2055-02-20      | 6.0000%  |  | $29817863.76       | $30064865.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.6388%  |  | $30578550.05       | $30741513.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 5.4888%  |  | $33362707.36       | $33450273.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.5888%  |  | $29001367.38       | $29129392.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.3388%  |  | $1896766.64        | $1898022.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.4888%  |  | $35767289.45       | $35833804.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.5888%  |  | $39233070.42       | $39386528.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FT     | 2054-10-20      | 5.3388%  |  | $21652838.65       | $21670615.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  |  | $15990353.62       | $13153228.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.6388%  |  | $21299934.47       | $21403331.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4888%  |  | $21299934.47       | $21340865.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.6999%  |  | $12139254.20       | $11885623.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.7158%  |  | $4622110.57        | $4672416.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $7235027.04        | $7291577.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.8158%  |  | $314559.95         | $313570.58         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  |  | $1062386.76        | $1067285.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  |  | $6988082.32        | $7021518.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  |  | $6677258.56        | $6729007.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  |  | $5687122.55        | $5735776.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $3186893.26        | $3041713.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $3231242.96        | $3085383.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $2216112.24        | $2164130.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $1008499.54        | $982115.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $3272322.00        | $3288248.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3858%  |  | $4297046.76        | $4318008.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.4158%  |  | $8077017.62        | $8121509.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4658%  |  | $3188299.72        | $3206942.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.2158%  |  | $2325284.42        | $2332599.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0658%  |  | $6859486.54        | $6867993.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.1058%  |  | $5850165.95        | $5859978.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  |  | $1460465.19        | $1466567.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5587AP 01/25/53 | 2053-01-25      | 5.0000%  |  | $65657837.84       | $66107185.49       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5586FB 10/25/55 | 2055-10-25      | 5.4054%  |  | $4940471.92        | $4942180.05        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  |  | $8918781.38        | $9048841.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580CJ 09/25/55 | 2055-09-25      | 5.0000%  |  | $18295783.48       | $18213045.89       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580AL 09/25/55 | 2055-09-25      | 5.0000%  |  | $2714819.11        | $2626833.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  |  | $927367.83         | $932484.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.4158%  |  | $7758995.21        | $7799143.31        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QA 08/25/55 | 2055-08-25      | 4.5000%  |  | $396038.53         | $394038.93         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DT 08/25/55 | 2055-08-25      | 5.0000%  |  | $13373742.29       | $13353678.69       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  |  | $17844692.77       | $17823935.43       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  |  | $16950564.12       | $16848691.23       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1704168.62        | $1614889.69        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $33304.15          | $32248.40          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC089PF R25F089 | 2055-10-25      | 5.3204%  |  | $95795178.24       | $96742874.76       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091PT R25F091 | 2055-10-25      | 6.0000%  |  | $134021297.76      | $138472189.82      | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  |  | $222101.27         | $212721.66         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5587PF 10/25/55 | 2055-10-25      | 0.0000%  |  | $99274743.24       | $100180823.82      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-189 FG     | 2053-12-20      | 5.5888%  |  | $30001641.12       | $30191384.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5888%  |  | $18290118.41       | $18406488.33       | Agency Collateralized Mortgage Obligation |

### Security 213: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.160%, 10/6/2025
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSL0933 | 2055-04-01      | 5.5000%  |  | $15647514.00       | $15989233.10       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ3326 | 2055-09-01      | 5.5000%  |  | $13706306.44       | $13891047.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3185 | 2055-09-01      | 6.0000%  |  | $16950377.89       | $17404636.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7380 | 2055-06-01      | 6.5000%  |  | $16889748.55       | $17639722.82       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX2839 | 2055-01-01      | 5.0000%  |  | $16327551.24       | $16276736.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5733 | 2055-06-01      | 4.5000%  |  | $16257215.53       | $15851029.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2879 | 2052-04-01      | 2.5000%  |  | $19099004.56       | $16416509.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1624 | 2045-05-01      | 3.0000%  |  | $17256849.40       | $15942458.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4842 | 2052-10-01      | 5.5000%  |  | $16737587.16       | $17094943.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $16165063.85       | $16269357.25       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7730 | 2050-11-01      | 2.5000%  |  | $23064407.55       | $19648543.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2340 | 2048-09-01      | 4.5000%  |  | $16423009.87       | $16287684.26       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ4410 | 2051-01-01      | 2.5000%  |  | $19230962.48       | $16378470.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8106 | 2052-10-01      | 6.0000%  |  | $17008012.77       | $17570626.48       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7041 | 2054-10-01      | 5.0000%  |  | $16786786.50       | $16739410.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  |  | $18324012.78       | $18266031.53       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  |  | $17257144.14       | $16825974.39       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ4671 | 2055-08-01      | 4.5000%  |  | $19246718.05       | $18769572.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1970 | 2054-07-01      | 6.0000%  |  | $17358200.66       | $17837171.27       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1272 | 2054-04-01      | 6.0000%  |  | $18113970.63       | $18624120.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2157 | 2055-08-01      | 6.5000%  |  | $16368088.43       | $17105816.36       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL1040 | 2048-07-01      | 3.5000%  |  | $18675692.78       | $17768566.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0712 | 2063-03-01      | 3.5000%  |  | $17446587.21       | $15877431.46       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $15483473.63       | $16079527.15       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  |  | $21266203.11       | $19560216.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 ZLZT2486 | 2045-04-01      | 3.0000%  |  | $20898962.31       | $19296234.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0577 | 2055-03-01      | 5.5000%  |  | $17539405.46       | $17783055.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $18546028.67       | $19045331.03       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8098 | 2052-10-01      | 5.5000%  |  | $16580604.42       | $16934609.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1344 | 2055-04-01      | 6.0000%  |  | $19089447.73       | $19763559.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3359 | 2052-12-01      | 5.5000%  |  | $16449825.91       | $16874684.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  |  | $17391279.08       | $18085819.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0936 | 2055-02-01      | 6.0000%  |  | $18045092.09       | $18687665.78       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8670 | 2054-06-01      | 6.0000%  |  | $17220579.44       | $17714695.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3799 | 2047-07-01      | 5.0000%  |  | $16629317.98       | $17085007.49       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6164 | 2055-09-01      | 6.5000%  |  | $17641582.78       | $18092397.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5034 | 2052-10-01      | 5.5000%  |  | $16595026.00       | $16909179.07       | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CTSC0739 | 2042-03-01      | 1.5000%  |  | $19237439.92       | $16216879.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2892 | 2055-09-01      | 5.5000%  |  | $962968.22         | $983189.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2658 | 2054-10-01      | 6.5000%  |  | $17390397.11       | $18152811.44       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4784 | 2055-09-01      | 6.5000%  |  | $17060418.67       | $17855060.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $19638203.05       | $19147542.55       | Agency Mortgage-Backed Securities |

### Security 214: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  4.210%, 10/1/2025
- **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: 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:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $212802.58         | $187945.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3382 | 2053-06-01      | 5.0000%  |  | $555876.08         | $558053.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $821118.17         | $696738.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8242 | 2038-07-01      | 4.5000%  |  | $3822.97           | $3834.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZA0863 | 2032-12-01      | 6.0000%  |  | $719.39            | $746.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  |  | $70.92             | $68.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG0570 | 2053-04-01      | 5.0000%  |  | $1088493.14        | $1088805.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5568 | 2054-05-01      | 5.5000%  |  | $2078164.40        | $2109604.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $511.96            | $493.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  |  | $335600.10         | $345835.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7003 | 2046-04-01      | 3.0000%  |  | $11962.48          | $10868.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1707 | 2048-05-01      | 4.5000%  |  | $585.95            | $581.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2254 | 2032-04-01      | 4.0000%  |  | $736.00            | $730.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9829 | 2047-06-01      | 3.5000%  |  | $9748.33           | $9141.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6694 | 2048-06-01      | 4.0000%  |  | $1556665.74        | $1518200.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4732 | 2047-08-01      | 4.5000%  |  | $165.54            | $164.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS2782 | 2039-10-01      | 4.5000%  |  | $82.48             | $83.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5021 | 2044-05-01      | 5.5000%  |  | $832.12            | $869.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  |  | $164.89            | $152.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $1304218.27        | $1341647.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI4377 | 2036-04-01      | 5.5000%  |  | $23.42             | $24.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2608 | 2046-05-01      | 3.0000%  |  | $1286.09           | $1168.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  |  | $1042.83           | $1024.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  |  | $14909.56          | $14069.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2262 | 2031-06-01      | 5.5000%  |  | $577.62            | $588.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $59882.55          | $58651.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4673 | 2046-08-01      | 4.0000%  |  | $14235.95          | $13752.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $685954.38         | $558216.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  |  | $473.91            | $449.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZK3063 | 2026-03-01      | 4.0000%  |  | $26.11             | $26.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  |  | $3157130.35        | $3220486.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  |  | $285220.31         | $290162.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $3725.84           | $3739.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  |  | $618.76            | $547.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM2235 | 2028-12-01      | 4.5000%  |  | $15.78             | $15.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  |  | $2823.26           | $2829.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $12625.30          | $11816.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9585 | 2047-05-01      | 4.0000%  |  | $3517.80           | $3401.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1805 | 2051-10-01      | 2.5000%  |  | $1262.18           | $1088.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4707 | 2031-08-01      | 4.0000%  |  | $1618.22           | $1614.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  |  | $16524.61          | $15230.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM1043 | 2039-06-01      | 4.5000%  |  | $880.16            | $889.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  |  | $4009.54           | $3828.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6402 | 2053-11-01      | 6.0000%  |  | $1201714.96        | $1249979.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2856 | 2036-12-01      | 4.0000%  |  | $1654.85           | $1639.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD3105 | 2052-10-01      | 4.0000%  |  | $1109625.39        | $1065327.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $1940041.51        | $1973130.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8034 | 2049-11-01      | 5.0000%  |  | $11022.25          | $11135.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $218.02            | $206.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579 | 2042-02-01      | 5.5000%  |  | $604.25            | $631.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6508 | 2054-09-01      | 5.5000%  |  | $35232.53          | $35800.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4427 | 2049-10-01      | 3.0000%  |  | $406645.48         | $362063.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1345 | 2037-02-01      | 6.0000%  |  | $148.98            | $157.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  |  | $199221.45         | $183062.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3775 | 2026-12-01      | 3.0000%  |  | $15.51             | $15.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT0066 | 2041-05-01      | 5.0000%  |  | $70503.82          | $72533.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  |  | $1826.55           | $1832.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4212 | 2047-12-01      | 5.0000%  |  | $3468.19           | $3567.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7794 | 2054-01-01      | 6.0000%  |  | $1806.93           | $1861.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  |  | $1560870.25        | $1322406.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5296 | 2049-01-01      | 4.0000%  |  | $474537.33         | $458425.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3381 | 2048-11-01      | 3.5000%  |  | $4016.20           | $3773.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3669 | 2053-09-01      | 5.5000%  |  | $2197257.25        | $2257984.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3286 | 2047-11-01      | 4.5000%  |  | $43793.18          | $43743.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  |  | $24.49             | $24.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7646 | 2048-05-01      | 4.5000%  |  | $1457.06           | $1460.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  |  | $41.20             | $38.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  |  | $486.76            | $451.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5000 | 2050-07-01      | 3.5000%  |  | $708.80            | $658.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQC0832 | 2051-04-01      | 3.5000%  |  | $117427.08         | $109843.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS5952 | 2045-10-01      | 4.5000%  |  | $3145.90           | $3148.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8817 | 2053-03-01      | 6.0000%  |  | $14232.24          | $14632.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  |  | $19903.05          | $20266.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8543 | 2052-05-01      | 3.5000%  |  | $482468.66         | $450795.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL870829 | 2036-10-01      | 5.5000%  |  | $641.16            | $668.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0188 | 2037-08-01      | 5.5000%  |  | $280.63            | $293.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0218 | 2040-08-01      | 4.5000%  |  | $3345.23           | $3371.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0392 | 2039-12-01      | 5.5000%  |  | $910.16            | $948.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB6670 | 2042-10-01      | 3.0000%  |  | $1943.84           | $1795.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $51375.97          | $45878.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0996 | 2041-02-01      | 4.0000%  |  | $19090.69          | $18761.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH6827 | 2026-03-01      | 4.0000%  |  | $14.21             | $14.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  |  | $1369.39           | $1372.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8463 | 2054-06-01      | 6.0000%  |  | $495053.16         | $515860.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI4867 | 2026-06-01      | 4.0000%  |  | $67.12             | $67.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB3416 | 2041-08-01      | 4.0000%  |  | $325.96            | $320.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  |  | $565.48            | $509.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAL8037 | 2034-07-01      | 4.5000%  |  | $3989.78           | $4020.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7307 | 2054-01-01      | 6.5000%  |  | $9216.35           | $9591.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY8745 | 2055-07-01      | 6.5000%  |  | $4920958.46        | $5112364.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7312 | 2053-09-01      | 5.0000%  |  | $2067945.69        | $2084840.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  |  | $37189.26          | $37157.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  |  | $56073.25          | $54933.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2765 | 2050-09-01      | 2.5000%  |  | $4269814.34        | $3649627.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3890 | 2052-08-01      | 3.0000%  |  | $985245.48         | $871643.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3389 | 2055-01-01      | 6.0000%  |  | $299647.03         | $308456.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0411 | 2040-09-01      | 4.5000%  |  | $6145.75           | $6184.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  |  | $6150.37           | $6251.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL970958 | 2039-01-01      | 6.0000%  |  | $38.70             | $40.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL940907 | 2037-07-01      | 6.0000%  |  | $296.43            | $310.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL940624 | 2037-08-01      | 6.0000%  |  | $1156.33           | $1223.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL912497 | 2037-03-01      | 6.0000%  |  | $3274.07           | $3471.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CI890306 | 2026-04-01      | 4.0000%  |  | $6.99              | $6.99              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889996 | 2038-06-01      | 5.5000%  |  | $5200.43           | $5435.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL888478 | 2037-07-01      | 6.0000%  |  | $1014.79           | $1073.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0285 | 2055-04-01      | 6.5000%  |  | $2720855.51        | $2891257.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7715 | 2054-05-01      | 6.0000%  |  | $338402.21         | $351096.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  |  | $535683.91         | $544801.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5014 | 2053-01-01      | 4.0000%  |  | $1586170.01        | $1524947.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4606 | 2052-04-01      | 3.0000%  |  | $4202.16           | $3771.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  |  | $4935.47           | $4236.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1923 | 2051-08-01      | 2.5000%  |  | $473418.17         | $402817.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1318 | 2054-11-01      | 5.0000%  |  | $1985268.96        | $1989350.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  |  | $4763197.04        | $4657763.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $1563681.13        | $1604811.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS9976 | 2052-08-01      | 3.0000%  |  | $2754523.87        | $2483183.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL2668 | 2049-03-01      | 4.5000%  |  | $1462878.00        | $1465202.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1456 | 2040-01-01      | 5.5000%  |  | $1518.09           | $1559.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $202154.27         | $178982.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  |  | $1167.27           | $996.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9349 | 2051-10-01      | 3.0000%  |  | $1341.50           | $1208.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4336 | 2052-05-01      | 2.5000%  |  | $222689.51         | $191127.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1028 | 2051-11-01      | 2.0000%  |  | $2747.11           | $2277.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9687 | 2051-01-01      | 2.0000%  |  | $2605.78           | $2127.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  |  | $253.44            | $225.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP5576 | 2050-06-01      | 2.5000%  |  | $11828.07          | $10027.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN6257 | 2049-04-01      | 3.5000%  |  | $36346.19          | $34345.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM5767 | 2039-03-01      | 4.0000%  |  | $6085.21           | $6000.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5471 | 2045-06-01      | 3.5000%  |  | $4350.14           | $4128.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  |  | $3148.78           | $2842.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  |  | $3314.24           | $3335.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4222 | 2044-01-01      | 3.0000%  |  | $2416.85           | $2230.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3122 | 2047-10-01      | 3.5000%  |  | $3595690.98        | $3379436.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM3582 | 2033-02-01      | 3.0000%  |  | $295.24            | $288.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE4437 | 2046-10-01      | 3.5000%  |  | $4078.88           | $3792.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD5480 | 2046-07-01      | 3.5000%  |  | $4575.18           | $4260.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL810049 | 2035-03-01      | 5.5000%  |  | $851.48            | $884.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL776648 | 2034-05-01      | 5.5000%  |  | $1140.82           | $1186.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  |  | $3020.36           | $3175.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  |  | $2554.11           | $2678.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  |  | $3804.65           | $3919.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0217 | 2040-08-01      | 4.5000%  |  | $131.54            | $132.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAE0828 | 2041-02-01      | 3.5000%  |  | $671.54            | $643.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD3808 | 2040-04-01      | 4.5000%  |  | $1113.61           | $1123.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  |  | $1969.95           | $2043.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $52973.49          | $52805.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  |  | $4064.46           | $4123.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $807.77            | $838.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  |  | $38137.57          | $38742.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $1113432.15        | $1114752.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $350523.61         | $309916.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $560595.35         | $476479.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $3989621.73        | $3401726.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $91825.16          | $78092.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  |  | $7092202.79        | $5798990.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $231773.04         | $222356.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $56820.33          | $48620.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $3314.41           | $3077.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $5008.51           | $5014.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM8856 | 2049-02-01      | 4.5000%  |  | $1332322.26        | $1316723.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7829 | 2051-05-01      | 2.5000%  |  | $1416020.60        | $1224023.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7001 | 2051-05-01      | 3.0000%  |  | $5481.33           | $4868.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  |  | $127.92            | $122.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM5616 | 2034-12-01      | 3.0000%  |  | $11683.78          | $11386.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4956 | 2050-08-01      | 3.0000%  |  | $6515.72           | $5890.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  |  | $483.85            | $505.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS6590 | 2027-05-01      | 4.0000%  |  | $0.96              | $0.97              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6362 | 2026-09-01      | 4.5000%  |  | $221.59            | $222.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  |  | $9923.86           | $9306.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  |  | $1521.69           | $1470.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4640 | 2045-11-01      | 4.5000%  |  | $1474928.26        | $1470981.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4582 | 2044-09-01      | 4.0000%  |  | $17.36             | $16.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4536 | 2043-10-01      | 3.5000%  |  | $16557.10          | $15702.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4525 | 2043-08-01      | 3.0000%  |  | $4777.63           | $4408.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS4134 | 2034-08-01      | 6.0000%  |  | $344.79            | $363.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  |  | $6553.96           | $6200.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4379 | 2039-05-01      | 4.5000%  |  | $32.99             | $33.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS2783 | 2039-10-01      | 4.5000%  |  | $92.69             | $93.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2718 | 2037-05-01      | 5.5000%  |  | $614.10            | $641.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3509 | 2042-02-01      | 5.0000%  |  | $18531.68          | $19064.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1927 | 2038-01-01      | 5.5000%  |  | $76.41             | $79.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4344 | 2050-09-01      | 2.5000%  |  | $247.32            | $211.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  |  | $51948.55          | $52354.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3244 | 2045-07-01      | 5.0000%  |  | $20655.69          | $21249.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  |  | $42.26             | $42.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2852 | 2046-05-01      | 4.5000%  |  | $712.21            | $716.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM2792 | 2045-07-01      | 5.0000%  |  | $6561.52           | $6749.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $2798.95           | $2647.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM1353 | 2039-08-01      | 4.5000%  |  | $1347.15           | $1361.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1148 | 2048-12-01      | 3.5000%  |  | $1605.96           | $1500.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFA2997 | 2036-05-01      | 2.0000%  |  | $4125000.00        | $3808732.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $2009268.82        | $2035932.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  |  | $11603.94          | $12088.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL725231 | 2034-02-01      | 5.0000%  |  | $8437.04           | $8578.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  |  | $4.49              | $4.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT8912 | 2043-07-01      | 3.0000%  |  | $11616.18          | $10719.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1378 | 2041-05-01      | 5.0000%  |  | $6021.79           | $6194.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9078 | 2039-08-01      | 5.5000%  |  | $3310.20           | $3443.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6859 | 2037-11-01      | 6.0000%  |  | $74.37             | $78.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2237 | 2034-07-01      | 5.5000%  |  | $486.40            | $493.64            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08761 G | 2047-05-01      | 3.5000%  |  | $1791.38           | $1684.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAT2062 | 2028-04-01      | 2.5000%  |  | $62.95             | $62.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8301 | 2046-11-01      | 3.0000%  |  | $283.54            | $257.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  |  | $718.64            | $700.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  |  | $311.88            | $294.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4085 | 2044-12-01      | 4.0000%  |  | $3334.96           | $3236.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR9197 | 2043-03-01      | 3.0000%  |  | $58536.12          | $54054.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0150 | 2042-06-01      | 4.0000%  |  | $1286.85           | $1258.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8387 | 2046-03-01      | 4.0000%  |  | $53586.20          | $51875.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL8113 | 2042-02-01      | 5.5000%  |  | $33.16             | $34.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  |  | $502.19            | $463.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7661 | 2045-10-01      | 4.5000%  |  | $2275.46           | $2277.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  |  | $35.64             | $35.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL6720 | 2034-06-01      | 4.0000%  |  | $340.38            | $338.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6031 | 2044-10-01      | 4.0000%  |  | $3951.23           | $3865.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5760 | 2043-09-01      | 4.0000%  |  | $3698.43           | $3627.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6646 | 2054-10-01      | 6.0000%  |  | $687377.11         | $705911.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6336 | 2054-09-01      | 6.0000%  |  | $424762.56         | $437263.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6059 | 2047-09-01      | 3.5000%  |  | $229767.75         | $217319.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4498 | 2036-12-01      | 2.5000%  |  | $1448.87           | $1365.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA3439 | 2033-08-01      | 4.0000%  |  | $1827.38           | $1830.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3377 | 2048-05-01      | 3.0000%  |  | $1691.21           | $1523.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5219 | 2054-04-01      | 6.0000%  |  | $163315.15         | $169361.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3189 | 2053-06-01      | 6.0000%  |  | $119935.15         | $124297.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD3154 | 2049-02-01      | 3.5000%  |  | $646557.01         | $606274.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  |  | $28408.90          | $25170.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3510 | 2053-06-01      | 6.0000%  |  | $305403.86         | $314680.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2347 | 2053-02-01      | 5.5000%  |  | $130303.40         | $133819.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  |  | $39915.85          | $40150.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8246 | 2038-08-01      | 4.5000%  |  | $1036.11           | $1038.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  |  | $11775.17          | $11811.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  |  | $6160.40           | $6171.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB1245 | 2037-06-01      | 2.5000%  |  | $8396.25           | $7916.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  |  | $32675.64          | $31453.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0029 | 2047-05-01      | 3.0000%  |  | $51226.87          | $46647.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $10098.93          | $10048.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZS9149 | 2034-06-01      | 4.5000%  |  | $2421.53           | $2432.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  |  | $120.83            | $120.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2914 | 2037-02-01      | 4.0000%  |  | $1929.82           | $1911.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA2883 | 2027-01-01      | 3.0000%  |  | $1357.65           | $1349.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA2829 | 2026-12-01      | 2.5000%  |  | $1429.07           | $1416.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $158773.16         | $144087.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA3525 | 2038-11-01      | 4.5000%  |  | $449.35            | $455.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA2430 | 2035-10-01      | 4.0000%  |  | $964.71            | $957.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA1103 | 2042-07-01      | 3.5000%  |  | $3839.30           | $3661.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  |  | $436.58            | $440.27            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-139 BF     | 2055-08-20      | 5.5888%  |  | $998964.59         | $1000964.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE     | 2054-05-20      | 5.4888%  |  | $7196569.80        | $7204649.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF     | 2055-08-20      | 5.4888%  |  | $12473062.25       | $12542857.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FX     | 2055-08-20      | 5.4388%  |  | $12132073.56       | $12142019.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 VF     | 2055-07-20      | 5.3888%  |  | $7456409.03        | $7465825.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 5.4888%  |  | $6662559.08        | $6679986.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 FE     | 2055-06-20      | 5.4888%  |  | $12389502.25       | $12448137.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.5499%  |  | $1663136.33        | $1617760.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-182 EL     | 2053-12-20      | 6.0000%  |  | $500000.00         | $514848.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FA     | 2053-10-20      | 5.5688%  |  | $1751607.97        | $1765133.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $22764000.00       | $23467278.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $1250000.00        | $1295459.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 5.4688%  |  | $1273996.80        | $1277164.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 5.3888%  |  | $656628.88         | $657926.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-098 JB     | 2053-07-20      | 6.0000%  |  | $750000.00         | $780814.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $500000.00         | $520599.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-097 CB     | 2053-07-20      | 6.0000%  |  | $750000.00         | $774610.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 DB     | 2053-07-20      | 6.0000%  |  | $625000.00         | $650981.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  |  | $875000.00         | $915077.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 5.5388%  |  | $1548983.70        | $1551360.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  |  | $999999.75         | $1005948.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 5.3388%  |  | $2744925.46        | $2726803.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $2019691.39        | $1907933.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $363728.59         | $314937.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $8882571.00        | $7707774.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-176 WF     | 2050-11-20      | 4.0000%  |  | $3042491.66        | $2734521.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.7888%  |  | $5909204.34        | $5936800.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 5.5388%  |  | $1222559.73        | $1223263.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF     | 2054-11-20      | 5.4888%  |  | $728551.01         | $729903.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $500000.00         | $519564.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-026 FB     | 2054-02-20      | 5.4488%  |  | $1803240.22        | $1807275.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 5.2388%  |  | $874754.98         | $868147.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.6499%  |  | $2474276.18        | $2418077.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 BL     | 2053-07-20      | 6.0000%  |  | $625000.00         | $650657.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 5.4388%  |  | $1902976.71        | $1906930.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $1000000.00        | $1041510.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.5614%  |  | $419122.34         | $410850.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-063 LB     | 2053-05-20      | 6.0000%  |  | $3250000.00        | $3353406.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-013 FD     | 2054-01-20      | 5.4488%  |  | $1560253.11        | $1564965.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-176 FW     | 2050-11-20      | 4.0000%  |  | $2982084.75        | $2676489.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $1625000.00        | $1684108.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FJ     | 2054-11-20      | 5.6388%  |  | $1706299.70        | $1711857.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.6499%  |  | $1357069.25        | $1322454.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-149 DA     | 2039-02-20      | 3.0000%  |  | $4400000.00        | $4309296.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.5499%  |  | $2408491.96        | $2342727.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 LD     | 2053-11-20      | 6.5000%  |  | $1194540.00        | $1248465.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 5.4388%  |  | $1603654.83        | $1606845.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 5.4488%  |  | $182785.90         | $182204.02         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  |  | $273499.08         | $265212.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1387 | 2040-08-01      | 4.5000%  |  | $18313.18          | $18422.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAA7236 | 2039-06-01      | 4.0000%  |  | $572.03            | $566.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAA4392 | 2039-04-01      | 4.0000%  |  | $2829.52           | $2800.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995655 | 2038-07-01      | 5.5000%  |  | $5576.49           | $5847.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995112 | 2036-07-01      | 5.5000%  |  | $6161.17           | $6423.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  |  | $5447.05           | $5673.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL975376 | 2038-06-01      | 5.5000%  |  | $46018.95          | $47947.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2652 | 2036-12-01      | 5.0000%  |  | $1723.06           | $1773.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA2063 | 2028-05-01      | 5.0000%  |  | $665.30            | $672.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM4908 | 2047-11-01      | 3.5000%  |  | $22253.50          | $20808.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM1284 | 2046-06-01      | 4.5000%  |  | $148.13            | $147.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL9628 | 2044-12-01      | 4.0000%  |  | $995.43            | $980.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  |  | $50183.59          | $51838.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8494 | 2054-05-01      | 6.0000%  |  | $2462915.47        | $2534151.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  |  | $9068.56           | $9352.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  |  | $4828.21           | $4972.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6753 | 2053-07-01      | 6.0000%  |  | $353238.05         | $366037.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  |  | $4016.94           | $3401.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1552 | 2051-09-01      | 2.5000%  |  | $203906.92         | $173647.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8513 | 2051-01-01      | 2.5000%  |  | $4564052.25        | $3866212.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7972 | 2050-09-01      | 3.0000%  |  | $1365377.46        | $1216219.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  |  | $22250.72          | $18862.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6322 | 2050-07-01      | 2.5000%  |  | $2075567.15        | $1773870.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6086 | 2050-06-01      | 3.0000%  |  | $33193.69          | $29588.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $75612.20          | $65153.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5504 | 2050-04-01      | 2.5000%  |  | $4548.18           | $3889.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  |  | $218360.55         | $193959.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4557 | 2049-11-01      | 3.5000%  |  | $611.19            | $568.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4314 | 2049-10-01      | 3.0000%  |  | $939141.77         | $851803.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1858 | 2054-06-01      | 6.0000%  |  | $25356.21          | $26132.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1358 | 2054-04-01      | 6.5000%  |  | $109534.88         | $114278.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ0335 | 2053-11-01      | 7.0000%  |  | $3535323.43        | $3728666.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0094 | 2053-10-01      | 6.0000%  |  | $130284.26         | $134447.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2675 | 2053-09-01      | 5.5000%  |  | $2236720.00        | $2287682.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL1067 | 2052-06-01      | 3.0000%  |  | $1353974.18        | $1205056.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0707 | 2053-08-01      | 3.5000%  |  | $5266.10           | $4840.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  |  | $2984.11           | $2953.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL5491 | 2034-06-01      | 4.0000%  |  | $1464.15           | $1448.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL3646 | 2042-02-01      | 5.0000%  |  | $5803.18           | $5967.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2897 | 2043-01-01      | 3.5000%  |  | $591.61            | $562.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  |  | $3228.65           | $3321.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  |  | $2174.11           | $2186.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH5575 | 2041-02-01      | 4.0000%  |  | $737.50            | $724.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL609592 | 2031-11-01      | 6.0000%  |  | $250.39            | $257.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL555647 | 2033-07-01      | 4.5000%  |  | $599.84            | $598.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL256851 | 2037-08-01      | 7.0000%  |  | $3305.04           | $3533.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL190396 | 2039-06-01      | 4.5000%  |  | $105.19            | $106.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  |  | $3440.28           | $3067.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9070 | 2053-05-01      | 6.0000%  |  | $6805.15           | $7072.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6505 | 2051-12-01      | 2.0000%  |  | $32507.91          | $26678.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  |  | $5425.00           | $4876.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF8222 | 2053-02-01      | 6.5000%  |  | $28004.98          | $29344.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3657 | 2052-12-01      | 5.0000%  |  | $65915.20          | $67081.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  |  | $91129.60          | $94667.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  |  | $3029.03           | $3109.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $20262.81          | $21042.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  |  | $26785.33          | $27505.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $810447.53         | $821202.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  |  | $1977.11           | $1817.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $2485.19           | $2433.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8239 | 2052-08-01      | 5.0000%  |  | $86135.96          | $86110.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  |  | $623570.66         | $625047.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $402749.50         | $327689.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $4016.43           | $3561.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8123 | 2051-01-01      | 3.0000%  |  | $31849.00          | $28251.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $13344.35          | $12023.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7547 | 2051-11-01      | 2.5000%  |  | $1755.62           | $1523.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7307 | 2052-09-01      | 3.5000%  |  | $124542.15         | $114834.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7295 | 2052-04-01      | 2.5000%  |  | $2137753.82        | $1821235.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6658 | 2052-04-01      | 2.0000%  |  | $1303596.27        | $1066511.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL808438 | 2034-12-01      | 5.5000%  |  | $275.21            | $286.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL808178 | 2035-03-01      | 5.5000%  |  | $376.90            | $387.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7681 | 2039-06-01      | 4.5000%  |  | $546.55            | $552.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT931192 | 2029-05-01      | 5.0000%  |  | $5072.45           | $5108.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAT2717 | 2043-05-01      | 2.5000%  |  | $3253.55           | $2924.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM5279 | 2033-12-01      | 4.0000%  |  | $1764.34           | $1767.04           | Agency Mortgage-Backed Securities         |

### Security 215: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  4.210%, 10/1/2025
- **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: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $432031250.00
- **C.18.a - Value (excl. sponsor support):** $432031250.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $25000000.00       | $21250000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41822700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41822700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41822700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41822700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41822700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41822700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41822700.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $42254100.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $42254100.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $42254100.00       | Agency Debentures and Agency Strips |

### Security 216: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.330%, 10/27/2025
- **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: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3400000000.00
- **C.18.a - Value (excl. sponsor support):** $3400000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $64569655.00       | $62990604.08       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $56908945.00       | $53108366.47       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $20400.00          | $19401.51          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $116751155.00      | $111816083.68      | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE T 25      | 2025-12-31      | 2.6250%  |  | $17531335.00       | $17585375.34       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $934150.00         | $787166.87         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $3145000.00        | $2344024.32        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $1914880.00        | $1422076.54        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $569075.00         | $431170.49         | U.S. Treasuries (including strips)        |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.7588%  |  | $50957682.16       | $51174082.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 LM     | 2054-03-20      | 5.0000%  |  | $1960520.75        | $1968729.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.5388%  |  | $438295.77         | $439603.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.8888%  |  | $69728100.45       | $70344342.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.5888%  |  | $9836926.53        | $9868507.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.6888%  |  | $44446360.43       | $44656735.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.3888%  |  | $50055721.32       | $50158980.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 NL     | 2055-07-20      | 5.0000%  |  | $2801731.75        | $2772500.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 LT     | 2052-09-20      | 5.0000%  |  | $850000.00         | $840207.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.7888%  |  | $41710640.70       | $41908182.42       | Agency Collateralized Mortgage Obligation |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $920550.00         | $712666.80         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $1924485.00        | $1606029.40        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $2815115.00        | $2909676.12        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $85000.00          | $88288.74          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $1444065.00        | $1499937.32        | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  |  | $2508350.00        | $2544219.41        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $4223905.00        | $3043015.21        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $419047280.00      | $424194535.80      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $2446980.00        | $2482573.16        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $1659965.00        | $1616002.90        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $600100.00         | $507460.62         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $28985.00          | $22048.08          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $2076295.00        | $1823492.07        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $4161770.00        | $3101841.05        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $8281125.00        | $5880244.68        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $1442280.00        | $925907.35         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $124609490.00      | $126294210.31      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $1897200.00        | $1914846.33        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $3447600.00        | $2258575.33        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  |  | $304372080.00      | $302780214.03      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $298758000.00      | $298922713.05      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $36843760.00       | $37242593.70       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $23305555.00       | $23749817.14       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $555064280.00      | $580475816.57      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $11881640.00       | $12216036.88       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $32202080.00       | $32087391.68       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $830588125.00      | $833136149.26      | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $99238860.00       | $101987776.42      | U.S. Treasuries (including strips)        |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $1478365.61        | $1552523.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  |  | $21655761.10       | $22362590.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $12106915.37       | $12502077.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  |  | $88848861.26       | $84748683.74       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5179 | 2055-10-01      | 6.0000%  |  | $850.00            | $890.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1688 | 2055-05-01      | 5.5000%  |  | $847.51            | $858.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7345 | 2055-04-01      | 6.0000%  |  | $11112098.03       | $11470077.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9623 | 2055-01-01      | 5.0000%  |  | $841.67            | $839.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  |  | $980516.16         | $935370.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4601 | 2054-05-01      | 5.5000%  |  | $1751470.38        | $1777533.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4235 | 2053-11-01      | 6.0000%  |  | $742.91            | $770.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  |  | $161.26            | $150.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $122.03            | $114.69            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90690 G | 2042-06-01      | 3.5000%  |  | $111.63            | $106.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  |  | $19087323.47       | $18228169.11       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH5731 | 2053-12-01      | 7.0000%  |  | $1089499.71        | $1153938.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $889.66            | $848.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1857 | 2054-06-01      | 5.5000%  |  | $800.89            | $816.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  |  | $537952.53         | $497055.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $1434433.85        | $1509922.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $1596432.98        | $1648541.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDC9063 | 2040-05-01      | 6.5000%  |  | $80417.75          | $84159.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $17252031.27       | $17815005.30       | Agency Mortgage-Backed Securities         |

### Security 217: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.330%, 10/21/2025
- **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: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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 FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $460302.90         | $463459.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  |  | $60324777.98       | $49293071.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  |  | $39228777.08       | $33764243.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $27954808.67       | $23900184.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $1368904.69        | $1169779.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY6470 | 2053-08-01      | 6.0000%  |  | $546811.96         | $563357.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $25967.55          | $23931.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  |  | $626.02            | $629.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $20762.59          | $21069.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $92.88             | $87.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $180.34            | $179.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $2603852.69        | $2544428.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $14.65             | $14.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $362.75            | $345.70            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $11.80             | $12.13             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $17.84             | $17.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  |  | $877049.28         | $913246.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  |  | $358279.57         | $349328.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  |  | $444278.49         | $457264.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $152813.50         | $139151.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  |  | $229066.22         | $222604.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $3575772.12        | $3410040.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $29561.13          | $27316.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  |  | $28626.50          | $29080.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $15608976.16       | $16340761.38       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1455799.41        | $1521041.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1852452.29        | $1905513.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $5636267.86        | $5869784.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $662889.35         | $675013.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $21593891.98       | $22190672.78       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $3371559.87        | $3459151.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1488220.08        | $1538608.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $44910.41          | $45728.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $2269931.77        | $2031013.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  |  | $273928.96         | $244850.49         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $64.79             | $65.54             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $304141.80         | $294607.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  |  | $1102183.17        | $1158319.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $1609.98           | $1659.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  |  | $1041688.00        | $1091057.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  |  | $41137.08          | $36310.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  |  | $1336469.59        | $1343523.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $1109466.20        | $1116608.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  |  | $20201.85          | $20522.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $412.71            | $412.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $1009453.53        | $1011057.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7583 | 2054-09-01      | 5.0000%  |  | $1326625.44        | $1327311.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $6491961.92        | $6627595.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6988 | 2053-07-01      | 5.5000%  |  | $1336306.60        | $1377783.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $155.48            | $148.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  |  | $608008.83         | $616524.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $748.94            | $759.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1435 | 2052-08-01      | 4.5000%  |  | $3209.43           | $3156.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $537820.21         | $553546.38         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  |  | $1243359.25        | $1204510.77        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $2085.97           | $2039.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5161 | 2050-02-01      | 3.5000%  |  | $15126592.52       | $14280856.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  |  | $65628.23          | $65814.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1788 | 2055-06-01      | 6.0000%  |  | $6634308.15        | $6841546.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  |  | $2018061.69        | $2014027.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $2076573.78        | $2147074.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $8825658.99        | $8570087.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  |  | $42056.48          | $39410.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  |  | $1129155.43        | $1160978.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  |  | $934799.41         | $935367.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $3265.65           | $3327.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7345 | 2055-04-01      | 6.0000%  |  | $89265.42          | $92141.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  |  | $1038305.09        | $1042020.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  |  | $1300370.00        | $1339678.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  |  | $595161.51         | $616047.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  |  | $877556.75         | $928236.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  |  | $67873.82          | $71368.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  |  | $2200277.20        | $2289129.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  |  | $916279.90         | $943129.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  |  | $678443.89         | $711148.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  |  | $318797.28         | $336078.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  |  | $2072836.33        | $2152877.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD0067 | 2055-01-01      | 5.0000%  |  | $1019759.36        | $1031799.43        | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $26294240.00       | $26743830.35       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $7433520.00        | $7529040.73        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $800000.00         | $746573.20         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $208748160.00      | $209000327.78      | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $30009120.00       | $29795905.20       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $146960.00         | $142656.02         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $4682320.00        | $3011398.99        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $3382800.00        | $2956114.75        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $1398560.00        | $1452671.69        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $2189200.00        | $2273245.58        | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $48.70             | $33.50             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $14.70             | $11.66             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $200996560.00      | $209585143.01      | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $80.00             | $65.30             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  |  | $15319622.43       | $14879442.80       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $217898080.00      | $228964456.71      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $283314560.00      | $284088008.75      | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $3890480.00        | $3966204.26        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $982160.00         | $1009801.91        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $374308720.00      | $381789903.74      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $3214320.00        | $3209867.31        | U.S. Treasuries (including strips)        |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.5388%  |  | $2388.34           | $2393.74           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.5388%  |  | $4788.82           | $4787.63           | Agency Collateralized Mortgage Obligation |

### Security 218: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.300%, 10/31/2025
- **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: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 MNRA CL013A1 R22M013 | 2032-05-25      | 2.6786%  |  | $3218379.18        | $3070762.05        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  |  | $19240000.00       | $16590863.64       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5826%  |  | $2600000.00        | $2260427.50        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5396%  |  | $807839.23         | $772620.45         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.6786%  |  | $9247823.87        | $8388849.76        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $4110705.73        | $3850616.35        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1530%  |  | $8666666.67        | $7612699.13        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $66349.27          | $65780.88          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5173%  |  | $2600000.00        | $2282287.87        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.5445%  |  | $19496662.66       | $18731166.19       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3632%  |  | $893567.11         | $785733.19         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $161459.60         | $147142.80         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $2178612.88        | $1998911.99        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.1598%  |  | $11532596.21       | $11121684.69       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0068%  |  | $6941947.54        | $6242204.44        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.7428%  |  | $3069903.78        | $3031742.40        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7399%  |  | $1950000.00        | $1653037.75        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2862%  |  | $8844158.27        | $7677790.18        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  |  | $78205.89          | $77878.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  |  | $94380.81          | $98433.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  |  | $4179732.56        | $3964001.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  |  | $858991.34         | $817578.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $3871257.08        | $3890787.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  |  | $259368.49         | $274779.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  |  | $196925.49         | $209308.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  |  | $116799.90         | $121658.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  |  | $364601.92         | $383513.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  |  | $30947.18          | $32031.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  |  | $88916.18          | $92648.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  |  | $170254.13         | $176652.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  |  | $172847.47         | $179345.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  |  | $189692.59         | $198408.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  |  | $126761.52         | $131528.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  |  | $140052.74         | $145925.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $2168767.79        | $2174798.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $154318.72         | $154533.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $63431684.81       | $63822917.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $9506484.14        | $9236207.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $236.24            | $234.03            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  |  | $3876189.20        | $3609276.97        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $32933333.33       | $29685268.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $209151.36         | $201643.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $867133.23         | $811991.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  |  | $711.62            | $666.23            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.5388%  |  | $928.06            | $927.83            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5509FA 02/25/55 | 2055-02-25      | 5.6060%  |  | $16794205.69       | $16864802.07       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $3167166.38        | $3117685.74        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5494FA 01/25/55 | 2055-01-25      | 5.4560%  |  | $18475359.70       | $18472030.10       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.7060%  |  | $33157151.30       | $33328723.12       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.7060%  |  | $3852215.23        | $3868519.75        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.7060%  |  | $118962.17         | $119721.80         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $67717.62          | $65939.94          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL059FD R25F059 | 2055-08-25      | 5.4560%  |  | $33564688.14       | $33535513.10       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.8560%  |  | $80936999.31       | $81417306.82       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 5.3060%  |  | $3958477.22        | $3939595.08        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FA R24F095 | 2054-12-25      | 5.8560%  |  | $44921.09          | $45125.00          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FT R24F052 | 2054-08-25      | 5.6560%  |  | $1179994.41        | $1183415.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.2060%  |  | $55871651.42       | $55843327.84       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 5.7060%  |  | $679744.74         | $686347.44         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8560%  |  | $6486471.14        | $6536321.86        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.1060%  |  | $4804183.62        | $4860753.17        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2560%  |  | $17629259.96       | $17616849.04       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1760%  |  | $2754337.75        | $2731969.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.9060%  |  | $9594034.61        | $9675126.09        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4560%  |  | $262560.59         | $263232.68         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $953215.90         | $915311.69         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 5.4060%  |  | $1432.76           | $1430.90           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $2195322.75        | $2036630.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $2651420.77        | $2027736.49        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2560%  |  | $26128819.05       | $26154477.65       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  |  | $730.66            | $618.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1179 | 2050-07-01      | 2.5000%  |  | $2236841.24        | $1931961.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  |  | $3505475.70        | $2875160.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  |  | $2895554.57        | $2777926.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  |  | $462.39            | $473.45            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  |  | $169088.90         | $169231.78         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  |  | $336136.63         | $336508.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  |  | $42559022.25       | $44318459.51       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $7784223.06        | $7961435.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3347 | 2055-05-01      | 6.0000%  |  | $863.22            | $886.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  |  | $3347366.00        | $3556817.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  |  | $1819665.78        | $1907630.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $9892.73           | $10576.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  |  | $5866872.72        | $6268466.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $11802592.59       | $12034885.98       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  |  | $1677940.10        | $1737722.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  |  | $921800.69         | $953214.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  |  | $343050.62         | $337664.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  |  | $78090.01          | $81127.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  |  | $212380.47         | $221432.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $1640697.62        | $1688672.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1540629.72        | $1585276.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $135903.31         | $130901.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  |  | $263221.04         | $227705.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $545633.98         | $465575.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  |  | $605350.51         | $516184.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $12675020.15       | $13025314.05       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  |  | $3865471.29        | $3943034.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0966 | 2052-04-01      | 3.5000%  |  | $41186996.59       | $38217967.86       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  |  | $1710.02           | $1522.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  |  | $182167.53         | $177242.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $1012834.98        | $1000733.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $597.19            | $600.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $5313868.50        | $5163476.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  |  | $265127.30         | $255999.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $5022159.96        | $5117563.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  |  | $22738758.90       | $23819744.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $18059589.66       | $18476415.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  |  | $3764685.50        | $3593942.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $2489056.86        | $2525976.48        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL060FB R25F060 | 2055-08-25      | 5.3060%  |  | $37916032.28       | $37982155.91       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL084FJ R24F084 | 2054-11-25      | 5.8260%  |  | $16536325.45       | $16636505.34       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $1403139.29        | $1403804.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  |  | $5519183.61        | $5615032.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4951 | 2052-10-01      | 5.0000%  |  | $16952950.78       | $17311942.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  |  | $5088539.53        | $4614132.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0177 | 2057-02-01      | 3.0000%  |  | $4712043.98        | $4170543.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  |  | $13051387.55       | $12285133.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  |  | $61976171.65       | $56282771.98       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $23382982.53       | $24192205.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9476 | 2053-07-01      | 5.5000%  |  | $6258932.38        | $6378418.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $6870115.33        | $6736271.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $3195607.96        | $3252823.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $3265774.07        | $3216052.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $69175.33          | $69801.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  |  | $235497.57         | $219256.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  |  | $2184753.34        | $2243296.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $1778690.22        | $1856193.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $5373188.28        | $5584501.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $5919760.07        | $5924032.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  |  | $7880303.32        | $8200585.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $2437027.68        | $2475207.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  |  | $224178.20         | $234104.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  |  | $822666.49         | $870515.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA8158 | 2054-03-01      | 5.5000%  |  | $50504396.98       | $51231940.91       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  |  | $11118093.36       | $11578127.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  |  | $1461847.86        | $1536071.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $30974349.99       | $30980723.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  |  | $2567376.90        | $2485188.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $10173323.36       | $10543414.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $686145.06         | $607153.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  |  | $264908.02         | $253485.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6802 | 2036-04-01      | 2.0000%  |  | $7756482.45        | $7145016.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  |  | $158091.12         | $130709.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  |  | $180348.55         | $148417.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $862086.18         | $818393.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  |  | $2497906.93        | $2533958.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  |  | $1306988.10        | $1370892.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  |  | $1911736.29        | $1967330.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  |  | $917548.86         | $938374.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $5825385.86        | $5806953.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $17550300.67       | $17787362.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $246420.40         | $260613.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  |  | $880843.82         | $917409.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $16177836.77       | $16459550.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $1162815.37        | $1235083.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $3843377.07        | $3955616.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  |  | $174932.16         | $171373.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  |  | $255271.12         | $263869.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  |  | $161741.44         | $168160.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $3203331.32        | $3157995.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  |  | $89291.90          | $92538.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  |  | $93740.18          | $96071.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  |  | $145108.36         | $150566.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  |  | $160228.98         | $165281.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  |  | $129860.67         | $135696.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  |  | $155664.70         | $162413.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $3855.30           | $3827.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  |  | $4982824.25        | $4775146.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  |  | $747315.81         | $660546.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  |  | $374936.34         | $345972.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  |  | $387563.17         | $363503.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  |  | $5657678.71        | $4623048.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $10047150.52       | $8217183.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $92155.82          | $78789.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $23348203.58       | $19951831.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  |  | $4940115.21        | $4635554.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  |  | $5190847.48        | $5320736.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  |  | $303796.26         | $250501.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  |  | $176487.46         | $169837.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $4908716.75        | $4587683.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  |  | $136367.63         | $134624.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $3809114.44        | $3803026.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  |  | $701880.41         | $746595.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  |  | $164269.31         | $170872.34         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $47.22             | $47.82             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $1752841.68        | $1726826.39        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $1138.46           | $1072.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  |  | $6108213.69        | $6299037.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  |  | $420298.82         | $422243.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  |  | $379262.85         | $361012.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $2117563.60        | $2141252.32        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  |  | $91986.23          | $92075.92          | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $384290.51         | $264316.55         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $68864293.33       | $70657732.94       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $705120.00         | $699361.29         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $657453.33         | $649979.14         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $2030166.67        | $1992772.35        | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $535513.33         | $500015.49         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $19440286.67       | $15217302.35       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $21753.33          | $22286.49          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $21232813.33       | $21530433.68       | U.S. Treasuries (including strips)        |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $142031.85         | $137003.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $739.92            | $739.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $80181.18          | $80164.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  |  | $125159.43         | $118436.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $557874.53         | $456799.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $299587.92         | $291244.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $456117.94         | $440054.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $20065105.07       | $18979009.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  |  | $242048.86         | $219783.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  |  | $2648713.30        | $2694749.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $640697.12         | $547497.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $62556.58          | $59879.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  |  | $7522765.36        | $8002019.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $1703482.62        | $1733517.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $1770000.52        | $1823655.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  |  | $95562.62          | $98901.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3801 | 2052-06-01      | 3.0000%  |  | $1518853.42        | $1360327.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  |  | $512541.99         | $435808.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $262198.00         | $276423.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $4850299.53        | $5042620.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  |  | $208017.96         | $185518.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $571368.02         | $580830.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  |  | $5979917.79        | $6076843.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  |  | $18687.34          | $18534.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $12056837.89       | $12257844.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $9542.53           | $8663.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  |  | $95903.44          | $89039.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  |  | $375412.32         | $323460.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $3770484.03        | $3781949.24        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $31.91             | $33.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  |  | $94476.36          | $98913.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  |  | $496818.20         | $515496.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  |  | $443116.74         | $469644.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  |  | $97292.74          | $101093.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  |  | $113725.75         | $118285.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  |  | $713323.88         | $742081.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  |  | $337123.65         | $350681.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  |  | $46834.40          | $49929.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $5209970.94        | $5371106.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $4658110.36        | $4740552.19        | Agency Mortgage-Backed Securities         |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $386964.64         | $390160.07         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $66158473.33       | $66340384.66       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $61266400.00       | $63051897.42       | U.S. Treasuries (including strips)        |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  |  | $1203142.31        | $1243674.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  |  | $148254.67         | $146819.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $6378526.28        | $6123590.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  |  | $2619238.31        | $2599266.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  |  | $1835010.30        | $1782331.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  |  | $76469.56          | $79406.32          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  |  | $44483955.34       | $41705907.59       | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $722.27            | $739.86            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $577.37            | $593.32            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $59.14             | $61.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  |  | $1222698.16        | $1196312.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  |  | $159645.30         | $165644.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  |  | $100571.58         | $103128.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  |  | $131310.05         | $126613.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  |  | $381045.23         | $326411.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2785 | 2055-04-01      | 6.0000%  |  | $46114709.33       | $48124311.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $12433.02          | $12778.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $4896731.51        | $4734738.93        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 6.2050%  |  | $789.19            | $814.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $2874849.78        | $3006242.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7691 | 2053-02-01      | 6.0000%  |  | $1383879.34        | $1423689.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $10844918.88       | $11099888.95       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  |  | $179771.32         | $185136.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $2887309.11        | $2937824.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $2430957.85        | $2452104.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  |  | $136686.79         | $137453.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $1738453.90        | $1748682.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $932744.48         | $933754.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $1118128.78        | $1061918.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $1094788.02        | $1042065.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  |  | $5286669.59        | $4513139.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $202996.32         | $188615.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  |  | $154295.22         | $153448.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  |  | $187852.28         | $181545.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  |  | $32764986.64       | $33781564.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  |  | $18372302.69       | $15696007.31       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $5321.95           | $5346.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $57091743.84       | $49702010.55       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  |  | $136702.48         | $140040.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $1414943.16        | $1386608.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $2026717.62        | $1894704.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2236 | 2055-01-01      | 6.5000%  |  | $1149.20           | $1196.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4215 | 2055-02-01      | 6.0000%  |  | $861.17            | $891.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9674 | 2054-12-01      | 6.0000%  |  | $40316814.99       | $41720579.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $82809303.90       | $84234498.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  |  | $7040141.01        | $7214106.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  |  | $107675.35         | $102211.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  |  | $200730.21         | $182761.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  |  | $3536549.89        | $2898797.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  |  | $998803.60         | $920227.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $1761321.89        | $1781523.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $2299080.36        | $2340878.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $97379527.66       | $97071397.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  |  | $6163499.11        | $6173268.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0737 | 2055-02-01      | 6.0000%  |  | $54963562.97       | $57273864.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $2552820.07        | $2462956.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  |  | $8161552.76        | $7756333.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  |  | $95588538.92       | $95657532.62       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $1379591.00        | $1375783.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  |  | $339710.76         | $345828.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  |  | $164200.71         | $170378.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  |  | $120704.48         | $125898.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $24499.06          | $22233.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  |  | $164697.84         | $171611.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  |  | $103781.62         | $106551.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  |  | $16138.19          | $15928.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $2173069.55        | $2184032.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  |  | $304720.39         | $250765.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $1110267.31        | $1115979.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $4614948.25        | $4747136.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  |  | $314050.44         | $332715.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  |  | $168853.04         | $175202.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  |  | $1024155.85        | $945538.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  |  | $47092.78          | $43099.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $13410501.49       | $14000661.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  |  | $3473787.67        | $3631592.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  |  | $42122401.63       | $44479575.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $5044439.41        | $5118353.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $321125.98         | $339052.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $15077717.97       | $14556062.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  |  | $706073.83         | $748054.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  |  | $454362.71         | $467853.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  |  | $71185.84          | $71585.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  |  | $1284801.70        | $1362949.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  |  | $3347650.69        | $3601335.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  |  | $160769.67         | $154519.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  |  | $112980.48         | $92916.29          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $1302196.13        | $1295747.29        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $866.67            | $888.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  |  | $497308.70         | $426197.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $2691985.44        | $2782380.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $5547124.56        | $5754355.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  |  | $381759.85         | $315476.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  |  | $4593918.68        | $4139032.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  |  | $268839.91         | $242391.14         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  |  | $200599.52         | $193811.68         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $1753790.40        | $1732546.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $4147176.46        | $4335567.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  |  | $5561761.50        | $5969059.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $9352761.97        | $9932269.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $80021066.39       | $83039167.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $687640.49         | $702814.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $10164590.28       | $10784621.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  |  | $3321800.65        | $3486413.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $289098.86         | $263257.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $144739.59         | $136908.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  |  | $84548.04          | $82492.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $25404.53          | $22976.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $159965.83         | $145666.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $210.75            | $198.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $13596244.59       | $12338655.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $2864271.72        | $2608517.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $26839383.27       | $25364195.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $101805.74         | $94075.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $45221813.55       | $41788060.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $7590967.93        | $7231964.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  |  | $137929.70         | $141384.39         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  |  | $495841.56         | $518338.11         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.4440%  |  | $99.86             | $103.86            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.2910%  |  | $623964.61         | $625048.28         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  |  | $234778.85         | $236043.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $2441059.89        | $2444205.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  |  | $522237.92         | $485130.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $6985419.12        | $6665977.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  |  | $2242847.81        | $2347535.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  |  | $3266133.92        | $3341021.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  |  | $240851.10         | $198404.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $64064338.87       | $65410558.44       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6598 | 2033-03-01      | 1.8697%  |  | $5779609.12        | $5012353.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  |  | $757862.97         | $813148.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2704904.60        | $2704593.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $19001370.24       | $17338078.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  |  | $540106.21         | $561236.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  |  | $556161.06         | $547693.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $3575967.06        | $3595505.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $1553752.67        | $1335868.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  |  | $802628.27         | $741280.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  |  | $436771.80         | $374756.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  |  | $2068752.74        | $2071417.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $2829636.83        | $2683586.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $1816817.29        | $1885789.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $31684932.92       | $31858020.67       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $615111.38         | $593639.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  |  | $105208.84         | $102593.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  |  | $457491.46         | $390749.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $2625104.45        | $2716007.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $920153.87         | $863508.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $1358402.22        | $1364403.34        | Agency Mortgage-Backed Securities         |

### Security 219: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.080%, 1/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1724000000.00
- **C.18.a - Value (excl. sponsor support):** $1724000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1760%  |  | $31814139.31       | $31555773.28       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5179%  |  | $956051.42         | $964380.95         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.8098%  |  | $484609.69         | $480022.71         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $550927.43         | $537215.22         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.5060%  |  | $867.36            | $869.64            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $563315.94         | $563582.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8560%  |  | $25290031.46       | $25454576.95       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7760%  |  | $2214082.42        | $2228667.08        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.2060%  |  | $9509787.89        | $9504967.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.2060%  |  | $30846278.22       | $30830641.01       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.9060%  |  | $761436.20         | $767872.07         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.1060%  |  | $3728051.77        | $3771949.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1560%  |  | $33706835.70       | $33664807.16       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8560%  |  | $2960401.11        | $2983152.79        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4560%  |  | $24937945.19       | $25001780.90       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.7060%  |  | $11162079.12       | $11233354.62       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.6026%  |  | $176.73            | $176.87            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2560%  |  | $9009434.13        | $9003091.53        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  |  | $6317680.75        | $3555610.38        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2531727.92        | $2465266.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5494FA 01/25/55 | 2055-01-25      | 5.4560%  |  | $8788462.91        | $8786879.07        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2560%  |  | $1648.21           | $1649.82           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9660%  |  | $87553309.83       | $86617165.85       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $23218690.98       | $17178422.06       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5094%  |  | $432022.00         | $444263.20         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5560%  |  | $39362209.82       | $39344247.67       | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5173%  |  | $10990564.65       | $9647550.93        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $193044.09         | $179727.34         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1530%  |  | $4917710.00        | $4319659.23        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5826%  |  | $3257887.38        | $3099655.68        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5396%  |  | $4011036.42        | $3836170.17        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2862%  |  | $1802.44           | $1564.74           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3632%  |  | $4866994.93        | $4279655.57        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1995%  |  | $1531533.71        | $1434906.24        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $12665997.54       | $11768017.02       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  |  | $125121.41         | $119737.67         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9715%  |  | $6671641.58        | $6530143.47        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6253%  |  | $2443247.63        | $2482153.15        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $9991245.46        | $9359087.15        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $40147.55          | $36587.62          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $289342.91         | $277462.15         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1625%  |  | $5624702.61        | $5545962.24        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5826%  |  | $5050639.02        | $4391001.29        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1590246.40        | $1520608.71        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  |  | $34733.42          | $34701.13          | Agency Mortgage-Backed Securities         |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $1432644.00        | $1275680.66        | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  |  | $693910.00         | $623884.77         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $3275822.80        | $3001708.50        | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $1369081.55        | $941659.76         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $43201543.60       | $43047680.48       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $201612576.60      | $206863192.89      | U.S. Treasuries (including strips)        |
| USTR 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  |  | $1435316.20        | $1329038.21        | U.S. Treasuries (including strips)        |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $415.30            | $377.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $3811529.47        | $3562253.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $5227257.37        | $5054330.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $9090116.98        | $8836931.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $161521.15         | $155974.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  |  | $19206844.30       | $18681867.89       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  |  | $3734184.00        | $3751862.87        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  |  | $4847497.10        | $5059719.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  |  | $389376.10         | $416062.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  |  | $2228996.76        | $2303341.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  |  | $661415.69         | $691948.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $5256967.68        | $4950720.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $6970822.22        | $6570477.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $1856335.24        | $1749698.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $13756532.35       | $13018638.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $21390.53          | $20232.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $131.19            | $124.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  |  | $3083805.12        | $2924617.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $584940.07         | $565629.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  |  | $76912.34          | $75586.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  |  | $185543.29         | $182344.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $309327.09         | $295373.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $135055.98         | $127689.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  |  | $344495.30         | $331524.44         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  |  | $4776551.08        | $4719292.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  |  | $1325790.15        | $1366186.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $77433.52          | $76595.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $531280.93         | $516244.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $42410.25          | $41229.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  |  | $355449.19         | $365651.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  |  | $414071.18         | $382586.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  |  | $216764.82         | $200420.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  |  | $84986.51          | $86548.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  |  | $68493.16          | $70501.85          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  |  | $202625.81         | $203962.69         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  |  | $249967.80         | $259604.45         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $476006.43         | $482058.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  |  | $51787.37          | $47710.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  |  | $2082768.53        | $2179944.96        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  |  | $16065156.28       | $15197117.50       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  |  | $6183870.45        | $6359174.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0966 | 2052-04-01      | 3.5000%  |  | $577189.39         | $535581.80         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0450%  |  | $6219634.95        | $6180589.98        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0900%  |  | $11844547.07       | $11784112.57       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6300 | 2052-08-01      | 5.0000%  |  | $618.62            | $620.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  |  | $2274804.14        | $2339893.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  |  | $930383.70         | $971289.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $1877046.71        | $1901956.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $2363990.69        | $2432738.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $1224442.85        | $1291845.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  |  | $509027.29         | $538360.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  |  | $1473740.32        | $1527912.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  |  | $1081646.41        | $1150882.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  |  | $401284.95         | $417236.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  |  | $3370174.74        | $3517037.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $1359769.29        | $1413106.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  |  | $193530.45         | $201409.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  |  | $116882.40         | $121782.52         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $11590463.21       | $11533064.01       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $13731496.22       | $13663494.03       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $15381528.00       | $15765640.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $597871.05         | $518650.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $6335095.97        | $5182559.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  |  | $451.74            | $461.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  |  | $164396.72         | $170446.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  |  | $121628.45         | $122135.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  |  | $135691.29         | $140410.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  |  | $274636.23         | $284969.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  |  | $168466.70         | $173685.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  |  | $214653.56         | $222725.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  |  | $135798.11         | $140906.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  |  | $178892.74         | $185622.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $23093.41          | $23979.26          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.4440%  |  | $953582.74         | $991765.14         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $538982.00         | $513270.10         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $61.30             | $63.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  |  | $8111544.10        | $8095473.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $319162.18         | $288754.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  |  | $14181078.10       | $13401635.62       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $353311.83         | $353748.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $427524.34         | $449602.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6802 | 2036-04-01      | 2.0000%  |  | $76354370.28       | $70335134.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  |  | $5567535.20        | $5504460.60        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  |  | $225750.07         | $206498.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $3823880.92        | $4057115.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $468730.48         | $477252.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3240295.30        | $3320880.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $788865.61         | $761096.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  |  | $2203521.52        | $2251383.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $18899526.24       | $18903415.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  |  | $357226.29         | $367902.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $487426.65         | $501412.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  |  | $1589350.80        | $1439890.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $29715.17          | $30492.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  |  | $629.34            | $608.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $562607.50         | $547665.89         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  |  | $3745887.04        | $3802033.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  |  | $1026.85           | $1030.27           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  |  | $7515778.00        | $8048489.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $1656715.47        | $1571204.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $329316.44         | $316154.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  |  | $131088.48         | $132810.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  |  | $179811.66         | $185170.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $51809.91          | $53029.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  |  | $73071.57          | $75230.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $67992413.37       | $69585785.39       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  |  | $56545.50          | $59726.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  |  | $61906.50          | $65451.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $447381.25         | $440569.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $2550872.10        | $2506800.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $400640.77         | $417886.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $92801889.64       | $92734773.27       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $14341727.90       | $14357256.81       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  |  | $21986950.86       | $20512129.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  |  | $1469039.60        | $1457845.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  |  | $174738.00         | $177144.24         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $254.61            | $265.19            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $1987.44           | $2105.29           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $188090.60         | $194134.39         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $567.92            | $583.61            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $20.95             | $21.26             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $137.29            | $138.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  |  | $2108809.66        | $1970892.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  |  | $82035.16          | $79750.50          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.3426%  |  | $83990.05          | $83659.22          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  |  | $17170033.73       | $15217225.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $728502.78         | $721677.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  |  | $4487982.81        | $4487466.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  |  | $2003076.94        | $1947285.69        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  |  | $10344000.00       | $9136182.26        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  |  | $8948702.51        | $8391519.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  |  | $748015.76         | $683573.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $195845.01         | $185243.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $94.49             | $91.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  |  | $2311377.36        | $2259579.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $576326.71         | $573017.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  |  | $171368.91         | $166877.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $41931.22          | $39870.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $25265.93          | $22851.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $10417193.60       | $10606927.74       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $45011.30          | $43440.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $4049887.63        | $4055730.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  |  | $2407451.84        | $2265206.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  |  | $378206.38         | $395278.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  |  | $5286608.21        | $5252689.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  |  | $15161269.83       | $14856076.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  |  | $3113462.42        | $2553005.29        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  |  | $8376352.82        | $8732179.82        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  |  | $16593500.00       | $15428450.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  |  | $80170.67          | $75867.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $3414999.44        | $3472441.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $175281.97         | $165748.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $109040.83         | $99001.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  |  | $205051.82         | $214300.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $599457.50         | $622065.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $1604363.59        | $1589332.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $728532.17         | $658645.30         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $102.33            | $106.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  |  | $159638.28         | $165640.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $532862.05         | $520701.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  |  | $6361137.52        | $6204158.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  |  | $42466814.86       | $43178030.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  |  | $154865.34         | $160689.45         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $1240.29           | $1212.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  |  | $239559.87         | $248251.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $12859747.58       | $11195231.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  |  | $12539864.09       | $10713180.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $117948.24         | $107405.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $20434.70          | $21054.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  |  | $2697128.60        | $2208115.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $1431845.45        | $1380445.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $2948397.78        | $2941955.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $229872.57         | $197852.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $1068037.31        | $1067914.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  |  | $2174734.07        | $2102859.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $497138.08         | $486993.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  |  | $417311.72         | $403520.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  |  | $313599.80         | $304092.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  |  | $13760707.58       | $12845296.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1251528.67        | $1216676.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  |  | $1316572.02        | $1351183.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  |  | $3182675.30        | $2990755.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $356180.77         | $358126.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $485528.47         | $437913.99         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $618183.98         | $596301.64         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  |  | $218421.95         | $212876.70         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  |  | $1185250.00        | $1111053.55        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  |  | $1271184.78        | $1203668.84        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  |  | $127874.36         | $129263.68         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  |  | $102955.89         | $102110.00         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  |  | $169928.71         | $174090.23         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  |  | $195804.00         | $199962.84         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  |  | $101112.34         | $104888.23         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  |  | $190372.58         | $194228.34         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  |  | $112532.74         | $116626.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  |  | $47742370.08       | $49682779.13       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $140765.53         | $147410.70         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  |  | $200036.33         | $204303.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  |  | $123582.69         | $120651.11         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $587852.91         | $561457.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  |  | $2170634.84        | $2075635.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  |  | $2963494.78        | $2958056.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  |  | $315451.45         | $322221.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $3099672.27        | $3049184.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $9731764.97        | $9923632.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $12615097.80       | $10329505.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $5155619.43        | $5006324.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $4186314.14        | $4302009.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $4759199.42        | $4351443.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $1363984.62        | $1401897.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  |  | $1346249.77        | $1407813.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  |  | $5094447.76        | $5241653.52        | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  |  | $880964.00         | $730240.75         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  |  | $2422220.00        | $2050409.23        | U.S. Treasuries (including strips)        |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7560%  |  | $25719985.60       | $25851374.81       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.2060%  |  | $22401106.46       | $22389840.02       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7953%  |  | $853.81            | $847.64            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.3060%  |  | $28437155.95       | $28324713.95       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 6.0060%  |  | $4976653.36        | $5024046.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.6060%  |  | $43802227.12       | $43874790.55       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.7060%  |  | $55032039.36       | $55264962.68       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.2060%  |  | $18237328.08       | $18167680.82       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.2060%  |  | $18981621.10       | $18962716.54       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.2060%  |  | $14455988.95       | $14448588.36       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8705%  |  | $5818297.70        | $5792234.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $9176967.63        | $8812049.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.5388%  |  | $806.87            | $806.67            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.6060%  |  | $1687.75           | $1694.27           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.8366%  |  | $1029485.96        | $1063657.34        | Agency Collateralized Mortgage Obligation |

### Security 220: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.210%, 10/1/2025
- **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: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $159710000.00
- **C.18.a - Value (excl. sponsor support):** $159710000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 SP 786574 M     | 2053-02-20      | 5.5000%  |  | $177355.44         | $180961.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $173521.84         | $173570.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $835142.19         | $789783.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $5854889.93        | $5711357.31        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $7842081.75        | $7650460.48        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $3497019.39        | $3497641.09        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $39308.13          | $39404.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $2015550.08        | $2054531.94        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $3956418.27        | $4025103.89        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $3971897.25        | $3787768.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  |  | $5111796.92        | $5220732.15        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $2440515.59        | $2191543.14        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7648 M     | 2051-10-20      | 2.0000%  |  | $1587827.86        | $1318668.99        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $1225667.85        | $1061641.49        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $472834.27         | $436700.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $10782619.54       | $9323093.75        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $840799.06         | $698292.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $12902744.30       | $10731871.91       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $804149.39         | $668856.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $3765319.75        | $3390431.97        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $2270998.55        | $2260011.46        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $1328210.30        | $1319384.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $1829748.24        | $1759323.47        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $1981262.44        | $1901871.71        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $2485066.54        | $2319599.49        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $582105.05         | $559706.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $1253568.90        | $1204281.36        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $2671570.96        | $2495908.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $2085343.44        | $1945342.74        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $1885548.92        | $1718765.84        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $1457585.46        | $1354718.47        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $174316.40         | $163109.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $21243899.43       | $18113481.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $5311964.80        | $4341198.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $309005.40         | $251981.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $156726.42         | $151311.87         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $2129513.19        | $1977496.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $308101.53         | $255046.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1528 | 2048-04-01      | 3.5000%  |  | $563266.03         | $522861.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $283194.62         | $251702.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $1242640.90        | $1015535.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $577566.83         | $548711.14         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $992177.96         | $893839.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $4655406.67        | $4656234.29        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $557452.59         | $527004.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $1684786.38        | $1457238.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $273337.54         | $253741.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $9928168.49        | $10201325.49       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $8258210.33        | $7158166.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $129815.02         | $134981.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $8206292.83        | $6991932.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $2313877.24        | $2159794.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $784012.89         | $785022.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $270190.37         | $241770.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $2823129.18        | $2771197.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $1172901.10        | $1163663.33        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $1007978.52        | $941701.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $1995555.01        | $2002076.04        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $2409685.64        | $2195907.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $5679152.40        | $5708245.44        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $230069.92         | $220694.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $2573663.70        | $2336260.38        | Agency Mortgage-Backed Securities  |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $76625.31          | $74608.42          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $315.87            | $273.70            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $647531.77         | $637566.26         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $26437.33          | $26240.63          | U.S. Treasuries (including strips) |

### Security 221: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.210%, 10/1/2025
- **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: 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:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLBM5049 | 2047-02-01      | 4.0000%  |  | $89643.84          | $86673.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZA2339 | 2034-04-01      | 4.5000%  |  | $43100.47          | $43566.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZA1566 | 2026-04-01      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL7983 | 2044-04-01      | 4.5000%  |  | $34736.28          | $34767.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  |  | $23.25             | $22.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL5719 | 2043-05-01      | 3.5000%  |  | $4368.95           | $4152.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M     | 2053-04-20      | 5.5000%  |  | $3621360.65        | $3686391.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8491 M     | 2052-12-20      | 5.5000%  |  | $101.93            | $103.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  |  | $112.56            | $113.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  |  | $1608042.19        | $1535661.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8097 M     | 2052-06-20      | 2.5000%  |  | $15104154.98       | $13076918.93       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  |  | $16576659.38       | $15806544.62       | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6859 M     | 2050-09-20      | 4.5000%  |  | $55.88             | $53.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  |  | $420174.44         | $378663.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $43.45             | $39.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M     | 2050-05-20      | 3.0000%  |  | $39.88             | $35.89             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5595 M     | 2048-11-20      | 4.0000%  |  | $14.19             | $13.62             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2164 M     | 2044-08-20      | 4.6250%  |  | $14.66             | $14.78             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M     | 2042-06-20      | 6.2500%  |  | $4.56              | $4.68              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4354 | 2055-06-01      | 5.0000%  |  | $79969.55          | $81064.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2199 | 2041-10-01      | 4.0000%  |  | $10992.45          | $10784.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7656 | 2038-06-01      | 5.5000%  |  | $0.53              | $0.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI4412 | 2035-01-01      | 6.5000%  |  | $16880.34          | $17747.10          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848921 G        | 2041-12-01      | 7.0340%  |  | $6.90              | $7.13              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1438 G        | 2034-01-01      | 6.7500%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846986 G        | 2028-09-01      | 5.6970%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1413 | 2055-04-01      | 6.0000%  |  | $18481.91          | $18992.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1361 | 2055-05-01      | 6.5000%  |  | $363002.97         | $383166.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0616 | 2055-03-01      | 6.0000%  |  | $15497.90          | $15986.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4075 | 2055-09-01      | 6.0000%  |  | $6105.57           | $6285.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4029 | 2055-09-01      | 5.5000%  |  | $142.86            | $144.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2707 | 2055-09-01      | 6.0000%  |  | $130390.33         | $134363.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1686 | 2055-08-01      | 6.5000%  |  | $143.89            | $150.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $1163171.73        | $1198659.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7536 | 2051-02-01      | 2.5000%  |  | $261780.42         | $225775.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7534 | 2051-02-01      | 2.5000%  |  | $86.88             | $75.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6605 | 2053-09-01      | 5.5000%  |  | $459631.96         | $468464.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5238 | 2054-04-01      | 5.5000%  |  | $126.38            | $129.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $2551290.43        | $2551815.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  |  | $49051.10          | $45055.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2776 | 2053-04-01      | 5.0000%  |  | $182725.42         | $184280.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  |  | $2875.29           | $2657.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004796 M     | 2040-09-20      | 4.5000%  |  | $0.97              | $0.96              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  |  | $19068416.00       | $19325278.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0487 M     | 2055-07-20      | 6.5000%  |  | $42096544.42       | $43539029.28       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  |  | $141.57            | $143.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M     | 2054-11-20      | 5.5000%  |  | $11782115.69       | $11954117.57       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7019 C     | 2055-09-20      | 6.5000%  |  | $255401.86         | $267751.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1026 C     | 2055-08-20      | 6.5000%  |  | $558300.83         | $585274.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7335 C     | 2055-03-20      | 6.0000%  |  | $1684.55           | $1755.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9669 M     | 2054-05-20      | 6.0000%  |  | $114.36            | $117.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M     | 2054-01-20      | 5.5000%  |  | $119.98            | $121.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1840 | 2052-06-01      | 3.0000%  |  | $1126382.72        | $1004098.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0618 | 2051-02-01      | 3.0000%  |  | $48625.12          | $43616.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0035 | 2047-04-01      | 3.0000%  |  | $56822.37          | $51687.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0310 | 2042-08-01      | 2.0000%  |  | $22028.94          | $19197.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZT0717 | 2033-10-01      | 3.5000%  |  | $11.51             | $11.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0103 | 2047-02-01      | 3.0000%  |  | $39.76             | $36.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZS9227 | 2036-08-01      | 3.5000%  |  | $11193.27          | $10909.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2659 | 2039-04-01      | 5.0000%  |  | $61371.88          | $63196.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  |  | $1.30              | $1.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4951 | 2048-09-01      | 4.5000%  |  | $19316.02          | $19346.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0268 | 2055-09-01      | 6.5000%  |  | $369243.29         | $384499.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6761 | 2055-05-01      | 6.0000%  |  | $933659.86         | $968012.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2745 | 2054-04-01      | 5.5000%  |  | $41722.78          | $42476.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL649975 | 2032-07-01      | 6.5000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  |  | $187355.12         | $176825.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550 | 2026-05-01      | 6.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812 | 2029-09-01      | 5.6250%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420195 G        | 2030-11-01      | 5.4500%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G        | 2030-06-01      | 4.6630%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA7142 | 2052-04-01      | 2.0000%  |  | $19527.73          | $16059.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF8451 | 2053-01-01      | 5.5000%  |  | $40874.48          | $41778.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  |  | $1044300.35        | $1069444.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $2695535.09        | $2697469.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7706 | 2055-07-01      | 6.0000%  |  | $17064.30          | $17584.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9997 | 2055-04-01      | 6.5000%  |  | $698059.97         | $731804.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8624 | 2055-03-01      | 6.5000%  |  | $393.61            | $409.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4289 | 2055-01-01      | 6.5000%  |  | $1001269.79        | $1051889.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE3024 | 2040-09-01      | 4.5000%  |  | $5079.18           | $5115.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  |  | $190549.14         | $193077.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $62855.28          | $62656.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $43309.70          | $43358.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $118.50            | $116.03            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836434 | 2035-10-01      | 6.6860%  |  | $17389.95          | $18081.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $378903.14         | $334644.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5491 | 2052-07-01      | 3.0000%  |  | $8588.95           | $7656.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  |  | $1136.13           | $924.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8488 M     | 2052-12-20      | 4.0000%  |  | $7581098.95        | $7221089.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP6714 | 2050-09-01      | 2.0000%  |  | $62224.40          | $50852.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  |  | $384049.28         | $397178.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $12245095.57       | $12397186.46       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8946 M     | 2053-06-20      | 4.5000%  |  | $12595.32          | $12322.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5414 | 2054-05-01      | 6.0000%  |  | $2041888.91        | $2143704.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9781 M     | 2054-07-20      | 6.5000%  |  | $1618485.31        | $1673944.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $1799.30           | $1654.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0549 | 2047-10-01      | 4.0000%  |  | $2702.13           | $2610.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  |  | $328338.29         | $339148.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZJ3935 | 2029-09-01      | 6.5000%  |  | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 ZLZT2475 | 2048-12-01      | 4.5000%  |  | $129.83            | $128.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2278 | 2052-08-01      | 3.0000%  |  | $10842.03          | $9586.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4242 | 2053-11-01      | 5.5000%  |  | $4469707.48        | $4575168.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1927 | 2054-03-01      | 5.5000%  |  | $97220.41          | $99386.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB3891 | 2050-10-01      | 2.0000%  |  | $197127.39         | $161181.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $45044.90          | $44216.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8141 | 2051-04-01      | 2.5000%  |  | $94.03             | $80.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8498 | 2044-09-01      | 3.5000%  |  | $15918.03          | $15133.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8795 | 2053-04-01      | 5.5000%  |  | $9825.63           | $10062.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5565 | 2048-07-01      | 4.5000%  |  | $1699331.33        | $1684630.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI0882 | 2033-11-01      | 6.0000%  |  | $2.35              | $2.41              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZS0461 | 2029-09-01      | 7.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI5075 | 2036-07-01      | 5.0000%  |  | $0.60              | $0.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4815 | 2052-07-01      | 2.5000%  |  | $130.32            | $110.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  |  | $0.09              | $0.10              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G        | 2030-07-01      | 6.4650%  |  | $14.08             | $14.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL7158 | 2043-09-01      | 4.5000%  |  | $1.83              | $1.83              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1812 | 2055-09-01      | 6.0000%  |  | $87205.76          | $89741.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  |  | $525885.47         | $537714.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9314 | 2055-04-01      | 6.5000%  |  | $3576866.28        | $3728253.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4564 | 2055-05-01      | 6.0000%  |  | $181255.70         | $188363.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $1903769.33        | $1927716.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV5949 | 2055-08-01      | 6.0000%  |  | $138127.78         | $143039.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI0245 C     | 2065-04-20      | 7.0000%  |  | $10211.91          | $10535.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4169 | 2055-05-01      | 6.0000%  |  | $122773.79         | $126295.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2693 | 2055-09-01      | 5.5000%  |  | $2239484.95        | $2271806.44        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-076 CF     | 2053-05-20      | 5.3888%  |  | $3418691.99        | $3414490.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF     | 2052-02-20      | 3.0000%  |  | $2416423.50        | $2092524.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-164 B      | 2055-09-20      | 4.5000%  |  | $15246438.86       | $15048265.64       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC082AD R25F082 | 2052-08-25      | 5.0000%  |  | $6792388.86        | $6820066.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA     | 2053-05-20      | 5.3888%  |  | $3746015.32        | $3742650.99        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4407CF 06/15/44 | 2044-06-15      | 4.7866%  |  | $14.62             | $14.43             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC054FD R24F054 | 2054-08-25      | 5.6060%  |  | $2500330.93        | $2517244.71        | Agency Collateralized Mortgage Obligation |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $0.29              | $0.20              | U.S. Treasuries (including strips)        |
| FCSB 2.22 FCOR 22-36 AY   | 2036-08-12      | 2.2200%  |  | $1857.14           | $1475.63           | Agency Debentures and Agency Strips       |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $214241.28         | $220273.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  |  | $75980.42          | $58519.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  |  | $19356.69          | $16482.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995049 | 2038-02-01      | 5.5000%  |  | $3.60              | $3.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9416 | 2045-07-01      | 3.5000%  |  | $5701772.59        | $5392847.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9817 | 2046-03-01      | 3.5000%  |  | $41696.18          | $39632.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM8137 | 2035-09-01      | 3.5000%  |  | $20296.98          | $20024.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  |  | $23649.82          | $21840.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3120 | 2052-03-01      | 3.0000%  |  | $354130.70         | $312553.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7186 | 2050-09-01      | 2.5000%  |  | $20133.02          | $17206.57          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4626 | 2041-01-01      | 2.7200%  |  | $141.64            | $114.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBO0858 | 2049-05-01      | 5.5000%  |  | $2485.61           | $2569.27           | Agency Mortgage-Backed Securities         |

### Security 222: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.200%, 10/1/2025
- **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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $6891234.28        | $6910621.04        | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26    | 2026-03-12      | 0.0000%  |  | $31.91             | $31.36             | U.S. Treasuries (including strips) |
| USTR BILL 10/28/25    | 2025-10-28      | 0.0000%  |  | $796308.11         | $793791.78         | U.S. Treasuries (including strips) |
| USTR BILL 11/06/25    | 2025-11-06      | 0.0000%  |  | $2734726.53        | $2723404.76        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $4.56              | $4.64              | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $2278938.01        | $2148871.28        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $48.07             | $50.56             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  |  | $4.56              | $4.53              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $26811522.33       | $26884717.79       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $1868628.08        | $1891327.49        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $4557857.79        | $4505298.51        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $2951224.77        | $2941280.76        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $2244334.55        | $2206545.57        | U.S. Treasuries (including strips) |

### Security 223: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  4.210%, 10/1/2025
- **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: 963FWZ000, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 GNMI SF 608700 X     | 2034-10-15      | 6.0000%  |  | $81365.63          | $85180.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  |  | $39167309.00       | $39870658.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3779 | 2052-06-01      | 3.5000%  |  | $82033000.09       | $76003528.98       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  |  | $77225290.17       | $76189004.00       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  |  | $38441138.45       | $37869249.63       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 608708 X     | 2030-10-15      | 6.5000%  |  | $59723.11          | $62901.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $804.35            | $827.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  |  | $826340.61         | $855721.43         | Agency Mortgage-Backed Securities  |
| USTR BILL 11/06/25        | 2025-11-06      | 0.0000%  |  | $24193800.00       | $24093637.67       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.210%, 10/1/2025
- **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: 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:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 CA9373 C | 2035-09-20      | 5.0000%  |  | $306524.01         | $311948.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4350 C | 2051-03-20      | 2.5000%  |  | $5188073.15        | $4381659.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1116967.19        | $1136693.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6449 C | 2045-11-20      | 3.0000%  |  | $235781.29         | $211631.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6430 C | 2050-10-20      | 3.0000%  |  | $396041.68         | $355454.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C | 2050-10-20      | 3.0000%  |  | $227011.07         | $204022.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $517518.21         | $540035.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $304005.84         | $279260.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ7065 C | 2050-04-20      | 2.7500%  |  | $321344.10         | $281183.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1202677.29        | $1040224.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI8200 C | 2048-09-20      | 4.5000%  |  | $180310.32         | $175994.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6397 C | 2036-02-20      | 3.0000%  |  | $305795.67         | $275585.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4690 C | 2038-11-20      | 6.5000%  |  | $772040.51         | $810047.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1519180.57        | $1538189.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $31623.80          | $26009.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD3893 C | 2048-01-20      | 3.5000%  |  | $32343.36          | $29950.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9688 M | 2036-07-20      | 2.0000%  |  | $65043.66          | $59812.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  |  | $235084.11         | $244958.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3287 C | 2053-11-20      | 7.0000%  |  | $77932.67          | $80349.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0561 C | 2053-09-20      | 6.5000%  |  | $2625505.21        | $2742020.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0542 C | 2053-10-20      | 2.0000%  |  | $3907177.99        | $3167205.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV9811 C | 2053-06-20      | 5.0000%  |  | $1482358.43        | $1512633.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV3842 C | 2053-07-20      | 6.0000%  |  | $536654.66         | $554084.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT5313 C | 2051-12-20      | 2.5000%  |  | $1143040.08        | $970984.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ9881 C | 2052-10-20      | 4.5000%  |  | $259355.17         | $265886.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL1773 C | 2045-01-20      | 3.5000%  |  | $2468645.73        | $2275398.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AJ2596 C | 2045-03-20      | 2.5000%  |  | $411851.97         | $355256.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AD8811 C | 2043-03-20      | 3.0000%  |  | $1008654.13        | $930942.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9941 M | 2039-10-20      | 6.5000%  |  | $113231.59         | $121645.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3600932.21        | $3067810.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C | 2035-05-20      | 6.0000%  |  | $721254.86         | $745462.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ6920 C | 2055-07-20      | 6.0000%  |  | $1291782.92        | $1320767.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $893939.37         | $759373.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1248 C | 2051-12-20      | 2.5000%  |  | $5804359.35        | $4984545.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9957 C | 2051-10-20      | 2.5000%  |  | $512736.32         | $440645.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9791 C | 2051-04-20      | 3.0000%  |  | $59881.49          | $53838.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4917 C | 2052-01-20      | 3.5000%  |  | $563252.24         | $519729.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 530000 C | 2030-08-20      | 7.5000%  |  | $41972.05          | $42465.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4921 C | 2055-07-20      | 6.5000%  |  | $1615689.33        | $1701713.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1750 C | 2055-02-20      | 5.5000%  |  | $1368993.83        | $1381137.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0837 C | 2055-04-20      | 6.5000%  |  | $1089128.17        | $1144493.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  |  | $1644240895.00     | $1683691714.33     | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $49573.52          | $52256.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3512 C | 2055-07-20      | 6.5000%  |  | $5763969.11        | $6021146.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2501 C | 2055-07-20      | 6.5000%  |  | $6291603.81        | $6572304.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2577 C | 2052-07-20      | 6.5000%  |  | $1225613.83        | $1281030.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0403 C | 2055-07-20      | 5.5000%  |  | $5697192.68        | $5804058.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9295 C | 2055-07-20      | 6.5000%  |  | $1372852.08        | $1434107.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $1431002.03        | $1495729.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9240 M | 2053-10-20      | 5.0000%  |  | $43191814.38       | $43346301.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1478670.63        | $1413464.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M | 2053-10-20      | 2.0000%  |  | $1275360.87        | $1060947.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9174 M | 2053-09-20      | 7.0000%  |  | $503814.09         | $522367.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  |  | $7299793.25        | $6955689.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9104 M | 2053-08-20      | 4.5000%  |  | $2480743.64        | $2424740.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $450910.65         | $407224.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9779 M | 2054-07-20      | 5.5000%  |  | $36380495.83       | $36868378.51       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8846 M | 2038-05-20      | 4.5000%  |  | $160063.14         | $159913.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8793 M | 2046-01-20      | 1.5000%  |  | $55547.42          | $44774.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M | 2038-07-20      | 6.5000%  |  | $67579.34          | $71621.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $466729.30         | $466792.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $252170.52         | $244832.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $4434026.18        | $3688001.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5907 M | 2034-05-20      | 4.5000%  |  | $66762.17          | $67502.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8271 M | 2052-09-20      | 6.0000%  |  | $273009.20         | $281390.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8153 M | 2052-07-20      | 5.5000%  |  | $201979.83         | $206067.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8122 M | 2037-07-20      | 2.0000%  |  | $465614.77         | $430379.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8985 M | 2038-07-20      | 4.5000%  |  | $42667.30          | $42706.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8940 M | 2051-04-20      | 1.5000%  |  | $120396.18         | $96028.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8538 M | 2038-01-20      | 5.0000%  |  | $39862.54          | $40114.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8455 M | 2037-12-20      | 2.5000%  |  | $50924.89          | $47763.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M | 2052-11-20      | 4.0000%  |  | $2563385.82        | $2448923.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M | 2037-11-20      | 4.5000%  |  | $137733.05         | $137058.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8316 M | 2037-12-20      | 3.0000%  |  | $714532.52         | $672084.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8564 M | 2053-01-20      | 2.5000%  |  | $695810.89         | $602641.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5528 M | 2048-10-20      | 4.0000%  |  | $24131867.50       | $23202844.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4961 M | 2048-01-20      | 3.0000%  |  | $78822.50          | $71572.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5300 M | 2033-07-20      | 3.5000%  |  | $121557.99         | $119914.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4003 M | 2046-10-20      | 3.0000%  |  | $5690618.11        | $5186979.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1224 M | 2043-08-20      | 3.5000%  |  | $715848.94         | $679275.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0625 M | 2042-12-20      | 3.5000%  |  | $1203931.90        | $1148369.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5636785.30        | $5376644.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6160 C | 2043-03-20      | 3.5000%  |  | $1545283.90        | $1440988.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6148 C | 2043-03-20      | 3.0000%  |  | $455657.63         | $412671.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6243 C | 2043-04-20      | 3.5000%  |  | $3629748.85        | $3345737.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5570 M | 2031-08-20      | 7.0000%  |  | $9232.51           | $9522.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7647 M | 2051-10-20      | 1.5000%  |  | $764520.82         | $608493.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M | 2051-07-20      | 3.5000%  |  | $205638.11         | $189923.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7396 M | 2034-09-20      | 4.5000%  |  | $31008.20          | $31791.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8097 M | 2052-06-20      | 2.5000%  |  | $73259166.31       | $63426532.65       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $184497.04         | $175925.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8017 M | 2037-05-20      | 2.5000%  |  | $378784.49         | $352939.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6954 M | 2050-09-20      | 1.5000%  |  | $72426.16          | $58035.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6745 M | 2035-04-20      | 5.0000%  |  | $611209.03         | $618121.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6744 M | 2035-03-20      | 4.5000%  |  | $51961.86          | $52512.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6713 M | 2050-06-20      | 4.5000%  |  | $3310968.69        | $3300406.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6661 M | 2050-05-20      | 5.5000%  |  | $657965.54         | $679928.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6683 M | 2035-07-20      | 2.5000%  |  | $109921.74         | $103658.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6408 M | 2050-01-20      | 2.5000%  |  | $482807.12         | $420192.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0296 C | 2055-05-20      | 6.5000%  |  | $4215297.03        | $4403371.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0799 C | 2055-07-20      | 6.5000%  |  | $1770472.42        | $1853830.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9878 C | 2055-07-20      | 6.5000%  |  | $1144654.29        | $1195719.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $27899445.64       | $29668351.09       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3024 C | 2055-02-20      | 6.5000%  |  | $3193136.04        | $3295770.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3484 C | 2055-03-20      | 7.0000%  |  | $12125593.01       | $12537752.69       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9942 C | 2054-12-20      | 5.5000%  |  | $1082618.10        | $1102924.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0944 C | 2054-10-20      | 5.5000%  |  | $2582470.67        | $2630511.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C | 2054-12-20      | 6.5000%  |  | $1250951.62        | $1305509.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6809 C | 2054-11-20      | 4.5000%  |  | $7819659.28        | $7552672.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4243 C | 2054-11-20      | 7.0000%  |  | $1459396.66        | $1527522.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1530672.41        | $1559145.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3571 C | 2054-06-20      | 6.0000%  |  | $1606164.42        | $1660443.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7057 C | 2054-04-20      | 6.5000%  |  | $372056.75         | $379090.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5839 C | 2054-02-20      | 8.0000%  |  | $941452.31         | $1026913.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6452 C | 2053-11-20      | 7.5000%  |  | $651097.97         | $682492.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6864 C | 2053-09-20      | 6.5000%  |  | $4271175.07        | $4460738.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3732 C | 2053-10-20      | 7.0000%  |  | $695903.97         | $726338.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $104689.81         | $111165.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM4442 C | 2052-06-20      | 2.5000%  |  | $1085110.84        | $924457.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9220 C | 2055-07-20      | 6.5000%  |  | $16323225.15       | $16991173.34       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $739569.48         | $684505.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8239 M | 2037-02-20      | 2.0000%  |  | $144859.42         | $133204.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8508 C | 2050-12-20      | 3.0000%  |  | $48636.84          | $43727.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $429918.17         | $386399.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5333 M | 2048-07-20      | 5.5000%  |  | $245757.39         | $253925.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV0625 C | 2053-09-20      | 7.0000%  |  | $1442844.61        | $1506026.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $903643.98         | $798167.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH0582 C | 2051-08-20      | 2.5000%  |  | $1859874.50        | $1605209.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $839369358.09      | $753314413.88      | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3436 C | 2055-01-20      | 7.0000%  |  | $1108827.29        | $1146519.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR3703 C | 2052-11-20      | 3.5000%  |  | $572035.75         | $514468.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M | 2053-09-20      | 6.0000%  |  | $6915714.38        | $7105988.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M | 2035-08-20      | 5.0000%  |  | $325987.69         | $328253.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8542 M | 2038-10-20      | 7.0000%  |  | $129047.68         | $134736.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M | 2053-11-20      | 4.0000%  |  | $352164.77         | $335599.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG8222 C | 2052-03-20      | 2.0000%  |  | $1850511.62        | $1500134.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI4372 C | 2039-07-20      | 6.0000%  |  | $1218032.20        | $1279025.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8042 M | 2052-05-20      | 2.5000%  |  | $169074824.99      | $146238207.76      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M | 2052-10-20      | 4.0000%  |  | $33501209.73       | $31948168.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9276 M | 2030-12-20      | 8.0000%  |  | $159844.56         | $167852.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $848080.28         | $806382.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW5751 C | 2053-08-20      | 7.5000%  |  | $495923.16         | $519121.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $197184.07         | $212015.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7516 C | 2047-10-20      | 3.5000%  |  | $836044.52         | $773674.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1006 C | 2054-09-20      | 7.0000%  |  | $1007905.05        | $1055326.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9577 M | 2039-07-20      | 6.5000%  |  | $24645.51          | $26053.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4245 C | 2054-10-20      | 7.0000%  |  | $1038435.97        | $1084738.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8077 M | 2035-04-20      | 5.0000%  |  | $31344.65          | $31503.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7912 M | 2037-04-20      | 3.5000%  |  | $203562.98         | $197195.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $312899.10         | $313269.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5967 C | 2055-08-20      | 6.5000%  |  | $1380603.54        | $1442200.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1823 C | 2055-07-20      | 6.5000%  |  | $1039726.00        | $1086116.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9717 M | 2040-11-20      | 1.5000%  |  | $119130.64         | $96049.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8847 M | 2038-08-20      | 5.0000%  |  | $36511.80          | $37373.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M | 2038-07-20      | 5.0000%  |  | $237582.73         | $241328.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M | 2053-11-20      | 5.0000%  |  | $29482384.14       | $29578726.03       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8492 M | 2052-12-20      | 6.0000%  |  | $244397.65         | $251740.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $146399.17         | $146817.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $3964458.81        | $3756996.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2863 M | 2030-06-20      | 2.5000%  |  | $105610.79         | $103029.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $713270.99         | $725401.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8464 M | 2037-04-20      | 7.0000%  |  | $66020.89          | $68091.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0800 C | 2055-07-20      | 6.5000%  |  | $1283290.65        | $1351614.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3328 C | 2055-02-20      | 6.5000%  |  | $1145423.66        | $1196264.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6463 C | 2055-07-20      | 5.0000%  |  | $1063175.67        | $1069940.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6154 C | 2055-01-20      | 7.0000%  |  | $1133436.00        | $1201131.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2200 C | 2055-02-20      | 5.0000%  |  | $1535482.36        | $1543684.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7974 C | 2055-08-20      | 6.5000%  |  | $1248185.66        | $1306949.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3331 C | 2055-02-20      | 7.0000%  |  | $1276580.90        | $1332664.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7937 C | 2055-07-20      | 6.5000%  |  | $1338033.97        | $1402678.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8189 C | 2054-11-20      | 6.5000%  |  | $830470.30         | $867402.23         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.200%, 10/1/2025
- **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):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $814663200.00      | $816000062.31      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.200%, 10/1/2025
- **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:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $715394000.00      | $730096144.36      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $176128400.00      | $183779065.44      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $804950400.00      | $807378130.41      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $401666100.00      | $408294996.48      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $784209600.00      | $731572667.44      | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $474300.00         | $490588.65         | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26    | 2026-03-26      | 0.0000%  |  | $7270900.00        | $7138402.39        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  |  | $320276800.00      | $318750040.49      | U.S. Treasuries (including strips) |

### Security 227: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.340%, 10/10/2025
- **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):** $1220000000.00
- **C.18.a - Value (excl. sponsor support):** $1220000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  |  | $24319074.13       | $23402299.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFS4501 | 2037-06-01      | 1.5000%  |  | $4225570.82        | $3782005.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3642 C     | 2055-09-20      | 6.5000%  |  | $936209.70         | $977981.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2606 | 2052-01-01      | 2.5000%  |  | $135717.75         | $115931.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6681 | 2055-08-01      | 6.5000%  |  | $1171117.05        | $1230327.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1737 C     | 2055-09-20      | 6.0000%  |  | $927098.74         | $957359.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6910 | 2055-02-01      | 7.0000%  |  | $1739463.49        | $1832122.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  |  | $43901288.47       | $45601809.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8090 | 2055-08-01      | 6.0000%  |  | $3324157.08        | $3427599.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3685 | 2055-09-01      | 6.5000%  |  | $1708710.04        | $1788893.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5539 C     | 2055-09-20      | 6.0000%  |  | $1273353.04        | $1314915.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ2353 | 2055-08-01      | 5.0000%  |  | $779578.83         | $779027.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  |  | $1264950.90        | $1277913.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3100 | 2055-08-01      | 6.5000%  |  | $1093516.02        | $1154936.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3275 | 2055-02-01      | 5.5000%  |  | $622826.08         | $637827.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1197 C     | 2055-09-20      | 5.5000%  |  | $1448639.59        | $1475819.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3366 | 2055-07-01      | 6.5000%  |  | $698021.11         | $732222.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3211 C     | 2055-08-20      | 6.5000%  |  | $939510.84         | $990688.92         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6838       | 2060-07-15      | 5.8500%  |  | $1067934.95        | $1137649.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2449 | 2055-08-01      | 5.5000%  |  | $1525106.04        | $1573150.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2414 | 2055-08-01      | 6.5000%  |  | $11901921.80       | $12379392.51       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1225 | 2055-08-01      | 6.0000%  |  | $830017.29         | $858380.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0977 | 2055-08-01      | 5.5000%  |  | $922878.65         | $936874.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0809 | 2055-08-01      | 6.0000%  |  | $3423382.74        | $3515548.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY5791 | 2055-05-01      | 7.0000%  |  | $880776.52         | $925404.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4658 | 2055-05-01      | 5.0000%  |  | $677494.78         | $681720.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY3548 | 2055-05-01      | 5.0000%  |  | $4108263.30        | $4134255.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM2440 | 2050-02-01      | 2.5000%  |  | $21629289.24       | $18505779.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM2256 | 2044-10-01      | 4.5000%  |  | $92693.31          | $92750.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $1275454.36        | $1292380.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA0251 | 2054-08-01      | 7.0000%  |  | $6463058.70        | $6877165.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9949 | 2055-02-01      | 4.5000%  |  | $7116079.52        | $6938284.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY3520 | 2055-05-01      | 7.0000%  |  | $2157360.60        | $2275549.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY1605 | 2055-04-01      | 6.5000%  |  | $1093658.71        | $1141064.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX9388 | 2055-03-01      | 6.0000%  |  | $792664.29         | $817464.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX9179 | 2055-04-01      | 5.0000%  |  | $682340.23         | $684782.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX9170 | 2055-04-01      | 5.5000%  |  | $852560.12         | $870330.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9843 | 2055-04-01      | 7.0000%  |  | $12876094.00       | $13572341.60       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX5270 | 2055-01-01      | 5.0000%  |  | $1151839.80        | $1148735.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI2500 | 2054-04-01      | 5.5000%  |  | $8087663.49        | $8249631.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6073 | 2050-11-01      | 2.5000%  |  | $830113.52         | $686240.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2555 | 2037-03-01      | 2.5000%  |  | $1243278.62        | $1170249.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9083 | 2053-05-01      | 6.5000%  |  | $6110290.20        | $6483299.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7388 | 2052-05-01      | 4.0000%  |  | $6047357.44        | $5779884.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2739 | 2055-02-01      | 6.5000%  |  | $734025.76         | $764970.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB8258 | 2054-11-01      | 7.0000%  |  | $2308498.89        | $2438550.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6275 | 2054-08-01      | 5.5000%  |  | $1921406.44        | $1947778.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB5244 | 2054-05-01      | 6.5000%  |  | $3031338.34        | $3168667.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  |  | $26824946.36       | $24008791.95       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8146 | 2037-03-01      | 2.5000%  |  | $11919.45          | $11223.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8162 | 2037-07-01      | 2.5000%  |  | $4495544.07        | $4232257.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 ZLZT2298 | 2046-09-01      | 3.5000%  |  | $1473591.51        | $1386130.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3SZT1532 | 2048-01-01      | 3.5000%  |  | $2073029.95        | $1935128.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3VZT1132 | 2043-12-01      | 4.5000%  |  | $43457.06          | $43781.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PZT0849 | 2048-02-01      | 3.0000%  |  | $3872186.47        | $3422968.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT0787 | 2048-10-01      | 4.0000%  |  | $1066928.74        | $1029352.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4636 | 2045-10-01      | 4.5000%  |  | $252.27            | $251.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU3083 | 2052-01-01      | 2.5000%  |  | $237173.30         | $200896.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU4405 | 2043-10-01      | 3.0000%  |  | $415348.31         | $383203.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8479 | 2047-01-01      | 3.0000%  |  | $6010705.51        | $5454755.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS5012 | 2045-05-01      | 4.0000%  |  | $42844.12          | $41796.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4545 | 2045-03-01      | 3.0000%  |  | $68064.73          | $62613.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  |  | $107021.07         | $103554.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAP9862 | 2042-10-01      | 4.0000%  |  | $133354.22         | $129769.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL4142 | 2041-06-01      | 6.0000%  |  | $80867.40          | $85569.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAL2656 | 2027-10-01      | 2.5000%  |  | $203175.18         | $200442.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIQO3808 | 2040-06-01      | 6.0000%  |  | $609725.57         | $633712.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  |  | $820662.04         | $772442.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7525 | 2054-06-01      | 6.0000%  |  | $1136143.86        | $1169209.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE0429 | 2055-05-01      | 5.0000%  |  | $2103045.27        | $2100060.58        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK1932 C     | 2065-06-20      | 6.5000%  |  | $1554210.42        | $1602507.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4588 | 2055-08-01      | 6.0000%  |  | $17375208.42       | $17832234.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  |  | $6190552.57        | $6281168.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX0426 | 2052-11-01      | 5.5000%  |  | $1072114.48        | $1093435.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZI8476 | 2033-12-01      | 4.0000%  |  | $186651.44         | $184443.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZI9507 | 2039-12-01      | 4.5000%  |  | $6871.45           | $6931.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9014 C     | 2055-09-20      | 6.5000%  |  | $618221.58         | $645806.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDE8485 | 2055-09-01      | 4.5000%  |  | $1681411.32        | $1639401.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8524 | 2055-05-01      | 5.5000%  |  | $829015.51         | $844028.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDE1493 | 2055-06-01      | 4.0000%  |  | $684186.77         | $648190.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4570 C     | 2055-08-20      | 6.5000%  |  | $3665163.04        | $3828692.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB4419 | 2054-07-01      | 7.0000%  |  | $198758.34         | $211379.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $26459440.31       | $22007668.87       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  |  | $214222.98         | $201729.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $97398.32          | $98982.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $1781498.62        | $1576173.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB1048 | 2038-07-01      | 3.0000%  |  | $85228.12          | $81760.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9034 | 2050-02-01      | 3.5000%  |  | $891.18            | $824.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  |  | $4630957.62        | $4810931.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3976 | 2055-08-01      | 7.0000%  |  | $660963.81         | $700557.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5857 | 2040-10-01      | 3.5000%  |  | $125050.00         | $121343.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1502 | 2055-06-01      | 6.5000%  |  | $629202.48         | $666287.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8571 | 2052-08-01      | 5.0000%  |  | $583267.41         | $590726.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW1463 | 2052-06-01      | 4.0000%  |  | $470633.28         | $445926.07         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6880 C     | 2065-06-20      | 3.0000%  |  | $138897.16         | $122409.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9304 C     | 2055-08-20      | 6.0000%  |  | $724221.17         | $750317.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2776 C     | 2055-07-20      | 6.5000%  |  | $9232712.86        | $9644659.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0144 M     | 2055-01-20      | 4.0000%  |  | $4202664.62        | $3974381.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5825 | 2055-09-01      | 7.0000%  |  | $29220421.58       | $30777545.38       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0419 M     | 2055-06-20      | 3.0000%  |  | $28489.73          | $25577.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7306 | 2052-05-01      | 4.0000%  |  | $76122.21          | $72459.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA3803 | 2050-12-01      | 1.5000%  |  | $788026.62         | $608058.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN9910 | 2037-04-01      | 1.5000%  |  | $1620069.19        | $1450992.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ8235 | 2054-11-01      | 6.0000%  |  | $273993.39         | $281352.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ4056 | 2054-09-01      | 7.0000%  |  | $3606721.66        | $3798238.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQH0361 | 2053-09-01      | 5.0000%  |  | $387576.61         | $386881.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQG1221 | 2053-04-01      | 4.0000%  |  | $65895.75          | $62475.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7144 | 2053-02-01      | 5.5000%  |  | $2767304.54        | $2813713.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE6420 | 2052-07-01      | 4.0000%  |  | $2483874.54        | $2376767.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB6830 | 2050-12-01      | 2.0000%  |  | $11653159.14       | $9525852.93        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G67720 G | 2049-03-01      | 4.5000%  |  | $78289.16          | $78174.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6165 | 2055-09-01      | 5.5000%  |  | $567780.68         | $575315.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6113 | 2055-08-01      | 5.5000%  |  | $2143822.64        | $2204736.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE5776 | 2055-07-01      | 7.0000%  |  | $788022.29         | $830560.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4971 | 2055-06-01      | 7.0000%  |  | $1337652.39        | $1411624.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4767 | 2055-06-01      | 7.0000%  |  | $1183606.72        | $1251411.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE4563 | 2055-08-01      | 5.0000%  |  | $1027513.22        | $1032936.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3164 | 2055-07-01      | 7.0000%  |  | $12768037.52       | $13458454.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2169 | 2055-06-01      | 6.0000%  |  | $21723545.68       | $22305700.49       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2058 | 2055-06-01      | 6.5000%  |  | $1268810.34        | $1334797.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1566 | 2055-07-01      | 5.5000%  |  | $1852883.39        | $1878337.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE1089 | 2055-06-01      | 7.0000%  |  | $20134365.02       | $21187047.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8488 | 2055-01-01      | 4.0000%  |  | $879754.31         | $833472.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  |  | $13003826.00       | $12962679.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8693 | 2054-06-01      | 5.5000%  |  | $45343.41          | $46030.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI4905 | 2054-05-01      | 7.0000%  |  | $370739.96         | $390421.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI2725 | 2054-03-01      | 7.0000%  |  | $8167602.08        | $8593770.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBR1789 | 2036-01-01      | 2.5000%  |  | $216369.91         | $203668.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN5383 | 2049-04-01      | 4.0000%  |  | $163529.52         | $157722.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4858 | 2048-08-01      | 4.0000%  |  | $1259709.75        | $1226260.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  |  | $1708684.71        | $1631570.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  |  | $56473.63          | $53043.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM1610 | 2032-08-01      | 3.0000%  |  | $2098843.10        | $2048044.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBJ7198 | 2048-09-01      | 5.0000%  |  | $244138.79         | $245458.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBJ2987 | 2032-12-01      | 2.5000%  |  | $5198.04           | $5003.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH8027 | 2047-10-01      | 4.5000%  |  | $36083.48          | $35800.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH7130 | 2047-07-01      | 3.5000%  |  | $52104.49          | $48756.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0171 | 2057-01-01      | 4.0000%  |  | $1214217.21        | $1152634.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD9081 | 2048-06-01      | 4.0000%  |  | $585062.36         | $564943.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0948 | 2055-10-01      | 5.0000%  |  | $1604070.64        | $1601361.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0774 | 2055-10-01      | 5.0000%  |  | $2959778.56        | $2950413.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9722 | 2055-09-01      | 6.0000%  |  | $2741798.72        | $2838974.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE8486 | 2055-09-01      | 5.0000%  |  | $3373602.56        | $3363076.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6700 | 2055-08-01      | 6.5000%  |  | $4379262.38        | $4572620.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1599 C     | 2055-09-20      | 6.0000%  |  | $1246818.04        | $1287514.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1521 C     | 2055-08-20      | 6.0000%  |  | $220850.92         | $228059.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1518 C     | 2055-08-20      | 6.0000%  |  | $524048.44         | $541153.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9739 C     | 2055-09-20      | 6.0000%  |  | $6191900.16        | $6393999.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9159 C     | 2055-07-20      | 5.0000%  |  | $6260101.28        | $6267023.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7842 C     | 2055-08-20      | 6.0000%  |  | $1941194.56        | $2009579.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6586 C     | 2055-08-20      | 6.0000%  |  | $9147107.57        | $9279204.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1868 | 2051-10-01      | 2.5000%  |  | $1175702.82        | $994938.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB6391 | 2054-07-01      | 7.0000%  |  | $990026.52         | $1043339.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1514 | 2055-04-01      | 6.0000%  |  | $3106984.75        | $3195177.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8999 C     | 2055-08-20      | 6.0000%  |  | $701083.91         | $723967.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB4008 | 2054-05-01      | 6.0000%  |  | $2667062.91        | $2750364.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5496 | 2054-10-01      | 5.0000%  |  | $1259280.32        | $1255295.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4718 | 2043-01-01      | 3.0000%  |  | $48911.39          | $45156.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC2344 | 2051-04-01      | 2.5000%  |  | $228226.33         | $194453.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7929 | 2054-01-01      | 6.0000%  |  | $808464.45         | $831569.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS9920 | 2045-01-01      | 4.0000%  |  | $67112.57          | $65844.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  |  | $2760.59           | $2872.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  |  | $2249700.04        | $2313216.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0427 | 2055-05-01      | 5.0000%  |  | $32337335.00       | $32263081.30       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6962 C     | 2062-07-20      | 5.0000%  |  | $106091.59         | $105519.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX9151 | 2055-03-01      | 6.0000%  |  | $2913812.75        | $3007653.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA5371 | 2050-03-01      | 4.0000%  |  | $16467.63          | $15741.12          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6505 | 2051-12-01      | 2.0000%  |  | $156877.08         | $128747.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6089 | 2054-05-01      | 6.0000%  |  | $1161341.24        | $1191707.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3607 | 2054-11-01      | 5.0000%  |  | $302909.95         | $302008.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3416 | 2055-03-01      | 6.0000%  |  | $11673489.77       | $12058602.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0519 C     | 2055-09-20      | 5.5000%  |  | $9169646.88        | $9341692.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4916 C     | 2055-08-20      | 6.0000%  |  | $682282.58         | $709608.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7630 | 2055-05-01      | 5.5000%  |  | $973132.05         | $987614.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN9400 | 2037-02-01      | 2.5000%  |  | $1302208.96        | $1228133.96        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  |  | $173394.61         | $156804.67         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704056 X     | 2038-11-15      | 6.5000%  |  | $8101.01           | $8494.68           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688141 X     | 2038-12-15      | 5.0000%  |  | $267109.57         | $269160.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784484 C     | 2047-11-20      | 4.0000%  |  | $3225.46           | $3061.57           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6877 C     | 2065-04-20      | 4.5000%  |  | $272399.29         | $263840.77         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6865 C     | 2065-05-20      | 2.5000%  |  | $218672.98         | $179905.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3228 C     | 2055-08-20      | 6.5000%  |  | $1947960.38        | $2039058.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3221 C     | 2055-08-20      | 6.5000%  |  | $2232048.16        | $2342213.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4344 | 2055-09-01      | 5.5000%  |  | $888160.00         | $900498.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3791 | 2055-09-01      | 6.0000%  |  | $1417398.44        | $1467584.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9722 C     | 2055-06-20      | 6.0000%  |  | $1452511.03        | $1510276.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8925 C     | 2055-05-20      | 5.0000%  |  | $2194406.57        | $2177158.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6235 C     | 2055-04-20      | 5.5000%  |  | $2852153.33        | $2905649.90        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ2717       | 2060-07-15      | 5.4400%  |  | $694349.42         | $715671.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2067 C     | 2055-01-20      | 5.0000%  |  | $342691.78         | $340051.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4768 C     | 2054-01-20      | 7.5000%  |  | $715171.27         | $750074.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4758 C     | 2054-01-20      | 7.5000%  |  | $3695782.67        | $3841506.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4753 C     | 2054-01-20      | 7.5000%  |  | $1274520.43        | $1336824.94        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AL2277 X     | 2045-03-15      | 3.0000%  |  | $46917.49          | $42605.90          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  |  | $61431.08          | $58777.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9726 M     | 2054-06-20      | 6.0000%  |  | $21545.13          | $22077.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  |  | $225292.05         | $213324.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $2625682.07        | $2561523.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS0887 | 2035-07-01      | 5.0000%  |  | $120413.57         | $123712.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PZA3195 | 2045-03-01      | 3.5000%  |  | $69922.62          | $65099.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8345 | 2054-04-01      | 6.0000%  |  | $2053970.80        | $2131118.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $206788.34         | $211198.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4345 | 2052-08-01      | 4.5000%  |  | $582459.13         | $573591.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB4228 | 2037-07-01      | 2.5000%  |  | $437121.65         | $411442.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTCB3082 | 2042-03-01      | 3.0000%  |  | $39401.19          | $36294.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8411 | 2055-05-01      | 7.0000%  |  | $4639577.02        | $4885534.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7106 | 2055-07-01      | 7.0000%  |  | $851715.62         | $895010.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4026 | 2055-02-01      | 5.5000%  |  | $2624238.92        | $2667448.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD2557 | 2055-02-01      | 5.0000%  |  | $554148.99         | $552546.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDD2618 | 2055-03-01      | 4.0000%  |  | $104299.91         | $98812.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5802 | 2040-08-01      | 6.0000%  |  | $113268.92         | $117504.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTMA5783 | 2045-07-01      | 6.5000%  |  | $1783884.04        | $1853689.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  |  | $298055864.35      | $305895727.01      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA5577 | 2039-10-01      | 2.5000%  |  | $553116.40         | $520583.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  |  | $67339.18          | $59546.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  |  | $20351.05          | $20132.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $282280.55         | $280857.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $770284.22         | $744826.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0854 | 2047-12-01      | 3.5000%  |  | $816804.49         | $764316.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBY8058 | 2054-06-01      | 7.0000%  |  | $1891575.67        | $1990535.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4419 | 2053-04-01      | 5.5000%  |  | $1829810.85        | $1858900.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2914 | 2052-12-01      | 5.0000%  |  | $91579.22          | $91391.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV9627 | 2052-05-01      | 5.0000%  |  | $547262.37         | $547458.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1572 | 2055-05-01      | 5.0000%  |  | $1559755.53        | $1564902.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $161067.50         | $163315.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6104 C     | 2055-09-20      | 5.5000%  |  | $679796.20         | $692550.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4048 C     | 2055-07-20      | 6.0000%  |  | $12256846.11       | $12452518.49       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL3322 C     | 2063-11-20      | 3.5000%  |  | $102338.75         | $92218.42          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL1993 C     | 2065-09-20      | 4.0000%  |  | $623648.14         | $586468.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL1684 C     | 2055-09-20      | 6.0000%  |  | $1011927.78        | $1042093.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0473 C     | 2055-08-20      | 6.5000%  |  | $1917668.64        | $2003233.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0036 C     | 2055-06-20      | 6.5000%  |  | $3079499.43        | $3216851.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9376 C     | 2055-07-20      | 6.5000%  |  | $214982.69         | $224574.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7942 C     | 2055-07-20      | 5.5000%  |  | $910886.60         | $928497.27         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 745790 X     | 2040-07-15      | 5.0000%  |  | $10820.59          | $11087.23          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 733352 X     | 2040-07-15      | 5.0000%  |  | $125471.72         | $128615.51         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 717942 X     | 2039-09-15      | 5.0000%  |  | $124568.22         | $127715.41         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 442336 X     | 2028-04-15      | 7.0000%  |  | $278.14            | $279.82            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002285 M     | 2026-09-20      | 8.0000%  |  | $477.35            | $483.35            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY3840 X     | 2047-04-15      | 4.5000%  |  | $103730.07         | $103570.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9011 C     | 2055-09-20      | 6.0000%  |  | $816661.90         | $843318.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7923 C     | 2055-04-20      | 5.5000%  |  | $929345.06         | $949337.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4537 C     | 2055-08-20      | 6.0000%  |  | $1995127.32        | $2065174.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2164 C     | 2055-02-20      | 5.5000%  |  | $2149581.05        | $2189899.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0530 M     | 2040-09-20      | 6.0000%  |  | $150570.94         | $155437.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7702 C     | 2055-09-20      | 6.0000%  |  | $1118738.78        | $1155254.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7295 C     | 2055-09-20      | 5.0000%  |  | $1387780.50        | $1378158.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6722 C     | 2055-09-20      | 6.5000%  |  | $2732687.76        | $2854609.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6655 C     | 2055-09-20      | 5.5000%  |  | $896820.78         | $904778.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4037 C     | 2055-09-20      | 6.0000%  |  | $3874417.44        | $4000879.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3905 C     | 2055-09-20      | 6.5000%  |  | $954743.94         | $999403.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5725 | 2051-12-01      | 3.5000%  |  | $366290.91         | $342022.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9850 M     | 2054-08-20      | 5.0000%  |  | $5808187.96        | $5809220.52        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC7227       | 2060-02-15      | 5.7900%  |  | $936426.42         | $999276.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ3787 | 2055-09-01      | 7.0000%  |  | $655083.88         | $694023.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9096 | 2046-12-01      | 3.5000%  |  | $35233.89          | $33207.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  |  | $670389.88         | $695864.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9418 | 2045-04-01      | 3.5000%  |  | $147877.01         | $139871.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLZS1770 | 2037-11-01      | 7.0000%  |  | $10491.04          | $11381.18          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8401 | 2053-08-01      | 5.5000%  |  | $248083.17         | $252199.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PZT1860 | 2049-02-01      | 3.5000%  |  | $708935.64         | $644247.00         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB6967 X     | 2047-06-15      | 4.0000%  |  | $26552.16          | $25444.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD7219 | 2052-02-01      | 2.5000%  |  | $1047640.06        | $887093.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7902 | 2053-12-01      | 6.5000%  |  | $44538.08          | $46518.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9831 | 2055-08-01      | 6.5000%  |  | $13532691.56       | $14123841.63       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  |  | $432514.40         | $433320.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  |  | $94473.18          | $94421.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4004 M     | 2046-10-20      | 3.5000%  |  | $1175049.65        | $1098529.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9851 M     | 2054-08-20      | 5.5000%  |  | $299044.65         | $303144.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1584 | 2049-10-01      | 3.0000%  |  | $2752631.41        | $2484617.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA2477 | 2054-02-01      | 7.0000%  |  | $38607518.56       | $40688806.99       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5865 | 2045-10-01      | 5.5000%  |  | $2099817.64        | $2143935.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4360 C     | 2055-09-20      | 6.5000%  |  | $678651.84         | $711021.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4000 | 2055-05-01      | 5.5000%  |  | $747261.28         | $764889.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  |  | $11367.10          | $11286.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA4697 | 2042-08-01      | 4.0000%  |  | $57764.83          | $56731.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8801 M     | 2053-04-20      | 5.5000%  |  | $520673.20         | $530023.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA9448 | 2036-03-01      | 2.5000%  |  | $109347.62         | $103200.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB7216 | 2053-09-01      | 4.0000%  |  | $15996.08          | $15156.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0295 | 2049-02-01      | 3.0000%  |  | $440285.10         | $401946.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS3024 | 2029-08-01      | 3.5000%  |  | $67697.47          | $66822.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8601 | 2054-07-01      | 6.0000%  |  | $1466756.91        | $1507295.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6727 | 2051-12-01      | 2.5000%  |  | $1018296.20        | $862653.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB1343 | 2041-08-01      | 2.5000%  |  | $263837.90         | $236091.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $321584.86         | $296522.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  |  | $98004.85          | $99794.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0666 C     | 2055-08-20      | 6.0000%  |  | $2164588.11        | $2236039.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1017 | 2055-09-01      | 5.5000%  |  | $7706182.01        | $7958478.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0507 | 2055-08-01      | 6.0000%  |  | $5799269.89        | $5981479.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3009 C     | 2055-07-20      | 6.5000%  |  | $186604.92         | $195206.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY6734 | 2055-05-01      | 5.5000%  |  | $797505.90         | $814620.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0319 C     | 2055-08-20      | 6.0000%  |  | $711482.12         | $743707.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6202 C     | 2055-09-20      | 6.0000%  |  | $4322147.68        | $4414388.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY1248 | 2055-04-01      | 7.0000%  |  | $905923.12         | $954196.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8947 | 2055-09-01      | 6.0000%  |  | $2426721.52        | $2509650.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1703 | 2055-05-01      | 6.0000%  |  | $2122985.29        | $2219433.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9623 | 2055-05-01      | 6.0000%  |  | $2200679.62        | $2261089.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2462 C     | 2055-07-20      | 6.0000%  |  | $8722239.10        | $9006909.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0273 | 2046-03-01      | 3.5000%  |  | $4288384.84        | $4094719.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY5529 | 2055-06-01      | 5.0000%  |  | $425172.77         | $424079.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1398 | 2055-02-01      | 7.0000%  |  | $986299.56         | $1036781.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0101 C     | 2055-07-20      | 6.0000%  |  | $943763.10         | $974566.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0538 | 2042-11-01      | 3.5000%  |  | $25825.18          | $24492.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM1545 | 2046-06-01      | 4.0000%  |  | $8639.77           | $8346.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7944 | 2052-06-01      | 2.5000%  |  | $2535947.11        | $2147728.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS6474 | 2051-03-01      | 2.0000%  |  | $143008.05         | $116145.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS5966 | 2053-10-01      | 6.5000%  |  | $4375940.38        | $4626537.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS5701 | 2052-12-01      | 4.0000%  |  | $1221513.71        | $1160106.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  |  | $6350.21           | $5845.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS4746 | 2053-05-01      | 6.5000%  |  | $3646906.33        | $3791528.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2619 | 2052-08-01      | 5.0000%  |  | $76392.62          | $76620.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTFS1572 | 2041-11-01      | 2.5000%  |  | $471682.56         | $422638.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM7235 | 2036-04-01      | 2.5000%  |  | $1619197.30        | $1535427.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM4870 | 2050-11-01      | 2.0000%  |  | $287506.45         | $232821.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  |  | $196661.75         | $176516.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5296 | 2049-01-01      | 4.0000%  |  | $287109.12         | $277361.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2892 | 2048-07-01      | 3.5000%  |  | $269398.50         | $254041.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2534 | 2041-12-01      | 4.0000%  |  | $261825.51         | $256877.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK9009 | 2032-10-01      | 3.0000%  |  | $209043.22         | $203883.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK3775 | 2026-12-01      | 3.0000%  |  | $96451.64          | $95847.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZJ0741 | 2040-11-01      | 4.0000%  |  | $6652.49           | $6562.43           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91939 G | 2037-06-01      | 3.0000%  |  | $166401.40         | $158007.23         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  |  | $2618.53           | $2591.01           | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18487 G | 2028-10-01      | 2.0000%  |  | $115336.76         | $112277.46         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18470 G | 2028-06-01      | 2.5000%  |  | $62532.62          | $61557.98          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G15520 G | 2030-07-01      | 3.0000%  |  | $43401.49          | $42656.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3330 | 2055-09-01      | 6.5000%  |  | $857229.34         | $909864.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5248 | 2054-01-01      | 6.5000%  |  | $252049.38         | $262130.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $193549.59         | $193289.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5172 | 2053-10-01      | 7.0000%  |  | $183270.08         | $192904.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA4890 | 2052-12-01      | 7.0000%  |  | $1057551.58        | $1114827.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $330362.13         | $324452.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  |  | $189538.29         | $178554.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  |  | $5222580.96        | $4928935.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4330 | 2036-05-01      | 2.5000%  |  | $7452849.61        | $7017781.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA0907 | 2041-11-01      | 4.0000%  |  | $60243.74          | $59092.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL942509 | 2037-08-01      | 5.5000%  |  | $88465.67          | $92179.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL931983 | 2039-09-01      | 5.5000%  |  | $80354.53          | $83591.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0682 | 2055-07-01      | 5.0000%  |  | $4204510.10        | $4254160.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCC0455 | 2055-03-01      | 7.5000%  |  | $2427276.71        | $2591714.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8305 | 2053-03-01      | 4.0000%  |  | $215477.61         | $204809.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $535476.40         | $472925.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  |  | $925944.91         | $786553.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  |  | $16045.94          | $14862.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD4526 | 2052-03-01      | 2.0000%  |  | $250421.36         | $203328.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2902 | 2053-05-01      | 5.5000%  |  | $140566.79         | $143011.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2056 | 2052-12-01      | 6.0000%  |  | $436183.70         | $454770.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2017 | 2051-12-01      | 3.0000%  |  | $28086295.47       | $24829371.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  |  | $45474.00          | $47086.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8181 | 2037-09-01      | 2.5000%  |  | $13082.64          | $12330.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8179 | 2037-06-01      | 1.5000%  |  | $4152170.67        | $3716123.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC8283 | 2055-01-01      | 6.0000%  |  | $853439.75         | $891099.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3266 C     | 2055-08-20      | 6.5000%  |  | $4729635.52        | $4939385.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3127 C     | 2055-09-20      | 6.5000%  |  | $1223406.24        | $1277989.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1921 C     | 2055-08-20      | 6.5000%  |  | $2170525.36        | $2276056.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8799 M     | 2053-04-20      | 4.5000%  |  | $1016324.89        | $995268.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8490 M     | 2052-12-20      | 5.0000%  |  | $665818.07         | $670017.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  |  | $545687.95         | $453814.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7052 M     | 2050-12-20      | 2.5000%  |  | $4032873.92        | $3486947.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6656 M     | 2050-05-20      | 3.0000%  |  | $11248.69          | $10121.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4586 M     | 2047-07-20      | 3.5000%  |  | $10347799.66       | $9658816.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4584 M     | 2047-07-20      | 2.5000%  |  | $36752.41          | $32565.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3309 M     | 2045-12-20      | 3.0000%  |  | $154784.39         | $141174.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $216228.60         | $219394.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4683 | 2055-07-01      | 5.0000%  |  | $1576156.10        | $1598669.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ1752 | 2054-05-01      | 4.5000%  |  | $133222.87         | $130377.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2441 | 2055-08-01      | 6.0000%  |  | $18498302.71       | $19023401.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL2696 | 2052-06-01      | 3.5000%  |  | $6513667.84        | $6025113.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4586 | 2055-10-01      | 6.0000%  |  | $19844929.92       | $20379181.89       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4594 | 2055-09-01      | 5.5000%  |  | $716797.58         | $732541.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU2690 | 2051-11-01      | 3.0000%  |  | $145254.03         | $130601.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI5775 | 2054-05-01      | 5.0000%  |  | $1263923.66        | $1271137.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8552 | 2036-12-01      | 3.0000%  |  | $442504.28         | $422360.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBD9278 | 2046-11-01      | 4.5000%  |  | $22572.01          | $22511.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI6800 C     | 2051-12-20      | 4.5000%  |  | $696932.00         | $683187.80         | Agency Mortgage-Backed Securities |

### Security 228: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.210%, 10/1/2025
- **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: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 MB0026 M     | 2054-11-20      | 5.5000%  |  | $4747662.05        | $4816971.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTQK1773 | 2045-08-01      | 6.5000%  |  | $1393806.00        | $1449991.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB4514 | 2050-10-01      | 2.0000%  |  | $403413.82         | $329178.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB3875 | 2050-09-01      | 2.5000%  |  | $1953421.09        | $1656000.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $4256850.95        | $4040212.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD2900 | 2053-06-01      | 6.5000%  |  | $1955110.20        | $2036001.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD1830 | 2052-08-01      | 5.5000%  |  | $1077471.32        | $1099040.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM2926 | 2047-03-01      | 4.5000%  |  | $17210.19          | $17079.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL7155 | 2043-09-01      | 4.5000%  |  | $5759.02           | $5721.80           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16043 G | 2030-08-01      | 3.5000%  |  | $65983.78          | $65556.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3387 | 2052-03-01      | 3.0000%  |  | $624319.67         | $563099.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV3089 | 2052-02-01      | 2.5000%  |  | $210045.90         | $180783.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1577 | 2055-05-01      | 5.0000%  |  | $5325462.15        | $5314815.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO1021 | 2049-08-01      | 3.5000%  |  | $50937.99          | $47297.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5520 | 2047-02-01      | 3.5000%  |  | $74589.64          | $70554.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  |  | $10808.22          | $10438.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBM3691 | 2027-01-01      | 4.5000%  |  | $45636.18          | $45751.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM3207 | 2032-12-01      | 3.0000%  |  | $131860.73         | $128533.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3148 | 2047-11-01      | 4.5000%  |  | $145054.73         | $144323.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7516 | 2055-09-01      | 6.5000%  |  | $1627890.00        | $1722833.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6346 | 2055-08-01      | 6.0000%  |  | $2254401.63        | $2356828.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE4775 | 2055-06-01      | 5.0000%  |  | $1121788.90        | $1128250.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAW2522 | 2044-04-01      | 4.5000%  |  | $34265.31          | $34342.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  |  | $165998.18         | $153307.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS9292 | 2037-03-01      | 3.0000%  |  | $10241924.84       | $9710611.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAS8706 | 2032-02-01      | 2.5000%  |  | $11896995.10       | $11485762.25       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR6071 | 2043-04-01      | 3.0000%  |  | $44912.21          | $41483.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAI8949 | 2026-09-01      | 4.5000%  |  | $11003.82          | $11024.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL254379 | 2032-07-01      | 7.0000%  |  | $16597.36          | $17411.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIQO3427 | 2040-04-01      | 6.0000%  |  | $1276984.67        | $1329082.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTQK1354 | 2042-02-01      | 2.0000%  |  | $75630.28          | $65625.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7167 C     | 2055-09-20      | 6.0000%  |  | $3325156.00        | $3427169.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0653 C     | 2055-08-20      | 6.0000%  |  | $7657179.17        | $7907104.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0113 C     | 2055-09-20      | 5.5000%  |  | $5392712.00        | $5440564.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0517 C     | 2055-08-20      | 6.5000%  |  | $3493718.11        | $3649604.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0564 C     | 2055-06-20      | 3.5000%  |  | $4891020.76        | $4386514.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8946 C     | 2055-02-20      | 7.5000%  |  | $4282935.92        | $4583026.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6602 M     | 2050-04-20      | 4.5000%  |  | $270235.13         | $267274.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1416 | 2054-05-01      | 5.5000%  |  | $16843263.35       | $17098616.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY8787 | 2055-07-01      | 5.5000%  |  | $3147819.03        | $3212439.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7552 | 2055-07-01      | 6.0000%  |  | $32539687.40       | $33415666.62       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY5242 | 2055-06-01      | 5.5000%  |  | $6682469.32        | $6773067.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5757 | 2055-07-01      | 4.0000%  |  | $1207228.18        | $1143716.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA2287 | 2035-06-01      | 3.0000%  |  | $138527.02         | $132410.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0968 | 2031-12-01      | 4.5000%  |  | $13496.94          | $13630.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5712 | 2053-08-01      | 5.5000%  |  | $2592295.64        | $2652290.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFS0003 | 2036-12-01      | 1.5000%  |  | $2593401.80        | $2328118.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8907 | 2054-07-01      | 7.5000%  |  | $9661609.02        | $10366400.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA1576 | 2048-01-01      | 5.0000%  |  | $10984.14          | $11150.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV5935 | 2055-09-01      | 6.5000%  |  | $3021875.51        | $3199985.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3SZN0128 | 2043-04-01      | 3.5000%  |  | $14073.86          | $13312.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS7754 | 2053-07-01      | 4.0000%  |  | $1031626.79        | $978062.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC2565 | 2051-06-01      | 2.0000%  |  | $26520.51          | $21629.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL7521 | 2039-06-01      | 5.0000%  |  | $1736050.12        | $1765053.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $66234.03          | $62538.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1689 | 2050-01-01      | 3.5000%  |  | $50457645.62       | $47178476.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX4379 | 2053-04-01      | 6.5000%  |  | $1744437.31        | $1853004.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD6574 | 2055-05-01      | 5.5000%  |  | $3175368.39        | $3226150.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8570 | 2053-07-01      | 6.0000%  |  | $14547130.86       | $14989121.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5635 | 2035-04-01      | 3.0000%  |  | $676847.08         | $652694.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ5351 | 2055-10-01      | 5.0000%  |  | $4994448.00        | $5002622.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTAX1279 | 2034-09-01      | 4.0000%  |  | $234395.70         | $231002.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH8107 | 2053-12-01      | 7.5000%  |  | $255564.81         | $273403.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE1558 | 2055-07-01      | 7.0000%  |  | $1265659.52        | $1335014.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6449 | 2055-06-01      | 6.0000%  |  | $6074121.82        | $6249817.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $568942.39         | $576492.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV5834 | 2055-07-01      | 6.5000%  |  | $4188436.50        | $4375211.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4783 | 2055-03-01      | 6.5000%  |  | $999446.34         | $1058949.48        | Agency Mortgage-Backed Securities |

### Security 229: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.200%, 10/1/2025
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  |  | $20206611.32       | $20100930.74       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $7351486.79        | $7094745.31        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $1096513.21        | $866909.92         | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $161287071.40      | $163228199.07      | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $1901147.17        | $2039905.72        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $3961942.76        | $3894458.00        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $2941373.58        | $2899123.70        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $1213811.32        | $950136.91         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $4176000.00        | $2949395.00        | U.S. Treasuries (including strips) |

### Security 230: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.170%, 10/14/2025
- **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):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.000 CTZS9029 | 2031-06-01      | 4.0000%  |  | $5187.33           | $5154.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZS2132 | 2038-05-01      | 6.0000%  |  | $2692.80           | $2849.37           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL7625 | 2044-01-01      | 4.5000%  |  | $245.03            | $245.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  |  | $1840744.12        | $1732616.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  |  | $95702.64          | $95399.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU0339 C     | 2053-08-20      | 7.0000%  |  | $3713024.54        | $3966616.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $130276.84         | $112681.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8188 C     | 2055-09-20      | 6.5000%  |  | $1221072.00        | $1274517.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  |  | $271044.55         | $282161.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8649 | 2055-05-01      | 7.0000%  |  | $6817086.01        | $7172119.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5067 | 2054-03-01      | 5.5000%  |  | $2811394.71        | $2884433.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2398 | 2050-04-01      | 3.0000%  |  | $18772.50          | $16864.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9702 | 2052-06-01      | 3.5000%  |  | $850849.24         | $782636.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5174 | 2046-01-01      | 3.0000%  |  | $60923.13          | $56274.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $11018806.78       | $11178662.73       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784507 C     | 2047-12-20      | 4.0000%  |  | $12823.31          | $12209.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2883 | 2055-03-01      | 6.5000%  |  | $702530.73         | $730582.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY7295 | 2055-07-01      | 7.0000%  |  | $1393159.70        | $1477962.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9240 C     | 2055-07-20      | 4.5000%  |  | $3697135.38        | $3594765.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $59138021.74       | $59440972.70       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS8678 | 2032-12-01      | 2.5000%  |  | $1561.78           | $1502.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3857 | 2041-06-01      | 5.5000%  |  | $4984.22           | $5199.24           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK7367 | 2030-05-01      | 2.5000%  |  | $1346.23           | $1309.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZJ0452 | 2040-09-01      | 4.0000%  |  | $9780.65           | $9642.21           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2753 C     | 2055-07-20      | 6.5000%  |  | $81249.67          | $85495.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3900 C     | 2055-09-20      | 6.5000%  |  | $473019.20         | $498057.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  |  | $2337521.46        | $2338053.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX8663 | 2055-03-01      | 7.0000%  |  | $150477.97         | $158567.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA4510 | 2044-11-01      | 4.0000%  |  | $11208.73          | $10847.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  |  | $5355.74           | $5027.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL6251 | 2043-06-01      | 4.0000%  |  | $17218.29          | $16611.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK3795 | 2026-12-01      | 3.0000%  |  | $3136.19           | $3115.20           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J20074 G | 2027-08-01      | 3.0000%  |  | $115.12            | $113.91            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC J14494 G | 2026-02-01      | 4.0000%  |  | $349.45            | $349.68            | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16050 G | 2032-01-01      | 2.5000%  |  | $4421419.35        | $4276533.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0549 | 2055-08-01      | 6.0000%  |  | $3598647.21        | $3725288.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5422 | 2055-06-01      | 6.0000%  |  | $5741405.49        | $5899519.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY2253 | 2055-04-01      | 7.0000%  |  | $488779.38         | $517174.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX7034 | 2055-02-01      | 6.5000%  |  | $1972684.44        | $2066268.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4333 | 2055-01-01      | 7.0000%  |  | $1778531.30        | $1871082.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  |  | $875.75            | $881.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  |  | $3893713.25        | $3953795.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4565 | 2052-03-01      | 3.5000%  |  | $215119.78         | $198251.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $9289615.36        | $7563020.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  |  | $175.06            | $172.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1039 | 2055-09-01      | 6.0000%  |  | $5580556.35        | $5854747.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 ZLFP0133 | 2055-02-01      | 6.5000%  |  | $135404544.00      | $140847280.08      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  |  | $713474.31         | $671560.47         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783024 X     | 2040-07-15      | 5.0000%  |  | $118092.84         | $121524.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003625 M     | 2034-10-20      | 6.0000%  |  | $98467.86          | $103622.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0554 M     | 2055-08-20      | 4.5000%  |  | $47113344.92       | $45925381.92       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $13962454.80       | $14138082.32       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  |  | $24742315.75       | $25298852.90       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9110 C     | 2055-02-20      | 5.5000%  |  | $523609.75         | $535698.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4802 | 2055-09-01      | 5.5000%  |  | $1091116.40        | $1108431.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0905 | 2054-10-01      | 5.5000%  |  | $6799059.56        | $6936322.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE5121 | 2055-07-01      | 7.0000%  |  | $995662.33         | $1048720.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6938 C     | 2055-09-20      | 5.5000%  |  | $2459923.20        | $2483205.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3169 C     | 2055-09-20      | 6.5000%  |  | $872924.80         | $911871.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7765 | 2055-08-01      | 5.5000%  |  | $944645.29         | $965394.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4687 | 2055-07-01      | 5.0000%  |  | $1337358.02        | $1334994.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7102 C     | 2055-09-20      | 5.5000%  |  | $627804.80         | $640166.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  |  | $31396.67          | $29960.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5499 | 2049-02-01      | 3.0000%  |  | $368096.95         | $334106.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1780 | 2046-07-01      | 4.0000%  |  | $285939.73         | $278939.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2928 | 2052-11-01      | 4.5000%  |  | $14115916.80       | $13826300.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA0140 | 2037-11-01      | 2.5000%  |  | $1613543.17        | $1520007.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4943 | 2052-10-01      | 4.5000%  |  | $336090.93         | $330663.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CKCA7991 | 2050-12-01      | 2.0000%  |  | $5925011.02        | $4687727.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3923 | 2049-07-01      | 3.5000%  |  | $49449.76          | $45915.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC9468 | 2046-06-01      | 3.0000%  |  | $407663.02         | $370466.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8953 | 2055-09-01      | 6.5000%  |  | $479096.00         | $504972.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDD9026 | 2055-05-01      | 7.5000%  |  | $518292.91         | $562638.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD0589 | 2055-07-01      | 5.0000%  |  | $763342.78         | $768105.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC7752 | 2054-12-01      | 5.0000%  |  | $530021.24         | $531556.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL844234 | 2035-11-01      | 5.5000%  |  | $5006.84           | $5216.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.750 CL695212 | 2033-03-01      | 5.7500%  |  | $78.73             | $82.21             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW1288 | 2029-06-01      | 3.5000%  |  | $25206.95          | $24995.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAP5205 | 2027-09-01      | 2.5000%  |  | $1449.59           | $1431.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL255111 | 2034-03-01      | 5.5000%  |  | $5771.06           | $5937.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7183 C     | 2055-09-20      | 6.5000%  |  | $1050379.20        | $1104928.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4010 C     | 2055-09-20      | 5.5000%  |  | $4145056.00        | $4187342.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9063 C     | 2050-09-20      | 6.0000%  |  | $1115196.80        | $1128526.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7201 C     | 2055-08-20      | 4.5000%  |  | $901740.80         | $876772.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6578 C     | 2055-08-20      | 6.5000%  |  | $4554176.83        | $4757375.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6409 C     | 2055-09-20      | 5.5000%  |  | $6158886.40        | $6274442.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2116 C     | 2055-08-20      | 6.5000%  |  | $728323.35         | $760818.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL1212 C     | 2055-07-20      | 6.5000%  |  | $46733.77          | $48945.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0508 C     | 2055-08-20      | 6.5000%  |  | $772325.09         | $806250.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1831 C     | 2055-08-20      | 6.0000%  |  | $608351.68         | $633654.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8223 C     | 2055-06-20      | 6.5000%  |  | $41782.74          | $43646.97          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5428 C     | 2055-05-20      | 5.0000%  |  | $2252049.85        | $2236435.89        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE5726 C     | 2064-08-20      | 7.0000%  |  | $308463.64         | $318234.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9601 M     | 2054-04-20      | 3.5000%  |  | $41671.23          | $38547.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  |  | $138669320.86      | $136161347.53      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M     | 2052-03-20      | 3.0000%  |  | $44125440.15       | $39601552.96       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  |  | $8831.00           | $7930.12           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7471 M     | 2051-07-20      | 2.0000%  |  | $20116310.97       | $16706417.44       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6209 M     | 2049-10-20      | 3.0000%  |  | $2638.90           | $2339.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ4661 | 2055-07-01      | 4.5000%  |  | $2077702.92        | $2050248.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1884 | 2055-04-01      | 6.5000%  |  | $20253919.19       | $21117629.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ8917 | 2054-11-01      | 4.0000%  |  | $176421.63         | $167141.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD9124 | 2052-02-01      | 2.0000%  |  | $74206.58          | $60089.46          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $32018470.78       | $33258709.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD5846 | 2052-08-01      | 2.0000%  |  | $743734.26         | $604805.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD5334 | 2054-05-01      | 7.0000%  |  | $136255487.86      | $143164579.76      | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8112 | 2036-07-01      | 2.5000%  |  | $1691933.96        | $1596786.18        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782696 X     | 2039-06-15      | 5.0000%  |  | $9874.08           | $10125.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  |  | $13548.69          | $12815.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  |  | $2818326.91        | $2446728.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3399 | 2055-09-01      | 6.5000%  |  | $788819.20         | $831621.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV5779 C     | 2053-12-20      | 7.0000%  |  | $1892535.19        | $1975587.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM9192 | 2050-06-01      | 5.0000%  |  | $40658.22          | $41239.86          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.260%, 11/24/2025
- **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):** $726500000.00
- **C.18.a - Value (excl. sponsor support):** $726500000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DE1128 C | 2054-09-20      | 6.5000%  |  | $2561264.67        | $2698576.91        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD6500 C | 2054-09-20      | 6.5000%  |  | $760956.61         | $807907.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD3756 C | 2054-09-20      | 7.5000%  |  | $1223672.81        | $1319911.82        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD0432 C | 2054-09-20      | 7.0000%  |  | $872886.73         | $922005.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD0076 C | 2054-09-20      | 6.5000%  |  | $2859123.29        | $3017553.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CR9746 C | 2054-08-20      | 7.5000%  |  | $738.16            | $796.31            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9965 M | 2054-10-20      | 5.5000%  |  | $86020764.02       | $87114995.97       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9908 M | 2054-09-20      | 6.5000%  |  | $233934887.60      | $241932211.63      | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9907 M | 2054-09-20      | 6.0000%  |  | $90873.94          | $93015.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9906 M | 2054-09-20      | 5.5000%  |  | $4683272.13        | $4743768.56        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9905 M | 2054-09-20      | 5.0000%  |  | $7103326.79        | $7104589.60        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9851 M | 2054-08-20      | 5.5000%  |  | $1799.01           | $1823.67           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787572 C | 2054-09-20      | 6.0000%  |  | $23617609.63       | $24446548.36       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0027 M | 2054-11-20      | 6.0000%  |  | $861159.24         | $880443.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF3995 C | 2054-09-20      | 5.0000%  |  | $1289702.51        | $1292125.57        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF0535 C | 2054-09-20      | 6.5000%  |  | $1447911.56        | $1535497.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE8435 C | 2054-09-20      | 8.0000%  |  | $871045.36         | $942840.79         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE5841 C | 2054-09-20      | 7.5000%  |  | $871533.05         | $905898.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE4073 C | 2054-09-20      | 6.0000%  |  | $746831.84         | $771155.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE5831 C | 2054-09-20      | 6.0000%  |  | $387914.68         | $399922.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9966 M | 2054-10-20      | 6.0000%  |  | $209003873.11      | $213807478.73      | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE8954 C | 2054-09-20      | 8.0000%  |  | $1109614.34        | $1185611.21        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD0078 C | 2054-09-20      | 6.5000%  |  | $5693818.06        | $6009614.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9900 M | 2054-09-20      | 2.5000%  |  | $3550091.21        | $3077470.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9963 M | 2054-10-20      | 4.5000%  |  | $1046046.55        | $1019999.99        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9968 M | 2054-10-20      | 7.0000%  |  | $101847460.55      | $105401823.78      | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE4752 C | 2054-09-20      | 7.0000%  |  | $473904.60         | $495959.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DC1841 C | 2054-09-20      | 7.0000%  |  | $682600.37         | $713405.37         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE1696 C | 2054-09-20      | 6.5000%  |  | $1293694.58        | $1351112.77        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF3075 C | 2054-09-20      | 6.5000%  |  | $1344023.13        | $1419155.52        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD4830 C | 2054-09-20      | 6.0000%  |  | $1332934.94        | $1369309.85        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0093 M | 2054-12-20      | 6.0000%  |  | $22667657.51       | $23188635.83       | Agency Mortgage-Backed Securities  |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $4318986.62        | $4215687.97        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.210%, 10/1/2025
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $221000000.00
- **C.18.a - Value (excl. sponsor support):** $221000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.4200%  |  | $54641668.42       | $55162691.91       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AF 27/11   | 2027-11-12      | 4.4100%  |  | $25501306.32       | $25705224.69       | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR DK 26/06   | 2026-06-18      | 4.2600%  |  | $25822.11          | $25869.62          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EX 26/10   | 2026-10-16      | 4.2750%  |  | $197504.21         | $199453.52         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FU 25/12   | 2025-12-29      | 4.2450%  |  | $36523.16          | $36535.52          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BU 26/01   | 2026-01-29      | 4.1800%  |  | $14190.53          | $14302.48          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BD 26/06   | 2026-06-12      | 4.2100%  |  | $325684.21         | $326354.03         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AZ 26/06   | 2026-06-03      | 4.2550%  |  | $75605.26          | $75872.96          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 4.2100%  |  | $13027.37          | $13081.63          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 4.3300%  |  | $941925.26         | $945070.25         | Agency Debentures and Agency Strips |
| FCSB FCOR 03SF 26-28 JZ   | 2028-02-11      | 4.3950%  |  | $232398.95         | $233828.98         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 25/11   | 2025-11-28      | 4.3150%  |  | $37221.05          | $37382.79          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 25/11   | 2025-11-14      | 4.3150%  |  | $49085.26          | $49381.09          | Agency Debentures and Agency Strips |
| FCSB 2.48 FCOR 22-36 BG   | 2036-11-17      | 2.4800%  |  | $5631080.00        | $4607153.82        | Agency Debentures and Agency Strips |
| FCSB 5.06 FCOR 23-37 AR   | 2037-07-20      | 5.0600%  |  | $1657732.63        | $1646353.77        | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  |  | $2822518.95        | $2286456.74        | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-36 BL   | 2036-12-15      | 2.7400%  |  | $2233961.05        | $1868734.48        | Agency Debentures and Agency Strips |
| FCSB 2.15 FCOR 21-36 BA   | 2036-03-07      | 2.1500%  |  | $3403865.26        | $2721552.34        | Agency Debentures and Agency Strips |
| FCSB 2.78 FCOR 22-36 BI   | 2036-12-01      | 2.7800%  |  | $602515.79         | $509637.65         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 4.2850%  |  | $38384.21          | $38447.92          | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  |  | $9083565.26        | $7531235.43        | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 4.2200%  |  | $17912.63          | $18084.58          | Agency Debentures and Agency Strips |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $120093656.53      | $121393670.36      | U.S. Treasuries (including strips)  |

### Security 233: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.210%, 10/1/2025
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-080 GB   | 2028-06-20      | 6.0000%  |  | $899247.48         | $900854.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 MA   | 2046-02-20      | 5.5000%  |  | $2481113.59        | $2497058.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-191 B    | 2041-06-20      | 4.0000%  |  | $50279976.00       | $48081796.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-76 TG    | 2033-09-20      | 5.5000%  |  | $213003.43         | $213400.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-135 WA   | 2041-10-16      | 3.0000%  |  | $556002.75         | $478331.20         | Agency Collateralized Mortgage Obligation |
| USTR 1 1/4 NOTE AG 26   | 2026-11-30      | 1.2500%  |  | $80000.00          | $78086.61          | U.S. Treasuries (including strips)        |
| FCSB 4.89 FCOR 26-33 FD | 2033-09-12      | 4.8900%  |  | $15752000.00       | $15732703.80       | Agency Debentures and Agency Strips       |
| FCSB FCFR 03FF CB 27/05 | 2027-05-12      | 4.2250%  |  | $6656000.00        | $6695223.25        | Agency Debentures and Agency Strips       |
| FCSB 4.94 FCOR 26-38 AA | 2038-02-17      | 4.9400%  |  | $7995000.00        | $7843818.99        | Agency Debentures and Agency Strips       |
| FCSB 3.44 FCOR 23-42 H  | 2042-02-24      | 3.4400%  |  | $2021000.00        | $1615243.83        | Agency Debentures and Agency Strips       |
| FCSB 2.93 FCOR 23-42 F  | 2042-02-03      | 2.9300%  |  | $36410000.00       | $27967218.86       | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E  | 2042-01-24      | 2.8200%  |  | $4921000.00        | $3724360.43        | Agency Debentures and Agency Strips       |
| FCSB 2.92 FCOR 22-41 X  | 2041-12-16      | 2.9200%  |  | $14989000.00       | $11591226.86       | Agency Debentures and Agency Strips       |
| FCSB 2.90 FCOR 22-41 V  | 2041-12-09      | 2.9000%  |  | $9528000.00        | $7354907.75        | Agency Debentures and Agency Strips       |
| FCSB 5.06 FCOR 23-37 AR | 2037-07-20      | 5.0600%  |  | $8064000.00        | $8008647.81        | Agency Debentures and Agency Strips       |
| FCSB 2.74 FCOR 22-41 G  | 2041-04-01      | 2.7400%  |  | $716000.00         | $551215.38         | Agency Debentures and Agency Strips       |
| FCSB 2.10 FCOR 22-41 B  | 2041-01-28      | 2.1000%  |  | $12283000.00       | $8529323.39        | Agency Debentures and Agency Strips       |
| FCSB 2.74 FCOR 22-36 BL | 2036-12-15      | 2.7400%  |  | $186000.00         | $155591.17         | Agency Debentures and Agency Strips       |
| FCSB 2.69 FCOR 22-41 U  | 2041-11-29      | 2.6900%  |  | $2000000.00        | $1501202.78        | Agency Debentures and Agency Strips       |
| FCSB 2.78 FCOR 22-36 BI | 2036-12-01      | 2.7800%  |  | $4000.00           | $3383.40           | Agency Debentures and Agency Strips       |
| FCSB 2.58 FCOR 22-36 BH | 2036-11-17      | 2.5800%  |  | $1000.00           | $829.11            | Agency Debentures and Agency Strips       |

### Security 234: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.200%, 10/1/2025
- **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):** $169222000.00
- **C.18.a - Value (excl. sponsor support):** $169222000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 02/15/34    | 2034-02-15      | 0.0000%  |  | $297801.09         | $210039.71         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33    | 2033-08-15      | 0.0000%  |  | $1602925.00        | $1159129.57        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  |  | $3977574.94        | $3958045.04        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/34    | 2034-11-15      | 0.0000%  |  | $2017590.03        | $1369687.40        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/33    | 2033-11-15      | 0.0000%  |  | $40420.16          | $28880.85          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/33    | 2033-05-15      | 0.0000%  |  | $2216303.04        | $1622679.57        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/32    | 2032-11-15      | 0.0000%  |  | $1556611.42        | $1166407.85        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32    | 2032-05-15      | 0.0000%  |  | $4411489.31        | $3384538.71        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31    | 2031-11-15      | 0.0000%  |  | $3797270.65        | $2979410.70        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/34    | 2034-05-15      | 0.0000%  |  | $2703379.06        | $1884539.06        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  |  | $2966.61           | $2472.55           | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  |  | $28959.94          | $21408.17          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28    | 2028-05-15      | 0.0000%  |  | $5173769.84        | $4696701.70        | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  |  | $2059.91           | $1982.28           | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  |  | $254885.94         | $214595.61         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  |  | $39982.35          | $39408.73          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29    | 2029-05-15      | 0.0000%  |  | $454654.81         | $396991.85         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32    | 2032-02-15      | 0.0000%  |  | $2113935.29        | $1639542.84        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30    | 2030-05-15      | 0.0000%  |  | $535606.43         | $448646.98         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32    | 2032-08-15      | 0.0000%  |  | $4663853.88        | $3536721.66        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31    | 2031-05-15      | 0.0000%  |  | $2172274.75        | $1743432.96        | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  |  | $6225.70           | $6023.73           | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $75035422.81       | $74782594.64       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  |  | $23022.55          | $17981.26          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31    | 2031-02-15      | 0.0000%  |  | $3597228.48        | $2918420.67        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  |  | $28287.23          | $24764.88          | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26      | 2026-11-15      | 0.0000%  |  | $2590.56           | $2484.77           | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN F 34  | 2034-11-15      | 0.0000%  |  | $170433.71         | $116981.44         | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  |  | $384614.45         | $365597.57         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28    | 2028-08-15      | 0.0000%  |  | $11936179.31       | $10731651.71       | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  |  | $412254.04         | $371989.19         | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  |  | $938179.30         | $860536.52         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/33    | 2033-02-15      | 0.0000%  |  | $1732625.58        | $1283376.56        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31    | 2031-08-15      | 0.0000%  |  | $3531317.35        | $2803082.02        | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 4.0585%  |  | $1867797.23        | $1880036.78        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 4.0805%  |  | $3066979.53        | $3088743.46        | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN C 35  | 2035-05-15      | 0.0000%  |  | $1044.58           | $702.69            | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34  | 2034-08-15      | 0.0000%  |  | $68190.20          | $47544.39          | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34  | 2034-05-15      | 0.0000%  |  | $397316.54         | $280254.38         | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34      | 2034-02-15      | 0.0000%  |  | $141770.43         | $101251.73         | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33  | 2033-11-15      | 0.0000%  |  | $121213.09         | $87634.28          | U.S. Treasuries (including strips) |
| USTR 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  |  | $961.01            | $767.66            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  |  | $11904.04          | $9616.72           | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33  | 2033-08-15      | 0.0000%  |  | $4763.29           | $3482.02           | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  |  | $36058.91          | $26949.78          | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  |  | $67939.50          | $51362.81          | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32  | 2032-08-15      | 0.0000%  |  | $16420.80          | $12542.55          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32  | 2032-05-15      | 0.0000%  |  | $675404.70         | $521698.80         | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31  | 2031-11-15      | 0.0000%  |  | $67688.80          | $53473.61          | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  |  | $32549.12          | $26872.59          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  |  | $51476.91          | $43345.83          | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  |  | $8983.39           | $7641.09           | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  |  | $583293.61         | $501669.84         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  |  | $49137.05          | $42678.38          | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29  | 2029-02-15      | 0.0000%  |  | $2924.82           | $2586.31           | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  |  | $47925.34          | $42768.96          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  |  | $17590.73          | $15843.71          | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  |  | $323794.81         | $322154.14         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  |  | $689005.13         | $649152.39         | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  |  | $2812.01           | $2556.09           | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  |  | $2256.29           | $2088.72           | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  |  | $192077.42         | $179416.44         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  |  | $14427.74          | $14089.41          | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  |  | $23110.29          | $18865.56          | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  |  | $3314578.47        | $2875310.65        | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  |  | $436835.10         | $387381.87         | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  |  | $909436.63         | $811638.55         | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  |  | $44419.73          | $41130.67          | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  |  | $221438.48         | $206983.64         | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  |  | $903185.86         | $861511.06         | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  |  | $831.49            | $805.04            | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26        | 2026-02-15      | 0.0000%  |  | $59983.98          | $59083.02          | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30    | 2030-08-15      | 0.0000%  |  | $1597804.11        | $1324437.40        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30    | 2030-02-15      | 0.0000%  |  | $2850231.22        | $2412720.72        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29    | 2029-11-15      | 0.0000%  |  | $2125860.90        | $1818795.18        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29    | 2029-08-15      | 0.0000%  |  | $5021458.09        | $4341065.58        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29    | 2029-02-15      | 0.0000%  |  | $1381004.28        | $1217869.01        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/35    | 2035-05-15      | 0.0000%  |  | $440393.65         | $291249.06         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28    | 2028-11-15      | 0.0000%  |  | $1596344.25        | $1421445.58        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28    | 2028-02-15      | 0.0000%  |  | $9434831.09        | $8645343.29        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27    | 2027-11-15      | 0.0000%  |  | $562385.63         | $519666.81         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27    | 2027-08-15      | 0.0000%  |  | $3172453.49        | $2960340.08        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27    | 2027-05-15      | 0.0000%  |  | $208738.41         | $196610.50         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27    | 2027-02-15      | 0.0000%  |  | $1243686.83        | $1183026.01        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/26    | 2026-11-15      | 0.0000%  |  | $1440669.87        | $1382242.06        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26    | 2026-08-15      | 0.0000%  |  | $968311.51         | $937469.82         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26    | 2026-05-15      | 0.0000%  |  | $465424.60         | $454719.83         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/26    | 2026-02-15      | 0.0000%  |  | $1347782.30        | $1329038.69        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30    | 2030-11-15      | 0.0000%  |  | $1957192.40        | $1605408.60        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/35    | 2035-08-15      | 0.0000%  |  | $2310680.82        | $1508775.22        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/35    | 2035-02-15      | 0.0000%  |  | $1127849.21        | $755919.51         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/34    | 2034-08-15      | 0.0000%  |  | $360644.81         | $248052.94         | U.S. Treasuries (including strips) |

### Security 235: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.110%, 12/5/2025
- **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):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $278623671.23      | $281172520.58      | U.S. Treasuries (including strips) |

### Security 236: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  4.210%, 10/1/2025
- **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: N/A, 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:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 2020-151 MA     | 2050-10-20      | 1.0000%  |  | $178729.77         | $134960.38         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  |  | $1553384.67        | $1195963.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  |  | $2753512.41        | $2121769.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $1678660.51        | $1293505.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $560228255.24      | $505255110.91      | Agency Mortgage-Backed Securities         |

### Security 237: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.210%, 10/1/2025
- **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: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $282692000.00
- **C.18.a - Value (excl. sponsor support):** $282692000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| CASH                      | 2025-10-01      | 0.0000%  |  | $5434514.29        | $5434514.29        | Cash                                      |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $2668.61           | $2717.17           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $1764.00           | $1794.48           | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $3234.00           | $3213.22           | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $1639851.06        | $1627097.94        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $149758.91         | $141417.74         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $109876.73         | $98558.52          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $436250.29         | $409060.21         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $26222.51          | $22835.17          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $16237.83          | $15403.01          | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $24933.43          | $21746.01          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE J 26      | 2026-03-31      | 2.2500%  |  | $1594.38           | $1581.72           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $174522.73         | $171573.60         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $11680.83          | $11454.48          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $78102.15          | $76391.51          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $108090.11         | $101032.18         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $14801.75          | $13779.12          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $104641.27         | $103087.24         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $59817.63          | $55667.87          | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $24831.67          | $23356.84          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $82432.99          | $60744.95          | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $165747.97         | $141404.32         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $444131.75         | $443510.47         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $678.46            | $688.32            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $129563.40         | $131261.23         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $320120.42         | $325620.10         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $320233.50         | $321238.39         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $2419.84           | $2448.96           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $183636.72         | $185404.50         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $3841422.43        | $3917035.07        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $2453.77           | $2541.60           | U.S. Treasuries (including strips)        |
| USTR BILL 12/09/25        | 2025-12-09      | 0.0000%  |  | $768809.16         | $763169.18         | U.S. Treasuries (including strips)        |
| USTR BILL 11/25/25        | 2025-11-25      | 0.0000%  |  | $12551.52          | $12474.97          | U.S. Treasuries (including strips)        |
| USTR BILL 11/12/25        | 2025-11-12      | 0.0000%  |  | $174907.19         | $174093.53         | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $214642.38         | $211936.17         | U.S. Treasuries (including strips)        |
| GNMA GNRA 2024-164 FE     | 2054-10-20      | 5.4388%  |  | $21547270.37       | $21564201.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-001 FC     | 2055-01-20      | 5.6388%  |  | $27816821.86       | $27964093.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FC     | 2054-10-20      | 5.3888%  |  | $8532490.05        | $8492173.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-167 FA     | 2054-10-20      | 5.3888%  |  | $24935273.95       | $24916345.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FD     | 2054-10-20      | 5.3888%  |  | $27238855.42       | $27145750.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 DF     | 2053-10-20      | 5.4188%  |  | $16769148.70       | $16775139.06       | Agency Collateralized Mortgage Obligation |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $226130.98         | $223610.98         | U.S. Treasuries (including strips)        |
| USTR BILL 10/28/25        | 2025-10-28      | 0.0000%  |  | $248486.27         | $247733.36         | U.S. Treasuries (including strips)        |
| USTR BILL 10/28/25        | 2025-10-28      | 0.0000%  |  | $11307680.00       | $11273417.73       | U.S. Treasuries (including strips)        |
| USTR BILL 10/21/25        | 2025-10-21      | 0.0000%  |  | $933539.45         | $931441.78         | U.S. Treasuries (including strips)        |
| USTR BILL 10/07/25        | 2025-10-07      | 0.0000%  |  | $23486.05          | $23470.27          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $8933.07           | $8313.35           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $1662.23           | $1695.88           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $334797.79         | $331680.74         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $2385.92           | $2359.48           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $10855.37          | $9133.89           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $128014.25         | $129576.65         | U.S. Treasuries (including strips)        |
| USTR BILL 10/21/25        | 2025-10-21      | 0.0000%  |  | $678.46            | $676.94            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  |  | $26.24             | $14.25             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $78260.45          | $74475.17          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $295707.14         | $299385.63         | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 3.9965%  |  | $723.69            | $727.85            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $14179.83          | $13941.62          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $4274.30           | $4352.35           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $18623.75          | $17166.46          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $14070149.88       | $13901843.28       | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $1605.69           | $1723.86           | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $39836.96          | $39386.80          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $49380.64          | $50854.00          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $972.46            | $996.14            | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $14.21             | $8.41              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $5619.92           | $5616.08           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $119499.56         | $107625.19         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $11668248.57       | $11063620.28       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  |  | $86615.04          | $65884.01          | U.S. Treasuries (including strips)        |
| USTR BILL 11/18/25        | 2025-11-18      | 0.0000%  |  | $102707.66         | $102161.46         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $73160.69          | $69021.89          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $59704.55          | $59891.90          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  |  | $18740943.06       | $19721293.78       | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  |  | $160003.67         | $158789.56         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $1468867.63        | $1486539.58        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $314308.27         | $238903.20         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $25668.43          | $19423.10          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $155333.60         | $154969.25         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $207778.62         | $218447.21         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $122213.41         | $125001.72         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $158420.60         | $158792.37         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $2872.15           | $2922.40           | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $11081.53          | $10885.66          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $64951.31          | $64072.16          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $25657.13          | $18296.69          | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  |  | $11285.06          | $11199.43          | U.S. Treasuries (including strips)        |
| USTR BILL 11/20/25        | 2025-11-20      | 0.0000%  |  | $904365.63         | $899376.25         | U.S. Treasuries (including strips)        |
| USTR BILL 11/13/25        | 2025-11-13      | 0.0000%  |  | $331201.95         | $329620.46         | U.S. Treasuries (including strips)        |
| USTR BILL 11/06/25        | 2025-11-06      | 0.0000%  |  | $54016.79          | $53799.96          | U.S. Treasuries (including strips)        |
| USTR BILL 10/23/25        | 2025-10-23      | 0.0000%  |  | $469042.57         | $467885.91         | U.S. Treasuries (including strips)        |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  |  | $1101537.65        | $1094470.18        | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $2193.69           | $2186.57           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $171333.97         | $127618.23         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $261772.79         | $150322.57         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $1470.00           | $1001.21           | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $85463.45          | $50425.57          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $357311.38         | $252206.72         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $330297.33         | $217420.61         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $50477.48          | $32397.24          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $19449.21          | $9836.39           | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $534118.26         | $265048.98         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $101723.89         | $61193.02          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $56063.48          | $45822.38          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $16588.37          | $12830.26          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $82715.68          | $58676.27          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $53315.71          | $48017.86          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $110001.11         | $111898.52         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $4884.92           | $5023.38           | U.S. Treasuries (including strips)        |
| USTR TRFR BK 10/31/26     | 2026-10-31      | 4.1035%  |  | $1130.77           | $1139.06           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $2431.15           | $2483.23           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $65448.85          | $66850.84          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $149340.53         | $148895.42         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $120505.95         | $121975.28         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $2646.00           | $2715.19           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $27681.20          | $28036.66          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $2250.23           | $2366.81           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $1142.08           | $1206.16           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $3652.38           | $3728.54           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $41012.96          | $36512.68          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $14360.75          | $14020.87          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $79153.76          | $64956.29          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $361981.45         | $284391.63         | U.S. Treasuries (including strips)        |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $5400137.69        | $5467529.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  |  | $8435687.90        | $8040325.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $18256661.24       | $15185089.55       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  |  | $1442280.46        | $1510693.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  |  | $4328.49           | $4612.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  |  | $3372117.95        | $3026582.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  |  | $1956564.36        | $1839188.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  |  | $1778476.22        | $1674304.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  |  | $2930661.70        | $2395335.64        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  |  | $2076109.81        | $1943677.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  |  | $3583956.30        | $3252546.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  |  | $3096962.30        | $2810479.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  |  | $2984347.97        | $2708315.68        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  |  | $2424219.46        | $2383497.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  |  | $2394709.01        | $2044872.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $2734479.88        | $2481558.72        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59065 G | 2048-10-01      | 4.0000%  |  | $1887453.79        | $1824064.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  |  | $1990020.72        | $1805967.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  |  | $3110297.03        | $3285677.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $5619622.00        | $5620059.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M     | 2055-09-20      | 5.0000%  |  | $3392304.00        | $3395400.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $2312813.34        | $2343734.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  |  | $4181655.19        | $4181980.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $1012709.74        | $1025288.16        | Agency Mortgage-Backed Securities         |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $132277.24         | $108901.21         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $1260.84           | $1001.41           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $271350.40         | $268305.17         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $344217.09         | $375814.15         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $995.08            | $1033.62           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  |  | $65788.53          | $73081.18          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $5936.53           | $6028.52           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $2284.15           | $2291.51           | U.S. Treasuries (including strips)        |

### Security 238: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.200%, 10/1/2025
- **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):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $2932250.00        | $2925315.23        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $4064150.00        | $4113045.79        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $875000.00         | $887328.75         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $11075700.00       | $11272255.00       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $1100.00           | $1141.10           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $12598500.00       | $13010195.50       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $12718900.00       | $13443631.41       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $2799950.00        | $2873164.05        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $3526450.00        | $3580746.75        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $425.43            | $420.34            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $1144500.00        | $1162233.94        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $189950.00         | $195143.07         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $12552950.00       | $12674224.05       | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  |  | $55.59             | $52.71             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $59.10             | $58.80             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $502.19            | $479.61            | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $127.93            | $127.17            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $13712500.00       | $8971104.88        | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $50.00             | $24.81             | U.S. Treasuries (including strips) |
| USTR 2 TRIB 26        | 2026-01-15      | 2.0000%  |  | $244.12            | $245.43            | U.S. Treasuries (including strips) |
| USTR BILL 10/07/25    | 2025-10-07      | 0.0000%  |  | $6812650.00        | $6808071.90        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $1000.00           | $988.92            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $200.00            | $214.42            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $12500150.00       | $12652383.89       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $50.00             | $50.06             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $50.00             | $49.67             | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $28845.04          | $28036.54          | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $50.00             | $32.09             | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $66.91             | $49.52             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $8360700.00        | $7642908.83        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $136220300.00      | $139783346.28      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $12494550.00       | $13002581.53       | U.S. Treasuries (including strips) |

### Security 239: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  4.200%, 10/1/2025
- **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):** $450003150.00
- **C.18.a - Value (excl. sponsor support):** $450003150.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49977326.14       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49977326.14       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49977326.14       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49977326.14       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $46605000.00       | $48991683.99       | U.S. Treasuries (including strips) |

### Security 240: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.220%, 10/2/2025
- **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):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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
- **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? 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 1/8 NOTE W 29 | 2029-03-31      | 4.1250%  |  | $1255813700.00     | $1275149463.54     | U.S. Treasuries (including strips) |

### Security 241: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.200%, 10/1/2025
- **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:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $560066200.00      | $566400548.72      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $88100000.00       | $89834116.35       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $26150000.00       | $25061218.60       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $20000000.00       | $19084736.08       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $1093912000.00     | $1133070809.43     | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $171000000.00      | $160342118.40      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $1603723100.00     | $1576622986.13     | U.S. Treasuries (including strips) |

### Security 242: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  4.200%, 10/1/2025
- **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):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.2500 - 12/31/2025 | 2025-12-31      | 4.2500%  |  | $50000000.00       | $50558595.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51625000.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51625000.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51625000.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51625000.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51625000.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51625000.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $51636301.89       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $51636301.89       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $51636301.89       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $51636301.89       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $51636301.89       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $51636301.89       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $50000000.00       | $50598168.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $50000000.00       | $50598168.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $50000000.00       | $50598168.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $50000000.00       | $50598168.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $50000000.00       | $50598168.26       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/15/2027 | 2027-01-15      | 4.0000%  |  | $50000000.00       | $50598168.26       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $46658205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $46658205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $46658205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $46658205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $46658205.00       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $46658205.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50875022.60       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $25246200.00       | $25688019.91       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $51500000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $51500000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $45132810.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52560545.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50562500.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50562500.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50562500.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50562500.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50562500.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50562500.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50562500.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $50562500.00       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $49576172.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $49576172.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $49576172.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $49576172.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $49576172.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $49576172.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2028 | 2028-05-15      | 2.8750%  |  | $50000000.00       | $49576172.50       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2025 | 2025-12-31      | 4.2500%  |  | $50000000.00       | $50558595.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2025 | 2025-12-31      | 4.2500%  |  | $50000000.00       | $50558595.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2025 | 2025-12-31      | 4.2500%  |  | $50000000.00       | $50558595.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2025 | 2025-12-31      | 4.2500%  |  | $50000000.00       | $50558595.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2025 | 2025-12-31      | 4.2500%  |  | $50000000.00       | $50558595.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 12/31/2025 | 2025-12-31      | 4.2500%  |  | $50000000.00       | $50558595.00       | U.S. Treasuries (including strips) |

### Security 243: Fixed Income Clearing Corporation ("FICC") - MIZUHO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  4.210%, 10/1/2025
- **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: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $105075200.00      | $104096923.62      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $314912300.00      | $322092185.81      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $44800400.00       | $45777506.22       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $561500.00         | $578885.72         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $27751000.00       | $28670557.14       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $1000.00           | $1056.98           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $78104800.00       | $81280560.69       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $941600.00         | $998843.57         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $5000300.00        | $5165653.61        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $1771000.00        | $1798268.09        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $999600.00         | $1022405.97        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $335242600.00      | $339547450.23      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $1000300.00        | $1036771.27        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $4600.00           | $4725.43           | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $49999900.00       | $53603509.89       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $4999300.00        | $5140670.21        | U.S. Treasuries (including strips) |
| USTR BILL 11/18/25        | 2025-11-18      | 0.0000%  |  | $900.00            | $895.21            | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $100.00            | $96.96             | U.S. Treasuries (including strips) |
| USTR BILL 11/06/25        | 2025-11-06      | 0.0000%  |  | $830400.00         | $827066.77         | U.S. Treasuries (including strips) |
| USTR BILL 10/16/25        | 2025-10-16      | 0.0000%  |  | $101500.00         | $101328.67         | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  |  | $200.00            | $197.08            | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  |  | $251700.00         | $249382.09         | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $4100.00           | $4086.70           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $499500.00         | $504619.09         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $998600.00         | $980721.07         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $102900.00         | $95761.47          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $85485200.00       | $84537511.07       | U.S. Treasuries (including strips) |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  |  | $500.00            | $510.72            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $144229100.00      | $148317345.95      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $599900.00         | $617620.75         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11935800.00       | $12045940.58       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $2500000.00        | $2351513.33        | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $6650900.00        | $3618127.84        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $11265500.00       | $10966243.26       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $2694400.00        | $2718412.49        | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26        | 2026-02-12      | 0.0000%  |  | $297000.00         | $292888.93         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $200.00            | $202.45            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $3999800.00        | $4048511.82        | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $1499500.00        | $1191687.14        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $25083800.00       | $22331398.52       | U.S. Treasuries (including strips) |
| FNMA MNAR XX.XXX HYBZ0761 | 2035-02-01      | 5.1400%  |  | $1000.00           | $1042.26           | Agency Mortgage-Backed Securities  |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $500.00            | $485.94            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $100.00            | $84.14             | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $200.00            | $180.34            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $500000.00         | $428734.38         | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $300.00            | $221.07            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $68107000.00       | $67971330.86       | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $98999500.00       | $100231017.74      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $15740900.00       | $16556404.55       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $1799200.00        | $1470540.59        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $3395600.00        | $2465569.78        | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $238000.00         | $235168.75         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $998800.00         | $733310.47         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $10062800.00       | $9359281.98        | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $68138400.00       | $69498987.57       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $200.00            | $152.83            | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $3100.00           | $3064.97           | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $200.00            | $175.61            | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $716100.00         | $736287.17         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $1214000.00        | $1243563.63        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $100.00            | $95.84             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $999200.00         | $1015853.78        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $18014100.00       | $18033683.92       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $999100.00         | $1002417.75        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2180500.00        | $2156029.34        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $5700500.00        | $5913456.43        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $1000900.00        | $989863.50         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $812000.00         | $763464.98         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $2900500.00        | $2703934.04        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $1100.00           | $916.61            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $2570000.00        | $1929122.96        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1800400.00        | $1572464.41        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $7300000.00        | $6915151.38        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $85000.00          | $81110.13          | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $437000.00         | $297638.73         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $826200.00         | $807964.66         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $89890400.00       | $89301148.56       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $999900.00         | $1020280.63        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $353600.00         | $323291.71         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $8700.00           | $8509.45           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $19999900.00       | $20225793.87       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $3700600.00        | $3491251.89        | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $455000.00         | $447678.60         | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $3280700.00        | $2519626.81        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $119000.00         | $76376.07          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $999300.00         | $1011094.37        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $748800.00         | $751149.73         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25      | 2025-11-15      | 2.2500%  |  | $200.00            | $201.24            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $4114000.00        | $4171966.26        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $388852500.00      | $348797484.47      | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $100.00            | $60.16             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $5000100.00        | $4988371.89        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $140500.00         | $144174.99         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $3300800.00        | $3470282.68        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $500.00            | $491.82            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $755200.00         | $590893.78         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $1114400.00        | $1126165.56        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $498500.00         | $513458.99         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $13000900.00       | $13262386.96       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $502200.00         | $503714.64         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $10444600.00       | $10620852.63       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $1000.00           | $1012.42           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $4102300.00        | $3877280.09        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $1452800.00        | $1487873.05        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $100.00            | $99.77             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $6214100.00        | $6339889.76        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $999900.00         | $1014794.27        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $999300.00         | $1013547.45        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $5000300.00        | $5068989.12        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $900.00            | $876.84            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $808300.00         | $812747.78         | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $163300.00         | $165830.32         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $4935500.00        | $4924684.49        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $400.00            | $406.09            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $1800.00           | $1832.75           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $5810000.00        | $5972393.86        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $113137700.00      | $114230723.32      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $7433000.00        | $7486420.97        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $1199500.00        | $1178460.50        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $8612800.00        | $8043661.87        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $1346400.00        | $1302101.05        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $359300.00         | $359889.61         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $1000.00           | $992.22            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $37134900.00       | $35338768.44       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $16510500.00       | $16275194.42       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $152500.00         | $148980.74         | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $200000.00         | $170625.70         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $3800.00           | $2830.43           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $59600.00          | $37222.61          | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $5000900.00        | $3552139.27        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $1601200.00        | $919486.30         | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $316800.00         | $186919.92         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $1700.00           | $977.31            | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $20360800.00       | $20612773.76       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $1200.00           | $1215.73           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $600.00            | $608.90            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $366100.00         | $372717.09         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $999800.00         | $1017293.00        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $22001000.00       | $22508689.22       | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $155144000.00      | $157010537.46      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $1000.00           | $1008.02           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $8360900.00        | $8747426.50        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $800.00            | $823.03            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $1152700.00        | $1172582.92        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $18176400.00       | $19027273.64       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $8441300.00        | $8696505.82        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $2861000.00        | $2943047.76        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $400.00            | $410.38            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $473000.00         | $488456.76         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $700.00            | $723.53            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $200.00            | $128.48            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $3000800.00        | $2225955.18        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $7400100.00        | $5578291.58        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $1513400.00        | $1103880.77        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $309.38            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $400.00            | $268.21            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $395.04            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $600.00            | $431.96            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $3510000.00        | $2976596.71        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $2900000.00        | $2278392.25        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $900.00            | $899.65            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $418800.00         | $432671.28         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $1000000.00        | $937850.75         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $178600.00         | $181038.60         | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $276500.00         | $254381.94         | U.S. Treasuries (including strips) |
| USTR BILL 01/20/26        | 2026-01-20      | 0.0000%  |  | $6825100.00        | $6744604.77        | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  |  | $4247000.00        | $4169606.92        | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $3500500.00        | $3303837.76        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $29700.00          | $27965.37          | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $6900000.00        | $6488626.91        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1400.00           | $1361.19           | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $341900.00         | $332967.37         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $886700.00         | $768884.61         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $2400000.00        | $2341128.01        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $737100.00         | $694036.41         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $200.00            | $197.10            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $21535100.00       | $20329199.01       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $94700.00          | $89391.24          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $10981600.00       | $9618083.36        | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AF 25     | 2025-10-31      | 0.2500%  |  | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $154157500.00      | $133117814.62      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $622800.00         | $590780.61         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $999800.00         | $951082.41         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $42910800.00       | $37425201.33       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $11060300.00       | $10110740.06       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  |  | $630000.00         | $617876.28         | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $6618700.00        | $6184986.52        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $300.00            | $295.41            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  |  | $2500.00           | $2483.88           | U.S. Treasuries (including strips) |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $300.00            | $298.76            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE S 25      | 2025-11-30      | 2.8750%  |  | $200.00            | $201.51            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $1800.00           | $1794.05           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $1900.00           | $1885.14           | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $1100.00           | $1164.62           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $400.00            | $409.39            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $4001700.00        | $4056581.31        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $5149000.00        | $5122237.97        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $100.00            | $93.47             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $4999100.00        | $4653719.68        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $7999600.00        | $8018373.06        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $10500.00          | $10344.06          | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $3000900.00        | $2960280.91        | U.S. Treasuries (including strips) |

### Security 244: Fixed Income Clearing Corporation ("FICC") - ING

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  4.200%, 10/1/2025
- **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:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $113500000.00      | $113854136.34      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $121100000.00      | $122895672.74      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $125525000.00      | $127681523.64      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $105000000.00      | $105329490.00      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $100000000.00      | $104681200.00      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $103119300.00      | $106213703.95      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $125000000.00      | $128534750.00      | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $101772000.00      | $103804183.30      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $117086100.00      | $110663677.67      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $125000000.00      | $122041583.38      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $112000000.00      | $113033508.00      | U.S. Treasuries (including strips) |
| USTR BILL 12/09/25    | 2025-12-09      | 0.0000%  |  | $135000000.00      | $134009640.00      | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $54043400.00       | $55043550.67       | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $125000000.00      | $127225179.37      | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $117000000.00      | $114732715.50      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $125000000.00      | $129202267.00      | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $102000000.00      | $103227162.00      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $115000000.00      | $118064071.39      | U.S. Treasuries (including strips) |

### Security 245: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  4.210%, 10/1/2025
- **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:** 5.3400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $42257812.50       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51104788.15       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $45115000.00       | $46111850.35       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51114131.68       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51114131.68       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51114131.68       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51114131.68       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51114131.68       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $2272000.00        | $2205615.00        | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $3470000.00        | $3299735.15        | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $10736000.00       | $11264769.88       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $13738000.00       | $14440700.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $17334000.00       | $17704921.26       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $22300000.00       | $19216328.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $23585000.00       | $24932885.95       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $26950000.00       | $28432250.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $28871000.00       | $30124535.75       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $31193000.00       | $27810509.06       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $35807000.00       | $37358636.67       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $38000000.00       | $38346093.92       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $50739965.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $40000000.00       | $40591972.69       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $49821879.03       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51114131.68       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51114131.68       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51114131.68       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51114131.68       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $41825000.00       | $42756971.15       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $51058676.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $51058676.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $51058676.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $51058676.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $51058676.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $51058676.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $51058676.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $51058676.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2026 | 2026-10-31      | 4.1250%  |  | $50000000.00       | $51058676.79       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51753226.90       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51753226.90       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51753226.90       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51753226.90       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51753226.90       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51753226.90       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51753226.90       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51753226.90       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51753226.90       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $49928826.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $49928826.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $49928826.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $49928826.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $49928826.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $49928826.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $49928826.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $49928826.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47550782.50       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43320315.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43320315.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43320315.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43320315.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43320315.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43320315.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43320315.00       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43320315.00       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50854520.41       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50854520.41       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50854520.41       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50854520.41       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50854520.41       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50854520.41       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50854520.41       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $50854520.41       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2031 | 2031-09-30      | 3.6250%  |  | $50000000.00       | $49410155.00       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2031 | 2031-09-30      | 3.6250%  |  | $44498000.00       | $43973061.54       | U.S. Treasuries (including strips) |

### Security 246: Fixed Income Clearing Corporation ("FICC") - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  4.210%, 10/1/2025
- **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:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $800.00            | $805.53            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $9444000.00        | $8803983.14        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $19655900.00       | $18619660.82       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  |  | $21578000.00       | $21248029.22       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $18067700.00       | $17823142.21       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $593392000.00      | $576374852.57      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $1000.00           | $921.75            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $100047000.00      | $75098429.68       | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $2000.00           | $992.47            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $4200.00           | $3382.10           | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $100.00            | $78.57             | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $100.00            | $92.00             | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $200.00            | $218.36            | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  |  | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $43152000.00       | $42379406.59       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $1000.00           | $719.93            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $100.00            | $94.38             | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $75501000.00       | $74232658.70       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  |  | $7846800.00        | $7817482.97        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $4000.00           | $3178.70           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $49999900.00       | $49890331.72       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $1000.00           | $760.09            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $4000.00           | $3143.82           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $130714000.00      | $127697495.64      | U.S. Treasuries (including strips) |

### Security 247: Fixed Income Clearing Corporation ("FICC") - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  4.220%, 10/1/2025
- **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):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $7415000.00        | $7632815.63        | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $33367000.00       | $34001111.26       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $42585000.00       | $44091444.38       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50150207.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50150207.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50013487.18       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |

### Security 248: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  4.210%, 10/1/2025
- **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:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45583982.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45583982.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45583982.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45583982.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45583982.50       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $32000000.00       | $29173748.80       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42869142.50       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $4000000.00        | $4173333.33        | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $5000000.00        | $5167610.50        | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $9100000.00        | $9518031.25        | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $10000000.00       | $9700000.00        | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $16000000.00       | $15226521.74       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42869142.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42869142.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42869142.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42869142.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42869142.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42869142.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $30211000.00       | $25902393.28       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $29388809.70       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2044 | 2044-05-15      | 3.3750%  |  | $50000000.00       | $42396482.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2044 | 2044-05-15      | 3.3750%  |  | $50000000.00       | $42396482.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2044 | 2044-05-15      | 3.3750%  |  | $50000000.00       | $42396482.50       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2044 | 2044-05-15      | 3.3750%  |  | $30000000.00       | $25437889.50       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $51478515.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $51478515.00       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46545770.43       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46545770.43       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51109699.97       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51109699.97       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51109699.97       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51503905.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51503905.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51503905.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $36052733.50       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49862686.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49862686.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49862686.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $37000000.00       | $36898387.78       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47218318.37       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $39300000.00       | $37113598.24       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $20000000.00       | $20658333.33       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19843750.00       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47789060.00       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47789060.00       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49977326.14       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $22025000.00       | $22015012.17       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41520939.60       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51390625.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51390625.00       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49027345.00       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49027345.00       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50875022.60       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50875022.60       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50875022.60       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50875022.60       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $38000000.00       | $38665017.17       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46583726.02       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $22851000.00       | $21289694.47       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $50071841.03       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $35505942.48       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $19754882.50       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $35076000.00       | $36872273.53       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2035 | 2035-02-15      | 4.6250%  |  | $40300000.00       | $42141836.95       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51132301.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51132301.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51132301.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51132301.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $45000000.00       | $46019071.57       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $52927735.00       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $52927735.00       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $49800000.00       | $51786165.93       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50845705.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50845705.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $22000000.00       | $22372110.20       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2044 | 2044-11-15      | 4.6250%  |  | $50000000.00       | $50468747.50       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52136720.00       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $25372000.00       | $26456257.20       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50802083.33       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50802083.33       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50802083.33       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $47023440.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $47023440.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $47023440.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51244791.67       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-10-07

**By:** Stephen Van Meter

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

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