# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001410368-26-057297
**Filing Date:** 2026-6
**Character Count:** 821692
**Document Hash:** 56930960b5117591093687874470198b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057297.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057297

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02993
- **FILM NUMBER:** 261068623

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

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

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

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

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

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

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

### Service Providers
| Role                          | Details                                                  | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Olive Street Investment Advisers LLC                     | 801-77754         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Chicago<br>State: IL |  |
| Administrator                 | State Street Bank and Trust Company                      |  |
| Transfer Agent                | Edward D. Jones & Co.<br>CIK: 0000810417                 | 084-01496         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $32966302351.24

- **Amortized Cost of Portfolio Securities:** $32970184809.32

- **Cash:** $847427.88

- **Total Other Assets:** $68239509.46

- **Total Liabilities:** $371967205.97

- **Net Assets of Series:** $32667304540.69

- **Number of Shares Outstanding (Series):** 32667287190.7460

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $20054331416.42           | $26600219998.02            | 60.6800%                  | 80.4900%                   |
| 2026-05-04 | $20120033653.61           | $26765934944.81            | 60.5900%                  | 80.6100%                   |
| 2026-05-05 | $20148140991.60           | $26794045881.20            | 60.3500%                  | 80.2500%                   |
| 2026-05-06 | $20127396196.52           | $26733305474.12            | 60.3900%                  | 80.2100%                   |
| 2026-05-07 | $20599888090.65           | $26755801557.45            | 61.7600%                  | 80.2200%                   |
| 2026-05-08 | $18765811371.89           | $26524228771.89            | 55.8100%                  | 78.8800%                   |
| 2026-05-11 | $20275863950.39           | $26281792650.39            | 61.2000%                  | 79.3300%                   |
| 2026-05-12 | $20525083770.73           | $26456016431.93            | 61.8600%                  | 79.7300%                   |
| 2026-05-13 | $21343805516.41           | $26476242138.81            | 64.4600%                  | 79.9700%                   |
| 2026-05-14 | $20459039195.58           | $26391480862.38            | 61.9700%                  | 79.9300%                   |
| 2026-05-15 | $20805816221.27           | $26489261076.87            | 62.8200%                  | 79.9800%                   |
| 2026-05-18 | $21114854424.25           | $26598811891.05            | 63.3200%                  | 79.7700%                   |
| 2026-05-19 | $20771570703.73           | $26180532370.53            | 62.5900%                  | 78.8900%                   |
| 2026-05-20 | $21500453055.69           | $25949419005.69            | 65.1700%                  | 78.6600%                   |
| 2026-05-21 | $21344498857.06           | $26390468521.06            | 63.8400%                  | 78.9400%                   |
| 2026-05-22 | $21368528336.29           | $26414501543.89            | 63.8500%                  | 78.9300%                   |
| 2026-05-26 | $20879087945.01           | $25925076400.61            | 63.3200%                  | 78.6300%                   |
| 2026-05-27 | $21196319146.91           | $26202311369.31            | 63.7500%                  | 78.8000%                   |
| 2026-05-28 | $21094183764.63           | $26060183764.63            | 63.7100%                  | 78.7100%                   |
| 2026-05-29 | $20918280164.69           | $25984280164.69            | 63.3100%                  | 78.6500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7200%             |
| 2026-05-04 | 3.7200%             |
| 2026-05-05 | 3.7100%             |
| 2026-05-06 | 3.7100%             |
| 2026-05-07 | 3.7100%             |
| 2026-05-08 | 3.7000%             |
| 2026-05-11 | 3.7000%             |
| 2026-05-12 | 3.7000%             |
| 2026-05-13 | 3.6900%             |
| 2026-05-14 | 3.6900%             |
| 2026-05-15 | 3.6800%             |
| 2026-05-18 | 3.6700%             |
| 2026-05-19 | 3.6700%             |
| 2026-05-20 | 3.6600%             |
| 2026-05-21 | 3.6600%             |
| 2026-05-22 | 3.6500%             |
| 2026-05-26 | 3.6500%             |
| 2026-05-27 | 3.6600%             |
| 2026-05-28 | 3.6700%             |
| 2026-05-29 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 0.9999                      |
|  |  |
| 2026-05-07 | 0.9999                      |
|  |  |
| 2026-05-08 | 0.9999                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $22918519317.15

- **Number of Shares Outstanding:** 22918512090.4540

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $485247133.46             | $461746419.68           |
| 2026-05-04 | $632058706.74             | $489735280.49           |
| 2026-05-05 | $649496577.86             | $572699955.41           |
| 2026-05-06 | $451661914.23             | $532717357.98           |
| 2026-05-07 | $469593133.23             | $518731456.07           |
| 2026-05-08 | $464334244.77             | $466877453.18           |
| 2026-05-11 | $429787193.75             | $509181458.58           |
| 2026-05-12 | $433712618.96             | $415901486.06           |
| 2026-05-13 | $375509265.75             | $548312207.13           |
| 2026-05-14 | $497400733.95             | $462931345.96           |
| 2026-05-15 | $525724101.36             | $433724054.58           |
| 2026-05-18 | $522433382.14             | $431015664.72           |
| 2026-05-19 | $412823435.75             | $432236814.01           |
| 2026-05-20 | $437256613.91             | $482838114.20           |
| 2026-05-21 | $535905586.47             | $460153802.87           |
| 2026-05-22 | $453432318.10             | $434405005.71           |
| 2026-05-26 | $425640117.55             | $453483094.74           |
| 2026-05-27 | $445378261.58             | $473861433.07           |
| 2026-05-28 | $457660274.18             | $651882579.87           |
| 2026-05-29 | $478762493.06             | $546891091.09           |

**Total Gross Subscriptions (Month):** $9583818106.80

**Total Gross Redemptions (Month):** $9779326075.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0100%           |
| 2026-05-04 | 3.0100%           |
| 2026-05-05 | 3.0000%           |
| 2026-05-06 | 3.0000%           |
| 2026-05-07 | 3.0000%           |
| 2026-05-08 | 2.9900%           |
| 2026-05-11 | 2.9900%           |
| 2026-05-12 | 2.9900%           |
| 2026-05-13 | 2.9800%           |
| 2026-05-14 | 2.9800%           |
| 2026-05-15 | 2.9700%           |
| 2026-05-18 | 2.9600%           |
| 2026-05-19 | 2.9600%           |
| 2026-05-20 | 2.9500%           |
| 2026-05-21 | 2.9500%           |
| 2026-05-22 | 2.9400%           |
| 2026-05-26 | 2.9400%           |
| 2026-05-27 | 2.9500%           |
| 2026-05-28 | 2.9600%           |
| 2026-05-29 | 2.9800%           |

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

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9748785223.54

- **Number of Shares Outstanding:** 9748775100.2920

- **Expense Reimbursement/Waiver:** 3969698.34

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $564455809.27             | $590156879.52           |
| 2026-05-04 | $583920530.41             | $570248701.60           |
| 2026-05-05 | $515765901.25             | $488743544.24           |
| 2026-05-06 | $602920113.32             | $584772158.48           |
| 2026-05-07 | $661295616.71             | $591922638.72           |
| 2026-05-08 | $535442915.03             | $573773545.36           |
| 2026-05-11 | $542392747.52             | $732662922.93           |
| 2026-05-12 | $509423773.14             | $487025064.60           |
| 2026-05-13 | $584212898.22             | $622965034.57           |
| 2026-05-14 | $593061150.22             | $565652439.86           |
| 2026-05-15 | $572232881.37             | $569316564.30           |
| 2026-05-18 | $555220754.08             | $544996152.88           |
| 2026-05-19 | $481071221.93             | $486809058.45           |
| 2026-05-20 | $628616842.80             | $597640419.20           |
| 2026-05-21 | $608922782.68             | $576143838.53           |
| 2026-05-22 | $528758921.55             | $527343960.43           |
| 2026-05-26 | $602605010.64             | $588438751.38           |
| 2026-05-27 | $485027578.70             | $506209371.56           |
| 2026-05-28 | $700054066.16             | $650731527.45           |
| 2026-05-29 | $647996181.33             | $657597091.81           |

**Total Gross Subscriptions (Month):** $11503397696.33

**Total Gross Redemptions (Month):** $11513149665.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0000%           |
| 2026-05-04 | 3.0000%           |
| 2026-05-05 | 3.0000%           |
| 2026-05-06 | 3.0000%           |
| 2026-05-07 | 3.0000%           |
| 2026-05-08 | 2.9900%           |
| 2026-05-11 | 2.9800%           |
| 2026-05-12 | 2.9800%           |
| 2026-05-13 | 2.9800%           |
| 2026-05-14 | 2.9800%           |
| 2026-05-15 | 2.9600%           |
| 2026-05-18 | 2.9600%           |
| 2026-05-19 | 2.9500%           |
| 2026-05-20 | 2.9500%           |
| 2026-05-21 | 2.9400%           |
| 2026-05-22 | 2.9300%           |
| 2026-05-26 | 2.9300%           |
| 2026-05-27 | 2.9400%           |
| 2026-05-28 | 2.9500%           |
| 2026-05-29 | 2.9800%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.640000%
- **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: 05560H004, C.4 - ISIN: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 05560H004_3.64_0605
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLRQ0128 | 2056-06-01      | 5.5000%  | 0.0000% | $3084194.00        | $3110359.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $21449428.91       | $21988746.20       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6007 | 2056-03-01      | 5.0000%  | 0.0000% | $19862931.84       | $19666366.06       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4246 | 2056-02-01      | 5.0000%  | 0.0000% | $16065968.58       | $15965859.74       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9633 | 2055-12-01      | 5.0000%  | 0.0000% | $12810655.65       | $12661269.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA5623 | 2056-04-01      | 5.5000%  | 0.0000% | $11910699.71       | $12160750.30       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $12495391.64       | $11385553.73       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4682 | 2056-03-01      | 5.0000%  | 0.0000% | $5221246.57        | $5174541.94        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $37001182.52
- **C.18.a - Value (excl. sponsor support):** $37001182.52
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 3: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23F0, C.4 - ISIN: US3130B23F02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60007916.40
- **C.18.a - Value (excl. sponsor support):** $60007916.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 4: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30004692.30
- **C.18.a - Value (excl. sponsor support):** $30004692.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 5: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70017719.10
- **C.18.a - Value (excl. sponsor support):** $70017719.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 6: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99992283.00
- **C.18.a - Value (excl. sponsor support):** $99992283.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 7: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60022399.80
- **C.18.a - Value (excl. sponsor support):** $60022399.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 8: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14000129.08
- **C.18.a - Value (excl. sponsor support):** $14000129.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 9: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99863072.00
- **C.18.a - Value (excl. sponsor support):** $99863072.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 10: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99930180.00
- **C.18.a - Value (excl. sponsor support):** $99930180.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 11: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $59994667.20
- **C.18.a - Value (excl. sponsor support):** $59994667.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $83322605.87
- **C.18.a - Value (excl. sponsor support):** $83322605.87
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $134929544.85
- **C.18.a - Value (excl. sponsor support):** $134929544.85
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119835451.20
- **C.18.a - Value (excl. sponsor support):** $119835451.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119937736.80
- **C.18.a - Value (excl. sponsor support):** $119937736.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $129792910.00
- **C.18.a - Value (excl. sponsor support):** $129792910.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99994194.00
- **C.18.a - Value (excl. sponsor support):** $99994194.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65775242.47
- **C.18.a - Value (excl. sponsor support):** $65775242.47
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125800932.60
- **C.18.a - Value (excl. sponsor support):** $125800932.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BT6, C.4 - ISIN: US3130B9BT69, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199995452.00
- **C.18.a - Value (excl. sponsor support):** $199995452.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-03
- **C.13 - Final Legal Maturity Date:** 2028-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29999342.70
- **C.18.a - Value (excl. sponsor support):** $29999342.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $186584375.67
- **C.18.a - Value (excl. sponsor support):** $186584375.67
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124811728.75
- **C.18.a - Value (excl. sponsor support):** $124811728.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **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 24: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124948010.00
- **C.18.a - Value (excl. sponsor support):** $124948010.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAB55, C.4 - ISIN: US3130BAB557, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124820325.00
- **C.18.a - Value (excl. sponsor support):** $124820325.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-05-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **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 26: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFR3, C.4 - ISIN: US3130BAFR30, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119844201.60
- **C.18.a - Value (excl. sponsor support):** $119844201.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **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 27: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHP5, C.4 - ISIN: US3130BAHP55, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124879702.50
- **C.18.a - Value (excl. sponsor support):** $124879702.50
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **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 28: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMM6, C.4 - ISIN: US3130BAMM69, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119954772.00
- **C.18.a - Value (excl. sponsor support):** $119954772.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQ83, C.4 - ISIN: US3130BAQ837, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124851481.25
- **C.18.a - Value (excl. sponsor support):** $124851481.25
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-06-11
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.990000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAT72, C.4 - ISIN: US3130BAT724, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119951768.40
- **C.18.a - Value (excl. sponsor support):** $119951768.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-06-17
- **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 31: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATK3, C.4 - ISIN: US3130BATK31, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99979712.00
- **C.18.a - Value (excl. sponsor support):** $99979712.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **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 32: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATM9, C.4 - ISIN: US3130BATM96, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99979712.00
- **C.18.a - Value (excl. sponsor support):** $99979712.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **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 33: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $168508801.03
- **C.18.a - Value (excl. sponsor support):** $168508801.03
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 34: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $206289661.76
- **C.18.a - Value (excl. sponsor support):** $206289661.76
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $151512915.18
- **C.18.a - Value (excl. sponsor support):** $151512915.18
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $123859340.00
- **C.18.a - Value (excl. sponsor support):** $123859340.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385R81, C.4 - ISIN: US313385R818, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $59693545.75
- **C.18.a - Value (excl. sponsor support):** $59693545.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385S72, C.4 - ISIN: US313385S725, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $73521833.25
- **C.18.a - Value (excl. sponsor support):** $73521833.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-12-11
- **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 39: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34997830.00
- **C.18.a - Value (excl. sponsor support):** $34997830.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 40: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29985751.80
- **C.18.a - Value (excl. sponsor support):** $29985751.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 41: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25000211.00
- **C.18.a - Value (excl. sponsor support):** $25000211.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 42: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $11001644.94
- **C.18.a - Value (excl. sponsor support):** $11001644.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30000754.50
- **C.18.a - Value (excl. sponsor support):** $30000754.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 44: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30001641.00
- **C.18.a - Value (excl. sponsor support):** $30001641.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 45: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34999651.75
- **C.18.a - Value (excl. sponsor support):** $34999651.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 46: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20002219.00
- **C.18.a - Value (excl. sponsor support):** $20002219.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 47: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35005542.60
- **C.18.a - Value (excl. sponsor support):** $35005542.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 48: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60013052.40
- **C.18.a - Value (excl. sponsor support):** $60013052.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 49: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40018515.20
- **C.18.a - Value (excl. sponsor support):** $40018515.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15003134.25
- **C.18.a - Value (excl. sponsor support):** $15003134.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 51: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40000804.80
- **C.18.a - Value (excl. sponsor support):** $40000804.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 52: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35007230.30
- **C.18.a - Value (excl. sponsor support):** $35007230.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 53: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100025572.00
- **C.18.a - Value (excl. sponsor support):** $100025572.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 54: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15002803.65
- **C.18.a - Value (excl. sponsor support):** $15002803.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 55: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20005587.40
- **C.18.a - Value (excl. sponsor support):** $20005587.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 56: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49996344.50
- **C.18.a - Value (excl. sponsor support):** $49996344.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $9999741.70
- **C.18.a - Value (excl. sponsor support):** $9999741.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15015537.45
- **C.18.a - Value (excl. sponsor support):** $15015537.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69996754.10
- **C.18.a - Value (excl. sponsor support):** $69996754.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50016950.00
- **C.18.a - Value (excl. sponsor support):** $50016950.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34999478.15
- **C.18.a - Value (excl. sponsor support):** $34999478.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24998559.25
- **C.18.a - Value (excl. sponsor support):** $24998559.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 63: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39996328.80
- **C.18.a - Value (excl. sponsor support):** $39996328.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $86003591.36
- **C.18.a - Value (excl. sponsor support):** $86003591.36
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 65: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70003342.50
- **C.18.a - Value (excl. sponsor support):** $70003342.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30004716.00
- **C.18.a - Value (excl. sponsor support):** $30004716.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 67: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99992447.00
- **C.18.a - Value (excl. sponsor support):** $99992447.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 68: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99972216.00
- **C.18.a - Value (excl. sponsor support):** $99972216.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 69: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $79992095.20
- **C.18.a - Value (excl. sponsor support):** $79992095.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 70: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24999455.00
- **C.18.a - Value (excl. sponsor support):** $24999455.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 71: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $62995403.52
- **C.18.a - Value (excl. sponsor support):** $62995403.52
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29999956.50
- **C.18.a - Value (excl. sponsor support):** $29999956.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 73: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40008612.80
- **C.18.a - Value (excl. sponsor support):** $40008612.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44897479.76
- **C.18.a - Value (excl. sponsor support):** $44897479.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $85006536.50
- **C.18.a - Value (excl. sponsor support):** $85006536.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49999200.00
- **C.18.a - Value (excl. sponsor support):** $49999200.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30003278.10
- **C.18.a - Value (excl. sponsor support):** $30003278.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49955596.90
- **C.18.a - Value (excl. sponsor support):** $49955596.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $54998969.30
- **C.18.a - Value (excl. sponsor support):** $54998969.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15005227.05
- **C.18.a - Value (excl. sponsor support):** $15005227.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $45008275.95
- **C.18.a - Value (excl. sponsor support):** $45008275.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $45000087.75
- **C.18.a - Value (excl. sponsor support):** $45000087.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **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 83: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25999545.26
- **C.18.a - Value (excl. sponsor support):** $25999545.26
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **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 84: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWME7, C.4 - ISIN: US3133EWME75, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124997578.75
- **C.18.a - Value (excl. sponsor support):** $124997578.75
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-20
- **C.13 - Final Legal Maturity Date:** 2028-04-20
- **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 85: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPE4, C.4 - ISIN: US3133EWPE49, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99999125.00
- **C.18.a - Value (excl. sponsor support):** $99999125.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **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 86: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60014438.40
- **C.18.a - Value (excl. sponsor support):** $60014438.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 87: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $98489825.94
- **C.18.a - Value (excl. sponsor support):** $98489825.94
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 88: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119991003.60
- **C.18.a - Value (excl. sponsor support):** $119991003.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 89: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75031972.50
- **C.18.a - Value (excl. sponsor support):** $75031972.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 90: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65002473.25
- **C.18.a - Value (excl. sponsor support):** $65002473.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 91: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19001865.42
- **C.18.a - Value (excl. sponsor support):** $19001865.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 92: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60014917.20
- **C.18.a - Value (excl. sponsor support):** $60014917.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 93: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60158400.00
- **C.18.a - Value (excl. sponsor support):** $60158400.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50022617.00
- **C.18.a - Value (excl. sponsor support):** $50022617.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 95: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40014158.40
- **C.18.a - Value (excl. sponsor support):** $40014158.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 96: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $129967661.20
- **C.18.a - Value (excl. sponsor support):** $129967661.20
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50017186.50
- **C.18.a - Value (excl. sponsor support):** $50017186.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $94999178.25
- **C.18.a - Value (excl. sponsor support):** $94999178.25
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **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 99: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_3.62_0601
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51874654.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51874654.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51103169.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  | 0.0000% | $45962300.00       | $46976384.33       | U.S. Treasuries (including strips) |

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $838256469.55
- **C.18.a - Value (excl. sponsor support):** $838256469.55
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $318077390.72
- **C.18.a - Value (excl. sponsor support):** $318077390.72
- **C.19 - Percentage of Net Assets:** 0.9700%
- **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 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $306442835.38
- **C.18.a - Value (excl. sponsor support):** $306442835.38
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $457490891.70
- **C.18.a - Value (excl. sponsor support):** $457490891.70
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $505746120.40
- **C.18.a - Value (excl. sponsor support):** $505746120.40
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $120044725.53
- **C.18.a - Value (excl. sponsor support):** $120044725.53
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $248074561.00
- **C.18.a - Value (excl. sponsor support):** $248074561.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $508850708.96
- **C.18.a - Value (excl. sponsor support):** $508850708.96
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $38688505.44
- **C.18.a - Value (excl. sponsor support):** $38688505.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $649015315.00
- **C.18.a - Value (excl. sponsor support):** $649015315.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $501783169.74
- **C.18.a - Value (excl. sponsor support):** $501783169.74
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $348977597.50
- **C.18.a - Value (excl. sponsor support):** $348977597.50
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99052270.38
- **C.18.a - Value (excl. sponsor support):** $99052270.38
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **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 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $504065606.60
- **C.18.a - Value (excl. sponsor support):** $504065606.60
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **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 114: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $332569581.52
- **C.18.a - Value (excl. sponsor support):** $332569581.52
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $198707662.00
- **C.18.a - Value (excl. sponsor support):** $198707662.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $307128937.97
- **C.18.a - Value (excl. sponsor support):** $307128937.97
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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 117: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $157936592.29
- **C.18.a - Value (excl. sponsor support):** $157936592.29
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $276152729.64
- **C.18.a - Value (excl. sponsor support):** $276152729.64
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 119: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $483340898.99
- **C.18.a - Value (excl. sponsor support):** $483340898.99
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $324307205.43
- **C.18.a - Value (excl. sponsor support):** $324307205.43
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **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 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $91495613.05
- **C.18.a - Value (excl. sponsor support):** $91495613.05
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $61000000.00
- **C.18.a - Value (excl. sponsor support):** $61000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.7500%
- **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 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65465002.33
- **C.18.a - Value (excl. sponsor support):** $65465002.33
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $76948302.39
- **C.18.a - Value (excl. sponsor support):** $76948302.39
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 125: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50160756.90
- **C.18.a - Value (excl. sponsor support):** $50160756.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40389388.86
- **C.18.a - Value (excl. sponsor support):** $40389388.86
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 127: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $136984508.27
- **C.18.a - Value (excl. sponsor support):** $136984508.27
- **C.19 - Percentage of Net Assets:** 0.4200%
- **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 128: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52005421.88
- **C.18.a - Value (excl. sponsor support):** $52005421.88
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $63342754.09
- **C.18.a - Value (excl. sponsor support):** $63342754.09
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 130: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $78799230.12
- **C.18.a - Value (excl. sponsor support):** $78799230.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $58297120.31
- **C.18.a - Value (excl. sponsor support):** $58297120.31
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 132: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30037500.00
- **C.18.a - Value (excl. sponsor support):** $30037500.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 133: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.833000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $130089567.40
- **C.18.a - Value (excl. sponsor support):** $130089567.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 134: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $141983098.48
- **C.18.a - Value (excl. sponsor support):** $141983098.48
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $247141373.66
- **C.18.a - Value (excl. sponsor support):** $247141373.66
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.726000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $335104429.55
- **C.18.a - Value (excl. sponsor support):** $335104429.55
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 137: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $104333612.77
- **C.18.a - Value (excl. sponsor support):** $104333612.77
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **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 138: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.788000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $397376907.83
- **C.18.a - Value (excl. sponsor support):** $397376907.83
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $103768373.18
- **C.18.a - Value (excl. sponsor support):** $103768373.18
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 140: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_3.65_0605
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $3603985.31        | $3564768.74        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PY 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $551949.34         | $494522.87         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $236803.80         | $201250.31         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  | 0.0000% | $39516334.05       | $38271609.05       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  | 0.0000% | $2097289.55        | $2027317.91        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52 | 2052-03-25      | 3.0000%  | 0.0000% | $454492.81         | $410063.56         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5666PL 06/25/56 | 2056-06-25      | 4.7500%  | 0.0000% | $93177.23          | $83139.57          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GJ 05/15/30 | 2030-05-15      | 4.0000%  | 0.0000% | $135306.82         | $132795.68         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  | 0.0000% | $2051638.93        | $2026952.70        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $4716858.09        | $4686264.55        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  | 0.0000% | $1045231.25        | $633356.37         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5666PF 06/25/56 | 2056-06-25      | 4.7722%  | 0.0000% | $14838986.65       | $15176339.85       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5666KL 06/25/56 | 2056-06-25      | 5.2500%  | 0.0000% | $1394910.19        | $1298449.83        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5666GB 05/15/33 | 2033-05-15      | 4.5000%  | 0.0000% | $34986092.12       | $34288504.43       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5666FP 06/25/56 | 2056-06-25      | 4.7938%  | 0.0000% | $1288417.36        | $1284049.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  | 0.0000% | $2756756.70        | $1823651.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL     | 2052-04-20      | 1.5000%  | 0.0000% | $1465216.22        | $976130.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 4.7251%  | 0.0000% | $9963422.49        | $9992867.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  | 0.0000% | $798059.71         | $806552.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 FY     | 2055-02-20      | 4.7751%  | 0.0000% | $4948495.95        | $4992798.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.8251%  | 0.0000% | $4548673.34        | $4578327.43        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623AH 08/25/48 | 2048-08-25      | 4.2500%  | 0.0000% | $40333.27          | $39819.97          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  | 0.0000% | $10831952.57       | $10713126.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.0251%  | 0.0000% | $2879528.23        | $2920752.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.8751%  | 0.0000% | $2835672.59        | $2866263.21        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5666KB 06/25/56 | 2056-06-25      | 5.0000%  | 0.0000% | $874472.88         | $813906.79         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DT R26F027 | 2056-03-25      | 4.5000%  | 0.0000% | $22728.10          | $22209.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FB     | 2054-04-20      | 4.7251%  | 0.0000% | $6032988.03        | $6051993.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.8751%  | 0.0000% | $4614752.00        | $4649158.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49 | 2049-11-25      | 3.0000%  | 0.0000% | $144232.43         | $133987.50         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  | 0.0000% | $27685.19          | $25282.08          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PK 04/25/56 | 2056-04-25      | 4.5000%  | 0.0000% | $13257.93          | $11248.04          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022B R22F022  | 2054-07-25      | 2.0000%  | 0.0000% | $1378378.38        | $821131.09         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC044PY R26F044 | 2056-06-25      | 5.0000%  | 0.0000% | $500907.53         | $462854.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.8251%  | 0.0000% | $5121695.22        | $5157886.56        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650HT 05/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $2861858.68        | $2856818.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $380219.24         | $358734.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.3751%  | 0.0000% | $29205860.78       | $29656880.55       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC044DT R26F044 | 2056-05-25      | 5.5000%  | 0.0000% | $44668151.97       | $44340009.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 P      | 2056-02-20      | 4.5000%  | 0.0000% | $9414690.16        | $9254668.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 HT     | 2055-09-20      | 5.0000%  | 0.0000% | $2811169.53        | $2803011.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 HY     | 2052-01-20      | 2.5000%  | 0.0000% | $4675689.19        | $3715155.09        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $182444.63         | $180081.71         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PM 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $410699.55         | $357824.86         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029AY R22F029 | 2054-07-25      | 2.0000%  | 0.0000% | $1079729.73        | $650005.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-148 FB     | 2054-09-20      | 4.7751%  | 0.0000% | $6826706.66        | $6857398.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036PY R26F036 | 2056-05-25      | 5.0000%  | 0.0000% | $79702.20          | $72294.43          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  | 0.0000% | $317432.73         | $300118.64         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $66308.92          | $58042.83          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5666FC 06/25/56 | 2056-06-25      | 4.5059%  | 0.0000% | $17467668.39       | $17423940.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $9296066.93        | $8251440.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5666CL 06/25/56 | 2056-06-25      | 4.0000%  | 0.0000% | $4139239.72        | $3671406.75        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5666AL 06/25/56 | 2056-06-25      | 5.0000%  | 0.0000% | $2659121.62        | $2545489.08        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $459418.29         | $434811.95         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.8621%  | 0.0000% | $10445675.09       | $10491795.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FC R24F065 | 2054-09-25      | 4.8121%  | 0.0000% | $7138486.31        | $7163347.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  | 0.0000% | $5929174.32        | $5846468.26        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC043QJ R22F043 | 2047-03-25      | 4.0000%  | 0.0000% | $959071.23         | $925763.75         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043CW R22F043 | 2052-07-25      | 2.0000%  | 0.0000% | $1587375.69        | $1159328.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029AL R22F029 | 2054-07-25      | 2.0000%  | 0.0000% | $2297297.30        | $1635966.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $101940.22         | $97712.11          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $3457.75           | $3394.37           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC044JY R26F044 | 2056-06-25      | 5.0000%  | 0.0000% | $775051.82         | $720270.30         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC044PH R26F044 | 2056-01-25      | 5.0000%  | 0.0000% | $156978.23         | $154803.28         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DY R26F027 | 2056-04-25      | 5.0000%  | 0.0000% | $331167.35         | $300441.28         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027DL R26F027 | 2056-04-25      | 5.0000%  | 0.0000% | $6108.28           | $5533.66           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036GA R26F036 | 2032-11-25      | 4.0000%  | 0.0000% | $24233831.41       | $23692377.61       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036PL R26F036 | 2056-05-25      | 5.0000%  | 0.0000% | $1455.57           | $1318.48           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036NB R26F036 | 2056-05-25      | 4.5000%  | 0.0000% | $4263672.36        | $3916622.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  | 0.0000% | $229767.82         | $225085.74         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  | 0.0000% | $145018.39         | $142797.78         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $7491.84           | $7280.42           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-050 KJ     | 2056-03-20      | 4.5000%  | 0.0000% | $25146993.30       | $24485954.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-050 FB     | 2056-03-20      | 4.5751%  | 0.0000% | $22916884.00       | $22833553.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 HT     | 2056-02-20      | 5.0000%  | 0.0000% | $8395131.28        | $8308559.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 QY     | 2056-02-20      | 4.5000%  | 0.0000% | $1148878.38        | $989749.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FS     | 2056-02-20      | 4.4251%  | 0.0000% | $4217391.41        | $4204951.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF     | 2055-05-20      | 5.3451%  | 0.0000% | $29205860.78       | $29628594.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.6751%  | 0.0000% | $6755576.34        | $6786495.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.8251%  | 0.0000% | $3687935.50        | $3721718.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  | 0.0000% | $7598511.31        | $7358557.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.8251%  | 0.0000% | $5181477.90        | $5219102.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.6751%  | 0.0000% | $4265122.74        | $4290260.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.7251%  | 0.0000% | $4614752.00        | $4633595.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.8251%  | 0.0000% | $4786471.18        | $4818896.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 4.9251%  | 0.0000% | $4145604.95        | $4179803.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FE     | 2054-04-20      | 4.8251%  | 0.0000% | $6032988.03        | $6068137.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  | 0.0000% | $17385105.33       | $17303447.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.6251%  | 0.0000% | $3784959.49        | $3794869.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-067 FG     | 2056-04-20      | 4.4751%  | 0.0000% | $18098477.96       | $18056177.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $6773214.10        | $5988212.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $9372129.89        | $8370408.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $6724204.58        | $5863882.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1171%  | 0.0000% | $4930001.06        | $4827394.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.1671%  | 0.0000% | $6830380.37        | $6703818.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-018 F      | 2048-02-20      | 4.0000%  | 0.0000% | $11214660.62       | $10464882.06       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PL 04/25/56 | 2056-04-25      | 4.7500%  | 0.0000% | $31926.00          | $28002.56          | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  | 0.0000% | $27915781.91       | $27298532.93       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  | 0.0000% | $10432236.84       | $10283364.19       | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBZ6763 | 2031-04-01      | 4.0100%  | 0.0000% | $4939189.19        | $4860166.55        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ7106 | 2031-05-01      | 4.5300%  | 0.0000% | $3175324.32        | $3196457.16        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4759 | 2030-08-01      | 4.2700%  | 0.0000% | $18378.38          | $18319.13          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  | 0.0000% | $3105945.95        | $3038049.97        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2114 | 2034-10-01      | 4.3400%  | 0.0000% | $4703716.22        | $4622603.25        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1925 | 2029-09-01      | 4.0800%  | 0.0000% | $17229.73          | $17123.38          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 5.9110%  | 0.0000% | $8985.33           | $9352.26           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.6600%  | 0.0000% | $443.03            | $450.13            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 5.6920%  | 0.0000% | $17615.44          | $17623.50          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WAWA3603 | 2033-02-01      | 4.3500%  | 0.0000% | $5721306.58        | $5655341.82        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3197 | 2037-07-01      | 3.9000%  | 0.0000% | $45314.84          | $42175.12          | Agency Mortgage-Backed Securities         |
| FMAC FKAR WV0316          | 2036-04-01      | 4.2090%  | 0.0000% | $3951581.08        | $3950959.37        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842099 G        | 2056-02-01      | 4.7510%  | 0.0000% | $8908017.12        | $8893374.32        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.1070%  | 0.0000% | $8549.28           | $8883.81           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841475 G        | 2052-08-01      | 3.4090%  | 0.0000% | $434191.05         | $424118.01         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.0940%  | 0.0000% | $9244.06           | $9603.54           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.0820%  | 0.0000% | $7799.08           | $8108.82           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G        | 2051-08-01      | 1.8510%  | 0.0000% | $381543.30         | $368402.06         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.0600%  | 0.0000% | $9774.15           | $10163.00          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.0630%  | 0.0000% | $7831.78           | $8143.57           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.0630%  | 0.0000% | $9398.14           | $9772.28           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  | 0.0000% | $1548378.38        | $1547741.82        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9125 | 2030-07-01      | 4.7750%  | 0.0000% | $1488189.19        | $1510144.28        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9818 | 2028-10-01      | 5.3100%  | 0.0000% | $229729.73         | $233102.16         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $43419.62          | $42948.13          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  | 0.0000% | $45945.95          | $46310.18          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  | 0.0000% | $45525.38          | $45215.61          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  | 0.0000% | $3116283.78        | $3090352.49        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3144 | 2036-09-01      | 1.9300%  | 0.0000% | $9327912.92        | $7522850.87        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.1710%  | 0.0000% | $35.98             | $35.83             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.2100%  | 0.0000% | $7712.29           | $8016.54           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.810 WNWN5031 | 2029-07-01      | 3.8100%  | 0.0000% | $45945.95          | $45325.69          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.430 WNWN4109 | 2035-04-01      | 4.4300%  | 0.0000% | $3082513.51        | $3017847.18        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.400 WNWN2764 | 2033-03-01      | 4.4000%  | 0.0000% | $5628378.38        | $5566315.50        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WNWN1577 | 2032-06-01      | 4.2500%  | 0.0000% | $1537810.81        | $1516568.35        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WNWN1782 | 2030-10-01      | 3.7500%  | 0.0000% | $5732216.22        | $5582821.29        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.4260%  | 0.0000% | $693.87            | $683.41            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.3710%  | 0.0000% | $18.23             | $18.16             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.5960%  | 0.0000% | $8725.21           | $8685.09           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 3.9900%  | 0.0000% | $11465.44          | $11260.23          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8568 | 2056-05-01      | 4.0950%  | 0.0000% | $1658208.85        | $1633970.81        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8577 | 2056-05-01      | 4.5400%  | 0.0000% | $2620673.36        | $2600151.16        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8101 | 2055-12-01      | 3.0200%  | 0.0000% | $232377.17         | $214758.78         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8951 | 2056-02-01      | 4.4540%  | 0.0000% | $2338039.52        | $2332000.88        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4488 | 2030-07-01      | 4.0000%  | 0.0000% | $1491094.85        | $1468898.58        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  | 0.0000% | $46193.02          | $41207.35          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7954 | 2056-02-01      | 4.1230%  | 0.0000% | $4002266.65        | $3916447.38        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  | 0.0000% | $5605.52           | $4505.90           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0082 | 2029-01-01      | 5.2800%  | 0.0000% | $149324.32         | $152989.59         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7934 | 2056-02-01      | 4.7270%  | 0.0000% | $8974460.05        | $8990271.05        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8004 | 2056-01-01      | 4.8070%  | 0.0000% | $4437921.40        | $4440982.58        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8002 | 2056-03-01      | 4.7700%  | 0.0000% | $4786513.96        | $4784958.35        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7091 | 2052-10-01      | 3.9000%  | 0.0000% | $246498.97         | $244104.02         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.4110%  | 0.0000% | $333199.35         | $348377.69         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2631 | 2029-06-01      | 3.1400%  | 0.0000% | $21395.76          | $20751.78          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0722 | 2039-01-01      | 4.6900%  | 0.0000% | $334491.83         | $329946.01         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0840 | 2039-02-01      | 4.7000%  | 0.0000% | $320085.36         | $316198.42         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF6742 | 2056-01-01      | 4.9920%  | 0.0000% | $1773919.32        | $1788807.24        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  | 0.0000% | $5171.97           | $5110.19           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  | 0.0000% | $10337.84          | $9626.22           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  | 0.0000% | $60519.47          | $58551.47          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN2495 | 2028-09-01      | 2.5500%  | 0.0000% | $43001.96          | $41577.45          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYAL9089 | 2028-09-01      | 2.7910%  | 0.0000% | $172834.00         | $168701.15         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WDWD0039 | 2030-12-01      | 4.0000%  | 0.0000% | $4150527.03        | $4080806.93        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C6086 G        | 2056-05-01      | 4.4980%  | 0.0000% | $1130607.03        | $1119077.60        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1351 G        | 2056-02-01      | 4.5040%  | 0.0000% | $2639191.78        | $2607666.93        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0616 G        | 2056-05-01      | 4.5000%  | 0.0000% | $1820995.71        | $1806706.36        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0574 G        | 2056-03-01      | 4.6350%  | 0.0000% | $1513049.74        | $1512732.00        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4879 | 2040-12-01      | 4.5000%  | 0.0000% | $1053418.92        | $1001159.86        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.850 WAWA4884 | 2041-03-01      | 4.8500%  | 0.0000% | $1655024.89        | $1628256.89        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4839 | 2054-01-01      | 4.0000%  | 0.0000% | $448857.81         | $375345.72         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.100 WAWA4814 | 2039-06-01      | 3.1000%  | 0.0000% | $142999.60         | $120679.95         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8571 | 2056-04-01      | 4.6650%  | 0.0000% | $2408483.27        | $2404654.58        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8569 | 2056-05-01      | 4.4150%  | 0.0000% | $1905346.66        | $1892664.46        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  | 0.0000% | $45017.59          | $41879.34          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.0800%  | 0.0000% | $9242.71           | $9639.60           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.300 WAWA1634 | 2032-12-01      | 4.3000%  | 0.0000% | $3209849.54        | $3166081.46        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.0490%  | 0.0000% | $309146.85         | $319638.71         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYAL7547 | 2027-03-01      | 3.1420%  | 0.0000% | $2953167.64        | $2940077.23        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1243 | 2026-06-01      | 2.6400%  | 0.0000% | $59729.73          | $59692.30          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WDWD0021 | 2030-11-01      | 3.7500%  | 0.0000% | $4360729.73        | $4244837.53        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4959 | 2029-03-01      | 2.3000%  | 0.0000% | $11452.77          | $10872.79          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841485 G        | 2052-09-01      | 4.1650%  | 0.0000% | $233467.72         | $231854.33         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6512 | 2032-09-01      | 3.7500%  | 0.0000% | $91891.89          | $87532.24          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ7133 | 2033-05-01      | 4.1800%  | 0.0000% | $4200837.84        | $4114154.02        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  | 0.0000% | $14915.01          | $14440.09          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  | 0.0000% | $6374081.08        | $6409642.79        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG2395 | 2056-05-01      | 4.5310%  | 0.0000% | $5079818.66        | $5034009.42        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.450 WAWA2224 | 2037-05-01      | 3.4500%  | 0.0000% | $109136.76         | $97523.88          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5687 | 2030-12-01      | 3.8650%  | 0.0000% | $5951798.55        | $5830090.89        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.200 WDWD0055 | 2031-01-01      | 4.2000%  | 0.0000% | $5815608.11        | $5764423.01        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WNWN1788 | 2030-10-01      | 3.9000%  | 0.0000% | $4763445.95        | $4667959.49        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG8570 | 2056-04-01      | 4.5400%  | 0.0000% | $2721446.96        | $2709962.76        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN4122 | 2035-07-01      | 4.3500%  | 0.0000% | $546756.76         | $531542.34         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0818%  | 0.0000% | $2956737.12        | $2818584.56        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $951429.10         | $886409.07         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0051A2 R26M00 | 2036-01-25      | 4.3000%  | 0.0000% | $23625911.73       | $22892810.18       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A1 R26M005 | 2035-08-25      | 4.0000%  | 0.0000% | $6799226.20        | $6676072.57        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL002A1 R26M002 | 2033-01-25      | 3.9500%  | 0.0000% | $11456725.80       | $11182511.62       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0052A2 R26M00 | 2036-01-25      | 4.3000%  | 0.0000% | $13783783.78       | $13258944.77       | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5169%  | 0.0000% | $1805293.69        | $1734515.15        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM8003 | 2056-04-01      | 4.5380%  | 0.0000% | $9186259.23        | $9128452.14        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  | 0.0000% | $48154.35          | $44385.14          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842140 G        | 2055-12-01      | 4.9540%  | 0.0000% | $7878052.19        | $7890910.05        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0600 G        | 2056-04-01      | 4.5500%  | 0.0000% | $2303414.44        | $2293723.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197 | 2038-07-01      | 4.2400%  | 0.0000% | $89220.07          | $84983.26          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5249 | 2035-10-01      | 4.5100%  | 0.0000% | $7810810.81        | $7733692.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4263 | 2030-07-01      | 4.4500%  | 0.0000% | $8548006.39        | $8595696.67        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7933 | 2056-01-01      | 4.7310%  | 0.0000% | $5030260.92        | $5053433.66        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.1630%  | 0.0000% | $10511.78          | $10931.88          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.150 WNWN2732 | 2032-07-01      | 4.1500%  | 0.0000% | $2592270.27        | $2537614.27        | Agency Mortgage-Backed Securities         |

### Security 141: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 986PPM008, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 986PPM008_3.64_0605
- **C.18 - Value (incl. sponsor support):** $497000000.00
- **C.18.a - Value (excl. sponsor support):** $497000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLDG4273 | 2056-04-01      | 5.0000%  | 0.0000% | $201237.53         | $199866.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0557 M     | 2055-08-20      | 6.0000%  | 0.0000% | $4357079.90        | $4461025.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG7968 | 2056-04-01      | 5.0000%  | 0.0000% | $99.30             | $98.93             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1950 | 2056-04-01      | 5.0000%  | 0.0000% | $99.24             | $99.29             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4279 | 2056-04-01      | 5.5000%  | 0.0000% | $99.29             | $101.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2869 | 2055-08-01      | 6.5000%  | 0.0000% | $308585.46         | $327583.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2865 | 2055-07-01      | 6.5000%  | 0.0000% | $251.74            | $268.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG8341 | 2056-04-01      | 5.5000%  | 0.0000% | $99.31             | $101.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG7778 | 2056-05-01      | 6.0000%  | 0.0000% | $99.40             | $103.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG6664 | 2056-04-01      | 5.5000%  | 0.0000% | $99.29             | $100.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4337 | 2056-04-01      | 5.0000%  | 0.0000% | $99.30             | $98.58             | Agency Mortgage-Backed Securities  |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $337274.14         | $283191.52         | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $4882031.00        | $3471089.43        | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $13113812.18       | $10753108.47       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $14541852.22       | $9985115.57        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $1597566.74        | $1168547.54        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $2491063.40        | $1500285.12        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $2216103.12        | $1525199.44        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $11443484.64       | $6515103.18        | U.S. Treasuries (including strips) |
| USTR BILL 07/28/26        | 2026-07-28      | 0.0000%  | 0.0000% | $9681.56           | $9623.18           | U.S. Treasuries (including strips) |
| USTR BILL 07/21/26        | 2026-07-21      | 0.0000%  | 0.0000% | $359291.24         | $357379.81         | U.S. Treasuries (including strips) |
| USTR BILL 07/14/26        | 2026-07-14      | 0.0000%  | 0.0000% | $64361.50          | $64064.15          | U.S. Treasuries (including strips) |
| USTR BILL 10/22/26        | 2026-10-22      | 0.0000%  | 0.0000% | $20277.60          | $19978.51          | U.S. Treasuries (including strips) |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  | 0.0000% | $6414938.04        | $6325064.76        | U.S. Treasuries (including strips) |
| USTR BILL 09/17/26        | 2026-09-17      | 0.0000%  | 0.0000% | $9264.08           | $9160.68           | U.S. Treasuries (including strips) |
| USTR BILL 06/30/26        | 2026-06-30      | 0.0000%  | 0.0000% | $36877.40          | $36758.77          | U.S. Treasuries (including strips) |
| USTR BILL 06/23/26        | 2026-06-23      | 0.0000%  | 0.0000% | $69609.82          | $69435.10          | U.S. Treasuries (including strips) |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  | 0.0000% | $136784.34         | $136632.51         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $8870326.78        | $6433177.69        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $22379393.12       | $13879801.05       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $2381892.38        | $1652482.96        | U.S. Treasuries (including strips) |
| USTR BILL 08/11/26        | 2026-08-11      | 0.0000%  | 0.0000% | $108872.82         | $108070.43         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $986008.24         | $866275.17         | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $974.12            | $716.31            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $4833692.78        | $3609699.58        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $844820.48         | $624428.71         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $7740745.18        | $5420589.92        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $202597.08         | $143667.79         | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $709149.42         | $529935.24         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $229663.70         | $149973.60         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $1006007.52        | $694960.32         | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $60872.56          | $46314.24          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $4580133.32        | $3600985.89        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $7636484.52        | $6198366.23        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $387153.06         | $330209.51         | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $590674.56         | $508636.14         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $356011.04         | $271744.92         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $14730891.14       | $11834393.94       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $8973802.18        | $6783469.33        | U.S. Treasuries (including strips) |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $928932.76         | $735504.16         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $295635.48         | $240310.51         | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  | 0.0000% | $220121.30         | $196887.69         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  | 0.0000% | $6063.40           | $5793.10           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $75007.24          | $75718.10          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $277097.38         | $262225.24         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $2673134.38        | $1877679.78        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $155521.24         | $132239.36         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $1920050.16        | $1929767.87        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $69430.90          | $43888.21          | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $12701908.52       | $11334580.49       | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $275288.30         | $284328.81         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $1537549.02        | $1476079.14        | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  | 0.0000% | $664717.62         | $709708.04         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $1313054.12        | $1254437.45        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $20013742.70       | $14899135.66       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $434884.94         | $415947.23         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  | 0.0000% | $884500.96         | $722473.28         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $12243426.02       | $12410329.42       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $45763.76          | $33773.03          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  | 0.0000% | $135432.50         | $140684.33         | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $373326.52         | $372575.39         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $1339852.36        | $1289421.00        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $1988000.00        | $1502592.63        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $1667504.58        | $1069550.94        | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $789305.58         | $710176.70         | U.S. Treasuries (including strips) |
| USTR BILL 10/08/26        | 2026-10-08      | 0.0000%  | 0.0000% | $67472.72          | $66579.38          | U.S. Treasuries (including strips) |
| USTR BILL 08/04/26        | 2026-08-04      | 0.0000%  | 0.0000% | $349788.60         | $347441.52         | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  | 0.0000% | $1828.96           | $1916.43           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $376636.54         | $362959.76         | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  | 0.0000% | $39610.90          | $38882.46          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $1629136.18        | $1567444.16        | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  | 0.0000% | $327950.42         | $296583.79         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $942500.86         | $747879.22         | U.S. Treasuries (including strips) |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $189863.94         | $199206.99         | U.S. Treasuries (including strips) |
| USTR BILL 08/25/26        | 2026-08-25      | 0.0000%  | 0.0000% | $4721.50           | $4680.05           | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $4383559.88        | $4386163.08        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $4708210.22        | $4036698.10        | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $291242.00         | $290862.51         | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $571202.10         | $332697.01         | U.S. Treasuries (including strips) |
| USTR BILL 09/10/26        | 2026-09-10      | 0.0000%  | 0.0000% | $66657.64          | $65967.73          | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $906180.10         | $905124.36         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $200976.86         | $150837.42         | U.S. Treasuries (including strips) |
| USTR BILL 09/01/26        | 2026-09-01      | 0.0000%  | 0.0000% | $14322456.54       | $14186249.98       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $135879.80         | $92696.53          | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  | 0.0000% | $443920.40         | $407868.54         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $902045.06         | $851656.38         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $109463047.26      | $109421678.60      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $2422994.28        | $2413584.90        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $36269072.00       | $36055580.22       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27     | 2027-04-30      | 3.7880%  | 0.0000% | $2176.86           | $2185.78           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $50912.68          | $31700.88          | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $76856.08          | $42660.73          | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $13992637.40       | $7239751.50        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $27841.94          | $17476.33          | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $16036122.48       | $10003188.35       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $29605415.28       | $14468293.54       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $1984342.08        | $1399978.64        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $4836147.96        | $3538618.71        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $1666997.64        | $1296208.97        | U.S. Treasuries (including strips) |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  | 0.0000% | $2176.86           | $2157.29           | U.S. Treasuries (including strips) |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  | 0.0000% | $117480.86         | $116506.94         | U.S. Treasuries (including strips) |
| USTR BILL 06/02/26        | 2026-06-02      | 0.0000%  | 0.0000% | $96835.48          | $96796.75          | U.S. Treasuries (including strips) |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  | 0.0000% | $55405.56          | $55060.38          | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27        | 2027-01-21      | 0.0000%  | 0.0000% | $66747.10          | $65166.53          | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26        | 2026-12-24      | 0.0000%  | 0.0000% | $219067.66         | $214497.91         | U.S. Treasuries (including strips) |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  | 0.0000% | $19671.26          | $19659.46          | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  | 0.0000% | $81160.10          | $80139.92          | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  | 0.0000% | $103882.94         | $102875.28         | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  | 0.0000% | $76448.54          | $75921.05          | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  | 0.0000% | $589024.52         | $586591.85         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $11423395.90       | $10563921.94       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $30035568.78       | $30664836.51       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $16318895.60       | $16778337.34       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $35294355.60       | $35784297.22       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  | 0.0000% | $81309.20          | $78646.94          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  | 0.0000% | $55554.66          | $54248.58          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $204575.14         | $193380.69         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $1094702.14        | $1068194.14        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $1069971.42        | $1055596.56        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $7214591.16        | $6927713.84        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $296599.66         | $266155.05         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  | 0.0000% | $704746.00         | $679478.32         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $2485487.06        | $2492696.29        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $290317.58         | $281038.28         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $59.64             | $59.29             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $109.34            | $105.26            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  | 0.0000% | $201911.22         | $202089.35         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $629331.22         | $643183.35         | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $1858.78           | $2005.47           | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 29        | 2029-08-15      | 6.1250%  | 0.0000% | $152936.84         | $164838.92         | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  | 0.0000% | $239404.90         | $246559.58         | U.S. Treasuries (including strips) |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $229534.48         | $240136.26         | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27        | 2027-08-15      | 6.3750%  | 0.0000% | $680721.02         | $712666.45         | U.S. Treasuries (including strips) |
| USTR 6 5/8 BOND 27        | 2027-02-15      | 6.6250%  | 0.0000% | $59918.32          | $62220.39          | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  | 0.0000% | $107292.36         | $108867.71         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $4905648.44        | $4400751.95        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $99340.36          | $97378.39          | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $1030350.58        | $976883.84         | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | 0.0000% | $185878.00         | $190576.22         | U.S. Treasuries (including strips) |
| USTR BILL 09/22/26        | 2026-09-22      | 0.0000%  | 0.0000% | $152062.12         | $150287.55         | U.S. Treasuries (including strips) |
| USTR BILL 09/15/26        | 2026-09-15      | 0.0000%  | 0.0000% | $387928.38         | $383676.69         | U.S. Treasuries (including strips) |
| USTR BILL 11/12/26        | 2026-11-12      | 0.0000%  | 0.0000% | $74311.44          | $73057.06          | U.S. Treasuries (including strips) |
| USTR BILL 05/13/27        | 2027-05-13      | 0.0000%  | 0.0000% | $256601.10         | $247555.91         | U.S. Treasuries (including strips) |
| USTR BILL 08/18/26        | 2026-08-18      | 0.0000%  | 0.0000% | $126416.92         | $125395.47         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $13216313.46       | $12035883.60       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $31639.02          | $27858.42          | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $967152.06         | $776611.72         | U.S. Treasuries (including strips) |

### Security 142: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 986PPM008, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 986PPM008_3.67_0605
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-156 CF     | 2055-09-20      | 4.7751%  | 0.0000% | $1036304.02        | $1042924.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 4.9451%  | 0.0000% | $13035216.45       | $13191277.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM     | 2055-12-20      | 4.4251%  | 0.0000% | $13104213.54       | $13151248.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.1251%  | 0.0000% | $1567188.92        | $1591927.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-049 MF     | 2056-03-20      | 4.4751%  | 0.0000% | $185990.82         | $184544.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 FA     | 2055-10-20      | 4.6251%  | 0.0000% | $3026435.41        | $3051195.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 4.6751%  | 0.0000% | $1769906.91        | $1784499.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF     | 2053-06-20      | 4.6251%  | 0.0000% | $13218007.96       | $13321852.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA     | 2055-03-20      | 4.8251%  | 0.0000% | $4922709.74        | $4963673.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $1244377.89        | $1280744.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2113 | 2048-10-01      | 4.0000%  | 0.0000% | $169292.21         | $161188.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  | 0.0000% | $445304.24         | $458737.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8178 | 2056-03-01      | 5.5000%  | 0.0000% | $119904.94         | $120969.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  | 0.0000% | $3273.20           | $3247.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0309 | 2047-09-01      | 3.5000%  | 0.0000% | $164231.59         | $153160.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5636 | 2055-09-01      | 6.0000%  | 0.0000% | $153158.94         | $160747.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4244 | 2055-11-01      | 5.5000%  | 0.0000% | $627348.94         | $637132.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQCA4631 | 2042-11-01      | 3.0000%  | 0.0000% | $83210.37          | $74433.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8777 | 2052-09-01      | 5.0000%  | 0.0000% | $113863.15         | $113058.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1183 | 2055-09-01      | 6.0000%  | 0.0000% | $192117.44         | $196986.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $34590.92          | $34286.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5588 | 2054-05-01      | 5.5000%  | 0.0000% | $702181.45         | $715764.99         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $143593.76         | $134948.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY6771 | 2053-07-01      | 5.0000%  | 0.0000% | $3872.11           | $3838.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  | 0.0000% | $445489.47         | $456690.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTB3447 | 2056-05-01      | 6.5000%  | 0.0000% | $34893.60          | $37430.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4680 | 2056-01-01      | 5.5000%  | 0.0000% | $726851.85         | $733018.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $1354.08           | $1374.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0333 | 2048-12-01      | 4.0000%  | 0.0000% | $77.11             | $73.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 U4BF0243 | 2051-06-01      | 4.0000%  | 0.0000% | $49656.96          | $47289.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  | 0.0000% | $181360.29         | $186397.70         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $4.49              | $4.57              | Agency Mortgage-Backed Securities         |
| FMAC 06.050 FGPC T30454 G | 2038-02-01      | 6.0500%  | 0.0000% | $8.30              | $8.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  | 0.0000% | $72345.67          | $74168.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2999 | 2055-10-01      | 6.5000%  | 0.0000% | $176690.97         | $187304.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2998 | 2055-10-01      | 6.5000%  | 0.0000% | $345939.51         | $364003.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1458 | 2055-10-01      | 6.0000%  | 0.0000% | $218941.78         | $227764.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTB3480 | 2056-05-01      | 6.0000%  | 0.0000% | $5218.35           | $5467.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8217 | 2056-03-01      | 5.5000%  | 0.0000% | $123376.66         | $125244.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA6768 | 2056-02-01      | 5.0000%  | 0.0000% | $434.14            | $428.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3635 | 2056-01-01      | 5.5000%  | 0.0000% | $372050.55         | $376130.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0101 | 2056-03-01      | 4.5000%  | 0.0000% | $882277.39         | $849103.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4405 | 2053-06-01      | 5.0000%  | 0.0000% | $4980.97           | $4942.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  | 0.0000% | $66700.33          | $68760.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0059 | 2053-04-01      | 5.0000%  | 0.0000% | $4123.94           | $4091.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9114 | 2053-04-01      | 5.0000%  | 0.0000% | $4751.43           | $4710.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9041 | 2053-04-01      | 5.0000%  | 0.0000% | $5980.14           | $5932.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6777 | 2053-03-01      | 5.0000%  | 0.0000% | $20418.34          | $20263.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6747 | 2053-03-01      | 5.0000%  | 0.0000% | $59741.94          | $59292.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6195 | 2052-08-01      | 5.0000%  | 0.0000% | $120299.62         | $121808.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4933 | 2053-05-01      | 5.0000%  | 0.0000% | $9230.89           | $9160.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4896 | 2053-04-01      | 5.0000%  | 0.0000% | $9876.91           | $9806.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW3693 | 2052-07-01      | 5.0000%  | 0.0000% | $109730.25         | $109930.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  | 0.0000% | $134999.31         | $133713.83         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9426 | 2033-09-01      | 4.3400%  | 0.0000% | $5367068.40        | $5311978.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6770 | 2050-04-01      | 3.0000%  | 0.0000% | $135595.80         | $120901.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO5794 | 2049-09-01      | 3.5000%  | 0.0000% | $80062.92          | $73768.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN3349 | 2049-01-01      | 4.5000%  | 0.0000% | $77542.94          | $75747.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3641 | 2048-04-01      | 4.0000%  | 0.0000% | $77512.88          | $73815.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | 0.0000% | $3739.81           | $3696.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $19017.09          | $18858.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 DLDF1153 | 2055-09-01      | 6.5000%  | 0.0000% | $106911.86         | $108406.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  | 0.0000% | $698894.98         | $736859.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  | 0.0000% | $732260.36         | $758370.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  | 0.0000% | $1813621.26        | $1871658.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9660 | 2055-09-01      | 6.5000%  | 0.0000% | $455277.31         | $486355.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9658 | 2055-09-01      | 6.0000%  | 0.0000% | $186133.66         | $195794.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8415 | 2055-06-01      | 6.5000%  | 0.0000% | $710531.03         | $741026.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  | 0.0000% | $298.13            | $313.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  | 0.0000% | $73540.77          | $78124.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $52248.96          | $49055.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $515971.16         | $484435.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $224369.68         | $226273.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE5382 | 2052-07-01      | 4.5000%  | 0.0000% | $118985.01         | $115016.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE3633 | 2052-06-01      | 5.0000%  | 0.0000% | $1225301.37        | $1213521.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  | 0.0000% | $72458.53          | $64680.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  | 0.0000% | $124528.43         | $111604.04         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  | 0.0000% | $102820.80         | $98400.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  | 0.0000% | $1452362.46        | $1256664.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG5959 | 2053-07-01      | 5.0000%  | 0.0000% | $8269.15           | $8197.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF4135 | 2052-12-01      | 5.0000%  | 0.0000% | $5181.69           | $5140.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  | 0.0000% | $2533678.56        | $2616478.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA0873 | 2047-12-01      | 4.5000%  | 0.0000% | $46980.92          | $46082.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  | 0.0000% | $130401.50         | $132042.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY6162 | 2053-07-01      | 5.0000%  | 0.0000% | $6801.55           | $6740.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5562 | 2050-04-01      | 3.0000%  | 0.0000% | $128472.81         | $115260.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6102 | 2053-10-01      | 5.0000%  | 0.0000% | $3935.63           | $3902.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1547 | 2056-02-01      | 5.0000%  | 0.0000% | $5106.84           | $5059.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1203 | 2055-09-01      | 6.0000%  | 0.0000% | $214197.31         | $219616.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8788 | 2055-09-01      | 6.0000%  | 0.0000% | $731084.77         | $749466.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  | 0.0000% | $149198.50         | $155780.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1171 | 2055-09-01      | 6.0000%  | 0.0000% | $233113.15         | $242662.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1403 | 2055-09-01      | 6.0000%  | 0.0000% | $797972.58         | $829833.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8209 | 2053-08-01      | 5.0000%  | 0.0000% | $8433.85           | $8357.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY0297 | 2053-05-01      | 6.5000%  | 0.0000% | $125101.54         | $133504.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  | 0.0000% | $644697.59         | $656826.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $248.52            | $236.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1457 | 2055-10-01      | 6.0000%  | 0.0000% | $159071.98         | $165796.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3000 | 2055-10-01      | 6.5000%  | 0.0000% | $160039.43         | $168326.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9111 | 2055-03-01      | 5.5000%  | 0.0000% | $34675.74          | $35498.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  | 0.0000% | $80071.93          | $76523.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $69518.37          | $68962.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF6931 | 2053-02-01      | 5.0000%  | 0.0000% | $76713.18          | $76139.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0375 | 2052-09-01      | 5.0000%  | 0.0000% | $4212.60           | $4181.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  | 0.0000% | $2447868.12        | $2372522.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  | 0.0000% | $61078.94          | $60733.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6281 | 2053-05-01      | 7.0000%  | 0.0000% | $111056.49         | $120252.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  | 0.0000% | $116939.09         | $127078.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $3408126.71        | $3471220.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  | 0.0000% | $163783.49         | $149372.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8260 | 2050-12-01      | 3.5000%  | 0.0000% | $97674.46          | $89860.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  | 0.0000% | $743169.36         | $667539.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5816 | 2048-04-01      | 3.5000%  | 0.0000% | $609935.14         | $569868.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $1487797.97        | $1376915.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3088 | 2049-02-01      | 4.5000%  | 0.0000% | $145996.54         | $142994.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $140.76            | $134.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY5875 | 2053-06-01      | 5.0000%  | 0.0000% | $9177.43           | $9106.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  | 0.0000% | $99916.54          | $105469.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | 0.0000% | $4223.22           | $4186.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG7548 | 2053-08-01      | 6.5000%  | 0.0000% | $111294.80         | $118748.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  | 0.0000% | $106067.75         | $113431.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2794 | 2053-05-01      | 5.0000%  | 0.0000% | $6824.61           | $6774.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  | 0.0000% | $80831.12          | $86153.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $42129.81          | $42580.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $118.93            | $117.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $100053.17         | $101201.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $114.96            | $114.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $107904.62         | $100476.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA1444 | 2033-05-01      | 2.5000%  | 0.0000% | $36098.97          | $34035.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  | 0.0000% | $134066.21         | $128966.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  | 0.0000% | $139769.36         | $131251.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  | 0.0000% | $128679.66         | $135315.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0700 | 2055-07-01      | 5.5000%  | 0.0000% | $2145956.59        | $2196512.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  | 0.0000% | $120.83            | $119.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6047 | 2053-10-01      | 5.0000%  | 0.0000% | $9104.63           | $9036.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5809 | 2053-05-01      | 6.0000%  | 0.0000% | $3259197.02        | $3359370.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $106.21            | $94.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8506 | 2036-02-01      | 2.0000%  | 0.0000% | $139.55            | $129.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 ZLZT1230 | 2034-05-01      | 5.5000%  | 0.0000% | $88861.02          | $90504.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  | 0.0000% | $141.67            | $128.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  | 0.0000% | $76328.16          | $77253.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $111508.69         | $106235.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZA3679 | 2028-12-01      | 3.0000%  | 0.0000% | $9.35              | $9.24              | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC J24649 G | 2028-07-01      | 2.5000%  | 0.0000% | $4.57              | $4.50              | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $79234.69          | $78686.07          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A52621 G | 2036-10-01      | 6.0000%  | 0.0000% | $3.20              | $3.32              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  | 0.0000% | $7.54              | $7.78              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2281 | 2054-09-01      | 6.0000%  | 0.0000% | $28252.72          | $29114.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $1102661.71        | $1124575.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4136 | 2056-02-01      | 5.0000%  | 0.0000% | $144.70            | $143.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0567 | 2053-07-01      | 5.0000%  | 0.0000% | $126361.94         | $125693.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6424 | 2055-09-01      | 6.0000%  | 0.0000% | $281587.84         | $290308.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  | 0.0000% | $859204.24         | $881030.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  | 0.0000% | $202100.12         | $213780.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5267 | 2055-10-01      | 5.5000%  | 0.0000% | $2230596.88        | $2260872.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  | 0.0000% | $212491.03         | $220590.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4520 | 2055-09-01      | 6.0000%  | 0.0000% | $253598.69         | $259975.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  | 0.0000% | $187249.04         | $196337.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4405 | 2055-10-01      | 6.0000%  | 0.0000% | $1094537.84        | $1135075.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3414 | 2055-09-01      | 6.0000%  | 0.0000% | $437286.99         | $448281.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1811 | 2055-09-01      | 6.0000%  | 0.0000% | $201201.67         | $206301.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5681 | 2053-09-01      | 6.0000%  | 0.0000% | $2178004.11        | $2249903.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $595246.37         | $559478.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  | 0.0000% | $159835.72         | $165905.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  | 0.0000% | $157522.62         | $161138.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  | 0.0000% | $73722.43          | $77919.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW5569 | 2044-07-01      | 4.0000%  | 0.0000% | $14487.55          | $13996.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7530 | 2043-09-01      | 4.5000%  | 0.0000% | $13958.95          | $13724.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAU7169 | 2043-09-01      | 4.0000%  | 0.0000% | $77262.78          | $74491.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  | 0.0000% | $96881.79          | $91985.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  | 0.0000% | $127423.55         | $116520.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9993 | 2037-02-01      | 3.0000%  | 0.0000% | $98211.26          | $91561.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  | 0.0000% | $9.14              | $9.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  | 0.0000% | $9405.61           | $9085.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2066 | 2041-04-01      | 4.5000%  | 0.0000% | $96641.22          | $96028.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI8818 | 2041-08-01      | 5.0000%  | 0.0000% | $53382.58          | $54030.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $130080.84         | $132627.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8329 | 2052-12-01      | 5.5000%  | 0.0000% | $859267.27         | $870234.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $1633750.45        | $1635212.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6766 | 2052-02-01      | 2.5000%  | 0.0000% | $185956.75         | $159136.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  | 0.0000% | $127775.13         | $131793.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH7924 | 2054-01-01      | 7.0000%  | 0.0000% | $134521.53         | $144772.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA5164 | 2052-04-01      | 2.5000%  | 0.0000% | $443.65            | $376.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3353 | 2053-11-01      | 5.5000%  | 0.0000% | $2705472.40        | $2736246.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  | 0.0000% | $154.13            | $157.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0910 | 2053-08-01      | 5.0000%  | 0.0000% | $63869.34          | $63508.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $106932.41         | $109057.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1098 | 2055-08-01      | 6.0000%  | 0.0000% | $603897.34         | $619081.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6656 | 2055-06-01      | 6.0000%  | 0.0000% | $1719675.77        | $1780323.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2139 | 2054-12-01      | 6.0000%  | 0.0000% | $115064.50         | $119152.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  | 0.0000% | $117383.49         | $120806.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBK1872 | 2038-04-01      | 4.0000%  | 0.0000% | $118718.56         | $114711.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  | 0.0000% | $82283.40          | $79467.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6369 | 2046-09-01      | 3.0000%  | 0.0000% | $160467.34         | $145281.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD5037 | 2047-02-01      | 4.0000%  | 0.0000% | $90218.66          | $86157.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB0714 | 2041-12-01      | 2.0000%  | 0.0000% | $92746.50          | $80810.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1533 | 2052-04-01      | 3.0000%  | 0.0000% | $134184.22         | $118804.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $119383.70         | $116830.08         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  | 0.0000% | $78442.80          | $79808.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  | 0.0000% | $70598.37          | $70148.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  | 0.0000% | $166986.15         | $152589.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  | 0.0000% | $82874.41          | $81708.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  | 0.0000% | $311964.45         | $304822.96         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q56806 G | 2048-06-01      | 4.0000%  | 0.0000% | $164952.56         | $156873.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV2629 | 2052-07-01      | 5.0000%  | 0.0000% | $126327.07         | $127030.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3501 | 2053-05-01      | 6.5000%  | 0.0000% | $450251.88         | $482704.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  | 0.0000% | $171783.20         | $181458.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  | 0.0000% | $193672.41         | $203978.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  | 0.0000% | $84478.62          | $89598.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG7165 | 2053-07-01      | 5.0000%  | 0.0000% | $6164.08           | $6114.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5282 | 2053-05-01      | 5.0000%  | 0.0000% | $4106.29           | $4064.34           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  | 0.0000% | $92310.28          | $87012.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  | 0.0000% | $2318932.37        | $2429322.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $3415909.53        | $3371324.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8366 | 2053-10-01      | 5.0000%  | 0.0000% | $122.53            | $121.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $47602.65          | $47160.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $9430.88           | $9360.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  | 0.0000% | $5564.55           | $5524.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2488 | 2053-05-01      | 6.5000%  | 0.0000% | $119203.49         | $127503.93         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q45109 G | 2046-12-01      | 4.0000%  | 0.0000% | $41.46             | $39.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  | 0.0000% | $113.31            | $117.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0465 | 2054-08-01      | 6.5000%  | 0.0000% | $2226341.36        | $2330960.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $1669346.56        | $1702471.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3669 | 2055-07-01      | 6.0000%  | 0.0000% | $1271251.99        | $1321516.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY2022 | 2053-05-01      | 5.0000%  | 0.0000% | $4176.47           | $4144.59           | Agency Mortgage-Backed Securities         |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $2360400.00        | $1581142.93        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $5526120.00        | $4485429.85        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $17560920.00       | $13274636.52       | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $2717850.00        | $2712381.69        | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  | 0.0000% | $862890.00         | $862372.27         | U.S. Treasuries (including strips)        |

### Security 143: Royal Bank of Canada

- **C.1 - Title:** Tri Party Rbc Ny 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 990ADQWL8, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 990ADQWL8_3.67_0605
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA RC033FA R26F033 | 2055-07-25      | 4.6121%  | 0.0000% | $43646548.05       | $43726266.51       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FM 05/25/55 | 2055-05-25      | 5.0121%  | 0.0000% | $4576463.66        | $4631220.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05569A 08/25/52 | 2052-08-25      | 5.0000%  | 0.0000% | $2255159.43        | $2264342.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.0621%  | 0.0000% | $675749.01         | $682687.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF     | 2063-09-20      | 4.6751%  | 0.0000% | $4560966.92        | $4598571.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-061 KA     | 2051-01-20      | 5.0000%  | 0.0000% | $4425903.39        | $4453117.78        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5664DF 11/25/55 | 2055-11-25      | 4.6445%  | 0.0000% | $5641260.00        | $5724948.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-083 NF     | 2056-05-20      | 4.3500%  | 0.0000% | $11538251.25       | $11530445.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 LP     | 2055-10-20      | 4.5000%  | 0.0000% | $616847.77         | $603485.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP     | 2055-06-20      | 4.5000%  | 0.0000% | $1133126.05        | $1110499.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-105 FK     | 2054-06-20      | 4.7751%  | 0.0000% | $11962792.06       | $12012124.02       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05511A 06/25/51 | 2051-06-25      | 5.0000%  | 0.0000% | $2933964.98        | $2945938.16        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517HF 03/25/55 | 2055-03-25      | 4.9621%  | 0.0000% | $982493.73         | $992861.34         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5516FC 03/25/55 | 2055-03-25      | 5.0121%  | 0.0000% | $1956254.98        | $1979510.74        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL005KA R25F005 | 2049-12-25      | 5.5000%  | 0.0000% | $1912976.85        | $1934918.27        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.1121%  | 0.0000% | $5387716.02        | $5471786.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 4.4121%  | 0.0000% | $2393111.07        | $2394281.86        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $266643.63         | $254860.44         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLDG8103 | 2056-04-01      | 6.0000%  | 0.0000% | $150.24            | $159.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG8921 | 2056-05-01      | 5.0000%  | 0.0000% | $3902.24           | $3871.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG6854 | 2056-04-01      | 6.5000%  | 0.0000% | $149.80            | $157.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG7166 | 2056-05-01      | 4.5000%  | 0.0000% | $150.00            | $144.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5699 | 2056-05-01      | 6.0000%  | 0.0000% | $153.48            | $158.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5519 | 2056-03-01      | 6.0000%  | 0.0000% | $525719.78         | $547375.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX2368 | 2053-02-01      | 4.5000%  | 0.0000% | $38751.53          | $37400.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW9840 | 2052-09-01      | 4.5000%  | 0.0000% | $107.37            | $104.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8942 | 2052-09-01      | 5.0000%  | 0.0000% | $102.63            | $103.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW2411 | 2055-12-01      | 4.0000%  | 0.0000% | $148.97            | $139.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW2434 | 2056-01-01      | 4.5000%  | 0.0000% | $149.27            | $143.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW1515 | 2052-07-01      | 4.0000%  | 0.0000% | $79232.97          | $74667.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4427 | 2056-04-01      | 5.0000%  | 0.0000% | $189909.03         | $188527.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $1124569.34        | $961320.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $118128.67         | $104409.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6033 | 2054-08-01      | 6.5000%  | 0.0000% | $85.37             | $89.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  | 0.0000% | $134.32            | $122.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $2829932.57        | $2901834.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5353 | 2054-04-01      | 6.0000%  | 0.0000% | $958509.65         | $997599.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2542 | 2051-09-01      | 3.5000%  | 0.0000% | $545923.80         | $504145.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $5265598.71        | $5421843.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  | 0.0000% | $5471848.83        | $5606367.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  | 0.0000% | $9800978.30        | $10040492.43       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  | 0.0000% | $359279.54         | $348466.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0999 | 2052-05-01      | 3.0000%  | 0.0000% | $112.78            | $99.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4037 | 2052-07-01      | 5.0000%  | 0.0000% | $36785.31          | $36619.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  | 0.0000% | $115.08            | $105.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  | 0.0000% | $9317.66           | $9313.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | 0.0000% | $107.29            | $101.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $90.76             | $91.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBU5095 | 2054-08-01      | 6.5000%  | 0.0000% | $63.10             | $66.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU3759 | 2051-12-01      | 2.0000%  | 0.0000% | $88387.77          | $72349.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8116 | 2052-04-01      | 2.5000%  | 0.0000% | $57376.27          | $48459.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  | 0.0000% | $3715481.75        | $3489551.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS2407 | 2040-09-01      | 3.0000%  | 0.0000% | $98.64             | $91.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS2294 | 2050-04-01      | 5.5000%  | 0.0000% | $322194.05         | $329918.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9680 | 2050-07-01      | 3.0000%  | 0.0000% | $50.06             | $44.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  | 0.0000% | $4760120.58        | $3856552.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP4740 | 2050-05-01      | 2.5000%  | 0.0000% | $5731455.61        | $4859680.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  | 0.0000% | $17.82             | $17.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  | 0.0000% | $112986.09         | $100126.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRBM7205 | 2043-09-01      | 3.5000%  | 0.0000% | $572451.51         | $536219.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVBM6823 | 2032-05-01      | 3.5000%  | 0.0000% | $51.42             | $50.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5787 | 2047-08-01      | 4.0000%  | 0.0000% | $10066.53          | $9600.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5693 | 2049-03-01      | 4.0000%  | 0.0000% | $1163426.27        | $1109634.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5506 | 2049-02-01      | 5.0000%  | 0.0000% | $823728.88         | $830333.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5019 | 2047-12-01      | 4.0000%  | 0.0000% | $40146.07          | $38064.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | 0.0000% | $2727656.94        | $2546811.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4951 | 2048-09-01      | 4.5000%  | 0.0000% | $7618.75           | $7470.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  | 0.0000% | $32.81             | $32.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  | 0.0000% | $945300.44         | $879821.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3744 | 2047-03-01      | 4.0000%  | 0.0000% | $40.00             | $38.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIBM3158 | 2032-10-01      | 2.5000%  | 0.0000% | $16.41             | $15.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5418 | 2052-05-01      | 4.0000%  | 0.0000% | $152.28            | $145.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5187 | 2052-06-01      | 3.0000%  | 0.0000% | $2799803.64        | $2503095.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA5156 | 2056-03-01      | 4.5000%  | 0.0000% | $6397978.42        | $6157446.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA5113 | 2055-09-01      | 6.5000%  | 0.0000% | $146.62            | $153.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9385 | 2053-07-01      | 6.0000%  | 0.0000% | $109.05            | $112.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  | 0.0000% | $653394.07         | $663186.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  | 0.0000% | $3903324.03        | $4002502.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8567 | 2052-10-01      | 4.5000%  | 0.0000% | $1578820.06        | $1529208.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  | 0.0000% | $10519417.12       | $10474235.06       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7396 | 2052-05-01      | 4.5000%  | 0.0000% | $209.25            | $202.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5731 | 2051-08-01      | 2.0000%  | 0.0000% | $106.82            | $86.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  | 0.0000% | $377485.80         | $308131.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3042 | 2050-07-01      | 2.0000%  | 0.0000% | $3964328.41        | $3250311.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9928 | 2054-12-01      | 5.0000%  | 0.0000% | $1659.61           | $1646.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ0977 | 2054-07-01      | 6.5000%  | 0.0000% | $15505.25          | $16273.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH6850 | 2053-12-01      | 6.5000%  | 0.0000% | $96.92             | $101.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0396 | 2053-09-01      | 6.0000%  | 0.0000% | $108.92            | $112.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG2998 | 2056-03-01      | 4.5000%  | 0.0000% | $149.44            | $143.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2879 | 2056-02-01      | 5.0000%  | 0.0000% | $1185590.89        | $1174552.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3591 | 2056-03-01      | 5.5000%  | 0.0000% | $150.78            | $152.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2040 | 2056-02-01      | 5.5000%  | 0.0000% | $149.08            | $150.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2583 | 2056-02-01      | 6.0000%  | 0.0000% | $150.59            | $155.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2579 | 2056-02-01      | 6.0000%  | 0.0000% | $150.72            | $155.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG1775 | 2056-02-01      | 5.5000%  | 0.0000% | $149.50            | $153.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6438 | 2046-10-01      | 3.0000%  | 0.0000% | $591282.88         | $533073.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $16.94             | $15.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0167 | 2046-01-01      | 3.5000%  | 0.0000% | $28.93             | $26.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDF7928 | 2041-04-01      | 6.5000%  | 0.0000% | $142.13            | $148.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  | 0.0000% | $14.63             | $14.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | 0.0000% | $2888417.30        | $2745183.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0528 | 2047-10-01      | 3.5000%  | 0.0000% | $40.56             | $37.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  | 0.0000% | $35.47             | $33.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY8449 | 2053-07-01      | 6.0000%  | 0.0000% | $64.03             | $66.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0026 | 2051-11-01      | 2.5000%  | 0.0000% | $95.16             | $82.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0840 | 2052-03-01      | 3.0000%  | 0.0000% | $203.06            | $179.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8803 | 2051-09-01      | 2.5000%  | 0.0000% | $99.42             | $85.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $82.24             | $85.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9547 | 2054-07-01      | 6.5000%  | 0.0000% | $83.91             | $87.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9063 | 2054-07-01      | 6.5000%  | 0.0000% | $962.98            | $1010.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9316 | 2054-10-01      | 5.0000%  | 0.0000% | $6872.84           | $6835.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6784 | 2052-07-01      | 5.0000%  | 0.0000% | $420495.86         | $417401.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE3023 | 2052-06-01      | 4.0000%  | 0.0000% | $277322.96         | $261555.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE2010 | 2052-05-01      | 3.5000%  | 0.0000% | $1720462.24        | $1580484.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE2631 | 2052-05-01      | 3.0000%  | 0.0000% | $216010.15         | $190735.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0536 | 2052-04-01      | 3.0000%  | 0.0000% | $118.66            | $105.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  | 0.0000% | $64593.40          | $65854.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4163 | 2052-12-01      | 5.5000%  | 0.0000% | $183.64            | $186.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  | 0.0000% | $1235991.01        | $1150971.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | 0.0000% | $493860.67         | $459568.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  | 0.0000% | $1347607.33        | $1210212.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS6633 | 2046-02-01      | 3.0000%  | 0.0000% | $1240420.87        | $1118193.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6338 | 2045-12-01      | 3.5000%  | 0.0000% | $4432188.61        | $4156485.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  | 0.0000% | $1398525.26        | $1311531.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4748 | 2055-10-01      | 5.0000%  | 0.0000% | $153.04            | $151.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  | 0.0000% | $294.08            | $270.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4505 | 2056-02-01      | 6.0000%  | 0.0000% | $5008197.18        | $5151890.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFA5303 | 2041-05-01      | 4.0000%  | 0.0000% | $4524456.30        | $4402097.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4272 | 2056-01-01      | 5.0000%  | 0.0000% | $152.16            | $151.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4228 | 2054-05-01      | 5.5000%  | 0.0000% | $142.05            | $143.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4200 | 2056-01-01      | 5.0000%  | 0.0000% | $150.40            | $148.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4169 | 2051-04-01      | 3.0000%  | 0.0000% | $147.09            | $128.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4131 | 2048-11-01      | 3.5000%  | 0.0000% | $295.11            | $275.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4936 | 2052-12-01      | 5.5000%  | 0.0000% | $17512.92          | $17749.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF4922 | 2052-12-01      | 6.5000%  | 0.0000% | $12622.24          | $13291.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF3608 | 2052-11-01      | 5.5000%  | 0.0000% | $232.27            | $236.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  | 0.0000% | $127.29            | $126.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0540 | 2052-09-01      | 4.5000%  | 0.0000% | $116.76            | $112.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE9288 | 2052-09-01      | 4.5000%  | 0.0000% | $215.95            | $209.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9085 | 2052-08-01      | 5.0000%  | 0.0000% | $199.00            | $198.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9878 | 2052-09-01      | 5.0000%  | 0.0000% | $100.78            | $100.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9469 | 2054-11-01      | 5.0000%  | 0.0000% | $66307.87          | $65682.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  | 0.0000% | $162.02            | $163.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  | 0.0000% | $2474563.71        | $2454846.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  | 0.0000% | $932.77            | $951.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  | 0.0000% | $692526.71         | $725680.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9831 | 2055-01-01      | 6.5000%  | 0.0000% | $7093485.39        | $7521673.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9783 | 2055-01-01      | 5.0000%  | 0.0000% | $138.16            | $136.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $1981673.52        | $2076020.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8862 | 2054-07-01      | 6.0000%  | 0.0000% | $128.61            | $135.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  | 0.0000% | $1038.05           | $1064.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8758 | 2054-06-01      | 6.5000%  | 0.0000% | $95.74             | $99.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $133.58            | $128.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $40195.54          | $40744.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $77.31             | $80.94             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $329.74            | $318.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4447 | 2052-06-01      | 4.0000%  | 0.0000% | $118.39            | $111.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $184601.98         | $187141.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0984 | 2052-04-01      | 3.0000%  | 0.0000% | $106.52            | $94.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | 0.0000% | $47901.03          | $43671.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  | 0.0000% | $133.22            | $135.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7077 | 2052-05-01      | 3.5000%  | 0.0000% | $121.99            | $111.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $116.72            | $112.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8420 | 2046-12-01      | 3.0000%  | 0.0000% | $2264001.66        | $2041376.34        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C91832 G | 2035-06-01      | 3.5000%  | 0.0000% | $135.48            | $131.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  | 0.0000% | $6645021.92        | $5969278.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2352294.42        | $2281043.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY7466 | 2045-04-01      | 3.0000%  | 0.0000% | $21.84             | $19.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $132.28            | $120.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7484 | 2054-07-01      | 6.5000%  | 0.0000% | $95.46             | $101.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  | 0.0000% | $29.31             | $27.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  | 0.0000% | $978182.54         | $892937.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAL3066 | 2043-01-01      | 3.0000%  | 0.0000% | $870379.87         | $794530.90         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30932 G | 2034-03-01      | 4.5000%  | 0.0000% | $12.67             | $12.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | 0.0000% | $205.79            | $210.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  | 0.0000% | $78.97             | $79.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  | 0.0000% | $10170059.81       | $9150128.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD1919 | 2051-11-01      | 2.5000%  | 0.0000% | $118.25            | $101.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3911 | 2052-11-01      | 5.5000%  | 0.0000% | $99.31             | $100.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2661 C     | 2056-05-20      | 7.5000%  | 0.0000% | $59870.25          | $64979.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  | 0.0000% | $305966.39         | $312307.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4740 | 2056-01-01      | 5.0000%  | 0.0000% | $148.60            | $146.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  | 0.0000% | $4932257.13        | $5167080.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $1326.42           | $1112.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $101.83            | $81.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  | 0.0000% | $7751.94           | $7707.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  | 0.0000% | $339859.08         | $367441.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  | 0.0000% | $396024.66         | $428165.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  | 0.0000% | $330939.87         | $344364.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  | 0.0000% | $219414.78         | $229641.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  | 0.0000% | $195831.71         | $208364.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  | 0.0000% | $316468.73         | $331423.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  | 0.0000% | $328677.37         | $349417.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1926 | 2054-09-01      | 6.5000%  | 0.0000% | $126.67            | $132.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB1846 | 2054-05-01      | 5.5000%  | 0.0000% | $871186.30         | $880262.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1561 | 2054-04-01      | 6.5000%  | 0.0000% | $86.21             | $90.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0711 | 2048-10-01      | 3.5000%  | 0.0000% | $10.91             | $10.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $504664.01         | $516286.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 ZLSI2118 | 2055-01-01      | 6.5000%  | 0.0000% | $108.92            | $113.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2390 | 2036-12-01      | 2.0000%  | 0.0000% | $87.68             | $80.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5388 | 2046-02-01      | 5.0000%  | 0.0000% | $452.37            | $450.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  | 0.0000% | $5191338.97        | $5297791.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9449 | 2053-07-01      | 6.0000%  | 0.0000% | $196112.62         | $203776.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9433 | 2053-07-01      | 5.5000%  | 0.0000% | $3732498.60        | $3838780.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  | 0.0000% | $681474.35         | $692884.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $115.91            | $117.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | 0.0000% | $507632.54         | $519982.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDH1023 | 2056-05-01      | 5.0000%  | 0.0000% | $150.00            | $148.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDH0597 | 2056-05-01      | 5.5000%  | 0.0000% | $150.00            | $151.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG8430 | 2056-05-01      | 5.0000%  | 0.0000% | $153.54            | $152.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG8385 | 2056-04-01      | 4.5000%  | 0.0000% | $149.36            | $143.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $92.43             | $95.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFS3221 | 2037-02-01      | 1.5000%  | 0.0000% | $87.24             | $78.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9605 C     | 2056-05-20      | 6.5000%  | 0.0000% | $535134.90         | $564759.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5512 | 2056-03-01      | 6.0000%  | 0.0000% | $149.71            | $154.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5098 | 2056-03-01      | 5.0000%  | 0.0000% | $153.25            | $151.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5351 | 2056-05-01      | 5.0000%  | 0.0000% | $150.00            | $148.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3785 | 2056-03-01      | 5.5000%  | 0.0000% | $298.99            | $304.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | 0.0000% | $118.27            | $103.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV8166 | 2052-04-01      | 2.5000%  | 0.0000% | $21308.20          | $17903.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6300 | 2055-12-01      | 5.5000%  | 0.0000% | $5868881.36        | $6035978.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  | 0.0000% | $147.26            | $150.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBV1731 | 2055-06-01      | 6.5000%  | 0.0000% | $88.43             | $92.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBU5749 | 2055-02-01      | 6.5000%  | 0.0000% | $105.40            | $111.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9597 C     | 2056-05-20      | 5.5000%  | 0.0000% | $431353.80         | $438336.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9596 C     | 2056-05-20      | 5.5000%  | 0.0000% | $484471.05         | $492313.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | 0.0000% | $50058.14          | $51487.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0132 | 2056-07-01      | 4.0000%  | 0.0000% | $22477.38          | $20917.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0078 | 2056-04-01      | 4.0000%  | 0.0000% | $39.01             | $36.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9043 | 2047-08-01      | 4.0000%  | 0.0000% | $19058.63          | $18194.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $873737.39         | $888610.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB0101 | 2054-02-01      | 6.0000%  | 0.0000% | $127.43            | $132.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6441 | 2054-02-01      | 5.5000%  | 0.0000% | $144.80            | $147.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5168 | 2053-10-01      | 6.5000%  | 0.0000% | $124.16            | $130.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2571 | 2053-09-01      | 7.0000%  | 0.0000% | $146.08            | $156.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.250 CL835265 | 2035-08-01      | 4.2500%  | 0.0000% | $6.07              | $5.98              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS9857 | 2046-11-01      | 3.0000%  | 0.0000% | $47999.62          | $43190.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $1121673.87        | $1099812.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4910 | 2047-05-01      | 3.5000%  | 0.0000% | $710681.43         | $664035.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4606 | 2045-12-01      | 3.5000%  | 0.0000% | $19.78             | $18.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZA3698 | 2029-02-01      | 3.0000%  | 0.0000% | $5.52              | $5.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2511 | 2038-06-01      | 4.0000%  | 0.0000% | $20646.43          | $20098.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2923 | 2052-02-01      | 4.0000%  | 0.0000% | $85.28             | $80.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  | 0.0000% | $11550589.08       | $9347112.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6893 | 2051-11-01      | 2.0000%  | 0.0000% | $134.30            | $107.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5815 | 2050-11-01      | 2.5000%  | 0.0000% | $99.00             | $83.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3331 | 2050-08-01      | 2.0000%  | 0.0000% | $96.52             | $77.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $4315756.74        | $3998989.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $87.23             | $83.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I3BF0729 | 2051-11-01      | 3.0000%  | 0.0000% | $121.23            | $108.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 U4BF0354 | 2053-01-01      | 3.5000%  | 0.0000% | $68.86             | $63.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0199 | 2041-02-01      | 4.5000%  | 0.0000% | $25.47             | $25.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $3448453.72        | $3348652.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  | 0.0000% | $101.54            | $86.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | 0.0000% | $248.63            | $217.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1310 | 2051-08-01      | 2.0000%  | 0.0000% | $75646.52          | $60975.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $99.26             | $84.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  | 0.0000% | $95.36             | $82.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8868 | 2051-02-01      | 3.0000%  | 0.0000% | $89.85             | $80.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7369 | 2050-10-01      | 2.5000%  | 0.0000% | $136.52            | $116.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $30504.98          | $24804.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7225 | 2050-10-01      | 2.0000%  | 0.0000% | $242117.05         | $196006.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $97.33             | $78.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $94.82             | $77.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  | 0.0000% | $55.22             | $52.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA5476 | 2052-06-01      | 3.0000%  | 0.0000% | $152.19            | $134.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7263 | 2051-09-01      | 2.5000%  | 0.0000% | $113.01            | $95.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR7857 | 2051-05-01      | 2.5000%  | 0.0000% | $98.26             | $83.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  | 0.0000% | $93.48             | $75.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTBM1751 | 2037-07-01      | 3.5000%  | 0.0000% | $21.34             | $20.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  | 0.0000% | $117.79            | $94.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD4841 | 2052-01-01      | 3.0000%  | 0.0000% | $107.75            | $95.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD2068 | 2051-12-01      | 2.0000%  | 0.0000% | $113.02            | $91.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB9057 | 2051-02-01      | 2.0000%  | 0.0000% | $25307.54          | $20471.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1300 | 2050-07-01      | 2.5000%  | 0.0000% | $19669.13          | $16820.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8341 | 2050-03-01      | 2.5000%  | 0.0000% | $341519.59         | $290228.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8966 | 2050-04-01      | 2.5000%  | 0.0000% | $114.18            | $96.86             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60961 G | 2047-04-01      | 4.5000%  | 0.0000% | $29.74             | $29.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  | 0.0000% | $135.86            | $135.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  | 0.0000% | $133.31            | $135.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9437 | 2054-11-01      | 5.5000%  | 0.0000% | $1342.93           | $1370.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8013 | 2049-09-01      | 4.5000%  | 0.0000% | $17.15             | $16.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV8017 | 2052-08-01      | 4.5000%  | 0.0000% | $503865.17         | $487005.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFM8555 | 2036-08-01      | 1.5000%  | 0.0000% | $82.18             | $74.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5893 | 2053-02-01      | 6.0000%  | 0.0000% | $109.79            | $114.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0506 | 2051-05-01      | 2.5000%  | 0.0000% | $97.56             | $83.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4428 | 2055-11-01      | 5.0000%  | 0.0000% | $149.88            | $148.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4144 | 2055-01-01      | 5.5000%  | 0.0000% | $284.08            | $286.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1247 | 2056-02-01      | 6.0000%  | 0.0000% | $183890.24         | $188556.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4750 | 2050-11-01      | 3.0000%  | 0.0000% | $1892640.38        | $1670096.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5145 | 2056-03-01      | 5.5000%  | 0.0000% | $152.10            | $154.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $6349844.86        | $6049567.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA5934 | 2035-06-01      | 2.0000%  | 0.0000% | $1221820.44        | $1129109.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $3260403.86        | $3042035.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA1980 | 2049-08-01      | 4.5000%  | 0.0000% | $75.97             | $74.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  | 0.0000% | $3943192.07        | $3750579.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $590753.09         | $595764.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4672 | 2051-10-01      | 2.5000%  | 0.0000% | $127.42            | $107.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  | 0.0000% | $869947.04         | $811042.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7097 | 2053-07-01      | 6.0000%  | 0.0000% | $49706.37          | $51490.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3KZA2903 | 2032-08-01      | 2.5000%  | 0.0000% | $49.64             | $47.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6735 | 2053-02-01      | 5.5000%  | 0.0000% | $117.55            | $119.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $655699.46         | $663382.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  | 0.0000% | $78.98             | $63.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6339 | 2049-03-01      | 4.5000%  | 0.0000% | $2635708.42        | $2583141.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6334 | 2050-11-01      | 2.0000%  | 0.0000% | $31260.80          | $25277.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6002 | 2045-10-01      | 3.5000%  | 0.0000% | $1370888.85        | $1277633.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2297 | 2033-04-01      | 3.0000%  | 0.0000% | $16.48             | $15.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0207 | 2052-09-01      | 4.5000%  | 0.0000% | $107.57            | $104.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7487 | 2053-11-01      | 6.5000%  | 0.0000% | $87.26             | $92.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $24098.96          | $22585.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2248 | 2055-06-01      | 5.5000%  | 0.0000% | $147.76            | $149.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4408 | 2055-03-01      | 6.5000%  | 0.0000% | $74.17             | $77.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG5128 | 2056-04-01      | 4.5000%  | 0.0000% | $149.67            | $144.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG6777 | 2056-04-01      | 6.5000%  | 0.0000% | $149.89            | $157.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3201 | 2055-11-01      | 5.0000%  | 0.0000% | $148.47            | $148.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  | 0.0000% | $7406715.52        | $6230621.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $2568686.83        | $2649581.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  | 0.0000% | $96.50             | $85.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  | 0.0000% | $121.24            | $117.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | 0.0000% | $10522434.02       | $10395342.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | 0.0000% | $69.66             | $59.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA5470 | 2055-11-01      | 6.5000%  | 0.0000% | $5778590.23        | $6026581.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG0462 | 2056-01-01      | 4.5000%  | 0.0000% | $149.31            | $144.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3887 | 2053-02-01      | 6.0000%  | 0.0000% | $804612.93         | $828973.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX7611 | 2045-02-01      | 3.5000%  | 0.0000% | $14.20             | $13.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $2695843.80        | $2532904.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8659 | 2053-11-01      | 6.5000%  | 0.0000% | $236691.04         | $251675.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3900 | 2048-04-01      | 4.0000%  | 0.0000% | $28274.25          | $26886.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  | 0.0000% | $100.26            | $106.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6572 | 2052-07-01      | 5.0000%  | 0.0000% | $258696.93         | $258224.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  | 0.0000% | $386121.95         | $404360.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | 0.0000% | $231340.16         | $237405.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2545 | 2055-08-01      | 6.0000%  | 0.0000% | $283.01            | $290.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  | 0.0000% | $2477955.65        | $2390379.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3639 | 2056-05-01      | 5.0000%  | 0.0000% | $523213.35         | $517430.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8380 | 2056-02-01      | 5.5000%  | 0.0000% | $149.55            | $150.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5866 | 2055-12-01      | 5.0000%  | 0.0000% | $148.70            | $147.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9598 C     | 2056-05-20      | 6.0000%  | 0.0000% | $397135.50         | $412929.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6360 | 2056-03-01      | 5.0000%  | 0.0000% | $149.66            | $147.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC9556 | 2051-10-01      | 2.5000%  | 0.0000% | $87.75             | $75.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  | 0.0000% | $98988.39          | $95656.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  | 0.0000% | $379005.34         | $396907.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  | 0.0000% | $2418125.78        | $2230184.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  | 0.0000% | $124.65            | $128.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8576 | 2055-09-01      | 6.5000%  | 0.0000% | $143890.66         | $152447.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5126 | 2056-02-01      | 5.5000%  | 0.0000% | $5274842.86        | $5340133.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5480 | 2055-02-01      | 5.5000%  | 0.0000% | $152.03            | $153.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  | 0.0000% | $4347945.48        | $4208454.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9903 | 2056-01-01      | 5.0000%  | 0.0000% | $443.79            | $439.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  | 0.0000% | $3481230.48        | $3601871.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  | 0.0000% | $1981431.18        | $1847262.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  | 0.0000% | $80165.31          | $70614.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $2139556.74        | $2163408.04        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G15823 G | 2031-02-01      | 3.5000%  | 0.0000% | $5397.07           | $5345.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  | 0.0000% | $304781.55         | $328436.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 ZLSI2123 | 2055-02-01      | 6.5000%  | 0.0000% | $112.13            | $116.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CTRB1211 | 2045-10-01      | 6.5000%  | 0.0000% | $148.40            | $156.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $443727.10         | $456223.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  | 0.0000% | $1139171.18        | $1148835.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB6727 | 2054-06-01      | 7.5000%  | 0.0000% | $85.05             | $91.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $472210.00         | $471764.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2614 | 2052-08-01      | 5.0000%  | 0.0000% | $104.20            | $104.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1205 | 2052-04-01      | 3.5000%  | 0.0000% | $100.43            | $92.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $104.57            | $92.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0907 | 2052-03-01      | 3.5000%  | 0.0000% | $1077393.05        | $989835.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1675 | 2052-04-01      | 4.0000%  | 0.0000% | $106.40            | $100.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0598 | 2051-12-01      | 2.0000%  | 0.0000% | $2801.86           | $2316.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  | 0.0000% | $96.91             | $86.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2243 | 2055-07-01      | 5.5000%  | 0.0000% | $138.82            | $140.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2132 | 2055-01-01      | 5.0000%  | 0.0000% | $139.66            | $139.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1552 | 2055-05-01      | 5.0000%  | 0.0000% | $1728759.08        | $1717124.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  | 0.0000% | $127.52            | $129.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  | 0.0000% | $136.35            | $111.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $12572295.84       | $12808752.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  | 0.0000% | $877056.58         | $823171.29         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G60722 G | 2046-10-01      | 3.0000%  | 0.0000% | $12855.24          | $11581.67          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60659 G | 2046-08-01      | 3.5000%  | 0.0000% | $35701.91          | $33278.36          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q63567 G | 2049-05-01      | 4.0000%  | 0.0000% | $392072.66         | $371982.90         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V80167 G | 2043-07-01      | 3.0000%  | 0.0000% | $29.15             | $26.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD2930 | 2055-03-01      | 7.0000%  | 0.0000% | $57608.64          | $61745.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1017 | 2055-02-01      | 6.5000%  | 0.0000% | $257.15            | $271.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC9715 | 2055-01-01      | 6.5000%  | 0.0000% | $116.17            | $121.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9703 | 2055-01-01      | 6.0000%  | 0.0000% | $89795.44          | $92053.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7671 | 2054-12-01      | 7.0000%  | 0.0000% | $148.08            | $159.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC6459 | 2054-11-01      | 6.0000%  | 0.0000% | $7865.05           | $8099.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5705 | 2054-11-01      | 4.5000%  | 0.0000% | $131.64            | $126.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3885 | 2051-11-01      | 3.0000%  | 0.0000% | $799344.55         | $700692.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  | 0.0000% | $94.35             | $98.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3439 | 2052-12-01      | 5.5000%  | 0.0000% | $102.24            | $103.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5472 | 2053-01-01      | 6.0000%  | 0.0000% | $102.98            | $107.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  | 0.0000% | $879898.48         | $894210.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  | 0.0000% | $11276.76          | $11504.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | 0.0000% | $121.74            | $121.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $3568232.61        | $3458687.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  | 0.0000% | $4801929.65        | $4961385.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5663 | 2054-11-01      | 5.5000%  | 0.0000% | $937718.61         | $956540.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2834 | 2054-07-01      | 6.5000%  | 0.0000% | $146.91            | $154.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  | 0.0000% | $156112.79         | $155332.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2664 C     | 2056-05-20      | 6.5000%  | 0.0000% | $261435.15         | $275908.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG8941 | 2056-05-01      | 5.0000%  | 0.0000% | $149.95            | $149.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4984 | 2055-11-01      | 6.0000%  | 0.0000% | $149.24            | $153.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8863 | 2050-02-01      | 3.0000%  | 0.0000% | $737677.43         | $654140.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8488 | 2052-03-01      | 3.0000%  | 0.0000% | $127.09            | $112.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  | 0.0000% | $41547.95          | $42690.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8508 | 2040-09-01      | 6.5000%  | 0.0000% | $106.25            | $113.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5046 | 2036-07-01      | 6.0000%  | 0.0000% | $0.62              | $0.65              | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC J24649 G | 2028-07-01      | 2.5000%  | 0.0000% | $13.05             | $12.87             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC H02425 G | 2038-02-01      | 5.5000%  | 0.0000% | $0.70              | $0.69              | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08680 G | 2045-12-01      | 3.0000%  | 0.0000% | $13275.40          | $11982.79          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $33.78             | $32.39             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08852 G | 2048-12-01      | 4.0000%  | 0.0000% | $14665.42          | $13980.12          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $10.67             | $10.72             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  | 0.0000% | $298.71            | $308.27            | Agency Mortgage-Backed Securities         |
| FMAC 05.700 FGPC T30075 G | 2037-03-01      | 5.7000%  | 0.0000% | $20.56             | $21.11             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $69.84             | $71.10             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $23.91             | $23.81             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $33.12             | $34.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  | 0.0000% | $20983589.25       | $17778691.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA6381 | 2050-07-01      | 4.5000%  | 0.0000% | $90912.97          | $87675.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  | 0.0000% | $957.15            | $810.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6141 | 2050-06-01      | 2.0000%  | 0.0000% | $181.46            | $147.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6051 | 2050-06-01      | 3.0000%  | 0.0000% | $73.79             | $65.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA5947 | 2035-05-01      | 2.5000%  | 0.0000% | $540016.63         | $512280.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  | 0.0000% | $65.73             | $56.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE1289 | 2046-12-01      | 3.0000%  | 0.0000% | $14664.79          | $13195.43          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  | 0.0000% | $36.10             | $34.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3853 | 2052-05-01      | 3.5000%  | 0.0000% | $99.63             | $90.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6740 | 2050-08-01      | 3.0000%  | 0.0000% | $61360.19          | $54013.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8451 | 2046-12-01      | 3.0000%  | 0.0000% | $639068.44         | $574083.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3808 | 2054-05-01      | 6.0000%  | 0.0000% | $76843.66          | $78939.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $76.70             | $65.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ0857 | 2045-07-01      | 3.0000%  | 0.0000% | $30.05             | $27.29             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8440 | 2054-06-01      | 6.5000%  | 0.0000% | $71.00             | $74.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3789 | 2052-06-01      | 4.5000%  | 0.0000% | $191.77            | $185.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  | 0.0000% | $1239337.83        | $1298861.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY6779 | 2053-08-01      | 6.5000%  | 0.0000% | $68.92             | $72.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8320 | 2054-06-01      | 5.5000%  | 0.0000% | $1316881.23        | $1350338.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8200 | 2054-06-01      | 6.0000%  | 0.0000% | $112.69            | $115.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7889 | 2052-06-01      | 3.0000%  | 0.0000% | $2593380.34        | $2298682.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $11.14             | $10.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV7054 | 2045-02-01      | 4.5000%  | 0.0000% | $65823.74          | $64713.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU4232 | 2043-09-01      | 3.0000%  | 0.0000% | $39.13             | $35.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT9577 | 2043-06-01      | 3.5000%  | 0.0000% | $43.34             | $40.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9620 | 2053-09-01      | 5.5000%  | 0.0000% | $1072787.89        | $1087468.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | 0.0000% | $318144.78         | $325059.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1781 | 2053-05-01      | 6.0000%  | 0.0000% | $104.60            | $109.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7680 | 2053-02-01      | 6.0000%  | 0.0000% | $127.93            | $134.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  | 0.0000% | $124.60            | $126.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7187 | 2053-02-01      | 6.0000%  | 0.0000% | $100.80            | $103.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF9716 | 2056-01-01      | 4.5000%  | 0.0000% | $298.61            | $287.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | 0.0000% | $38923.29          | $39530.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9380 | 2056-01-01      | 5.5000%  | 0.0000% | $149.16            | $150.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  | 0.0000% | $894.78            | $931.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF8700 | 2055-12-01      | 4.5000%  | 0.0000% | $446.88            | $430.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8473 | 2056-01-01      | 5.0000%  | 0.0000% | $149.29            | $148.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8205 | 2056-01-01      | 5.5000%  | 0.0000% | $148.85            | $151.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  | 0.0000% | $7902770.85        | $8163077.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9486 | 2054-11-01      | 5.5000%  | 0.0000% | $1587.41           | $1617.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2278 | 2032-09-01      | 3.5000%  | 0.0000% | $9.75              | $9.52              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T65458 G | 2048-02-01      | 3.5000%  | 0.0000% | $3919.60           | $3610.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0457 | 2042-09-01      | 3.5000%  | 0.0000% | $857668.25         | $803456.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  | 0.0000% | $6.52              | $6.45              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | 0.0000% | $1.53              | $1.51              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3635 | 2047-07-01      | 3.5000%  | 0.0000% | $13.01             | $12.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2392 | 2041-11-01      | 4.0000%  | 0.0000% | $14.18             | $13.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3775 | 2026-12-01      | 3.0000%  | 0.0000% | $0.49              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7375 | 2055-12-01      | 5.0000%  | 0.0000% | $136.77            | $135.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7231 | 2055-12-01      | 5.0000%  | 0.0000% | $275339.80         | $272848.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5470 | 2055-12-01      | 5.5000%  | 0.0000% | $196736.57         | $199804.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6233 | 2055-12-01      | 5.5000%  | 0.0000% | $148.86            | $151.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF5232 | 2056-01-01      | 4.5000%  | 0.0000% | $298.69            | $288.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF4767 | 2055-11-01      | 4.5000%  | 0.0000% | $149.16            | $143.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  | 0.0000% | $143.23            | $145.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4112 | 2055-11-01      | 5.5000%  | 0.0000% | $148.92            | $150.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4139 | 2055-11-01      | 5.0000%  | 0.0000% | $60893.18          | $60318.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF3808 | 2055-12-01      | 4.5000%  | 0.0000% | $149.10            | $143.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2379 | 2055-11-01      | 5.5000%  | 0.0000% | $63482.71          | $65290.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF2290 | 2055-09-01      | 4.5000%  | 0.0000% | $296.91            | $286.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1644 | 2055-10-01      | 6.5000%  | 0.0000% | $142.53            | $148.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  | 0.0000% | $262430.41         | $279225.00         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  | 0.0000% | $506372.36         | $546751.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  | 0.0000% | $221388.89         | $197298.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  | 0.0000% | $521254.86         | $492993.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $2520.45           | $2160.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTB2126 | 2056-05-01      | 5.5000%  | 0.0000% | $240840.19         | $244596.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ6410 | 2056-04-01      | 5.0000%  | 0.0000% | $3526463.93        | $3490500.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5843 | 2056-01-01      | 5.5000%  | 0.0000% | $20201566.73       | $20516625.88       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7454 | 2055-07-01      | 5.5000%  | 0.0000% | $553852.53         | $562652.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $7997.57           | $7508.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $70138.41          | $65959.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR6524 | 2051-04-01      | 2.5000%  | 0.0000% | $85.09             | $73.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $5344.79           | $5167.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8070 | 2046-10-01      | 3.0000%  | 0.0000% | $3418451.90        | $3069945.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  | 0.0000% | $1463635.26        | $1531602.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9606 C     | 2056-05-20      | 6.5000%  | 0.0000% | $418813.80         | $441999.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  | 0.0000% | $1753.73           | $1768.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2280 | 2051-12-01      | 2.0000%  | 0.0000% | $107.59            | $87.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6309 | 2053-05-01      | 5.0000%  | 0.0000% | $253459.94         | $251391.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  | 0.0000% | $130.77            | $133.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REBM7284 | 2048-11-01      | 3.5000%  | 0.0000% | $104.39            | $96.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9957 | 2055-01-01      | 6.0000%  | 0.0000% | $97.06             | $99.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2606 | 2055-11-01      | 6.5000%  | 0.0000% | $133.08            | $138.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0299 | 2055-06-01      | 5.0000%  | 0.0000% | $149.09            | $147.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  | 0.0000% | $234967.94         | $240363.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2403 | 2055-08-01      | 5.5000%  | 0.0000% | $141.96            | $145.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4424 | 2056-05-01      | 5.0000%  | 0.0000% | $211679.51         | $210620.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0876 | 2055-11-01      | 6.0000%  | 0.0000% | $204925.45         | $210078.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | 0.0000% | $3876710.32        | $3981179.05        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $7708.06           | $6880.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $590936.88         | $595267.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $267.60            | $224.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  | 0.0000% | $105.55            | $85.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8954 | 2051-10-01      | 2.5000%  | 0.0000% | $85.14             | $71.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  | 0.0000% | $118.26            | $120.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF7774 | 2055-12-01      | 4.5000%  | 0.0000% | $149.24            | $143.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  | 0.0000% | $148.67            | $147.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  | 0.0000% | $105.98            | $97.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI2676 | 2054-04-01      | 5.5000%  | 0.0000% | $1888282.27        | $1914572.40        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  | 0.0000% | $15042.32          | $14426.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7117 | 2054-07-01      | 5.5000%  | 0.0000% | $131779.82         | $135494.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5943 | 2054-06-01      | 6.0000%  | 0.0000% | $796.47            | $820.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5546 | 2054-05-01      | 6.5000%  | 0.0000% | $104.70            | $111.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  | 0.0000% | $2728405.22        | $2764433.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3395 | 2052-12-01      | 5.0000%  | 0.0000% | $124.34            | $124.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7523 | 2053-11-01      | 6.5000%  | 0.0000% | $152.25            | $159.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $2796914.21        | $2880759.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  | 0.0000% | $120.07            | $122.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  | 0.0000% | $81.08             | $85.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6759 | 2053-07-01      | 6.0000%  | 0.0000% | $803.76            | $826.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  | 0.0000% | $97.75             | $101.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6071 | 2053-04-01      | 5.5000%  | 0.0000% | $455885.74         | $468202.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $745.73            | $779.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $117.41            | $113.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 705308 C     | 2039-01-20      | 7.2500%  | 0.0000% | $26462.56          | $26939.09          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705648 X     | 2038-12-15      | 6.5000%  | 0.0000% | $6933.25           | $7388.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $525760.06         | $554369.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9600 C     | 2056-05-20      | 6.0000%  | 0.0000% | $759961.20         | $788456.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9599 C     | 2056-05-20      | 6.0000%  | 0.0000% | $485395.80         | $504478.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  | 0.0000% | $121.68            | $128.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK8847 | 2048-08-01      | 5.0000%  | 0.0000% | $24.71             | $24.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5338 | 2048-07-01      | 4.5000%  | 0.0000% | $904961.41         | $883861.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  | 0.0000% | $473135.50         | $462226.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK1073 | 2048-06-01      | 5.0000%  | 0.0000% | $32.10             | $31.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  | 0.0000% | $424855.54         | $404584.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  | 0.0000% | $22.86             | $21.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ2492 | 2047-12-01      | 3.5000%  | 0.0000% | $7192.43           | $6658.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ1652 | 2047-11-01      | 3.5000%  | 0.0000% | $30.99             | $28.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9312 | 2047-09-01      | 3.5000%  | 0.0000% | $3775859.63        | $3500264.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8691 | 2047-11-01      | 4.0000%  | 0.0000% | $43.33             | $41.25             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9602 C     | 2056-05-20      | 6.0000%  | 0.0000% | $612512.70         | $633437.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9601 C     | 2056-05-20      | 6.0000%  | 0.0000% | $645036.30         | $668245.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0557 M     | 2055-08-20      | 6.0000%  | 0.0000% | $9921962.31        | $10158667.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  | 0.0000% | $4713224.67        | $4825666.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2662 C     | 2056-05-20      | 7.0000%  | 0.0000% | $115975.05         | $122761.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS4604 | 2042-04-01      | 3.0000%  | 0.0000% | $109.52            | $100.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4529 | 2053-03-01      | 5.5000%  | 0.0000% | $685424.88         | $694475.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  | 0.0000% | $139572.38         | $128244.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS4056 | 2036-07-01      | 2.5000%  | 0.0000% | $853251.23         | $806127.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  | 0.0000% | $110.97            | $112.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6100 | 2045-11-01      | 3.5000%  | 0.0000% | $1114588.22        | $1042794.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5518 | 2045-07-01      | 3.5000%  | 0.0000% | $1077537.75        | $1005082.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6262 | 2045-11-01      | 3.5000%  | 0.0000% | $1307483.75        | $1217530.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4923 | 2045-05-01      | 3.5000%  | 0.0000% | $1197082.99        | $1116905.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  | 0.0000% | $4266748.57        | $3978726.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $4.03              | $4.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR4205 | 2043-02-01      | 3.5000%  | 0.0000% | $123593.89         | $115830.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0304 | 2055-03-01      | 4.0000%  | 0.0000% | $1851848.16        | $1738665.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP7495 | 2042-09-01      | 3.5000%  | 0.0000% | $17.82             | $16.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4113 | 2053-04-01      | 3.5000%  | 0.0000% | $5826850.70        | $5355343.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4085 | 2056-01-01      | 5.0000%  | 0.0000% | $156.18            | $154.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP7493 | 2042-09-01      | 3.5000%  | 0.0000% | $23.93             | $22.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2127 | 2042-08-01      | 3.5000%  | 0.0000% | $2201164.46        | $2076380.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  | 0.0000% | $7277043.73        | $6656532.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2087 | 2042-08-01      | 3.5000%  | 0.0000% | $16.52             | $15.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  | 0.0000% | $36.75             | $32.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3314 | 2042-12-01      | 3.5000%  | 0.0000% | $1004756.01        | $944048.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0962 | 2041-10-01      | 4.5000%  | 0.0000% | $27252.28          | $27054.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  | 0.0000% | $6811052.91        | $6422769.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK4499 | 2042-02-01      | 3.5000%  | 0.0000% | $7624238.75        | $7190421.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBP1009 | 2050-07-01      | 3.5000%  | 0.0000% | $309.93            | $286.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $1438028.72        | $1475269.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5517 | 2055-01-01      | 6.0000%  | 0.0000% | $142.24            | $147.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9779 | 2054-12-01      | 5.0000%  | 0.0000% | $1349379.14        | $1336651.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0864 | 2055-03-01      | 6.5000%  | 0.0000% | $128.25            | $133.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2522 | 2055-08-01      | 5.0000%  | 0.0000% | $304223.39         | $302479.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8977 | 2055-10-01      | 5.5000%  | 0.0000% | $145.16            | $146.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  | 0.0000% | $143.30            | $144.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5150 | 2053-06-01      | 5.0000%  | 0.0000% | $114.11            | $113.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  | 0.0000% | $129.16            | $133.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0799 | 2054-04-01      | 5.0000%  | 0.0000% | $111.67            | $110.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIBQ6983 | 2037-01-01      | 1.5000%  | 0.0000% | $94.50             | $84.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  | 0.0000% | $119.26            | $118.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5071 | 2052-11-01      | 5.5000%  | 0.0000% | $90.80             | $92.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC7432 | 2054-11-01      | 4.5000%  | 0.0000% | $125.42            | $120.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8517 | 2055-03-01      | 6.5000%  | 0.0000% | $19200512.52       | $20021153.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0707 | 2055-06-01      | 6.5000%  | 0.0000% | $1599323.75        | $1688653.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA5459 | 2055-11-01      | 4.5000%  | 0.0000% | $150.86            | $145.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8314 | 2056-01-01      | 5.5000%  | 0.0000% | $298.87            | $303.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2246 | 2056-03-01      | 5.0000%  | 0.0000% | $970543.40         | $957915.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8428 | 2056-03-01      | 5.0000%  | 0.0000% | $149.55            | $149.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA4883 | 2055-11-01      | 6.0000%  | 0.0000% | $296.88            | $309.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  | 0.0000% | $379156.25         | $403080.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $117.24            | $106.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4904 | 2050-11-01      | 2.5000%  | 0.0000% | $348639.41         | $297000.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV2946 | 2052-03-01      | 3.0000%  | 0.0000% | $10113.45          | $8873.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $27.92             | $26.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3284 | 2052-11-01      | 5.5000%  | 0.0000% | $3516574.97        | $3559209.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  | 0.0000% | $2617766.64        | $2736436.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC3954 | 2054-10-01      | 6.5000%  | 0.0000% | $97.06             | $102.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2637 | 2055-02-01      | 6.0000%  | 0.0000% | $89.27             | $92.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $76.81             | $80.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4138 | 2055-11-01      | 5.0000%  | 0.0000% | $2172725.92        | $2144862.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4998 | 2054-10-01      | 5.5000%  | 0.0000% | $2314781.29        | $2370414.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0342 | 2033-01-01      | 3.5000%  | 0.0000% | $12.30             | $12.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  | 0.0000% | $441545.35         | $469209.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7972 | 2050-09-01      | 3.0000%  | 0.0000% | $120.66            | $106.21            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC N31276 G | 2036-01-01      | 4.5000%  | 0.0000% | $13.75             | $13.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDE0094 | 2055-06-01      | 4.0000%  | 0.0000% | $505961.22         | $475037.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8639 | 2055-05-01      | 6.0000%  | 0.0000% | $1092560.58        | $1127308.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7836 | 2055-04-01      | 6.0000%  | 0.0000% | $92.94             | $95.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  | 0.0000% | $110627.90         | $114624.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6257 | 2053-06-01      | 4.0000%  | 0.0000% | $121.76            | $114.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6255 | 2052-08-01      | 3.5000%  | 0.0000% | $924907.53         | $848603.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4635 | 2053-05-01      | 5.5000%  | 0.0000% | $4560368.19        | $4700206.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1010 | 2055-06-01      | 5.0000%  | 0.0000% | $1763282.70        | $1749911.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1023 | 2055-06-01      | 5.0000%  | 0.0000% | $149.45            | $147.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0713 | 2055-06-01      | 5.5000%  | 0.0000% | $147.88            | $150.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0639 | 2055-05-01      | 6.5000%  | 0.0000% | $297.13            | $314.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0267 | 2055-06-01      | 5.5000%  | 0.0000% | $528073.24         | $537473.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $147.92            | $146.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $125.15            | $109.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6847 | 2053-11-01      | 6.0000%  | 0.0000% | $399113.68         | $410854.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  | 0.0000% | $5735882.82        | $5971860.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6722 | 2053-12-01      | 6.5000%  | 0.0000% | $81.14             | $85.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5985 | 2047-02-01      | 3.5000%  | 0.0000% | $113.21            | $106.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5977 | 2053-10-01      | 6.0000%  | 0.0000% | $110.39            | $115.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  | 0.0000% | $206.77            | $213.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5743 | 2053-09-01      | 6.5000%  | 0.0000% | $4477080.66        | $4717882.93        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q17095 G | 2043-04-01      | 3.0000%  | 0.0000% | $28.00             | $25.64             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90690 G | 2042-06-01      | 3.5000%  | 0.0000% | $18.48             | $17.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  | 0.0000% | $3139949.28        | $3272645.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | 0.0000% | $115.52            | $120.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3840 | 2053-09-01      | 5.5000%  | 0.0000% | $235.47            | $240.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3747 | 2053-09-01      | 5.0000%  | 0.0000% | $123.42            | $122.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4161 | 2056-01-01      | 5.0000%  | 0.0000% | $308275.16         | $304774.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9603 C     | 2056-05-20      | 6.0000%  | 0.0000% | $611040.45         | $633026.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9604 C     | 2056-05-20      | 6.0000%  | 0.0000% | $698944.95         | $724093.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3535 | 2055-11-01      | 5.0000%  | 0.0000% | $149.76            | $148.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0457 | 2054-05-01      | 5.5000%  | 0.0000% | $146.25            | $149.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  | 0.0000% | $17.98             | $17.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  | 0.0000% | $3073846.48        | $2782990.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  | 0.0000% | $787226.73         | $814875.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $212.28            | $204.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9336 | 2047-09-01      | 3.5000%  | 0.0000% | $42.74             | $39.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $60375.12          | $59878.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDG7982 | 2041-04-01      | 5.0000%  | 0.0000% | $168445.14         | $169990.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5277 | 2056-03-01      | 5.5000%  | 0.0000% | $134.15            | $137.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6010 | 2056-03-01      | 5.0000%  | 0.0000% | $149.69            | $148.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4708 | 2051-04-01      | 3.0000%  | 0.0000% | $3443251.87        | $3029515.32        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $8999509.20        | $8321830.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7930 | 2054-01-01      | 6.5000%  | 0.0000% | $2907751.74        | $3032030.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  | 0.0000% | $4126411.55        | $3939745.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4316 | 2046-11-01      | 3.0000%  | 0.0000% | $82.08             | $74.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1782 | 2052-10-01      | 5.5000%  | 0.0000% | $102.43            | $105.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2903 | 2050-06-01      | 3.0000%  | 0.0000% | $71.99             | $63.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  | 0.0000% | $93.52             | $88.10             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4978 | 2054-02-01      | 5.5000%  | 0.0000% | $1798564.52        | $1837262.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $1727.67           | $1632.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2495 | 2055-10-01      | 6.5000%  | 0.0000% | $149.15            | $156.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  | 0.0000% | $139.31            | $141.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6447 | 2055-06-01      | 5.5000%  | 0.0000% | $149.37            | $151.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  | 0.0000% | $118.33            | $123.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDF2782 | 2041-03-01      | 5.0000%  | 0.0000% | $655946.13         | $661993.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9159 | 2056-01-01      | 5.5000%  | 0.0000% | $148.65            | $152.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9052 | 2056-01-01      | 5.5000%  | 0.0000% | $861126.70         | $878095.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4165 | 2056-03-01      | 5.0000%  | 0.0000% | $149.68            | $148.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5064 | 2050-01-01      | 4.0000%  | 0.0000% | $146.60            | $139.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9594 C     | 2056-05-20      | 5.5000%  | 0.0000% | $407239.05         | $416319.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  | 0.0000% | $152.34            | $150.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9948 | 2047-03-01      | 3.5000%  | 0.0000% | $1287402.14        | $1195839.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $31.10             | $31.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  | 0.0000% | $205.69            | $168.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  | 0.0000% | $95.19             | $77.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9175 | 2052-09-01      | 5.5000%  | 0.0000% | $961815.12         | $973377.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  | 0.0000% | $15622.62          | $16274.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $24430.54          | $25044.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $112.80            | $113.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $17823.05          | $18584.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $1811745.56        | $1857299.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $126.18            | $118.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $9417.34           | $9819.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  | 0.0000% | $130.32            | $133.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7647 | 2053-12-01      | 6.5000%  | 0.0000% | $96.78             | $103.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7641 | 2053-12-01      | 6.0000%  | 0.0000% | $107.78            | $112.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2705 | 2052-04-01      | 2.5000%  | 0.0000% | $143.33            | $120.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4796 | 2052-06-01      | 3.0000%  | 0.0000% | $147.34            | $130.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4790 | 2052-05-01      | 3.5000%  | 0.0000% | $1009227.95        | $935015.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4767 | 2055-05-01      | 5.5000%  | 0.0000% | $5633931.83        | $5773178.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8611 | 2043-07-01      | 3.5000%  | 0.0000% | $18.43             | $17.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8379 | 2043-06-01      | 3.5000%  | 0.0000% | $1245826.57        | $1168097.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY2978 | 2053-05-01      | 5.0000%  | 0.0000% | $205.42            | $204.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY0205 | 2053-05-01      | 5.5000%  | 0.0000% | $40583.62          | $41136.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9844 | 2053-04-01      | 5.5000%  | 0.0000% | $143.05            | $144.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT7607 | 2043-06-01      | 3.5000%  | 0.0000% | $553557.29         | $519363.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2939 | 2043-05-01      | 3.0000%  | 0.0000% | $912272.14         | $832766.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8803 | 2047-02-01      | 3.5000%  | 0.0000% | $815082.55         | $757282.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $1205971.72        | $1078389.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  | 0.0000% | $33.72             | $31.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4801 | 2049-12-01      | 3.5000%  | 0.0000% | $58.35             | $54.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICA5291 | 2035-02-01      | 3.5000%  | 0.0000% | $61.47             | $59.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3838 | 2049-07-01      | 4.5000%  | 0.0000% | $7340.66           | $7180.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  | 0.0000% | $44.14             | $40.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  | 0.0000% | $88.81             | $72.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5295 | 2048-04-01      | 3.5000%  | 0.0000% | $236.42            | $220.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4222 | 2050-09-01      | 2.5000%  | 0.0000% | $81.30             | $69.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | 0.0000% | $43.17             | $41.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  | 0.0000% | $33.04             | $31.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1011 | 2047-02-01      | 4.0000%  | 0.0000% | $34.09             | $32.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  | 0.0000% | $13.97             | $13.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5563 | 2053-07-01      | 4.0000%  | 0.0000% | $370467.02         | $349456.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5481 | 2055-12-01      | 5.5000%  | 0.0000% | $153.42            | $155.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL812248 | 2035-03-01      | 6.0000%  | 0.0000% | $4.41              | $4.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL763699 | 2034-04-01      | 5.5000%  | 0.0000% | $1.39              | $1.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759432 | 2034-02-01      | 5.5000%  | 0.0000% | $15119.27          | $15247.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  | 0.0000% | $4627.84           | $4789.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $1.94              | $2.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ5897 | 2045-10-01      | 3.5000%  | 0.0000% | $20.19             | $18.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1068 | 2045-07-01      | 3.5000%  | 0.0000% | $1098509.31        | $1024931.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  | 0.0000% | $763512.47         | $692138.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  | 0.0000% | $7.24              | $6.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX3324 | 2045-10-01      | 4.0000%  | 0.0000% | $13.98             | $13.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX3315 | 2045-09-01      | 3.5000%  | 0.0000% | $13.72             | $12.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  | 0.0000% | $224196.18         | $196423.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8577 | 2051-08-01      | 3.0000%  | 0.0000% | $86.83             | $77.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | 0.0000% | $202013.42         | $202920.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.750 CLFM7015 | 2036-03-01      | 4.7500%  | 0.0000% | $38.36             | $38.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  | 0.0000% | $1422628.79        | $1276856.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7908 | 2046-09-01      | 3.0000%  | 0.0000% | $1206617.74        | $1084229.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7497 | 2046-07-01      | 3.5000%  | 0.0000% | $973953.22         | $907070.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5067 | 2056-04-01      | 5.5000%  | 0.0000% | $303.46            | $308.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5054 | 2056-03-01      | 5.0000%  | 0.0000% | $6561818.08        | $6491829.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4939 | 2056-03-01      | 5.5000%  | 0.0000% | $155.62            | $157.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4797 | 2051-08-01      | 3.0000%  | 0.0000% | $151.50            | $134.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  | 0.0000% | $4987.36           | $4829.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  | 0.0000% | $148.57            | $155.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3233 | 2050-07-01      | 3.0000%  | 0.0000% | $17822.10          | $15982.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3833 | 2056-05-01      | 5.0000%  | 0.0000% | $292105.50         | $289349.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA5110 | 2055-07-01      | 6.0000%  | 0.0000% | $148.35            | $153.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6518 | 2055-11-01      | 5.5000%  | 0.0000% | $149.16            | $151.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $191.93            | $161.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $3283658.51        | $3407090.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4454 | 2027-09-01      | 2.5000%  | 0.0000% | $2.08              | $2.06              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  | 0.0000% | $346401.72         | $353490.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5312 | 2054-12-01      | 6.0000%  | 0.0000% | $137.25            | $143.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4789 | 2055-08-01      | 6.0000%  | 0.0000% | $131.63            | $134.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW2746 | 2056-01-01      | 4.5000%  | 0.0000% | $299.74            | $288.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3656 | 2050-08-01      | 3.5000%  | 0.0000% | $143.45            | $133.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4445 | 2053-02-01      | 4.5000%  | 0.0000% | $1759080.76        | $1699500.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3327 | 2055-07-01      | 4.5000%  | 0.0000% | $799838.93         | $772102.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3251 | 2055-11-01      | 5.0000%  | 0.0000% | $149.20            | $147.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  | 0.0000% | $144.80            | $151.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3208 | 2055-01-01      | 5.5000%  | 0.0000% | $146.21            | $149.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3176 | 2054-10-01      | 5.0000%  | 0.0000% | $140.22            | $139.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2924 | 2055-10-01      | 5.0000%  | 0.0000% | $149.31            | $148.56            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC T30397 G | 2037-11-01      | 5.5000%  | 0.0000% | $140.96            | $145.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $8278255.41        | $7572371.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2252 | 2042-08-01      | 3.5000%  | 0.0000% | $1093680.01        | $1028617.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  | 0.0000% | $743.79            | $753.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1055 | 2055-10-01      | 5.5000%  | 0.0000% | $185699.10         | $188822.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0319 | 2055-09-01      | 6.5000%  | 0.0000% | $161.07            | $167.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  | 0.0000% | $342.87            | $364.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8821 | 2055-09-01      | 6.5000%  | 0.0000% | $51278.39          | $53839.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6396 | 2055-09-01      | 4.5000%  | 0.0000% | $142.64            | $138.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE4115 | 2055-08-01      | 7.0000%  | 0.0000% | $134.59            | $145.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2919 | 2055-07-01      | 6.5000%  | 0.0000% | $148.80            | $156.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1847 | 2055-06-01      | 6.0000%  | 0.0000% | $500219.85         | $522520.48         | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $36029385.00       | $31724168.39       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $33399360.00       | $26502561.70       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $56855100.00       | $40423573.09       | U.S. Treasuries (including strips)        |

### Security 144: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FZQ75, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FZQ75_3.67_0605
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 04/15/27    | 2027-04-15      | 0.0000%  | 0.0000% | $164068.42         | $158747.19         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $29403528.92       | $29716998.66       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $34401047.37       | $35032984.33       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $86914272.63       | $86350741.62       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | 0.0000% | $395194.74         | $401277.20         | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $1196052.63        | $1209302.11        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $15.79             | $15.05             | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  | 0.0000% | $517594.74         | $509587.55         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | 0.0000% | $1015389.47        | $1039731.55        | U.S. Treasuries (including strips) |

### Security 145: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GCHZ3, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GCHZ3_3.71_0605
- **C.18 - Value (incl. sponsor support):** $147000000.00
- **C.18.a - Value (excl. sponsor support):** $147000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  | 0.0000% | $25496277.97       | $25084323.19       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34 | 2034-05-15      | 4.3750%  | 0.0000% | $42306898.98       | $42426813.75       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27 | 2027-07-31      | 0.3750%  | 0.0000% | $19.93             | $19.15             | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35 | 2035-01-15      | 2.1250%  | 0.0000% | $18037218.70       | $18411870.17       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34 | 2034-07-15      | 1.8750%  | 0.0000% | $18854618.64       | $19001073.92       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34     | 2034-02-15      | 4.0000%  | 0.0000% | $20534694.10       | $20308549.94       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33 | 2033-11-15      | 4.5000%  | 0.0000% | $14949541.22       | $15135468.01       | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30     | 2030-02-28      | 4.0000%  | 0.0000% | $1424116.07        | $1432257.18        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52       | 2052-11-15      | 4.0000%  | 0.0000% | $5501128.68        | $4677597.28        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31 | 2031-08-31      | 3.7500%  | 0.0000% | $83695.32          | $82723.80          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32 | 2032-01-15      | 0.1250%  | 0.0000% | $6792190.22        | $6237952.30        | U.S. Treasuries (including strips) |

### Security 146: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1H8JG1, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1H8JG1_3.66_0605
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.500 CLBQ6519 | 2051-09-01      | 2.5000%  | 0.0000% | $3300912.24        | $2806169.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0627 | 2054-10-01      | 6.0000%  | 0.0000% | $2742524.37        | $2812065.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1515 | 2055-09-01      | 5.5000%  | 0.0000% | $2827938.49        | $2861321.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9831 | 2055-08-01      | 6.5000%  | 0.0000% | $2646468.56        | $2776057.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7380 | 2055-06-01      | 6.5000%  | 0.0000% | $2414057.93        | $2534725.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX3995 | 2055-01-01      | 5.5000%  | 0.0000% | $2529211.03        | $2550668.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6086 | 2041-06-01      | 4.5000%  | 0.0000% | $2707475.57        | $2687348.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6085 | 2041-06-01      | 4.0000%  | 0.0000% | $2747730.71        | $2673421.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA6051 | 2056-05-01      | 4.0000%  | 0.0000% | $2736281.34        | $2569042.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA3289 | 2037-03-01      | 2.5000%  | 0.0000% | $2622209.94        | $2482397.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6190 | 2053-05-01      | 5.5000%  | 0.0000% | $2676818.66        | $2707483.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  | 0.0000% | $2805592.52        | $2798407.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT6179 | 2051-07-01      | 2.5000%  | 0.0000% | $2786744.61        | $2355424.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ4410 | 2051-01-01      | 2.5000%  | 0.0000% | $3333383.66        | $2818790.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6235 | 2051-11-01      | 2.0000%  | 0.0000% | $3583214.70        | $2894501.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  | 0.0000% | $2780467.33        | $2452145.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $3344029.78        | $2690658.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD5544 | 2053-04-01      | 4.0000%  | 0.0000% | $2534614.46        | $2402944.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CTSC0739 | 2042-03-01      | 1.5000%  | 0.0000% | $3319640.31        | $2744684.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4710 | 2056-06-01      | 6.0000%  | 0.0000% | $1670842.00        | $1723698.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTB1329 | 2056-04-01      | 4.5000%  | 0.0000% | $2724412.13        | $2621987.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0075 | 2041-04-01      | 4.5000%  | 0.0000% | $2346980.24        | $2329532.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0092 | 2041-06-01      | 5.5000%  | 0.0000% | $2493402.43        | $2549722.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0120 | 2056-05-01      | 6.0000%  | 0.0000% | $2351488.85        | $2410613.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5299 | 2055-11-01      | 5.0000%  | 0.0000% | $2425851.34        | $2406199.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL4171 | 2052-10-01      | 4.0000%  | 0.0000% | $2935023.40        | $2767290.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3887 | 2054-01-01      | 2.5000%  | 0.0000% | $3371735.82        | $2840398.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL2651 | 2052-08-01      | 3.0000%  | 0.0000% | $2713719.61        | $2417821.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3106 | 2052-03-01      | 2.5000%  | 0.0000% | $204864.75         | $174821.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3785 | 2052-04-01      | 2.0000%  | 0.0000% | $3034159.92        | $2466679.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA4575 | 2053-05-01      | 4.0000%  | 0.0000% | $3044832.80        | $2886955.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2414 | 2052-05-01      | 2.5000%  | 0.0000% | $3242955.07        | $2737490.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO4870 | 2041-01-01      | 5.0000%  | 0.0000% | $2662183.72        | $2686720.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3283 | 2055-11-01      | 5.0000%  | 0.0000% | $2964414.45        | $2935540.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4467 | 2052-06-01      | 3.0000%  | 0.0000% | $2868546.26        | $2542089.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8670 | 2054-06-01      | 6.0000%  | 0.0000% | $2282737.57        | $2351118.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $3308648.48        | $2775560.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB4068 | 2056-05-01      | 5.0000%  | 0.0000% | $2506327.57        | $2475141.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2157 | 2055-08-01      | 6.5000%  | 0.0000% | $2601066.20        | $2747107.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9217 | 2056-03-01      | 5.5000%  | 0.0000% | $2841252.66        | $2887831.52        | Agency Mortgage-Backed Securities |

### Security 147: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC2W5, C.4 - ISIN: N/A, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1HC2W5_3.66_0605
- **C.18 - Value (incl. sponsor support):** $274500000.00
- **C.18.a - Value (excl. sponsor support):** $274500000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $91.22             | $94.09             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  | 0.0000% | $41.78             | $43.36             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FH     | 2056-03-20      | 4.6251%  | 0.0000% | $151.68            | $151.42            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-026 DA     | 2052-10-20      | 4.5000%  | 0.0000% | $7570094.66        | $7479215.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.4251%  | 0.0000% | $1035609.12        | $1038737.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 4.7901%  | 0.0000% | $123.98            | $126.06            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 4.3908%  | 0.0000% | $49.77             | $49.91             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.8621%  | 0.0000% | $135.86            | $137.00            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.5252%  | 0.0000% | $90.48             | $90.98             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4251%  | 0.0000% | $2574775.40        | $2594885.12        | Agency Collateralized Mortgage Obligation |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $507825.00         | $489341.35         | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  | 0.0000% | $3050000.00        | $2232589.83        | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $1496177.50        | $1229287.86        | Agency Debentures and Agency Strips       |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  | 0.0000% | $3322855.86        | $2985962.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | 0.0000% | $21.11             | $19.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $201562.86         | $212213.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  | 0.0000% | $175.40            | $170.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  | 0.0000% | $381.53            | $376.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1884 | 2054-12-01      | 6.0000%  | 0.0000% | $291023.55         | $299709.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7990 | 2054-01-01      | 7.0000%  | 0.0000% | $51988.51          | $56141.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3344 | 2042-10-01      | 4.5000%  | 0.0000% | $1011717.78        | $1003532.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9421 | 2053-07-01      | 5.0000%  | 0.0000% | $5415344.40        | $5379131.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  | 0.0000% | $117.18            | $126.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $99.92             | $102.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6269 | 2053-05-01      | 4.5000%  | 0.0000% | $2614969.68        | $2536107.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  | 0.0000% | $5814873.07        | $5197352.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  | 0.0000% | $3883407.07        | $3468788.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1142 M     | 2056-05-20      | 5.0000%  | 0.0000% | $3049527.25        | $3025209.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | 0.0000% | $1020118.71        | $984088.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  | 0.0000% | $7679660.53        | $7587703.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4127 | 2052-07-01      | 4.5000%  | 0.0000% | $1052930.62        | $1017157.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  | 0.0000% | $5634342.47        | $5470952.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  | 0.0000% | $420589.42         | $368348.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  | 0.0000% | $1268845.19        | $1303016.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  | 0.0000% | $183047.56         | $184600.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  | 0.0000% | $174.44            | $182.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL4853 | 2056-04-01      | 4.5000%  | 0.0000% | $101053.46         | $97461.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  | 0.0000% | $8040532.42        | $8169605.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  | 0.0000% | $1541546.86        | $1534847.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  | 0.0000% | $145.24            | $146.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  | 0.0000% | $44699.10          | $45854.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX9176 | 2055-04-01      | 5.0000%  | 0.0000% | $1075532.20        | $1062999.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $20722141.92       | $20451674.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $2757910.10        | $2805988.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4579 | 2050-10-01      | 2.5000%  | 0.0000% | $56009.93          | $47466.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  | 0.0000% | $941254.98         | $900835.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  | 0.0000% | $2492853.64        | $2599835.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  | 0.0000% | $121527.53         | $130906.48         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5794 | 2032-12-01      | 4.2700%  | 0.0000% | $169.73            | $167.53            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  | 0.0000% | $156.92            | $123.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1723 | 2055-06-01      | 6.0000%  | 0.0000% | $259018.86         | $265531.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5358 | 2055-09-01      | 4.0000%  | 0.0000% | $453779.78         | $426880.22         | Agency Mortgage-Backed Securities         |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $6016003.00        | $5950590.08        | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $551699.25         | $577181.23         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  | 0.0000% | $30.50             | $30.42             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $767700.25         | $724816.14         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $194285.00         | $156008.57         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $31552.25          | $28389.10          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $6068981.50        | $5095807.58        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $1655936.50        | $997315.80         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $256810.00         | $154668.17         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $15.25             | $8.68              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $7713145.00        | $5593935.10        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  | 0.0000% | $497028.00         | $513336.53         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $762073.00         | $754154.72         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $30.50             | $29.90             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $15.25             | $15.15             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  | 0.0000% | $15.25             | $15.20             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $762179.75         | $523348.25         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $714904.75         | $726135.97         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $2120116.00        | $1470870.64        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $15.25             | $10.76             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  | 0.0000% | $79.94             | $57.01             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $20.83             | $14.89             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $15.25             | $9.96              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $117043.75         | $100787.62         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $15.25             | $12.25             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $30.50             | $23.05             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $481259.50         | $476187.27         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $15.25             | $15.09             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | 0.0000% | $39.09             | $37.25             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  | 0.0000% | $186187.25         | $185344.29         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  | 0.0000% | $15.25             | $15.29             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $60.10             | $59.71             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $167.75            | $165.46            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | 0.0000% | $30.50             | $30.48             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  | 0.0000% | $155626.25         | $150530.66         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $3580440.75        | $3493741.07        | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $45.75             | $45.98             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $15.25             | $14.70             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $15.25             | $13.89             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $1735206.00        | $1580224.13        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $1525000.00        | $1368465.68        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $267332.50         | $252399.18         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $3202332.25        | $3074305.78        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $803934.25         | $788056.60         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $1832806.00        | $1838000.91        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $15.25             | $15.08             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $2733105.00        | $2569243.14        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $1253458.50        | $1245342.76        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $457.50            | $394.97            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $11710078.50       | $11614085.36       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $183.00            | $158.66            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | 0.0000% | $10523399.75       | $10488538.81       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $9373244.75        | $8201926.28        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $15.25             | $14.49             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 28     | 2028-04-30      | 3.7500%  | 0.0000% | $2134984.75        | $2130362.86        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 31      | 2031-04-30      | 3.8750%  | 0.0000% | $1997734.75        | $1978697.67        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE V 31      | 2031-02-28      | 3.5000%  | 0.0000% | $15.25             | $14.95             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  | 0.0000% | $45.75             | $44.74             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $30.50             | $30.22             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $1008879.00        | $1004881.98        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  | 0.0000% | $7624923.75        | $6228148.85        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $2439984.75        | $1983368.10        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $762103.50         | $721200.53         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $1524984.75        | $1468125.46        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $30.50             | $31.09             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $15.25             | $15.56             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  | 0.0000% | $45.75             | $47.25             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $7566973.75        | $7692126.59        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $697580.75         | $697366.37         | U.S. Treasuries (including strips)        |
| USTR BILL 09/08/26        | 2026-09-08      | 0.0000%  | 0.0000% | $19367.50          | $19168.98          | U.S. Treasuries (including strips)        |
| USTR BILL 11/19/26        | 2026-11-19      | 0.0000%  | 0.0000% | $213.50            | $209.75            | U.S. Treasuries (including strips)        |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  | 0.0000% | $140452.50         | $138484.76         | U.S. Treasuries (including strips)        |
| USTR BILL 04/15/27        | 2027-04-15      | 0.0000%  | 0.0000% | $61.00             | $59.02             | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  | 0.0000% | $5292116.00        | $5194793.99        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE K 33      | 2033-04-30      | 4.1250%  | 0.0000% | $76234.75          | $75695.98          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $873077.75         | $880661.40         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $30.50             | $31.11             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  | 0.0000% | $15.25             | $15.48             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $15.25             | $15.27             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $91.50             | $86.53             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $3249592.00        | $3294701.49        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $6336603.75        | $6446366.96        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $15.25             | $15.43             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $15.25             | $15.38             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $30.50             | $29.44             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $545202.75         | $528499.71         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $320.25            | $284.01            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $3157909.00        | $3156938.51        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $1523612.25        | $1530271.47        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $2753707.75        | $2782199.47        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $15.25             | $15.59             | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  | 0.0000% | $2592500.00        | $2630565.23        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $61.00             | $58.21             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $15.25             | $13.24             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $15.25             | $13.22             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $213.50            | $213.42            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $15.25             | $15.13             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | 0.0000% | $52078.75          | $52644.53          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $15.25             | $15.30             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $61.00             | $62.15             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $30.50             | $31.39             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $208925.00         | $197577.23         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $3812469.50        | $3810720.33        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $15.25             | $13.68             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $1082292.50        | $965786.47         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $3317866.25        | $3338346.36        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  | 0.0000% | $8113213.50        | $7256871.03        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $271343.25         | $265007.54         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $762454.25         | $526711.22         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $15.25             | $15.34             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $273081.75         | $201530.59         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $447206.25         | $450084.73         | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $122.00            | $121.75            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $15.25             | $15.10             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $30.50             | $31.38             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $629001.50         | $549342.72         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $30.50             | $28.20             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $4792327.75        | $4610852.19        | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $15.25             | $14.44             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $383812.00         | $213043.66         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $15.25             | $15.07             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $1676280.00        | $1656452.16        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $30499847.50       | $30938507.03       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $15.25             | $11.69             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $150639.50         | $87740.07          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $30.50             | $16.61             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $15.25             | $15.00             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | 0.0000% | $1372423.75        | $1374405.84        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  | 0.0000% | $750742.25         | $727433.60         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 56            | 2056-05-15      | 5.0000%  | 0.0000% | $85491.50          | $85861.27          | U.S. Treasuries (including strips)        |
| USTR 5 BOND 56            | 2056-05-15      | 5.0000%  | 0.0000% | $7701250.00        | $7734559.25        | U.S. Treasuries (including strips)        |

### Security 148: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HEX98, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1HEX98_3.65_0605
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | 0.0000% | $39530518.67       | $39501645.88       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $35817560.00       | $36863451.75       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $2290630.00        | $2297122.57        | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $201175.00         | $198959.50         | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27    | 2027-03-18      | 0.0000%  | 0.0000% | $5.00              | $4.85              | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27    | 2027-01-21      | 0.0000%  | 0.0000% | $35.00             | $34.17             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $10054310.00       | $9819547.42        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | 0.0000% | $2820200.00        | $2876030.38        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $6258070.00        | $6190025.05        | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  | 0.0000% | $5271747.11        | $5204614.58        | U.S. Treasuries (including strips) |

### Security 149: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HMHD9, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1HMHD9_3.66_0605
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | 0.0000% | $1489359.42        | $1520818.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB4274 | 2052-07-01      | 2.5000%  | 0.0000% | $2130846.48        | $1792149.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $1908741.52        | $1535230.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2457 | 2055-12-01      | 6.0000%  | 0.0000% | $1558208.03        | $1642735.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9932 | 2055-02-01      | 5.5000%  | 0.0000% | $1706819.14        | $1721299.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5734 | 2054-11-01      | 5.0000%  | 0.0000% | $1774560.39        | $1752899.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3755 | 2054-05-01      | 6.0000%  | 0.0000% | $1942044.66        | $1998642.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS0208 | 2043-08-01      | 3.5000%  | 0.0000% | $1483261.94        | $1389797.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  | 0.0000% | $1625497.40        | $1591257.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL4051 | 2033-08-01      | 3.5000%  | 0.0000% | $1422820.50        | $1385944.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ9057 | 2054-11-01      | 5.0000%  | 0.0000% | $1978920.58        | $1958119.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD1679 | 2051-11-01      | 2.5000%  | 0.0000% | $2244655.87        | $1902115.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC1803 | 2051-05-01      | 2.0000%  | 0.0000% | $2035420.91        | $1657900.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8252 | 2052-08-01      | 2.0000%  | 0.0000% | $1796979.41        | $1444436.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $1991313.93        | $1677909.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0662 | 2037-04-01      | 2.5000%  | 0.0000% | $1975544.51        | $1873393.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1620 | 2051-09-01      | 2.0000%  | 0.0000% | $2332359.91        | $1878927.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9206 | 2054-12-01      | 5.0000%  | 0.0000% | $1653855.35        | $1643741.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA6050 | 2056-05-01      | 3.5000%  | 0.0000% | $1544578.94        | $1407726.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2242 | 2056-03-01      | 5.0000%  | 0.0000% | $1912015.64        | $1889652.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3071 | 2054-12-01      | 5.5000%  | 0.0000% | $1644147.98        | $1665514.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $1833591.72        | $1645330.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1669 | 2048-07-01      | 3.5000%  | 0.0000% | $1596362.39        | $1491293.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7773 | 2056-03-01      | 5.0000%  | 0.0000% | $1515618.12        | $1496142.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $1807720.35        | $1800053.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8997 | 2054-11-01      | 5.0000%  | 0.0000% | $1607482.67        | $1587358.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3021 | 2056-02-01      | 5.5000%  | 0.0000% | $1292458.62        | $1303737.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA6081 | 2056-06-01      | 6.0000%  | 0.0000% | $1636561.25        | $1677710.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC5132 | 2051-08-01      | 2.5000%  | 0.0000% | $1832325.72        | $1557503.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL4116 | 2053-07-01      | 2.5000%  | 0.0000% | $1892714.18        | $1601081.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB4383 | 2056-06-01      | 5.5000%  | 0.0000% | $1494858.25        | $1510154.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ6647 | 2056-05-01      | 6.5000%  | 0.0000% | $1729949.13        | $1828143.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB0232 | 2056-04-01      | 5.5000%  | 0.0000% | $1704759.96        | $1728982.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  | 0.0000% | $1532011.30        | $1545008.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3297 | 2055-11-01      | 5.5000%  | 0.0000% | $1575303.10        | $1603278.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7462 | 2056-03-01      | 5.5000%  | 0.0000% | $1747950.33        | $1762779.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTB4933 | 2056-06-01      | 5.0000%  | 0.0000% | $1451825.63        | $1436890.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4710 | 2056-06-01      | 6.0000%  | 0.0000% | $498961.25         | $514745.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB4421 | 2056-06-01      | 6.0000%  | 0.0000% | $1405069.00        | $1448213.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTB2244 | 2056-05-01      | 5.5000%  | 0.0000% | $1586426.89        | $1606899.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5165 | 2056-02-01      | 6.5000%  | 0.0000% | $1404234.56        | $1464252.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1512 | 2055-12-01      | 5.0000%  | 0.0000% | $1702960.25        | $1683588.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0090 | 2041-06-01      | 4.5000%  | 0.0000% | $1434243.75        | $1423581.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0061 | 2041-02-01      | 4.5000%  | 0.0000% | $1963144.79        | $1948550.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6551 | 2053-06-01      | 6.5000%  | 0.0000% | $1618163.36        | $1730375.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0127 | 2056-06-01      | 5.0000%  | 0.0000% | $1558990.75        | $1538642.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  | 0.0000% | $1817882.40        | $1863590.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL4679 | 2053-05-01      | 2.5000%  | 0.0000% | $2361881.78        | $1990885.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3114 | 2053-11-01      | 5.5000%  | 0.0000% | $1471648.48        | $1489453.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2158 | 2055-08-01      | 6.5000%  | 0.0000% | $1777551.55        | $1875756.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0268 | 2054-07-01      | 6.5000%  | 0.0000% | $1450442.57        | $1532098.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  | 0.0000% | $1405130.45        | $1457662.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6059 | 2041-05-01      | 4.0000%  | 0.0000% | $1547463.93        | $1505614.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $1674093.60        | $1466123.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $1667453.83        | $1460311.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1423 | 2055-11-01      | 4.5000%  | 0.0000% | $1784662.30        | $1719504.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNFS9859 | 2032-07-01      | 1.5000%  | 0.0000% | $1940797.87        | $1826179.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS6868 | 2052-04-01      | 1.5000%  | 0.0000% | $2402277.41        | $1837926.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA4571 | 2052-04-01      | 2.5000%  | 0.0000% | $1849033.69        | $1579639.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1314 | 2052-11-01      | 5.5000%  | 0.0000% | $1343794.25        | $1388415.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1169 | 2055-03-01      | 6.0000%  | 0.0000% | $1686690.30        | $1732910.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9962 | 2055-02-01      | 5.0000%  | 0.0000% | $1815139.73        | $1805292.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8493 | 2054-05-01      | 6.0000%  | 0.0000% | $1409659.10        | $1452998.60        | Agency Mortgage-Backed Securities |

### Security 150: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HMTX2, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HMTX2_3.65_0605
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5668FA 06/25/56  | 2056-06-25      | 4.7425%  | 0.0000% | $2626315.53        | $2677604.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  | 0.0000% | $720.73            | $762.18            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.8621%  | 0.0000% | $5395030.43        | $5432543.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-082 BA      | 2052-01-20      | 4.7500%  | 0.0000% | $65657235.53       | $64723618.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 DA      | 2052-04-20      | 4.5000%  | 0.0000% | $1938452.39        | $1901835.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  | 0.0000% | $24709430.14       | $24881155.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  | 0.0000% | $579740.77         | $598587.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 NA      | 2054-03-20      | 4.5000%  | 0.0000% | $6605139.54        | $6491550.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  | 0.0000% | $8006384.04        | $7872501.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FG      | 2055-02-20      | 4.6751%  | 0.0000% | $7310205.09        | $7357507.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK      | 2056-02-20      | 4.5000%  | 0.0000% | $427059.36         | $412706.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 GP      | 2056-04-20      | 4.5000%  | 0.0000% | $11535476.54       | $11407271.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.5751%  | 0.0000% | $2617220.39        | $2597014.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  | 0.0000% | $825599.28         | $632885.24         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5639PT 03/25/56  | 2056-03-25      | 5.5000%  | 0.0000% | $208451.02         | $208564.16         | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9742%  | 0.0000% | $34229940.05       | $22224322.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131  | 2045-11-01      | 3.5000%  | 0.0000% | $41.98             | $39.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348  | 2045-01-01      | 4.0000%  | 0.0000% | $2799737.76        | $2681107.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578  | 2027-11-01      | 2.5000%  | 0.0000% | $5134.99           | $5084.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780  | 2042-04-01      | 3.5000%  | 0.0000% | $85302.80          | $80281.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  | 0.0000% | $45595.81          | $45116.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462  | 2027-10-01      | 2.5000%  | 0.0000% | $19846.44          | $19668.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027  | 2040-01-01      | 3.0000%  | 0.0000% | $51189.14          | $47690.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8750  | 2053-03-01      | 6.0000%  | 0.0000% | $3813072.67        | $3971252.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2049  | 2049-11-01      | 3.0000%  | 0.0000% | $786.99            | $696.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQN9907  | 2037-04-01      | 3.0000%  | 0.0000% | $457.05            | $435.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3660  | 2053-08-01      | 5.5000%  | 0.0000% | $3044387.36        | $3091559.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD0093  | 2049-10-01      | 5.0000%  | 0.0000% | $9719.29           | $9761.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0316  | 2033-01-01      | 2.5000%  | 0.0000% | $45875.89          | $43948.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  | 0.0000% | $3315.61           | $3193.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  | 0.0000% | $75372.82          | $72684.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1546  | 2048-12-01      | 4.5000%  | 0.0000% | $35.00             | $34.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1515  | 2046-01-01      | 4.0000%  | 0.0000% | $428.16            | $413.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1474  | 2044-01-01      | 3.5000%  | 0.0000% | $5319.95           | $5003.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1323  | 2048-10-01      | 3.0000%  | 0.0000% | $33.53             | $29.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  | 0.0000% | $2868.95           | $2731.76           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  | 0.0000% | $348.52            | $310.59            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8335 X      | 2047-10-15      | 3.5000%  | 0.0000% | $132.52            | $121.85            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7280 X      | 2047-08-15      | 4.5000%  | 0.0000% | $74.26             | $72.59             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X      | 2047-10-15      | 4.5000%  | 0.0000% | $373.12            | $370.17            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB8885 X      | 2047-07-15      | 5.0000%  | 0.0000% | $129.80            | $128.96            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7228 X      | 2047-09-15      | 4.5000%  | 0.0000% | $177.36            | $173.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2275 C      | 2055-11-20      | 6.5000%  | 0.0000% | $508.26            | $534.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C      | 2055-12-20      | 6.5000%  | 0.0000% | $1045.88           | $1076.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1048 M      | 2041-04-20      | 4.5000%  | 0.0000% | $1044.14           | $1036.25           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 709788 X      | 2039-09-15      | 5.5000%  | 0.0000% | $29.61             | $30.41             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697584 X      | 2038-11-15      | 5.5000%  | 0.0000% | $65.41             | $67.83             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  | 0.0000% | $67.66             | $70.04             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687923 X      | 2038-09-15      | 6.0000%  | 0.0000% | $236.18            | $246.38            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672676 X      | 2038-04-15      | 5.5000%  | 0.0000% | $1.57              | $1.63              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X      | 2036-12-15      | 6.0000%  | 0.0000% | $244.87            | $259.68            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 629123 X      | 2034-09-15      | 6.0000%  | 0.0000% | $600.08            | $612.49            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 623897 X      | 2034-08-15      | 6.0000%  | 0.0000% | $10.79             | $11.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788580 C      | 2056-04-20      | 5.0000%  | 0.0000% | $10189196.12       | $10128966.65       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5984 M      | 2049-06-20      | 3.0000%  | 0.0000% | $190.32            | $170.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M      | 2049-02-20      | 4.5000%  | 0.0000% | $1499.99           | $1471.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5712 M      | 2049-01-20      | 5.0000%  | 0.0000% | $74.16             | $74.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  | 0.0000% | $50.48             | $51.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6220 M      | 2049-10-20      | 4.0000%  | 0.0000% | $155.79            | $146.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  | 0.0000% | $153126.35         | $135745.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  | 0.0000% | $357262.58         | $317153.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697  | 2039-07-01      | 3.0000%  | 0.0000% | $6227.48           | $5820.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9903 M      | 2054-09-20      | 4.0000%  | 0.0000% | $1021.07           | $954.63            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X      | 2052-03-15      | 4.0000%  | 0.0000% | $833.91            | $783.93            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  | 0.0000% | $1370.46           | $1286.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2163 X      | 2052-04-15      | 3.0000%  | 0.0000% | $654.40            | $589.55            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CI1786        | 2063-08-15      | 3.8300%  | 0.0000% | $1026.53           | $959.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1233  | 2048-03-01      | 3.5000%  | 0.0000% | $2030627.56        | $1894726.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3891  | 2055-12-01      | 5.5000%  | 0.0000% | $976261.91         | $992611.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3690  | 2055-11-01      | 5.5000%  | 0.0000% | $1934353.88        | $1964850.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4492  | 2056-02-01      | 5.5000%  | 0.0000% | $4206142.81        | $4293818.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3349  | 2055-03-01      | 5.5000%  | 0.0000% | $1956444.96        | $1996252.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3171  | 2054-06-01      | 6.0000%  | 0.0000% | $1321931.26        | $1373186.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3889 C      | 2065-12-20      | 7.0000%  | 0.0000% | $1048.26           | $1098.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3597 C      | 2055-10-20      | 5.0000%  | 0.0000% | $780.68            | $777.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5451 C      | 2065-12-20      | 7.0000%  | 0.0000% | $1204.11           | $1263.09           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6753        | 2060-12-15      | 5.2500%  | 0.0000% | $1046.36           | $1065.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  | 0.0000% | $633.58            | $677.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6435 C      | 2055-04-20      | 6.5000%  | 0.0000% | $259.88            | $278.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1709 C      | 2055-03-20      | 5.5000%  | 0.0000% | $1025.33           | $1040.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5262 M      | 2048-06-20      | 3.0000%  | 0.0000% | $168.78            | $152.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5135 M      | 2048-04-20      | 3.0000%  | 0.0000% | $212.98            | $190.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5077 M      | 2048-03-20      | 3.5000%  | 0.0000% | $158.09            | $145.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M      | 2048-02-20      | 3.0000%  | 0.0000% | $38.55             | $34.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4839 M      | 2047-11-20      | 4.5000%  | 0.0000% | $47.76             | $47.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M      | 2047-10-20      | 3.0000%  | 0.0000% | $183.23            | $165.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4722 M      | 2047-09-20      | 5.0000%  | 0.0000% | $42.64             | $43.27             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  | 0.0000% | $40.03             | $36.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0118  | 2054-05-01      | 6.0000%  | 0.0000% | $496599.07         | $514010.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDH1065  | 2056-05-01      | 6.0000%  | 0.0000% | $1018456.64        | $1044064.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  | 0.0000% | $21840674.93       | $21715459.92       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547  | 2037-05-01      | 2.5000%  | 0.0000% | $10715.10          | $10107.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695  | 2031-03-01      | 2.5000%  | 0.0000% | $2990.93           | $2935.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8526  | 2051-01-01      | 2.5000%  | 0.0000% | $810.40            | $688.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  | 0.0000% | $2191930.27        | $2140750.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  | 0.0000% | $176.03            | $167.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652  | 2048-11-01      | 5.0000%  | 0.0000% | $36474.26          | $36608.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  | 0.0000% | $242613.71         | $237396.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  | 0.0000% | $413760.88         | $382537.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  | 0.0000% | $118095.36         | $118204.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD6592 C      | 2054-08-20      | 7.0000%  | 0.0000% | $985.31            | $1034.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2944 C      | 2054-08-20      | 7.0000%  | 0.0000% | $627.98            | $660.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC3518 C      | 2054-06-20      | 7.0000%  | 0.0000% | $1155.22           | $1213.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1120 C      | 2054-06-20      | 7.0000%  | 0.0000% | $751.08            | $788.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1118 C      | 2054-06-20      | 7.0000%  | 0.0000% | $845.08            | $891.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7489 C      | 2054-06-20      | 7.0000%  | 0.0000% | $575.73            | $610.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8578 C      | 2054-02-20      | 7.0000%  | 0.0000% | $412.58            | $433.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5934 C      | 2054-02-20      | 7.0000%  | 0.0000% | $766.01            | $803.97            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CV9792 X      | 2053-06-15      | 6.0000%  | 0.0000% | $772.17            | $792.26            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9722        | 2061-01-15      | 5.0200%  | 0.0000% | $1047.02           | $1045.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AM4381 C      | 2045-05-20      | 3.5000%  | 0.0000% | $180.60            | $162.88            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AJ6678 X      | 2044-09-15      | 4.0000%  | 0.0000% | $158.33            | $150.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M      | 2047-08-20      | 4.0000%  | 0.0000% | $140.79            | $133.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4587 M      | 2047-07-20      | 4.0000%  | 0.0000% | $49.97             | $47.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4585 M      | 2047-07-20      | 3.0000%  | 0.0000% | $179.31            | $161.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M      | 2047-06-20      | 4.0000%  | 0.0000% | $75.40             | $71.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5397 M      | 2048-08-20      | 3.5000%  | 0.0000% | $151.52            | $139.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M      | 2047-02-20      | 3.0000%  | 0.0000% | $209.45            | $188.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4196 M      | 2047-01-20      | 3.5000%  | 0.0000% | $172.19            | $159.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4127 M      | 2046-12-20      | 3.5000%  | 0.0000% | $185.29            | $171.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  | 0.0000% | $220038.67         | $226922.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO6437 C      | 2045-08-20      | 3.5000%  | 0.0000% | $307.26            | $279.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  | 0.0000% | $580.44            | $517.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9486 C      | 2056-02-20      | 5.0000%  | 0.0000% | $1285.18           | $1279.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4936  | 2056-02-01      | 5.5000%  | 0.0000% | $5038707.44        | $5095658.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M      | 2055-11-20      | 5.0000%  | 0.0000% | $1034.22           | $1025.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  | 0.0000% | $85583.26          | $79801.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  | 0.0000% | $20363.98          | $18994.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9438  | 2041-11-01      | 4.5000%  | 0.0000% | $4306.47           | $4271.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M      | 2051-05-20      | 2.0000%  | 0.0000% | $810.65            | $665.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6437 C      | 2055-03-20      | 6.5000%  | 0.0000% | $519.64            | $555.93            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7371 X      | 2049-11-15      | 3.5000%  | 0.0000% | $155.61            | $141.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630  | 2045-09-01      | 3.5000%  | 0.0000% | $30856.57          | $28789.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4618  | 2045-06-01      | 3.5000%  | 0.0000% | $28120.51          | $26236.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  | 0.0000% | $9837.52           | $9178.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4599  | 2045-01-01      | 3.5000%  | 0.0000% | $45.20             | $42.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626  | 2045-08-01      | 3.5000%  | 0.0000% | $5476.22           | $5101.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  | 0.0000% | $51861.29          | $48387.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4577  | 2044-08-01      | 3.5000%  | 0.0000% | $2211.80           | $2065.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4173  | 2035-03-01      | 5.5000%  | 0.0000% | $29644.23          | $30619.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3925  | 2043-08-01      | 3.5000%  | 0.0000% | $56695.28          | $53168.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  | 0.0000% | $1194.50           | $1064.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6658 M      | 2050-05-20      | 4.0000%  | 0.0000% | $212.07            | $201.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M      | 2050-04-20      | 3.5000%  | 0.0000% | $106.82            | $98.08             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M      | 2050-03-20      | 4.0000%  | 0.0000% | $513.61            | $487.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  | 0.0000% | $238.03            | $204.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  | 0.0000% | $51.12             | $48.57             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M      | 2051-02-20      | 2.5000%  | 0.0000% | $658.61            | $564.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7139 M      | 2051-01-20      | 4.0000%  | 0.0000% | $424.86            | $402.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6038 M      | 2049-07-20      | 3.0000%  | 0.0000% | $176.33            | $157.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1674  | 2037-03-01      | 5.5000%  | 0.0000% | $4519.83           | $4604.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2501  | 2038-04-01      | 3.0000%  | 0.0000% | $35120.48          | $33149.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2028  | 2027-10-01      | 6.0000%  | 0.0000% | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1288  | 2043-02-01      | 3.0000%  | 0.0000% | $23607.24          | $21579.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6177  | 2049-06-01      | 3.0000%  | 0.0000% | $164368.74         | $146016.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4826  | 2049-04-01      | 4.0000%  | 0.0000% | $82584.91          | $78793.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3049  | 2049-02-01      | 4.0000%  | 0.0000% | $214281.60         | $203912.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  | 0.0000% | $31020.20          | $29568.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  | 0.0000% | $5116.80           | $4547.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2167  | 2046-11-01      | 3.0000%  | 0.0000% | $28552.43          | $25641.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2184  | 2046-11-01      | 3.5000%  | 0.0000% | $80154.55          | $74233.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0412  | 2045-11-01      | 3.5000%  | 0.0000% | $23458.69          | $21875.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0273  | 2045-10-01      | 3.5000%  | 0.0000% | $114135.10         | $106489.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059  | 2045-08-01      | 3.5000%  | 0.0000% | $42.66             | $39.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9250  | 2045-03-01      | 3.5000%  | 0.0000% | $78.22             | $72.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  | 0.0000% | $21151.43          | $19842.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL7545  | 2043-12-01      | 3.5000%  | 0.0000% | $3412.69           | $3190.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6037  | 2043-05-01      | 3.5000%  | 0.0000% | $114359.90         | $106505.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4585  | 2043-01-01      | 3.0000%  | 0.0000% | $114587.20         | $104815.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4422  | 2042-12-01      | 3.0000%  | 0.0000% | $129314.28         | $118246.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  | 0.0000% | $303269.52         | $288719.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ4603  | 2048-02-01      | 4.0000%  | 0.0000% | $81424.75          | $77286.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  | 0.0000% | $414588.18         | $394722.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  | 0.0000% | $1831.63           | $1632.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215  | 2046-06-01      | 3.5000%  | 0.0000% | $139459.92         | $129598.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958  | 2046-04-01      | 3.5000%  | 0.0000% | $31630.34          | $29512.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521  | 2046-01-01      | 3.5000%  | 0.0000% | $5509.18           | $5133.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1100  | 2046-01-01      | 3.5000%  | 0.0000% | $92.38             | $86.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101  | 2045-08-01      | 3.5000%  | 0.0000% | $55.43             | $51.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ7366  | 2045-11-01      | 4.0000%  | 0.0000% | $48.18             | $46.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336  | 2045-11-01      | 3.5000%  | 0.0000% | $170.19            | $158.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3158  | 2049-02-01      | 4.0000%  | 0.0000% | $18379.55          | $17544.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1119 C      | 2054-06-20      | 7.0000%  | 0.0000% | $804.67            | $844.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6931 M      | 2050-10-20      | 2.5000%  | 0.0000% | $452.01            | $387.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9479 C      | 2048-03-20      | 4.0000%  | 0.0000% | $91.27             | $85.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6288  | 2043-06-01      | 3.5000%  | 0.0000% | $43708.67          | $41121.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  | 0.0000% | $191.38            | $193.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DS6407 C      | 2066-05-20      | 6.0000%  | 0.0000% | $562.56            | $578.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7551 C      | 2056-02-20      | 5.0000%  | 0.0000% | $828.46            | $829.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  | 0.0000% | $552.29            | $582.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8877 M      | 2053-05-20      | 4.5000%  | 0.0000% | $856.02            | $831.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  | 0.0000% | $24820.67          | $24334.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9933  | 2045-07-01      | 3.5000%  | 0.0000% | $127.57            | $118.92            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AD6340 X      | 2047-08-15      | 2.5000%  | 0.0000% | $451.36            | $391.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9589  | 2045-12-01      | 4.5000%  | 0.0000% | $9035.27           | $8887.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840  | 2045-07-01      | 3.5000%  | 0.0000% | $285.42            | $265.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  | 0.0000% | $394.04            | $354.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  | 0.0000% | $120269.90         | $111102.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBU8868  | 2037-03-01      | 2.0000%  | 0.0000% | $330.88            | $303.88            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8595 X      | 2049-12-15      | 3.0000%  | 0.0000% | $540.67            | $481.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M      | 2047-06-20      | 3.0000%  | 0.0000% | $75.24             | $67.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4365  | 2055-11-01      | 6.5000%  | 0.0000% | $2111757.42        | $2215165.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3677  | 2055-12-01      | 5.5000%  | 0.0000% | $4649987.49        | $4700378.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3735 C      | 2055-12-20      | 6.5000%  | 0.0000% | $522.98            | $560.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6988 C      | 2056-01-20      | 6.0000%  | 0.0000% | $760.37            | $775.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4125 M      | 2046-12-20      | 2.5000%  | 0.0000% | $48.08             | $41.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI7974  | 2038-08-01      | 6.5000%  | 0.0000% | $817.06            | $865.58            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2666 X      | 2047-06-15      | 5.0000%  | 0.0000% | $613.51            | $612.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO7682 C      | 2045-08-20      | 4.0000%  | 0.0000% | $227.00            | $214.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M      | 2053-12-20      | 7.5000%  | 0.0000% | $173.49            | $180.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9108 M      | 2053-08-20      | 6.5000%  | 0.0000% | $493.54            | $518.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9106 M      | 2053-08-20      | 5.5000%  | 0.0000% | $883.57            | $897.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9104 M      | 2053-08-20      | 4.5000%  | 0.0000% | $1104.18           | $1069.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9103 M      | 2053-08-20      | 4.0000%  | 0.0000% | $881.42            | $829.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7606 C      | 2050-05-20      | 3.5000%  | 0.0000% | $740.56            | $676.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M      | 2054-03-20      | 4.5000%  | 0.0000% | $1188.26           | $1147.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  | 0.0000% | $19657.87          | $18341.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038  | 2055-10-01      | 5.5000%  | 0.0000% | $4976983.39        | $5079951.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6682 C      | 2055-10-20      | 5.0000%  | 0.0000% | $781.66            | $783.23            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 552509 X      | 2032-04-15      | 6.0000%  | 0.0000% | $0.94              | $0.94              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  | 0.0000% | $89.12             | $90.17             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586343 X      | 2035-01-15      | 6.0000%  | 0.0000% | $68.32             | $71.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003819 M      | 2036-02-20      | 5.5000%  | 0.0000% | $135.00            | $139.47            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782090 X      | 2036-05-15      | 6.5000%  | 0.0000% | $598.56            | $618.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394  | 2037-07-01      | 6.0000%  | 0.0000% | $59.35             | $61.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004041 M      | 2037-10-20      | 7.0000%  | 0.0000% | $281.33            | $299.81            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617740 X      | 2037-10-15      | 6.0000%  | 0.0000% | $0.83              | $0.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  | 0.0000% | $29170.18          | $30667.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696186 X      | 2038-08-15      | 6.0000%  | 0.0000% | $1.87              | $1.96              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR0523 C      | 2066-04-20      | 6.0000%  | 0.0000% | $874.55            | $899.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5285 C      | 2055-12-20      | 6.0000%  | 0.0000% | $572.88            | $603.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3736 C      | 2055-12-20      | 6.5000%  | 0.0000% | $523.03            | $551.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4126 M      | 2046-12-20      | 3.0000%  | 0.0000% | $188.64            | $170.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3939 M      | 2046-09-20      | 4.5000%  | 0.0000% | $163.47            | $161.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3938 M      | 2046-09-20      | 4.0000%  | 0.0000% | $89.29             | $85.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5100  | 2044-12-01      | 3.0000%  | 0.0000% | $49.44             | $44.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483  | 2037-06-01      | 2.5000%  | 0.0000% | $14990.65          | $14175.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  | 0.0000% | $106653.61         | $104915.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800  | 2046-08-01      | 3.0000%  | 0.0000% | $694129.92         | $623143.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  | 0.0000% | $22638.48          | $21092.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  | 0.0000% | $17024.86          | $15875.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6573  | 2046-01-01      | 3.5000%  | 0.0000% | $67072.99          | $62493.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9014 M      | 2053-07-20      | 4.0000%  | 0.0000% | $1055.00           | $992.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  | 0.0000% | $950.64            | $865.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M      | 2052-07-20      | 2.5000%  | 0.0000% | $911.56            | $781.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8876 M      | 2053-05-20      | 4.0000%  | 0.0000% | $1044.72           | $984.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M      | 2052-03-20      | 4.0000%  | 0.0000% | $865.45            | $815.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M      | 2052-03-20      | 2.0000%  | 0.0000% | $72110643.45       | $59224151.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7830 M      | 2052-01-20      | 4.0000%  | 0.0000% | $165.14            | $155.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  | 0.0000% | $34279478.68       | $29379379.54       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M      | 2051-11-20      | 2.5000%  | 0.0000% | $33983894.69       | $29126217.89       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M      | 2051-10-20      | 3.0000%  | 0.0000% | $1140.18           | $1016.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7474 M      | 2051-07-20      | 3.5000%  | 0.0000% | $459.58            | $421.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7470 M      | 2051-07-20      | 1.5000%  | 0.0000% | $955.30            | $749.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  | 0.0000% | $3264.99           | $3292.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  | 0.0000% | $2.58              | $2.74              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3430  | 2042-08-01      | 3.0000%  | 0.0000% | $5141.25           | $4702.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3152  | 2042-05-01      | 3.0000%  | 0.0000% | $3728.23           | $3410.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  | 0.0000% | $1829.42           | $1725.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3084  | 2042-05-01      | 3.5000%  | 0.0000% | $1148.22           | $1083.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3530  | 2042-08-01      | 3.0000%  | 0.0000% | $1090.87           | $997.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  | 0.0000% | $28425.26          | $28112.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4686  | 2027-11-01      | 2.5000%  | 0.0000% | $16.68             | $16.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9756  | 2040-02-01      | 4.5000%  | 0.0000% | $69317.69          | $68814.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9650  | 2040-01-01      | 5.5000%  | 0.0000% | $92031.78          | $94869.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI9252  | 2039-09-01      | 6.0000%  | 0.0000% | $7171.98           | $7520.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8303  | 2038-11-01      | 5.5000%  | 0.0000% | $2304.25           | $2373.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8245  | 2038-10-01      | 5.5000%  | 0.0000% | $3229.37           | $3316.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  | 0.0000% | $19871.42          | $20408.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6804  | 2037-11-01      | 6.5000%  | 0.0000% | $224.91            | $238.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6469  | 2037-09-01      | 6.5000%  | 0.0000% | $3.71              | $3.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  | 0.0000% | $22699.15          | $23865.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841  | 2045-07-01      | 4.0000%  | 0.0000% | $11097.59          | $10619.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  | 0.0000% | $5603.30           | $5107.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650  | 2043-07-01      | 3.5000%  | 0.0000% | $176630.32         | $165610.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0495  | 2048-08-01      | 4.5000%  | 0.0000% | $412602.75         | $404241.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9444  | 2043-12-01      | 3.5000%  | 0.0000% | $105352.00         | $98984.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  | 0.0000% | $11346.87          | $10583.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  | 0.0000% | $124.00            | $114.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1201  | 2036-12-01      | 5.5000%  | 0.0000% | $11484.34          | $11867.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  | 0.0000% | $404439.83         | $362901.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004472 M      | 2039-06-20      | 6.5000%  | 0.0000% | $5.09              | $5.44              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782745 X      | 2038-11-15      | 6.0000%  | 0.0000% | $4.66              | $4.94              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  | 0.0000% | $2.85              | $2.91              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  | 0.0000% | $6.30              | $6.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278  | 2041-12-01      | 3.5000%  | 0.0000% | $185055.23         | $174525.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308  | 2039-05-01      | 6.5000%  | 0.0000% | $243.97            | $257.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M      | 2042-03-20      | 6.0000%  | 0.0000% | $187.33            | $197.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB3857  | 2026-11-01      | 2.5000%  | 0.0000% | $9.85              | $9.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134  | 2042-06-01      | 3.5000%  | 0.0000% | $323729.41         | $304872.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M      | 2044-12-20      | 3.5000%  | 0.0000% | $215.05            | $199.81            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X      | 2040-12-15      | 5.5000%  | 0.0000% | $34.74             | $36.22             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781057 X      | 2029-06-15      | 5.5000%  | 0.0000% | $518.52            | $521.45            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780941 X      | 2028-12-15      | 6.0000%  | 0.0000% | $222.90            | $227.07            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 325576 X      | 2028-06-15      | 7.0000%  | 0.0000% | $5.25              | $5.31              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 540218 X      | 2033-02-15      | 6.0000%  | 0.0000% | $168.54            | $176.43            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 748616 X      | 2038-11-15      | 6.5000%  | 0.0000% | $3.93              | $4.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727437 X      | 2040-03-15      | 4.5000%  | 0.0000% | $573.71            | $563.63            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 462680 X      | 2028-04-15      | 7.0000%  | 0.0000% | $1.82              | $1.84              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M      | 2041-01-20      | 4.0000%  | 0.0000% | $64.46             | $62.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004290 M      | 2038-11-20      | 5.5000%  | 0.0000% | $46.68             | $48.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  | 0.0000% | $29425.35          | $31662.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  | 0.0000% | $39.47             | $40.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M      | 2036-01-20      | 5.5000%  | 0.0000% | $176.16            | $181.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570518 X      | 2032-01-15      | 6.0000%  | 0.0000% | $21.50             | $22.04             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 600467 X      | 2035-08-15      | 6.0000%  | 0.0000% | $151.56            | $153.89            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595821 X      | 2035-08-15      | 6.0000%  | 0.0000% | $102.42            | $107.37            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3765 X      | 2047-03-15      | 4.5000%  | 0.0000% | $25.08             | $24.55             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DS2329 C      | 2066-05-20      | 6.0000%  | 0.0000% | $308.07            | $316.77            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7186 X      | 2049-10-15      | 3.5000%  | 0.0000% | $88.97             | $80.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5399 C      | 2065-12-20      | 7.0000%  | 0.0000% | $786.49            | $826.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9345 C      | 2066-03-20      | 6.0000%  | 0.0000% | $509.18            | $523.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0801 M      | 2055-12-20      | 5.5000%  | 0.0000% | $259.99            | $260.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8099 M      | 2052-06-20      | 3.5000%  | 0.0000% | $757.83            | $689.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4568  | 2044-05-01      | 5.0000%  | 0.0000% | $6723.07           | $6748.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6153 M      | 2049-09-20      | 3.0000%  | 0.0000% | $197.40            | $176.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9851 M      | 2054-08-20      | 5.5000%  | 0.0000% | $661.92            | $669.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  | 0.0000% | $109557.49         | $101936.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTZA2056  | 2028-03-01      | 5.5000%  | 0.0000% | $11.06             | $11.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  | 0.0000% | $1043.42           | $1096.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4209  | 2055-12-01      | 5.5000%  | 0.0000% | $1494303.77        | $1521275.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M      | 2051-05-20      | 2.5000%  | 0.0000% | $608.04            | $521.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M      | 2051-04-20      | 2.5000%  | 0.0000% | $587.37            | $503.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M      | 2051-03-20      | 2.5000%  | 0.0000% | $838.67            | $718.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  | 0.0000% | $566.94            | $533.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8096 M      | 2052-06-20      | 2.0000%  | 0.0000% | $196.97            | $161.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M      | 2052-05-20      | 4.0000%  | 0.0000% | $576.00            | $543.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M      | 2054-11-20      | 5.5000%  | 0.0000% | $817.74            | $827.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9954 C      | 2066-04-20      | 6.0000%  | 0.0000% | $1081.23           | $1112.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ7997 C      | 2066-02-20      | 6.0000%  | 0.0000% | $289.69            | $298.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3344 C      | 2053-02-20      | 6.5000%  | 0.0000% | $262.08            | $268.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2236 C      | 2056-02-20      | 5.0000%  | 0.0000% | $1045.61           | $1028.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C      | 2056-02-20      | 6.5000%  | 0.0000% | $796.00            | $815.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9347 C      | 2066-03-20      | 6.5000%  | 0.0000% | $1057.92           | $1107.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8860 C      | 2056-01-20      | 6.0000%  | 0.0000% | $1046.51           | $1069.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8732 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1304.76           | $1303.12           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DP6813        | 2068-03-15      | 5.3100%  | 0.0000% | $823.35            | $820.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP6706 C      | 2066-01-20      | 6.5000%  | 0.0000% | $414.13            | $433.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1316.55           | $1310.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP5165 C      | 2065-10-20      | 6.0000%  | 0.0000% | $1244.92           | $1278.41           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4142 C      | 2056-01-20      | 6.5000%  | 0.0000% | $522.66            | $538.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3832 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1306.52           | $1308.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3748 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1305.18           | $1307.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2893 C      | 2055-12-20      | 5.0000%  | 0.0000% | $1044.71           | $1046.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  | 0.0000% | $16.72             | $17.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0808  | 2040-05-01      | 6.5000%  | 0.0000% | $2888.90           | $3047.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  | 0.0000% | $6047.42           | $5693.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  | 0.0000% | $61391.10          | $60087.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647  | 2046-01-01      | 3.5000%  | 0.0000% | $5774.33           | $5380.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4638  | 2045-11-01      | 3.5000%  | 0.0000% | $105966.67         | $98723.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  | 0.0000% | $393.90            | $406.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ7172 X      | 2049-10-15      | 3.5000%  | 0.0000% | $132.88            | $120.40            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ1140 X      | 2049-11-15      | 3.0000%  | 0.0000% | $88.35             | $78.34             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X      | 2049-02-15      | 4.5000%  | 0.0000% | $53.58             | $52.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BG7731 C      | 2048-04-20      | 4.5000%  | 0.0000% | $47.86             | $46.65             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF1065 C      | 2048-01-20      | 4.0000%  | 0.0000% | $51.85             | $47.98             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE6271 X      | 2048-03-15      | 3.5000%  | 0.0000% | $316.94            | $289.25            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7509 X      | 2047-11-15      | 4.5000%  | 0.0000% | $507.86            | $496.54            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4792 X      | 2047-11-15      | 3.5000%  | 0.0000% | $190.02            | $174.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3617  | 2049-03-01      | 5.0000%  | 0.0000% | $179.61            | $179.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  | 0.0000% | $268473.90         | $247863.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  | 0.0000% | $1647.24           | $1475.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5140 M      | 2048-04-20      | 5.5000%  | 0.0000% | $124.43            | $128.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8416  | 2053-01-01      | 5.5000%  | 0.0000% | $4962821.86        | $5025243.13        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X      | 2047-03-15      | 5.0000%  | 0.0000% | $24.49             | $24.70             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6259 X      | 2050-01-15      | 3.5000%  | 0.0000% | $33.38             | $30.47             | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DC      | 2058-11-16      | 4.5000%  | 0.0000% | $1770115.68        | $1736899.46        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-031 CA      | 2065-10-16      | 3.0000%  | 0.0000% | $28156644.15       | $25120635.21       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  | 0.0000% | $154489.09         | $139892.67         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  | 0.0000% | $2914724.79        | $2347246.98        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  | 0.0000% | $1503636.87        | $1070427.56        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  | 0.0000% | $472736.84         | $299051.17         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2011-103 BC      | 2051-07-16      | 3.7369%  | 0.0000% | $148997.23         | $145742.45         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0575%  | 0.0000% | $906128.39         | $865746.79         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 HB      | 2067-01-16      | 4.5000%  | 0.0000% | $230789.60         | $193529.08         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2637% | 0.0000% | $185143.18         | $172717.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6089 M      | 2049-08-20      | 3.0000%  | 0.0000% | $37.43             | $33.47             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  | 0.0000% | $407.54            | $387.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  | 0.0000% | $38596.92          | $36762.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ6604 C      | 2066-03-20      | 5.5000%  | 0.0000% | $1048.62           | $1058.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9935  | 2045-08-01      | 3.0000%  | 0.0000% | $41.55             | $37.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688  | 2046-11-01      | 3.0000%  | 0.0000% | $270243.09         | $242691.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1702  | 2055-12-01      | 5.5000%  | 0.0000% | $4641727.93        | $4692024.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ1792 C      | 2065-12-20      | 7.0000%  | 0.0000% | $974.36            | $1024.41           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6754        | 2060-12-15      | 5.2500%  | 0.0000% | $557.18            | $567.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760  | 2046-02-01      | 3.5000%  | 0.0000% | $41345.76          | $38501.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9171 M      | 2053-09-20      | 5.5000%  | 0.0000% | $857.68            | $870.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M      | 2051-06-20      | 3.0000%  | 0.0000% | $558.55            | $497.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI7779  | 2037-10-01      | 6.0000%  | 0.0000% | $10793.90          | $11065.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9487 M      | 2054-02-20      | 5.0000%  | 0.0000% | $1050.47           | $1044.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2826  | 2035-02-01      | 5.5000%  | 0.0000% | $3590.67           | $3677.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0027 M      | 2054-11-20      | 6.0000%  | 0.0000% | $608.93            | $624.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  | 0.0000% | $886.15            | $895.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  | 0.0000% | $1187.64           | $1221.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3852 C      | 2055-12-20      | 6.0000%  | 0.0000% | $522.58            | $542.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL9406  | 2045-04-01      | 3.5000%  | 0.0000% | $384.55            | $358.80            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4784 X      | 2047-11-15      | 3.5000%  | 0.0000% | $113.88            | $105.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA5303  | 2056-02-01      | 5.5000%  | 0.0000% | $4049283.29        | $4113329.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0947  | 2036-06-01      | 2.5000%  | 0.0000% | $1078.65           | $1020.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059  | 2038-10-01      | 2.5000%  | 0.0000% | $351.89            | $331.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  | 0.0000% | $2084.61           | $1996.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  | 0.0000% | $190945.49         | $169149.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  | 0.0000% | $847.01            | $760.02            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP9661 X      | 2047-05-15      | 5.0000%  | 0.0000% | $1279.28           | $1275.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8464  | 2044-09-01      | 3.5000%  | 0.0000% | $51196.17          | $47767.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  | 0.0000% | $11454061.96       | $11605115.58       | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M      | 2055-11-20      | 6.0000%  | 0.0000% | $955.43            | $965.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M      | 2051-03-20      | 2.0000%  | 0.0000% | $772.25            | $634.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0636 C      | 2055-12-20      | 5.0000%  | 0.0000% | $1244.07           | $1247.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  | 0.0000% | $7819.72           | $8002.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771  | 2039-09-01      | 3.0000%  | 0.0000% | $935.14            | $876.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4526  | 2043-08-01      | 3.5000%  | 0.0000% | $14795.89          | $13866.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0487 M      | 2055-07-20      | 6.5000%  | 0.0000% | $1119.68           | $1170.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2675  | 2053-09-01      | 5.5000%  | 0.0000% | $2803162.95        | $2851261.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1055.77           | $1055.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9221 C      | 2056-03-20      | 5.0000%  | 0.0000% | $397.02            | $396.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3158 C      | 2056-01-20      | 6.5000%  | 0.0000% | $523.23            | $538.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7608 C      | 2050-05-20      | 3.5000%  | 0.0000% | $744.69            | $678.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6689  | 2037-11-01      | 6.5000%  | 0.0000% | $1351.53           | $1422.34           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF5002        | 2068-01-15      | 5.1000%  | 0.0000% | $1050.53           | $1037.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZA0740  | 2031-03-01      | 6.5000%  | 0.0000% | $0.21              | $0.22              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M      | 2049-12-20      | 3.0000%  | 0.0000% | $237.87            | $212.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6251  | 2037-06-01      | 6.0000%  | 0.0000% | $4337.74           | $4516.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8042 M      | 2052-05-20      | 2.5000%  | 0.0000% | $387.08            | $331.71            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7596        | 2064-12-15      | 4.3900%  | 0.0000% | $1301.31           | $1255.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M      | 2055-03-20      | 5.5000%  | 0.0000% | $604.38            | $610.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4961 M      | 2048-01-20      | 3.0000%  | 0.0000% | $161.73            | $144.59            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  | 0.0000% | $113.01            | $110.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1475  | 2046-11-01      | 3.5000%  | 0.0000% | $15690.34          | $14611.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9909 M      | 2054-09-20      | 7.0000%  | 0.0000% | $97.50             | $101.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT2077  | 2046-08-01      | 3.5000%  | 0.0000% | $24809.05          | $23246.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  | 0.0000% | $12221.09          | $11354.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549  | 2046-03-01      | 3.5000%  | 0.0000% | $25.66             | $23.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  | 0.0000% | $42360.32          | $40438.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  | 0.0000% | $11712.05          | $11022.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  | 0.0000% | $407416.12         | $404454.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  | 0.0000% | $59673.80          | $62748.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069  | 2038-10-01      | 6.0000%  | 0.0000% | $142.06            | $149.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726  | 2038-07-01      | 6.0000%  | 0.0000% | $289.07            | $300.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851  | 2037-12-01      | 6.0000%  | 0.0000% | $241.00            | $253.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  | 0.0000% | $2745.43           | $2919.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  | 0.0000% | $5229.28           | $5489.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL890248  | 2037-08-01      | 6.0000%  | 0.0000% | $172.61            | $177.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2413  | 2056-04-01      | 6.5000%  | 0.0000% | $4402965.51        | $4667449.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7518  | 2053-03-01      | 6.0000%  | 0.0000% | $3946950.89        | $4098563.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5741  | 2053-07-01      | 6.5000%  | 0.0000% | $936539.34         | $987993.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957  | 2050-03-01      | 5.0000%  | 0.0000% | $29322.11          | $29536.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1012 M      | 2043-05-20      | 3.5000%  | 0.0000% | $26.27             | $24.73             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779942 X      | 2026-11-15      | 3.0000%  | 0.0000% | $2.57              | $2.57              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 765903 X      | 2041-03-15      | 4.5000%  | 0.0000% | $11.75             | $11.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTB3731  | 2056-05-01      | 5.5000%  | 0.0000% | $719085.26         | $727169.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9862  | 2056-04-01      | 5.0000%  | 0.0000% | $2611876.45        | $2578927.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341  | 2056-03-01      | 5.5000%  | 0.0000% | $1431098.99        | $1453850.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3675  | 2055-12-01      | 6.5000%  | 0.0000% | $3040867.42        | $3200657.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3246  | 2055-11-01      | 6.0000%  | 0.0000% | $2099452.79        | $2179737.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3010  | 2055-10-01      | 6.5000%  | 0.0000% | $2966306.67        | $3143506.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6308  | 2055-10-01      | 6.5000%  | 0.0000% | $602006.56         | $631475.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0801  | 2039-09-01      | 6.0000%  | 0.0000% | $25.08             | $25.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4907  | 2037-12-01      | 2.5000%  | 0.0000% | $1132.44           | $1069.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4751  | 2037-08-01      | 2.0000%  | 0.0000% | $176.47            | $162.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  | 0.0000% | $149455.03         | $131059.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  | 0.0000% | $154.15            | $136.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6997 M      | 2050-11-20      | 3.5000%  | 0.0000% | $420.65            | $385.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6823 M      | 2050-08-20      | 4.5000%  | 0.0000% | $290.33            | $284.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6767 M      | 2050-07-20      | 3.5000%  | 0.0000% | $335.48            | $307.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M      | 2050-07-20      | 3.0000%  | 0.0000% | $75.23             | $67.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6711 M      | 2050-06-20      | 3.5000%  | 0.0000% | $304.28            | $279.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3421  | 2042-01-01      | 4.0000%  | 0.0000% | $98.14             | $94.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2746  | 2039-04-01      | 6.5000%  | 0.0000% | $1628.20           | $1706.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2375  | 2038-09-01      | 5.5000%  | 0.0000% | $13186.31          | $13570.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1954  | 2038-02-01      | 6.0000%  | 0.0000% | $8828.66           | $9282.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1579  | 2037-09-01      | 5.5000%  | 0.0000% | $4748.33           | $4831.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5765 M      | 2049-02-20      | 5.0000%  | 0.0000% | $236.97            | $239.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3937 M      | 2046-09-20      | 3.5000%  | 0.0000% | $128.90            | $119.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9370  | 2043-12-01      | 4.5000%  | 0.0000% | $10165.36          | $9985.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  | 0.0000% | $41334.99          | $40407.76          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4513 X      | 2047-05-15      | 5.0000%  | 0.0000% | $171.51            | $173.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  | 0.0000% | $269096.86         | $284587.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237  | 2047-08-01      | 4.0000%  | 0.0000% | $84.88             | $80.83             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7051 M      | 2050-12-20      | 2.0000%  | 0.0000% | $294.24            | $241.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  | 0.0000% | $153.53            | $156.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1963  | 2041-04-01      | 5.5000%  | 0.0000% | $24492.81          | $25040.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5962  | 2041-02-01      | 5.0000%  | 0.0000% | $41297.12          | $41641.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  | 0.0000% | $2.28              | $2.32              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M      | 2053-03-20      | 5.0000%  | 0.0000% | $758.24            | $755.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M      | 2052-09-20      | 4.5000%  | 0.0000% | $381.84            | $370.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8264 M      | 2052-09-20      | 2.5000%  | 0.0000% | $907.53            | $778.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M      | 2052-04-20      | 3.0000%  | 0.0000% | $275.31            | $245.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M      | 2035-12-20      | 2.5000%  | 0.0000% | $435.01            | $408.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9552 C      | 2055-12-20      | 6.0000%  | 0.0000% | $261.46            | $267.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6394 C      | 2056-02-20      | 5.0000%  | 0.0000% | $1053.16           | $1052.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0995 M      | 2056-03-20      | 4.5000%  | 0.0000% | $1274.73           | $1229.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0733 M      | 2055-11-20      | 5.5000%  | 0.0000% | $758.10            | $760.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M      | 2055-10-20      | 6.0000%  | 0.0000% | $333.70            | $341.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M      | 2055-09-20      | 4.0000%  | 0.0000% | $1290.16           | $1203.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  | 0.0000% | $950.54            | $960.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0426 M      | 2055-06-20      | 6.5000%  | 0.0000% | $758.23            | $792.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  | 0.0000% | $996.60            | $1007.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M      | 2055-03-20      | 6.0000%  | 0.0000% | $571.13            | $586.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0145 M      | 2055-01-20      | 4.5000%  | 0.0000% | $1006.53           | $970.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  | 0.0000% | $614.72            | $621.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BX4938 C      | 2050-08-20      | 3.5000%  | 0.0000% | $969.08            | $883.51            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT3502 X      | 2050-02-15      | 3.5000%  | 0.0000% | $60.05             | $54.40             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7607 C      | 2050-05-20      | 3.5000%  | 0.0000% | $537.31            | $489.87            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BS5065 X      | 2050-02-15      | 3.5000%  | 0.0000% | $142.37            | $128.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8599 X      | 2050-01-15      | 3.0000%  | 0.0000% | $172.68            | $153.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  | 0.0000% | $615.37            | $567.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9523 C      | 2048-04-20      | 4.0000%  | 0.0000% | $235.10            | $220.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722  | 2045-09-01      | 3.5000%  | 0.0000% | $20532.86          | $19157.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447  | 2028-02-01      | 2.5000%  | 0.0000% | $16.07             | $15.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516  | 2043-09-01      | 3.0000%  | 0.0000% | $1251098.52        | $1139729.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AK1020 C      | 2044-10-20      | 3.5000%  | 0.0000% | $105.86            | $96.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6282 M      | 2049-11-20      | 2.5000%  | 0.0000% | $211.59            | $182.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3875  | 2048-04-01      | 4.0000%  | 0.0000% | $230819.89         | $219807.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M      | 2050-08-20      | 3.5000%  | 0.0000% | $148.23            | $135.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M      | 2047-03-20      | 3.0000%  | 0.0000% | $159.42            | $143.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  | 0.0000% | $3020892.71        | $2312447.05        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC3826 X      | 2047-10-15      | 3.5000%  | 0.0000% | $116.20            | $106.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9801  | 2040-03-01      | 5.0000%  | 0.0000% | $4070.45           | $4096.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  | 0.0000% | $67281374.30       | $57658149.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752  | 2047-11-01      | 3.5000%  | 0.0000% | $497.25            | $460.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  | 0.0000% | $60309.06          | $53463.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2090  | 2028-10-01      | 6.0000%  | 0.0000% | $1721.66           | $1764.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6649  | 2037-10-01      | 6.5000%  | 0.0000% | $122.54            | $130.88            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BK5550 X      | 2049-10-15      | 3.0000%  | 0.0000% | $273.83            | $244.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6994 M      | 2050-11-20      | 2.0000%  | 0.0000% | $576.68            | $473.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0724  | 2045-07-01      | 4.5000%  | 0.0000% | $627252.09         | $622696.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694  | 2054-01-01      | 5.5000%  | 0.0000% | $3208398.23        | $3253270.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4624 M      | 2032-08-20      | 3.0000%  | 0.0000% | $122.11            | $118.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2851 C      | 2054-07-20      | 7.0000%  | 0.0000% | $403.95            | $423.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100  | 2037-12-01      | 3.5000%  | 0.0000% | $13375.71          | $12821.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  | 0.0000% | $29187.92          | $25884.09          | Agency Mortgage-Backed Securities         |

### Security 151: J.P. Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HNMT6, C.4 - ISIN: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HNMT6_3.62_0605
- **C.18 - Value (incl. sponsor support):** $998500000.00
- **C.18.a - Value (excl. sponsor support):** $998500000.00
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $194355520.00      | $198598563.70      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $97428000.00       | $99479224.89       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $86268160.00       | $87874806.84       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $124948110.00      | $124047408.65      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | 0.0000% | $100697398.80      | $100198502.07      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $112523643.31      | $96605061.50       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | 0.0000% | $305463847.26      | $311666437.83      | U.S. Treasuries (including strips) |

### Security 152: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1HNQO3, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HNQO3_3.65_0605
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0171%  | 0.0000% | $5501.69           | $5352.31           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  | 0.0000% | $270268.76         | $237813.15         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  | 0.0000% | $450.61            | $476.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 DA      | 2052-04-20      | 4.5000%  | 0.0000% | $30666304.71       | $30087018.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 BL      | 2056-04-20      | 4.5000%  | 0.0000% | $400864.44         | $380821.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 AP      | 2056-04-20      | 6.0000%  | 0.0000% | $1386242.88        | $1418956.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 NP      | 2056-04-20      | 4.5000%  | 0.0000% | $3838768.94        | $3808150.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 BY      | 2056-04-20      | 4.5000%  | 0.0000% | $194377.22         | $183726.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.5751%  | 0.0000% | $24589036.86       | $24399204.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 MT      | 2056-03-20      | 4.5000%  | 0.0000% | $2758894.61        | $2673277.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 GF      | 2056-03-20      | 4.8492%  | 0.0000% | $2994524.15        | $2912191.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  | 0.0000% | $1869228.02        | $1929995.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-030 FB      | 2056-02-20      | 4.4751%  | 0.0000% | $5344434.13        | $5317614.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK      | 2056-02-20      | 4.5000%  | 0.0000% | $1962244.99        | $1896297.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GY      | 2056-01-20      | 4.5000%  | 0.0000% | $1543209.72        | $1286416.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QY      | 2055-12-20      | 4.5000%  | 0.0000% | $479248.61         | $410108.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8251%  | 0.0000% | $5461230.47        | $5498128.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  | 0.0000% | $101388.56         | $87965.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  | 0.0000% | $895.97            | $686.83            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 4.9751%  | 0.0000% | $13688580.42       | $13847529.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 UF      | 2056-03-20      | 4.7492%  | 0.0000% | $3758525.99        | $3761949.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  | 0.0000% | $45792395.70       | $46110642.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.1671%  | 0.0000% | $6261.11           | $6131.21           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 CT      | 2056-02-20      | 4.5000%  | 0.0000% | $314623.44         | $308526.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE      | 2055-08-20      | 4.7751%  | 0.0000% | $258868.84         | $262506.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  | 0.0000% | $29317.73          | $25838.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7251%  | 0.0000% | $9138885.29        | $9194735.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  | 0.0000% | $1329016.05        | $1336684.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DQ2001 C      | 2056-02-20      | 6.0000%  | 0.0000% | $1377.20           | $1408.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4277 C      | 2056-01-20      | 6.5000%  | 0.0000% | $2956806.31        | $3043797.20        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9974        | 2059-11-15      | 4.9800%  | 0.0000% | $8399.75           | $8440.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3655  | 2056-05-01      | 5.0000%  | 0.0000% | $6375747.22        | $6292530.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0694  | 2054-01-01      | 5.5000%  | 0.0000% | $2044444.11        | $2073037.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9770  | 2055-12-01      | 5.5000%  | 0.0000% | $1146690.44        | $1165696.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2929  | 2047-03-01      | 3.5000%  | 0.0000% | $37798.39          | $34896.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1262  | 2055-10-01      | 6.5000%  | 0.0000% | $6799605.20        | $7202145.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4693  | 2053-09-01      | 5.5000%  | 0.0000% | $6161377.45        | $6291128.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  | 0.0000% | $2129831.86        | $1717327.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  | 0.0000% | $399752.07         | $380719.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396  | 2049-02-01      | 4.0000%  | 0.0000% | $46055.56          | $43773.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800  | 2046-08-01      | 3.0000%  | 0.0000% | $3500604.96        | $3142609.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4612  | 2031-07-01      | 4.5000%  | 0.0000% | $13116.02          | $13062.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAI2335  | 2041-05-01      | 6.0000%  | 0.0000% | $48381.64          | $50181.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5902  | 2050-01-01      | 3.0000%  | 0.0000% | $58090.93          | $51586.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4288  | 2049-03-01      | 3.0000%  | 0.0000% | $7440.66           | $6612.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG9907  | 2056-05-01      | 5.5000%  | 0.0000% | $7403949.72        | $7466763.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7987 M      | 2052-04-20      | 2.5000%  | 0.0000% | $3208111.08        | $2749237.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3690  | 2055-11-01      | 5.5000%  | 0.0000% | $7565744.48        | $7685024.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3082  | 2055-10-01      | 6.5000%  | 0.0000% | $6451472.61        | $6838983.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788582 C      | 2056-04-20      | 5.0000%  | 0.0000% | $3561010.71        | $3535413.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345  | 2049-11-01      | 3.0000%  | 0.0000% | $5395.60           | $4829.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC2410  | 2056-04-01      | 6.5000%  | 0.0000% | $6794026.97        | $7221551.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2449  | 2038-11-01      | 6.5000%  | 0.0000% | $2031.74           | $2159.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3205  | 2055-04-01      | 6.0000%  | 0.0000% | $8060003.78        | $8372511.62        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0575%  | 0.0000% | $1486189.52        | $1419957.51        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-055 KL      | 2067-01-16      | 4.5000%  | 0.0000% | $5126776.93        | $4911431.79        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DA      | 2058-11-16      | 4.5000%  | 0.0000% | $6232932.03        | $6115796.54        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  | 0.0000% | $1231455.58        | $1172239.95        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-076 KG      | 2067-04-16      | 4.5000%  | 0.0000% | $4088645.51        | $3935468.49        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-031 CD      | 2054-07-16      | 4.2500%  | 0.0000% | $33208.12          | $32605.31          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  | 0.0000% | $272492.82         | $266256.82         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  | 0.0000% | $6758871.25        | $5663257.47        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-221 JA      | 2067-09-16      | 4.7500%  | 0.0000% | $345910.48         | $335825.26         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-029 AB      | 2045-10-16      | 1.7670%  | 0.0000% | $2699.31           | $2649.36           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DG      | 2058-11-16      | 4.0000%  | 0.0000% | $277204.58         | $266705.21         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-076 KL      | 2067-04-16      | 4.0000%  | 0.0000% | $693883.45         | $663796.74         | Agency Mortgage-Backed Securities         |

### Security 153: Societe Generale

- **C.1 - Title:** SG Americas Securities LLC 3.640000%
- **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: ARP1I96J6, C.4 - ISIN: N/A, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1I96J6_3.64_0605
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 BOND 45 | 2045-11-15      | 4.6250%  | 0.0000% | $106676320.00      | $102030940.79      | U.S. Treasuries (including strips) |

### Security 154: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.630000%
- **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: ARP1I9AE2, C.4 - ISIN: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I9AE2_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL042FC R26F042  | 2056-02-25      | 4.4719%  | 0.0000% | $19406392.69       | $19530280.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA5399 M      | 2048-08-20      | 4.5000%  | 0.0000% | $7270917.43        | $7126807.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4321 M      | 2047-03-20      | 3.5000%  | 0.0000% | $183738.04         | $170094.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788544 C      | 2056-03-20      | 5.0000%  | 0.0000% | $17946337.43       | $17869327.71       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788473 M      | 2046-08-20      | 4.0000%  | 0.0000% | $12511459.48       | $12058733.71       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788419 C      | 2056-01-20      | 6.5000%  | 0.0000% | $8270109.81        | $8744537.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4817 C      | 2055-11-20      | 5.0000%  | 0.0000% | $297706.35         | $296474.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6810 C      | 2055-01-20      | 6.5000%  | 0.0000% | $183575.58         | $193737.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9453 C      | 2056-04-20      | 4.5000%  | 0.0000% | $1650417.60        | $1606338.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1958 C      | 2056-02-20      | 5.0000%  | 0.0000% | $1437527.80        | $1431360.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1068 M      | 2056-04-20      | 4.0000%  | 0.0000% | $12694151.85       | $11842007.54       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-10-25      | 4.6100%  | 0.0000% | $509424.24         | $512952.80         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-05-25      | 5.0000%  | 0.0000% | $2745803.20        | $2823882.55        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-03-25      | 3.7010%  | 0.0000% | $512195.17         | $511060.43         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-07-25      | 3.1940%  | 0.0000% | $2433105.02        | $2412416.87        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-04-25      | 3.2430%  | 0.0000% | $931375.57         | $926381.84         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.1170%  | 0.0000% | $950054.81         | $942866.06         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIS K- | 2030-06-25      | 1.3660%  | 0.0000% | $171232.88         | $152347.51         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 1.6210%  | 0.0000% | $1023972.60        | $910228.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003240 M      | 2032-05-20      | 7.0000%  | 0.0000% | $185.66            | $195.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003598 M      | 2034-08-20      | 6.0000%  | 0.0000% | $393.30            | $410.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004367 M      | 2039-02-20      | 4.0000%  | 0.0000% | $166.28            | $160.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0220 M      | 2042-07-20      | 3.5000%  | 0.0000% | $101345.48         | $95531.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0792 C      | 2056-03-20      | 6.0000%  | 0.0000% | $2670816.43        | $2805761.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6949 C      | 2056-01-20      | 6.5000%  | 0.0000% | $255303.60         | $269437.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6786 C      | 2056-01-20      | 6.5000%  | 0.0000% | $536252.42         | $565936.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1144 M      | 2056-05-20      | 6.0000%  | 0.0000% | $151405854.11      | $155179746.01      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M      | 2056-04-20      | 5.0000%  | 0.0000% | $36007477.82       | $35720350.19       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0530 M      | 2040-09-20      | 6.0000%  | 0.0000% | $57215.74          | $58612.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0235 M      | 2040-03-20      | 6.0000%  | 0.0000% | $193977.94         | $200712.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M      | 2055-02-20      | 4.5000%  | 0.0000% | $1094720.79        | $1055923.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  | 0.0000% | $31595631.50       | $31343684.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  | 0.0000% | $2065639.86        | $2115183.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0783 M      | 2040-12-20      | 4.0000%  | 0.0000% | $85071.69          | $82739.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7337 C      | 2056-05-20      | 5.5000%  | 0.0000% | $315494.75         | $320601.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4970 C      | 2056-05-20      | 5.0000%  | 0.0000% | $5063092.24        | $5057537.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4957 C      | 2056-04-20      | 5.0000%  | 0.0000% | $529594.51         | $532281.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4457 C      | 2056-03-20      | 6.5000%  | 0.0000% | $943752.48         | $1015922.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1309 C      | 2056-05-20      | 5.0000%  | 0.0000% | $251253.42         | $252644.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2396 C      | 2054-12-20      | 6.0000%  | 0.0000% | $1221403.35        | $1277180.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2859 C      | 2053-10-20      | 7.0000%  | 0.0000% | $1797677.67        | $1911439.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX6873 C      | 2053-12-20      | 6.5000%  | 0.0000% | $51795.13          | $54280.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9907 M      | 2054-09-20      | 6.0000%  | 0.0000% | $10166931.62       | $10434084.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ9743 C      | 2052-02-20      | 2.5000%  | 0.0000% | $191606.78         | $164616.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY5698 C      | 2050-10-20      | 2.0000%  | 0.0000% | $273682.32         | $222546.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788333 C      | 2054-01-20      | 7.0000%  | 0.0000% | $6807535.27        | $7212933.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788358 M      | 2044-12-20      | 3.5000%  | 0.0000% | $6494611.40        | $6116977.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7880 M      | 2052-02-20      | 2.0000%  | 0.0000% | $5202279.28        | $4272608.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788201 M      | 2049-05-20      | 3.0000%  | 0.0000% | $15220049.28       | $13690058.89       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786267 M      | 2048-05-20      | 4.0000%  | 0.0000% | $8446456.05        | $8019193.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786395 C      | 2052-10-20      | 5.0000%  | 0.0000% | $79157.01          | $78816.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785221 C      | 2050-12-20      | 2.0000%  | 0.0000% | $98462.43          | $80187.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785396 C      | 2051-03-20      | 2.0000%  | 0.0000% | $151297.18         | $122368.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 780748 M      | 2028-03-20      | 7.0000%  | 0.0000% | $13590.75          | $14060.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 738755 C      | 2041-09-20      | 4.5000%  | 0.0000% | $87468.19          | $85574.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  | 0.0000% | $1608772.96        | $1452161.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3936 M      | 2046-09-20      | 3.0000%  | 0.0000% | $106239.22         | $95880.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004833 M      | 2040-10-20      | 4.0000%  | 0.0000% | $7724.05           | $7441.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004293 M      | 2038-11-20      | 7.0000%  | 0.0000% | $1909.94           | $2004.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003786 M      | 2035-11-20      | 5.5000%  | 0.0000% | $376.81            | $389.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003429 M      | 2033-08-20      | 5.5000%  | 0.0000% | $323.51            | $329.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M      | 2029-01-20      | 6.0000%  | 0.0000% | $2126.10           | $2183.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS8695 C      | 2056-05-20      | 6.5000%  | 0.0000% | $268029.22         | $282866.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS1593 C      | 2056-05-20      | 5.5000%  | 0.0000% | $2317485.62        | $2371433.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS1093 C      | 2056-05-20      | 5.5000%  | 0.0000% | $185984.25         | $188994.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR7257 C      | 2056-05-20      | 5.0000%  | 0.0000% | $1197345.43        | $1192208.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6695 C      | 2056-05-20      | 5.0000%  | 0.0000% | $597282.19         | $594719.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6287 C      | 2056-04-20      | 5.0000%  | 0.0000% | $1040098.28        | $1038861.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR4410 C      | 2056-03-20      | 5.5000%  | 0.0000% | $1037567.63        | $1075927.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2450 C      | 2056-04-20      | 5.5000%  | 0.0000% | $152779.37         | $155252.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR2004 C      | 2056-03-20      | 5.5000%  | 0.0000% | $238037.14         | $243454.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1959 C      | 2056-04-20      | 5.5000%  | 0.0000% | $468479.13         | $476062.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1338 C      | 2056-05-20      | 6.5000%  | 0.0000% | $923549.54         | $972778.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1098 C      | 2056-04-20      | 6.5000%  | 0.0000% | $436225.61         | $460374.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7804 C      | 2056-02-20      | 5.5000%  | 0.0000% | $1590028.88        | $1643051.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2551 C      | 2056-05-20      | 5.5000%  | 0.0000% | $830145.21         | $847185.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2561 C      | 2056-05-20      | 5.0000%  | 0.0000% | $245853.88         | $245561.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2659 C      | 2056-05-20      | 5.5000%  | 0.0000% | $385002.28         | $390881.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2653 C      | 2056-05-20      | 5.0000%  | 0.0000% | $366418.04         | $364846.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1267 C      | 2056-02-20      | 7.0000%  | 0.0000% | $319097.64         | $340817.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0330 C      | 2056-01-20      | 6.0000%  | 0.0000% | $462218.25         | $484002.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2328 C      | 2055-11-20      | 6.5000%  | 0.0000% | $2156418.53        | $2295308.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6693 C      | 2055-10-20      | 6.0000%  | 0.0000% | $371706.68         | $386826.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5849 C      | 2055-09-20      | 5.5000%  | 0.0000% | $2354329.07        | $2385655.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5479 C      | 2055-12-20      | 5.5000%  | 0.0000% | $236246.02         | $241405.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3580 C      | 2055-08-20      | 6.5000%  | 0.0000% | $350343.61         | $369738.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9275 C      | 2055-07-20      | 6.0000%  | 0.0000% | $617139.86         | $635603.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3274 C      | 2055-06-20      | 6.0000%  | 0.0000% | $1289646.04        | $1324546.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9915 C      | 2055-07-20      | 6.5000%  | 0.0000% | $506328.85         | $540466.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF0153 C      | 2054-10-20      | 5.0000%  | 0.0000% | $45039.52          | $44345.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE6182 C      | 2054-09-20      | 6.5000%  | 0.0000% | $757658.01         | $799595.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7706 M      | 2051-11-20      | 3.0000%  | 0.0000% | $86951907.40       | $77489221.13       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5112 M      | 2033-04-20      | 4.0000%  | 0.0000% | $6777.97           | $6733.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ4350 C      | 2051-03-20      | 2.5000%  | 0.0000% | $52976.77          | $44326.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1202 M      | 2028-08-20      | 2.5000%  | 0.0000% | $2805.00           | $2763.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6839 M      | 2035-09-20      | 2.0000%  | 0.0000% | $20823.43          | $19461.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786535 C      | 2053-02-20      | 5.5000%  | 0.0000% | $15440.61          | $15714.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3718 C      | 2054-01-20      | 7.5000%  | 0.0000% | $121703.41         | $130360.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7134 M      | 2051-01-20      | 1.5000%  | 0.0000% | $10264430.94       | $8053130.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9777 M      | 2054-07-20      | 4.5000%  | 0.0000% | $74961.51          | $72389.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787170 C      | 2053-05-20      | 5.5000%  | 0.0000% | $590506.12         | $623876.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788416 C      | 2056-01-20      | 6.5000%  | 0.0000% | $12080325.17       | $12788081.90       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4272 C      | 2056-01-20      | 6.5000%  | 0.0000% | $733686.16         | $774300.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW3710 C      | 2053-08-20      | 6.0000%  | 0.0000% | $39082.83          | $40469.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1072 M      | 2056-04-20      | 6.0000%  | 0.0000% | $22138302.58       | $22694342.96       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788326 C      | 2054-11-20      | 6.5000%  | 0.0000% | $5942319.13        | $6296312.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7260 M      | 2051-03-20      | 5.0000%  | 0.0000% | $33649.09          | $34049.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1313 C      | 2056-05-20      | 5.0000%  | 0.0000% | $2820309.36        | $2808209.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6336 C      | 2056-05-20      | 5.5000%  | 0.0000% | $3093142.69        | $3143210.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2876 C      | 2056-01-20      | 6.5000%  | 0.0000% | $314531.40         | $331944.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1309 C      | 2056-05-20      | 6.0000%  | 0.0000% | $2963138.81        | $3062112.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3802 C      | 2056-04-20      | 5.0000%  | 0.0000% | $3414019.53        | $3390482.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788573 C      | 2056-04-20      | 5.0000%  | 0.0000% | $10666759.33       | $10570170.64       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9418 M      | 2054-01-20      | 3.0000%  | 0.0000% | $135818.38         | $121583.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0658 M      | 2040-10-20      | 5.5000%  | 0.0000% | $7618.02           | $7780.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6605 M      | 2050-04-20      | 6.0000%  | 0.0000% | $2405.75           | $2532.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3296 C      | 2055-06-20      | 7.0000%  | 0.0000% | $89629.32          | $93888.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5437 M      | 2033-09-20      | 4.0000%  | 0.0000% | $5573.63           | $5534.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3946 C      | 2056-04-20      | 5.5000%  | 0.0000% | $793186.61         | $808134.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC3084 C      | 2054-07-20      | 6.5000%  | 0.0000% | $541999.08         | $572980.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3464 C      | 2055-02-20      | 7.0000%  | 0.0000% | $314557.91         | $329507.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2664 C      | 2055-11-20      | 5.5000%  | 0.0000% | $346128.94         | $351687.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4754 C      | 2056-03-20      | 5.5000%  | 0.0000% | $35189.84          | $35878.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR7222 C      | 2056-05-20      | 5.0000%  | 0.0000% | $3369249.32        | $3346021.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE1028 C      | 2047-11-20      | 4.0000%  | 0.0000% | $2507145.48        | $2360470.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9849 M      | 2054-08-20      | 4.5000%  | 0.0000% | $1922897.15        | $1855326.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3192 C      | 2056-04-20      | 5.5000%  | 0.0000% | $317410.65         | $322795.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2546 C      | 2056-05-20      | 5.5000%  | 0.0000% | $235928.54         | $239747.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1072 C      | 2056-03-20      | 5.5000%  | 0.0000% | $273077.40         | $277246.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0747 M      | 2055-11-20      | 6.0000%  | 0.0000% | $45800118.49       | $46892756.67       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7143 M      | 2051-01-20      | 6.0000%  | 0.0000% | $2843.12           | $2993.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8058 C      | 2055-09-20      | 6.0000%  | 0.0000% | $369847.73         | $381557.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784894 C      | 2048-02-20      | 3.5000%  | 0.0000% | $55795.82          | $51009.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0398 M      | 2040-06-20      | 4.5000%  | 0.0000% | $157122.83         | $156049.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1142 M      | 2056-05-20      | 5.0000%  | 0.0000% | $131366985.84      | $130319450.92      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9305 M      | 2053-11-20      | 5.5000%  | 0.0000% | $213525.49         | $217103.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786842 C      | 2053-04-20      | 4.0000%  | 0.0000% | $111853.40         | $105517.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4951 C      | 2056-04-20      | 5.0000%  | 0.0000% | $5851960.98        | $5804723.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785587 M      | 2044-12-20      | 3.5000%  | 0.0000% | $808248.35         | $750961.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M      | 2055-10-20      | 6.0000%  | 0.0000% | $42653311.73       | $43670877.58       | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-04-26      | 6.5000%  | 0.0000% | $22928119.86       | $18972756.80       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BO1539 C      | 2049-07-20      | 3.5000%  | 0.0000% | $531032.42         | $486162.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9743 C      | 2049-11-20      | 4.0000%  | 0.0000% | $141845.53         | $133547.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB7995 C      | 2042-12-20      | 3.0000%  | 0.0000% | $8166.54           | $7259.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AA5960 C      | 2043-01-20      | 3.0000%  | 0.0000% | $97267.55          | $86691.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778108 C      | 2026-12-20      | 3.5000%  | 0.0000% | $164.40            | $164.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP8516 C      | 2052-10-20      | 5.5000%  | 0.0000% | $43852.87          | $45473.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO4021 C      | 2052-06-20      | 4.5000%  | 0.0000% | $1078999.94        | $1032534.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BC4862 C      | 2047-10-20      | 3.5000%  | 0.0000% | $141607.21         | $129635.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M      | 2054-06-20      | 4.0000%  | 0.0000% | $128052.92         | $119956.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M      | 2053-07-20      | 5.5000%  | 0.0000% | $23692842.73       | $24076282.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8721 M      | 2053-03-20      | 3.0000%  | 0.0000% | $532288.11         | $475947.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8490 M      | 2052-12-20      | 5.0000%  | 0.0000% | $569341.76         | $567739.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8102 M      | 2052-06-20      | 5.0000%  | 0.0000% | $10140.46          | $10130.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  | 0.0000% | $32395099.35       | $27764363.86       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  | 0.0000% | $48187650.22       | $41280164.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7424 M      | 2051-06-20      | 5.5000%  | 0.0000% | $103889.45         | $106527.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8042 M      | 2052-05-20      | 2.5000%  | 0.0000% | $40977655.17       | $35116393.47       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7992 M      | 2052-04-20      | 5.0000%  | 0.0000% | $16196.72          | $16151.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M      | 2052-04-20      | 3.0000%  | 0.0000% | $67180004.14       | $59867012.80       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  | 0.0000% | $2466.34           | $2502.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7050 M      | 2050-12-20      | 1.5000%  | 0.0000% | $4432623.60        | $3496793.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6935 M      | 2050-10-20      | 4.5000%  | 0.0000% | $49063.61          | $48197.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6540 M      | 2050-03-20      | 2.5000%  | 0.0000% | $7035.41           | $6054.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7191 M      | 2051-02-20      | 1.5000%  | 0.0000% | $10359185.53       | $8127471.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5565 M      | 2033-11-20      | 4.0000%  | 0.0000% | $12745.45          | $12653.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5262 M      | 2048-06-20      | 3.0000%  | 0.0000% | $14583.44          | $13154.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4993 M      | 2033-02-20      | 3.0000%  | 0.0000% | $191154.22         | $184555.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4899 M      | 2047-12-20      | 3.0000%  | 0.0000% | $2930473.10        | $2637924.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4656 M      | 2047-08-20      | 5.5000%  | 0.0000% | $26063.04          | $26326.71          | Agency Mortgage-Backed Securities         |

### Security 155: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.630000%
- **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: ARP1I9B50, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: ARP1I9B50_3.63_0601
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 11.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLCA6729 | 2050-08-01      | 3.0000%  | 0.0000% | $26003122.16       | $23269474.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK2408 | 2042-02-01      | 3.5000%  | 0.0000% | $76237047.47       | $71890942.79       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $201464176.93      | $210074867.87      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7432 | 2055-01-01      | 5.0000%  | 0.0000% | $2307462.28        | $2295691.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7635 | 2050-11-01      | 2.0000%  | 0.0000% | $201873183.34      | $165472734.40      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  | 0.0000% | $214889784.66      | $175807684.11      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0090 | 2041-06-01      | 4.5000%  | 0.0000% | $5134271.00        | $5096102.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $2985773.01        | $3025557.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $231108122.60      | $188717012.60      | Agency Mortgage-Backed Securities  |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $900.00            | $542.84            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $600.00            | $595.21            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $4296700.00        | $4363793.06        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AN 29     | 2029-05-15      | 3.8750%  | 0.0000% | $1678799500.00     | $1673479694.60     | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $882835900.00      | $903059104.88      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $72199900.00       | $69618501.66       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $86073600.00       | $82771461.00       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $155045300.00      | $152266433.20      | U.S. Treasuries (including strips) |

### Security 156: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.630000%
- **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: ARP1I9B76, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1I9B76_3.63_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-030 VF      | 2056-02-20      | 4.4751%  | 0.0000% | $22552418.60       | $22513826.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KJ      | 2054-09-20      | 4.5000%  | 0.0000% | $19466418.12       | $19068680.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-188 FE      | 2055-11-20      | 4.6251%  | 0.0000% | $6147839.04        | $6186037.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.2751%  | 0.0000% | $8527048.75        | $8629269.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.2751%  | 0.0000% | $7945712.13        | $8042751.38        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5639NC 03/25/56  | 2056-03-25      | 4.5000%  | 0.0000% | $13898605.19       | $13660299.71       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5606PB 09/25/54  | 2055-12-25      | 4.5000%  | 0.0000% | $13580820.04       | $13161634.45       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5639PT 03/25/56  | 2056-03-25      | 5.5000%  | 0.0000% | $65846699.11       | $65882439.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 PA      | 2055-10-20      | 5.5000%  | 0.0000% | $3613798.95        | $3659953.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-048 FB      | 2064-03-20      | 4.8251%  | 0.0000% | $3532153.23        | $3560259.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 ET      | 2056-03-20      | 5.5000%  | 0.0000% | $18509084.38       | $18637718.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3051%  | 0.0000% | $20349577.88       | $20614026.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  | 0.0000% | $303.15            | $313.01            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4251%  | 0.0000% | $6287856.58        | $6304747.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 GA      | 2065-05-20      | 4.7500%  | 0.0000% | $19513218.55       | $19512778.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-076 DA      | 2056-06-16      | 4.5000%  | 0.0000% | $15248997.48       | $14958473.58       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-076 DV      | 2040-09-16      | 4.5000%  | 0.0000% | $3352573.87        | $3310368.32        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-139 AG      | 2062-06-16      | 1.5000%  | 0.0000% | $2830261.55        | $2017092.50        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.1137%  | 0.0000% | $551884.36         | $521624.70         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2637% | 0.0000% | $277178.19         | $258576.22         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-164 B       | 2063-11-16      | 2.2000%  | 0.0000% | $3250000.00        | $2342203.86        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-055 DC      | 2058-11-16      | 4.5000%  | 0.0000% | $4825367.76        | $4734819.74        | Agency Mortgage-Backed Securities         |

### Security 157: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** Ing Baring Furman Selz LLC Repo - 01jun26 3.630000%
- **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: ARP1I9BA9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: ARP1I9BA9_3.63_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $3679543.48        | $3641997.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY6150 | 2055-06-01      | 5.5000%  | 0.0000% | $1367239.25        | $1395048.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $18947880.89       | $19114580.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  | 0.0000% | $1998.33           | $1994.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  | 0.0000% | $1789.79           | $1767.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7478 | 2053-11-01      | 6.0000%  | 0.0000% | $17397350.62       | $17987410.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICB4994 | 2037-10-01      | 4.5000%  | 0.0000% | $1357.27           | $1355.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4096 | 2052-07-01      | 4.5000%  | 0.0000% | $116564253.10      | $113427042.79      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $7821290.58        | $8081799.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $6518004.53        | $6211339.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  | 0.0000% | $8548138.77        | $6916603.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6973 | 2054-11-01      | 5.0000%  | 0.0000% | $789431.02         | $784100.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ4672 | 2054-09-01      | 6.0000%  | 0.0000% | $10875084.09       | $11206901.03       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG6104 | 2053-07-01      | 6.0000%  | 0.0000% | $1775987.17        | $1834299.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3973 | 2049-08-01      | 4.0000%  | 0.0000% | $65829723.42       | $62611052.23       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7418 | 2056-03-01      | 5.5000%  | 0.0000% | $997.42            | $1014.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2017 | 2055-08-01      | 5.5000%  | 0.0000% | $1825948.53        | $1857781.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG8116 | 2056-04-01      | 6.5000%  | 0.0000% | $999.24            | $1050.21           | Agency Mortgage-Backed Securities |

### Security 158: Pershing LLC

- **C.1 - Title:** Pershing LLC 3.630000%
- **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: ARP1I9MW9, C.4 - ISIN: N/A, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: ARP1I9MW9_3.63_0601
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2005-70 BY      | 2035-09-20      | 5.0000%  | 0.0000% | $93.81             | $93.98             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA     | 2055-02-20      | 6.5000%  | 0.0000% | $941812.05         | $954682.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-051 KF     | 2056-03-20      | 4.8492%  | 0.0000% | $9569961.61        | $9238214.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2007-025 MA     | 2037-04-20      | 5.5000%  | 0.0000% | $3999.05           | $4034.98           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-46 ND      | 2033-06-20      | 5.0000%  | 0.0000% | $3008.30           | $3012.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-061 MB     | 2056-04-20      | 4.5000%  | 0.0000% | $4341000.00        | $3821026.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-011 CD     | 2054-01-20      | 5.0000%  | 0.0000% | $42486.67          | $42388.35          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL013PA R21F013 | 2051-03-25      | 2.0000%  | 0.0000% | $1682742.93        | $1486435.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-152 TE     | 2049-10-20      | 3.0000%  | 0.0000% | $33281.16          | $29557.77          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4852CA 11/15/47 | 2047-11-15      | 4.0000%  | 0.0000% | $4562.94           | $4497.29           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $3683.99           | $3626.50           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 UA     | 2056-04-20      | 5.0000%  | 0.0000% | $2987470.38        | $2735285.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-131 QD     | 2051-07-20      | 4.5000%  | 0.0000% | $1181104.09        | $1170273.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-175 AP     | 2055-10-20      | 4.5000%  | 0.0000% | $192121.24         | $188766.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-35 TB      | 2033-03-16      | 4.2500%  | 0.0000% | $11149.09          | $11158.09          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-112 LV     | 2035-05-20      | 6.0000%  | 0.0000% | $649508.15         | $672256.30         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3925LD 01/15/41 | 2041-01-15      | 2.5000%  | 0.0000% | $2403.86           | $2397.16           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $69210.96          | $67349.22          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $10.32             | $10.40             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4029ME 04/15/41 | 2041-04-15      | 2.5000%  | 0.0000% | $162168.52         | $157303.54         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $226.01            | $195.08            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $6622.88           | $6459.02           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-078 KB     | 2039-08-16      | 3.0000%  | 0.0000% | $33794.47          | $32561.36          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5220QK 09/25/50 | 2050-09-25      | 3.5000%  | 0.0000% | $335025.74         | $320913.19         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058DY R13F058 | 2043-04-25      | 2.5000%  | 0.0000% | $30968.88          | $30555.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-095 NC     | 2050-07-20      | 4.5000%  | 0.0000% | $16678.70          | $16106.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-23 AB      | 2047-01-20      | 2.5000%  | 0.0000% | $37405.81          | $34068.29          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.01              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4102%  | 0.0000% | $123789.70         | $111830.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $184134.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-165 BN     | 2050-11-20      | 1.0000%  | 0.0000% | $27398.80          | $11374.50          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2597AE 04/15/33 | 2033-04-15      | 5.5000%  | 0.0000% | $21.69             | $21.86             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $32.24             | $33.00             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $77.33             | $78.68             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $33.66             | $34.30             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2078QN 08/15/28 | 2028-08-15      | 6.5000%  | 0.0000% | $80.65             | $81.93             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5652AD 11/25/50 | 2050-11-25      | 5.0000%  | 0.0000% | $9640207.30        | $9635887.42        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5587KB 05/25/55 | 2055-05-25      | 5.0000%  | 0.0000% | $4236416.85        | $4215310.55        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2253.15           | $1879.83           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $15421.67          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $11364.37          | $11082.47          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9669.35           | $6692.79           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4616HP 09/15/46 | 2046-09-15      | 3.0000%  | 0.0000% | $107723.45         | $96550.73          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9315.43           | $7033.29           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3348.08           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $5312.31           | $5167.50           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4019GB 12/15/41 | 2041-12-15      | 2.0000%  | 0.0000% | $240758.50         | $229645.46         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3997GP 01/15/41 | 2041-01-15      | 4.0000%  | 0.0000% | $90554.52          | $88325.44          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $301.59            | $300.84            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1035.14           | $1061.11           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $4542.96           | $4644.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-15 BP      | 2047-11-20      | 3.5000%  | 0.0000% | $108294.20         | $104493.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-06 QY      | 2047-09-20      | 3.0000%  | 0.0000% | $80318.56          | $75641.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-014 PA     | 2047-10-20      | 3.0000%  | 0.0000% | $113792.31         | $105291.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6167%  | 0.0000% | $100000.00         | $94804.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.80            | $131.11            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1195.84           | $1081.10           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $3733.04           | $3293.23           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-043 PA     | 2042-07-20      | 2.2500%  | 0.0000% | $12736.06          | $12628.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.66              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-23 DC      | 2040-01-16      | 4.0000%  | 0.0000% | $5857.01           | $5853.57           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-084 PB     | 2038-05-20      | 5.0000%  | 0.0000% | $26361.56          | $26439.33          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2007-006 LE     | 2037-02-20      | 5.5000%  | 0.0000% | $386.92            | $387.80            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $1857.11           | $1750.84           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.2752%  | 0.0000% | $2428.59           | $2428.50           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $3627.44           | $3635.48           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $8688.96           | $8698.15           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1088.93           | $1088.80           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-064 P      | 2039-08-20      | 4.0000%  | 0.0000% | $10392.14          | $10194.48          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $2978.69           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036CA R26F036 | 2050-06-25      | 5.0000%  | 0.0000% | $3910500.24        | $3915990.15        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC057TA R20F057 | 2050-04-25      | 2.0000%  | 0.0000% | $2602394.10        | $2284770.74        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $2931.45           | $2926.08           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL038PA R18F038 | 2047-06-25      | 3.5000%  | 0.0000% | $43587.61          | $42230.83          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL082CA R17F082 | 2047-10-25      | 3.0000%  | 0.0000% | $14.99             | $10.82             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068HQ R17F068 | 2046-07-25      | 3.0000%  | 0.0000% | $153499.29         | $143796.04         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014DA R17F014 | 2045-02-25      | 3.0000%  | 0.0000% | $120615.01         | $117643.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $57668.21          | $56642.37          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL092DA R13F092 | 2042-05-25      | 4.0000%  | 0.0000% | $95891.96          | $95324.57          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072KE R13F072 | 2043-02-25      | 3.5000%  | 0.0000% | $154287.08         | $152589.80         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $29743.78          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1241.47           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL011TB R13F011 | 2042-12-25      | 2.5000%  | 0.0000% | $32585.81          | $27352.84          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $16988.89          | $15551.01          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068NA R12F068 | 2042-03-25      | 2.0000%  | 0.0000% | $31193.29          | $30446.38          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $1592.89           | $1556.99           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $903.36            | $886.10            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $9717.16           | $9609.91           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 03769N 12/15/40 | 2040-12-15      | 3.0000%  | 0.0000% | $367871.79         | $349777.77         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $979.28            | $960.00            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-121 TH     | 2051-07-20      | 0.7500%  | 0.0000% | $100000.00         | $58607.23          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $1902.57           | $1695.22           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2430WF 03/15/32 | 2032-03-15      | 6.5000%  | 0.0000% | $1380.88           | $1436.90           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3905QA 08/15/41 | 2041-08-15      | 3.0000%  | 0.0000% | $301902.40         | $283591.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2093.49           | $2019.80           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $19500.68          | $19303.33          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $4520.99           | $4366.41           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-006 CX     | 2039-02-16      | 5.0000%  | 0.0000% | $9642.79           | $9672.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-061 MQ     | 2056-04-20      | 4.5000%  | 0.0000% | $1930055.00        | $1741424.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-061 MN     | 2056-04-20      | 4.5000%  | 0.0000% | $1580055.00        | $1425631.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-061 MA     | 2055-01-20      | 4.5000%  | 0.0000% | $27621369.93       | $27210584.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-051 KT     | 2056-03-20      | 5.0000%  | 0.0000% | $8346735.27        | $7877564.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-204 BL     | 2055-12-20      | 5.5000%  | 0.0000% | $127542.00         | $119821.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-198 LE     | 2055-11-20      | 5.0000%  | 0.0000% | $96927.09          | $90570.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-169 LU     | 2055-10-20      | 5.0000%  | 0.0000% | $99846.77          | $92789.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-081 BP     | 2055-05-20      | 5.0000%  | 0.0000% | $921350.82         | $918131.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-068 MN     | 2052-04-20      | 3.5000%  | 0.0000% | $2214961.04        | $1924854.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $272935.83         | $280941.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5211%  | 0.0000% | $107623.21         | $75681.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.9347%  | 0.0000% | $250000.00         | $211248.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.5742%  | 0.0000% | $100000.00         | $94797.17          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-140 HB     | 2051-08-20      | 1.0000%  | 0.0000% | $605782.96         | $524829.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-058 PA     | 2051-02-20      | 1.0000%  | 0.0000% | $334479.25         | $255344.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-122 MA     | 2050-08-20      | 1.0000%  | 0.0000% | $63489.67          | $28789.76          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 QP     | 2050-04-20      | 2.9000%  | 0.0000% | $40932.90          | $36224.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-162 GA     | 2049-10-20      | 3.0000%  | 0.0000% | $48055.54          | $46916.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-160 AP     | 2055-04-20      | 4.5000%  | 0.0000% | $3746046.63        | $3673560.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-127 P      | 2055-07-20      | 5.0000%  | 0.0000% | $2838153.03        | $2842251.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.4955%  | 0.0000% | $509125.48         | $494806.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2020113.99        | $2103632.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FC     | 2054-02-20      | 4.6251%  | 0.0000% | $14794201.00       | $14898060.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $610604.04         | $636421.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $238475.08         | $249363.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1654161.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9351.98           | $8162.61           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PH R99F019 | 2029-05-25      | 6.0000%  | 0.0000% | $988.12            | $1004.07           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2306PL 04/15/31 | 2031-04-15      | 6.0000%  | 0.0000% | $1320.44           | $1353.07           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $5795.33           | $5930.73           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 4.3266%  | 0.0000% | $37406.90          | $37465.92          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $2894.94           | $2854.22           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $2484.49           | $2434.85           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5505%  | 0.0000% | $100000.00         | $94465.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-045 HY     | 2056-03-20      | 4.5000%  | 0.0000% | $1644046.04        | $1357789.67        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2170.42           | $2140.52           | Agency Collateralized Mortgage Obligation |
| FCSB 4.17 FCOR 28-30 KC   | 2030-05-15      | 4.1700%  | 0.0000% | $2966000.00        | $2952563.03        | Agency Debentures and Agency Strips       |
| FCSB 5.30 FCOR 29-46 O    | 2046-04-24      | 5.3000%  | 0.0000% | $6454000.00        | $6418779.09        | Agency Debentures and Agency Strips       |
| FHLB 3.875 FHLB 27 PR     | 2027-05-26      | 3.8750%  | 0.0000% | $295000.00         | $294881.39         | Agency Debentures and Agency Strips       |
| FHLB 5.50 FHOR 27-41 DK   | 2041-05-21      | 5.5000%  | 0.0000% | $5400000.00        | $5382904.80        | Agency Debentures and Agency Strips       |
| FHLB 5.60 FHOR 27-46 AR   | 2046-05-21      | 5.6000%  | 0.0000% | $7820000.00        | $7793861.22        | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/27        | 2027-04-15      | 0.0000%  | 0.0000% | $10000.00          | $9640.67           | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/30        | 2030-04-15      | 0.0000%  | 0.0000% | $530000.00         | $449697.05         | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $111000.00         | $93755.72          | Agency Debentures and Agency Strips       |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  | 0.0000% | $55000.00          | $59970.66          | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $307000.00         | $260484.90         | Agency Debentures and Agency Strips       |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $919000.00         | $788055.37         | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $887.94            | Agency Debentures and Agency Strips       |
| REFC RFIN 10/15/28        | 2028-10-15      | 0.0000%  | 0.0000% | $70000.00          | $63377.79          | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $305000.00         | $261541.77         | Agency Debentures and Agency Strips       |
| GNMA GNII SF MB1145 M     | 2056-05-20      | 6.5000%  | 0.0000% | $1931148.00        | $2020300.52        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB1008 M     | 2056-03-20      | 5.0000%  | 0.0000% | $293330.45         | $296078.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9604 C     | 2056-04-20      | 7.0000%  | 0.0000% | $4446527.16        | $4770423.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ8140 C     | 2065-12-20      | 2.0000%  | 0.0000% | $369386.63         | $285831.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7833 C     | 2056-03-20      | 6.5000%  | 0.0000% | $4068884.62        | $4330959.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4392 C     | 2066-02-20      | 4.0000%  | 0.0000% | $373773.48         | $350515.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2665 C     | 2056-05-20      | 6.5000%  | 0.0000% | $2258126.00        | $2383134.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7518 C     | 2065-11-20      | 4.0000%  | 0.0000% | $297011.36         | $278528.97         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ0062       | 2061-01-15      | 5.0500%  | 0.0000% | $15269.22          | $15317.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $2620.45           | $2694.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $8005.43           | $8257.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7453 M     | 2036-11-20      | 5.5000%  | 0.0000% | $80447.52          | $82486.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6040 M     | 2049-07-20      | 4.0000%  | 0.0000% | $2248.57           | $2133.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5599 M     | 2048-11-20      | 6.0000%  | 0.0000% | $1450.18           | $1526.71           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2008 M     | 2044-06-20      | 5.5000%  | 0.0000% | $22597.15          | $23047.01          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA0332 M     | 2042-08-20      | 5.3750%  | 0.0000% | $8167.88           | $8327.68           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA0035 M     | 2042-04-20      | 5.6250%  | 0.0000% | $8621.84           | $8794.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003786 M     | 2035-11-20      | 5.5000%  | 0.0000% | $1267.54           | $1309.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003374 M     | 2033-04-20      | 5.0000%  | 0.0000% | $400.79            | $402.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003572 M     | 2034-06-20      | 7.0000%  | 0.0000% | $377.03            | $390.06            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 620627 X     | 2033-09-15      | 5.5000%  | 0.0000% | $459.74            | $462.87            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 619118 X     | 2034-10-15      | 6.0000%  | 0.0000% | $1627.46           | $1657.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003546 M     | 2034-04-20      | 6.5000%  | 0.0000% | $812.71            | $849.69            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 594513 X     | 2033-11-15      | 5.0000%  | 0.0000% | $369.23            | $363.74            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 582409 X     | 2032-11-15      | 6.0000%  | 0.0000% | $561.84            | $572.17            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 569899 X     | 2032-06-15      | 6.5000%  | 0.0000% | $376.85            | $387.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS6419 C     | 2056-05-20      | 5.5000%  | 0.0000% | $4270436.00        | $4342174.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS6417 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1783951.00        | $1815415.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS2147 C     | 2056-05-20      | 5.5000%  | 0.0000% | $4719738.00        | $4796130.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR2317 C     | 2066-02-20      | 4.0000%  | 0.0000% | $423474.95         | $397122.58         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 574777 X     | 2034-05-15      | 5.0000%  | 0.0000% | $556.79            | $555.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003891 M     | 2036-08-20      | 6.5000%  | 0.0000% | $375.02            | $406.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004220 M     | 2038-08-20      | 5.0000%  | 0.0000% | $350.76            | $357.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004400 M     | 2039-03-20      | 6.0000%  | 0.0000% | $966.97            | $1018.79           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT 082532 M     | 2040-05-20      | 5.6250%  | 0.0000% | $22644.15          | $23092.16          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 643606 X     | 2035-05-15      | 5.0000%  | 0.0000% | $833.69            | $848.09            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 616201 X     | 2034-01-15      | 6.0000%  | 0.0000% | $574.08            | $588.23            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF 082979 M     | 2041-11-20      | 5.1250%  | 0.0000% | $13254.22          | $13602.21          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781484 X     | 2032-08-15      | 6.0000%  | 0.0000% | $470.23            | $485.78            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781276 X     | 2031-04-15      | 6.5000%  | 0.0000% | $582.23            | $599.44            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 485866 X     | 2031-10-15      | 7.0000%  | 0.0000% | $2143.15           | $2194.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004346 M     | 2039-01-20      | 7.0000%  | 0.0000% | $10503.35          | $10871.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004345 M     | 2039-01-20      | 6.5000%  | 0.0000% | $1509.67           | $1631.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004028 M     | 2037-09-20      | 6.0000%  | 0.0000% | $362.91            | $382.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M     | 2035-10-20      | 5.0000%  | 0.0000% | $619.83            | $627.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4725 M     | 2039-10-20      | 6.5000%  | 0.0000% | $999.98            | $1070.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6368 C     | 2056-05-20      | 5.0000%  | 0.0000% | $3682146.00        | $3666349.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ1483 C     | 2057-07-20      | 2.5000%  | 0.0000% | $260440.89         | $215444.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M     | 2055-11-20      | 6.0000%  | 0.0000% | $867031.06         | $876418.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7519 C     | 2065-12-20      | 2.0000%  | 0.0000% | $761775.93         | $589462.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $9781.21           | $9917.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR1951 C     | 2066-03-20      | 3.0000%  | 0.0000% | $854622.43         | $757270.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | 0.0000% | $12901.69          | $12446.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR2874 C     | 2066-03-20      | 4.0000%  | 0.0000% | $545650.80         | $511694.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7832 C     | 2056-03-20      | 6.5000%  | 0.0000% | $105445.72         | $112237.22         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R17M007 | 2027-02-25      | 2.9610%  | 0.0000% | $50934.76          | $50609.69          | Agency Mortgage-Backed Securities         |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $27600.00          | $27828.80          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $53000.00          | $53150.22          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $1481600.00        | $1498012.68        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $176900.00         | $181531.70         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $356400.00         | $343683.85         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $677700.00         | $689439.18         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $700.00            | $700.17            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $10000.00          | $9295.52           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $38000.00          | $36424.88          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $19200.00          | $19008.84          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $1400.00           | $1326.89           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $180500.00         | $177359.91         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  | 0.0000% | $112200.00         | $111662.79         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  | 0.0000% | $8900.00           | $8859.71           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | 0.0000% | $1200.00           | $1196.68           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $43900.00          | $43688.88          | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $41500.00          | $41189.53          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $28700.00          | $28873.42          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $73100.00          | $70193.29          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $87600.00          | $78608.26          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $971200.00         | $952018.86         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $137600.00         | $130459.69         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $759300.00         | $539856.92         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $254600.00         | $174820.26         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $183800.00         | $113993.59         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $200000.00         | $124758.19         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $453300.00         | $364168.79         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $72000.00          | $72682.36          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $151000.00         | $142895.66         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $102000.00         | $101408.49         | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $26000.00          | $28051.89          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $5200000.00        | $5019199.28        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  | 0.0000% | $4900.00           | $4681.56           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $195000.00         | $196850.28         | U.S. Treasuries (including strips)        |
| USTR BILL 08/11/26        | 2026-08-11      | 0.0000%  | 0.0000% | $400.00            | $397.05            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $3368200.00        | $3423907.84        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $74900.00          | $62889.63          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $10000.00          | $10061.69          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $12394300.00       | $12590161.44       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $400.00            | $405.55            | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $2000.00           | $2092.38           | U.S. Treasuries (including strips)        |
| USTR 6 3/8 BOND 27        | 2027-08-15      | 6.3750%  | 0.0000% | $30800.00          | $32245.41          | U.S. Treasuries (including strips)        |
| USTR BILL 08/18/26        | 2026-08-18      | 0.0000%  | 0.0000% | $111900.00         | $110995.85         | U.S. Treasuries (including strips)        |
| USTR BILL 08/04/26        | 2026-08-04      | 0.0000%  | 0.0000% | $22700.00          | $22547.68          | U.S. Treasuries (including strips)        |
| USTR BILL 07/14/26        | 2026-07-14      | 0.0000%  | 0.0000% | $90500.00          | $90081.89          | U.S. Treasuries (including strips)        |
| USTR BILL 09/17/26        | 2026-09-17      | 0.0000%  | 0.0000% | $767900.00         | $759329.47         | U.S. Treasuries (including strips)        |
| USTR BILL 04/15/27        | 2027-04-15      | 0.0000%  | 0.0000% | $22100.00          | $21383.23          | U.S. Treasuries (including strips)        |
| USTR BILL 06/30/26        | 2026-06-30      | 0.0000%  | 0.0000% | $64600.00          | $64392.18          | U.S. Treasuries (including strips)        |
| USTR BILL 10/15/26        | 2026-10-15      | 0.0000%  | 0.0000% | $4200.00           | $4141.16           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $150100.00         | $96275.36          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.27             | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  | 0.0000% | $29300.00          | $29267.48          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $20000.00          | $19273.74          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $136000.00         | $135471.86         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $253.33            | $135.24            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $794500.00         | $797208.68         | U.S. Treasuries (including strips)        |
| USTR BILL 11/05/26        | 2026-11-05      | 0.0000%  | 0.0000% | $17800.00          | $17512.35          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $179000.00         | $179475.10         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $164000.00         | $164097.39         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $66500.00          | $67980.29          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $200300.00         | $201326.67         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $16649200.00       | $16901871.92       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $692400.00         | $694566.41         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $3200.00           | $3290.09           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $570200.00         | $556392.72         | U.S. Treasuries (including strips)        |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  | 0.0000% | $200.00            | $198.06            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $2504800.00        | $2477564.93        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $2619100.00        | $1786737.15        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | 0.0000% | $15314000.00       | $14610755.99       | U.S. Treasuries (including strips)        |
| USTR BILL 08/20/26        | 2026-08-20      | 0.0000%  | 0.0000% | $11818800.00       | $11720822.15       | U.S. Treasuries (including strips)        |
| USTR BILL 08/13/26        | 2026-08-13      | 0.0000%  | 0.0000% | $239000.00         | $237193.16         | U.S. Treasuries (including strips)        |
| USTR BILL 01/21/27        | 2027-01-21      | 0.0000%  | 0.0000% | $4200.00           | $4100.54           | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $168200.00         | $167861.58         | U.S. Treasuries (including strips)        |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  | 0.0000% | $3781300.00        | $3722803.29        | U.S. Treasuries (including strips)        |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $11774100.00       | $11758758.35       | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  | 0.0000% | $464.00            | $402.13            | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $1.38              | $1.25              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 31      | 2031-04-15      | 1.2500%  | 0.0000% | $4763549.36        | $4691756.63        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  | 0.0000% | $154500.00         | $155060.31         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  | 0.0000% | $5000.00           | $4944.70           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $487500.00         | $481733.62         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $69600.00          | $69324.26          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $115000.00         | $114947.24         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $2100.00           | $2125.49           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $254900.00         | $259835.39         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $3225100.00        | $3289547.48        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  | 0.0000% | $11700.00          | $12083.90          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $1093200.00        | $1092864.04        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $589000.00         | $591574.33         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $24888000.00       | $24983462.39       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $2700.00           | $2394.45           | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $26000.00          | $25786.87          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $653200.00         | $613858.44         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  | 0.0000% | $456000.00         | $453328.41         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $3097500.00        | $2710423.91        | U.S. Treasuries (including strips)        |

### Security 159: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.620000%
- **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: ARP1I9VU3, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1I9VU3_3.62_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-046 FL      | 2056-03-20      | 5.0151%  | 0.0000% | $2524917.06        | $2520826.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 KF      | 2056-03-20      | 4.8751%  | 0.0000% | $6841925.91        | $6814844.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-052 FB      | 2056-03-20      | 4.6251%  | 0.0000% | $1989830.22        | $1927256.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-032 DF      | 2056-02-20      | 4.7251%  | 0.0000% | $396645.08         | $393321.31         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5597FB 11/25/55  | 2055-11-25      | 4.9121%  | 0.0000% | $1289439.79        | $1294126.63        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5555FB 07/25/55  | 2055-07-25      | 5.1121%  | 0.0000% | $23365.50          | $23528.82          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5543DC 11/25/52  | 2052-11-25      | 5.0000%  | 0.0000% | $39.19             | $39.37             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54  | 2054-11-25      | 4.5521%  | 0.0000% | $27908.93          | $28107.95          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4551PB 02/15/46  | 2046-02-15      | 3.5000%  | 0.0000% | $57028.40          | $46515.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 4.5251%  | 0.0000% | $463508.41         | $461030.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-120 FB      | 2053-08-20      | 4.7351%  | 0.0000% | $472293.46         | $476782.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FG      | 2055-02-20      | 5.2751%  | 0.0000% | $440650.49         | $445567.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 FA      | 2054-09-20      | 4.7351%  | 0.0000% | $30243.74          | $30441.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FW      | 2056-02-20      | 4.7251%  | 0.0000% | $1127047.23        | $1117595.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 4.9251%  | 0.0000% | $261985.05         | $262981.71         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  | 0.0000% | $26.53             | $25.10             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 4.6251%  | 0.0000% | $240611.44         | $240892.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.0251%  | 0.0000% | $632995.57         | $642049.49         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL046FA R23F046  | 2053-10-25      | 4.9121%  | 0.0000% | $22799.85          | $23008.10          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R14F047  | 2054-08-25      | 4.1184%  | 0.0000% | $84950.60          | $83368.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-089 BT      | 2056-05-20      | 4.5000%  | 0.0000% | $280285.71         | $266844.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-077 FA      | 2051-05-20      | 3.0000%  | 0.0000% | $857.37            | $734.39            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-050 FG      | 2056-03-20      | 4.8251%  | 0.0000% | $2096851.00        | $2087229.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-038 FJ      | 2056-02-20      | 4.4251%  | 0.0000% | $80435.06          | $80321.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  | 0.0000% | $2250487.21        | $1870458.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FA      | 2055-06-20      | 5.4251%  | 0.0000% | $3387934.16        | $3445906.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 AF      | 2054-10-20      | 4.6751%  | 0.0000% | $577183.08         | $579122.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 FE      | 2055-06-20      | 4.7251%  | 0.0000% | $864146.59         | $877207.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-208 FE      | 2055-12-20      | 5.1251%  | 0.0000% | $1998129.07        | $1998467.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 4.9251%  | 0.0000% | $63653.23          | $64358.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 5.3751%  | 0.0000% | $18075.90          | $18355.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.7751%  | 0.0000% | $464006.87         | $470242.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 4.6251%  | 0.0000% | $35087.68          | $35314.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 NF      | 2053-09-20      | 4.9251%  | 0.0000% | $453538.60         | $459343.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 4.6251%  | 0.0000% | $360159.76         | $363125.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF      | 2053-07-20      | 4.6751%  | 0.0000% | $484622.36         | $485337.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.7751%  | 0.0000% | $3109611.34        | $3126971.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 4.6251%  | 0.0000% | $129594.27         | $129871.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 4.5251%  | 0.0000% | $1480.89           | $1480.25           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.6251%  | 0.0000% | $23157.86          | $23211.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 4.5251%  | 0.0000% | $1168632.40        | $1165572.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 4.5351%  | 0.0000% | $1432861.19        | $1431814.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 4.7251%  | 0.0000% | $996686.38         | $995762.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FB      | 2054-04-20      | 4.6551%  | 0.0000% | $333170.09         | $335194.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-010 FB      | 2052-01-20      | 3.0000%  | 0.0000% | $5727683.45        | $4886424.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-89 FH       | 2049-07-20      | 4.1171%  | 0.0000% | $204771.37         | $201969.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF      | 2055-08-20      | 4.7251%  | 0.0000% | $2670826.06        | $2702588.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG      | 2055-07-20      | 4.9451%  | 0.0000% | $665091.03         | $672393.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 4.9751%  | 0.0000% | $704060.08         | $711493.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-010 A       | 2053-04-20      | 4.5000%  | 0.0000% | $67178.79          | $65961.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-007 FD      | 2056-01-20      | 4.6251%  | 0.0000% | $18874.22          | $18660.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-218 FA      | 2055-12-20      | 4.6251%  | 0.0000% | $2366475.84        | $2340651.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-203 FA      | 2055-11-20      | 5.0251%  | 0.0000% | $657638.57         | $656798.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-103 FC      | 2055-06-20      | 5.1751%  | 0.0000% | $48723.59          | $49192.35          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 5.3751%  | 0.0000% | $1336298.28        | $1356934.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 HF      | 2055-04-20      | 4.9451%  | 0.0000% | $57414.25          | $58029.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.6451%  | 0.0000% | $3041368.70        | $3051643.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 4.7251%  | 0.0000% | $724940.39         | $724934.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.6251%  | 0.0000% | $607665.59         | $608427.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF      | 2054-11-20      | 4.7251%  | 0.0000% | $585384.22         | $587700.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.6851%  | 0.0000% | $4129180.44        | $4155938.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 4.7251%  | 0.0000% | $110810.04         | $111726.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 4.8751%  | 0.0000% | $2072285.46        | $2089729.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 4.9251%  | 0.0000% | $1909315.08        | $1927662.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 4.8251%  | 0.0000% | $2417.89           | $2432.24           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-013 FD      | 2054-01-20      | 4.6851%  | 0.0000% | $62789.81          | $63097.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 KF      | 2053-12-20      | 4.9251%  | 0.0000% | $603339.09         | $610184.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 4.8751%  | 0.0000% | $1409065.19        | $1419176.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA7705 M      | 2051-11-20      | 2.5000%  | 0.0000% | $38.56             | $33.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204  | 2040-12-01      | 2.0000%  | 0.0000% | $637952.32         | $557725.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M      | 2054-12-20      | 5.0000%  | 0.0000% | $22428.71          | $22260.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7858 C      | 2056-05-20      | 6.0000%  | 0.0000% | $57076.57          | $59026.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DS4068 C      | 2066-05-20      | 6.0000%  | 0.0000% | $60.46             | $62.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8136 C      | 2055-08-20      | 7.0000%  | 0.0000% | $22475.13          | $23692.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3541  | 2055-09-01      | 6.0000%  | 0.0000% | $838.39            | $864.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL5325  | 2055-10-01      | 6.0000%  | 0.0000% | $1260.00           | $1309.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0621 M      | 2055-09-20      | 4.5000%  | 0.0000% | $1405603.84        | $1355928.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M      | 2055-08-20      | 5.5000%  | 0.0000% | $1243761.26        | $1256289.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0480 M      | 2055-07-20      | 3.0000%  | 0.0000% | $1852.45           | $1650.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  | 0.0000% | $1421.45           | $1437.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  | 0.0000% | $948272.35         | $764611.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4371  | 2053-04-01      | 6.5000%  | 0.0000% | $407.27            | $436.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW3383  | 2052-07-01      | 4.5000%  | 0.0000% | $23861.18          | $23045.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4627  | 2050-11-01      | 2.0000%  | 0.0000% | $14779.74          | $11971.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP3659  | 2050-08-01      | 2.5000%  | 0.0000% | $27534.97          | $23338.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF5224  | 2056-01-01      | 4.5000%  | 0.0000% | $956.22            | $920.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9733  | 2042-10-01      | 3.5000%  | 0.0000% | $58790.58          | $55257.22          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL7034  | 2043-11-01      | 5.9100%  | 0.0000% | $9.72              | $9.97              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840283 G         | 2046-04-01      | 6.0430%  | 0.0000% | $8.80              | $9.15              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  | 0.0000% | $1155350.39        | $1050492.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8134  | 2051-03-01      | 2.0000%  | 0.0000% | $373429.77         | $301662.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3672 C      | 2050-04-20      | 4.0000%  | 0.0000% | $757.75            | $710.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7126 M      | 2051-01-20      | 2.0000%  | 0.0000% | $7419318.94        | $5954786.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7085  | 2053-02-01      | 5.5000%  | 0.0000% | $19281.53          | $19577.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M      | 2050-08-20      | 3.0000%  | 0.0000% | $846535.80         | $755942.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M      | 2055-09-20      | 5.0000%  | 0.0000% | $3063932.98        | $3040904.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ6158 C      | 2065-04-20      | 7.0000%  | 0.0000% | $504.59            | $530.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M      | 2056-04-20      | 4.5000%  | 0.0000% | $607626.64         | $586165.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0125  | 2041-10-01      | 2.0000%  | 0.0000% | $945288.11         | $823423.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1143 M      | 2056-05-20      | 5.5000%  | 0.0000% | $57.14             | $57.72             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE3675 C      | 2049-07-20      | 5.0000%  | 0.0000% | $1272.56           | $1264.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0872 M      | 2056-01-20      | 5.5000%  | 0.0000% | $57.05             | $57.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8878 M      | 2053-05-20      | 5.0000%  | 0.0000% | $43.60             | $43.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3229  | 2054-09-01      | 5.0000%  | 0.0000% | $362528.11         | $360561.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7771 C      | 2065-04-20      | 7.0000%  | 0.0000% | $72270.95          | $75983.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8205  | 2052-04-01      | 2.5000%  | 0.0000% | $742.57            | $626.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2494 C      | 2065-05-20      | 6.5000%  | 0.0000% | $1199373.83        | $1255665.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  | 0.0000% | $9538.93           | $9643.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0109  | 2056-04-01      | 4.5000%  | 0.0000% | $966.43            | $930.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0307 M      | 2055-04-20      | 5.0000%  | 0.0000% | $262291.48         | $260199.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  | 0.0000% | $840345.70         | $849644.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M      | 2055-02-20      | 5.0000%  | 0.0000% | $52.10             | $51.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ5826  | 2054-10-01      | 5.0000%  | 0.0000% | $48.69             | $48.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  | 0.0000% | $299.45            | $325.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7879  | 2053-02-01      | 5.5000%  | 0.0000% | $15657.66          | $16107.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004834 M      | 2040-10-20      | 4.5000%  | 0.0000% | $2.57              | $2.55              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5321  | 2052-01-01      | 2.0000%  | 0.0000% | $729.80            | $593.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212  | 2052-05-01      | 2.5000%  | 0.0000% | $766.36            | $645.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8224  | 2052-07-01      | 2.5000%  | 0.0000% | $20896.66          | $17585.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8122  | 2051-01-01      | 2.5000%  | 0.0000% | $5111.17           | $4325.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD5993  | 2050-04-01      | 3.0000%  | 0.0000% | $218385.58         | $195127.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2913  | 2053-05-01      | 5.5000%  | 0.0000% | $55.14             | $56.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1087  | 2052-06-01      | 3.5000%  | 0.0000% | $238032.65         | $217386.23         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847039 G         | 2029-12-01      | 5.6490%  | 0.0000% | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783236 X      | 2033-12-15      | 6.5000%  | 0.0000% | $3463.08           | $3559.86           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726316 X      | 2039-09-15      | 5.0000%  | 0.0000% | $669.09            | $671.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  | 0.0000% | $44037.57          | $43686.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  | 0.0000% | $283207.21         | $280946.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9694 C      | 2056-04-20      | 6.5000%  | 0.0000% | $313388.49         | $333572.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4518 C      | 2065-12-20      | 6.0000%  | 0.0000% | $1208.47           | $1249.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8123 C      | 2056-03-20      | 6.5000%  | 0.0000% | $47453.07          | $50766.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7747 C      | 2056-01-20      | 6.0000%  | 0.0000% | $3961.37           | $4142.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5024 C      | 2065-10-20      | 5.0000%  | 0.0000% | $2908.52           | $2894.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5913 C      | 2065-04-20      | 6.5000%  | 0.0000% | $35948.67          | $37635.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4778 C      | 2055-04-20      | 7.0000%  | 0.0000% | $1360.92           | $1453.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3118 C      | 2053-12-20      | 7.5000%  | 0.0000% | $4881.88           | $5470.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV0800 C      | 2053-10-20      | 7.5000%  | 0.0000% | $20873.77          | $22497.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT6580 C      | 2054-09-20      | 7.5000%  | 0.0000% | $369.09            | $404.89            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU8834 C      | 2050-05-20      | 4.0000%  | 0.0000% | $166704.24         | $157999.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3675 C      | 2050-04-20      | 4.0000%  | 0.0000% | $1802.17           | $1686.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9490 M      | 2054-02-20      | 6.5000%  | 0.0000% | $82346.60          | $86351.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M      | 2054-01-20      | 5.5000%  | 0.0000% | $2667.70           | $2707.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9362 M      | 2053-12-20      | 5.5000%  | 0.0000% | $1539532.79        | $1564069.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3332 C      | 2056-03-20      | 6.5000%  | 0.0000% | $62.29             | $65.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB0418  | 2056-04-01      | 5.0000%  | 0.0000% | $798.54            | $792.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2653  | 2056-01-01      | 5.5000%  | 0.0000% | $57.01             | $57.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6554  | 2056-05-01      | 6.0000%  | 0.0000% | $971.43            | $1027.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL5526  | 2056-06-01      | 4.5000%  | 0.0000% | $507273.89         | $488202.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL5396  | 2056-05-01      | 5.5000%  | 0.0000% | $1030.29           | $1047.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2475  | 2055-05-01      | 5.5000%  | 0.0000% | $644958.32         | $650430.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1884  | 2055-04-01      | 6.5000%  | 0.0000% | $336671.93         | $351567.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1586  | 2053-05-01      | 6.0000%  | 0.0000% | $158309.22         | $163201.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1283  | 2055-05-01      | 5.5000%  | 0.0000% | $49.82             | $50.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ4715  | 2055-10-01      | 5.0000%  | 0.0000% | $917.09            | $907.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3231  | 2055-09-01      | 6.5000%  | 0.0000% | $10959.83          | $11464.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5921  | 2045-12-01      | 5.5000%  | 0.0000% | $21685.46          | $22014.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4326  | 2051-05-01      | 2.5000%  | 0.0000% | $3219.61           | $2723.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438  | 2051-10-01      | 2.5000%  | 0.0000% | $6697.65           | $5648.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6778  | 2054-01-01      | 6.5000%  | 0.0000% | $16371.22          | $17233.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5304  | 2053-07-01      | 5.5000%  | 0.0000% | $33055.13          | $33732.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5384  | 2056-04-01      | 5.0000%  | 0.0000% | $1603.96           | $1602.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1323  | 2056-03-01      | 5.0000%  | 0.0000% | $57.38             | $56.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8508  | 2054-05-01      | 6.5000%  | 0.0000% | $69315.22          | $72515.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  | 0.0000% | $38540.50          | $38576.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  | 0.0000% | $7815.19           | $8060.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9779 M      | 2054-07-20      | 5.5000%  | 0.0000% | $698887.57         | $708181.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M      | 2053-04-20      | 5.5000%  | 0.0000% | $5702.14           | $5800.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8727 M      | 2053-03-20      | 6.0000%  | 0.0000% | $54.16             | $55.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M      | 2053-01-20      | 6.0000%  | 0.0000% | $819.73            | $845.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8428 M      | 2052-11-20      | 5.0000%  | 0.0000% | $2215.65           | $2209.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8423 M      | 2052-11-20      | 2.5000%  | 0.0000% | $61.85             | $53.08             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  | 0.0000% | $37.83             | $38.47             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7871 M      | 2052-02-20      | 2.5000%  | 0.0000% | $12448.48          | $10421.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M      | 2052-05-20      | 4.0000%  | 0.0000% | $1155129.41        | $1088987.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8044 M      | 2052-05-20      | 3.5000%  | 0.0000% | $42.55             | $38.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6864 M      | 2050-09-20      | 2.0000%  | 0.0000% | $51.12             | $41.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6599 M      | 2050-04-20      | 3.0000%  | 0.0000% | $2501.08           | $2230.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4840 M      | 2047-11-20      | 5.0000%  | 0.0000% | $2415.85           | $2451.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA6408 X      | 2043-05-15      | 3.0000%  | 0.0000% | $48186.78          | $44214.85          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 794652 X      | 2042-07-15      | 3.5000%  | 0.0000% | $56201.00          | $51977.50          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 770443 X      | 2041-06-15      | 4.7500%  | 0.0000% | $1.80              | $1.79              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB3859  | 2056-05-01      | 5.0000%  | 0.0000% | $5664.80           | $5632.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLTB2826  | 2056-05-01      | 4.5000%  | 0.0000% | $914.29            | $882.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004519 M      | 2039-08-20      | 4.5000%  | 0.0000% | $339.41            | $337.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS5917 C      | 2056-05-20      | 6.0000%  | 0.0000% | $57.14             | $59.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DS4417 C      | 2056-05-20      | 5.5000%  | 0.0000% | $312026.86         | $317459.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR9310 C      | 2056-05-20      | 5.5000%  | 0.0000% | $57.20             | $58.41             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1663 C      | 2056-04-20      | 7.0000%  | 0.0000% | $57.10             | $60.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6775 C      | 2056-01-20      | 7.0000%  | 0.0000% | $405.56            | $425.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI9273 C      | 2065-02-20      | 7.0000%  | 0.0000% | $56.71             | $59.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8541 C      | 2065-03-20      | 7.0000%  | 0.0000% | $18876.63          | $19846.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI1844 C      | 2065-03-20      | 6.5000%  | 0.0000% | $2287.92           | $2395.30           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M      | 2055-11-20      | 5.0000%  | 0.0000% | $529739.21         | $525511.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  | 0.0000% | $10484.78          | $10590.39          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2055-06-25      | 3.0000%  | 0.0000% | $28514.29          | $26309.94          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.2820%  | 0.0000% | $27.87             | $27.83             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-03-25      | 3.5420%  | 0.0000% | $57.14             | $53.21             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.7240%  | 0.0000% | $22853.66          | $22796.63          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-05-25      | 0.8630%  | 0.0000% | $40.59             | $37.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5179  | 2044-12-01      | 5.0000%  | 0.0000% | $740.84            | $751.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M      | 2052-03-20      | 2.5000%  | 0.0000% | $7710.86           | $6607.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ9693 C      | 2056-04-20      | 6.5000%  | 0.0000% | $194853.34         | $207403.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363  | 2055-12-01      | 6.5000%  | 0.0000% | $270.60            | $288.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC2232  | 2056-03-01      | 5.5000%  | 0.0000% | $54438.90          | $55313.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M      | 2052-06-20      | 4.5000%  | 0.0000% | $13210.90          | $12852.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M      | 2053-09-20      | 6.0000%  | 0.0000% | $7001.63           | $7214.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  | 0.0000% | $11.13             | $10.04             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M      | 2055-07-20      | 5.5000%  | 0.0000% | $47.84             | $48.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5611  | 2055-02-01      | 4.0000%  | 0.0000% | $804.02            | $754.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8154 C      | 2056-03-20      | 6.5000%  | 0.0000% | $6232.28           | $6637.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5894 C      | 2056-03-20      | 6.5000%  | 0.0000% | $56.96             | $60.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTB3885  | 2056-05-01      | 6.0000%  | 0.0000% | $7100.29           | $7280.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0574  | 2051-04-01      | 2.5000%  | 0.0000% | $131.26            | $110.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI1842 C      | 2065-03-20      | 7.0000%  | 0.0000% | $7339.50           | $7690.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3099  | 2052-02-01      | 3.0000%  | 0.0000% | $133502.98         | $118321.20         | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 BOND 43         | 2043-02-15      | 3.8750%  | 0.0000% | $1899142.86        | $1694704.98        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34       | 2034-08-15      | 3.8750%  | 0.0000% | $32942.86          | $32173.66          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30       | 2030-05-31      | 3.7500%  | 0.0000% | $457137.14         | $459241.78         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27      | 2027-02-28      | 4.1250%  | 0.0000% | $279771.43         | $283167.38         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33       | 2033-08-15      | 3.8750%  | 0.0000% | $74.29             | $73.09             | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/36         | 2036-05-15      | 0.0000%  | 0.0000% | $1.18              | $0.75              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN A 36       | 2036-01-15      | 1.8750%  | 0.0000% | $3012390.01        | $2988166.20        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35           | 2035-11-15      | 4.0000%  | 0.0000% | $415937.14         | $402387.47         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28      | 2028-03-15      | 3.8750%  | 0.0000% | $44514.29          | $44752.77          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31       | 2031-12-31      | 4.5000%  | 0.0000% | $25851.43          | $26699.67          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28           | 2028-02-29      | 4.0000%  | 0.0000% | $17.14             | $17.31             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29       | 2029-05-31      | 2.7500%  | 0.0000% | $2028.57           | $1980.27           | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32       | 2032-01-15      | 0.1250%  | 0.0000% | $111826.16         | $102701.22         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIB 28         | 2028-01-15      | 1.7500%  | 0.0000% | $444024.95         | $449841.63         | U.S. Treasuries (including strips)        |
| USTR BILL 09/01/26         | 2026-09-01      | 0.0000%  | 0.0000% | $965.71            | $956.53            | U.S. Treasuries (including strips)        |
| USTR BILL 10/15/26         | 2026-10-15      | 0.0000%  | 0.0000% | $68571.43          | $67610.74          | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26         | 2026-06-09      | 0.0000%  | 0.0000% | $1843977.14        | $1841930.33        | U.S. Treasuries (including strips)        |
| USTR BILL 07/23/26         | 2026-07-23      | 0.0000%  | 0.0000% | $5.71              | $5.68              | U.S. Treasuries (including strips)        |
| USTR BILL 08/06/26         | 2026-08-06      | 0.0000%  | 0.0000% | $346622.86         | $344231.16         | U.S. Treasuries (including strips)        |

### Security 160: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.630000%
- **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: ARP1I9VW9, C.4 - ISIN: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1I9VW9_3.63_0601
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 07.000 CLDF3316 | 2055-10-01      | 7.0000%  | 0.0000% | $185438.99         | $199461.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA7259 | 2050-02-01      | 5.0000%  | 0.0000% | $421043.20         | $427438.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL7091 | 2045-06-01      | 3.0000%  | 0.0000% | $365305.81         | $331536.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO9948 | 2050-01-01      | 5.0000%  | 0.0000% | $47213.68          | $47345.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN9914 | 2049-05-01      | 5.5000%  | 0.0000% | $15999.88          | $16323.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD9558 | 2055-08-01      | 6.5000%  | 0.0000% | $147533.83         | $155563.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2773 | 2053-04-01      | 5.0000%  | 0.0000% | $9904756.94        | $9860174.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2335 | 2055-10-01      | 6.5000%  | 0.0000% | $126883.03         | $133993.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA8009 | 2050-12-01      | 1.5000%  | 0.0000% | $3886698.84        | $2991680.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH1969 | 2053-10-01      | 5.5000%  | 0.0000% | $78272.00          | $79443.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA6117 | 2050-05-01      | 5.0000%  | 0.0000% | $76851.75          | $77250.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7501 | 2045-10-01      | 3.5000%  | 0.0000% | $350819.01         | $322905.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG6072 | 2053-07-01      | 5.0000%  | 0.0000% | $5362988.60        | $5358032.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  | 0.0000% | $4475554.51        | $4224507.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE5591 | 2052-07-01      | 4.0000%  | 0.0000% | $249296.52         | $235054.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD9843 | 2047-03-01      | 2.0000%  | 0.0000% | $486196.67         | $397616.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8863 | 2050-04-01      | 5.0000%  | 0.0000% | $93808.42          | $94499.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA7272 | 2050-02-01      | 5.0000%  | 0.0000% | $278409.73         | $280383.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA6885 | 2050-01-01      | 5.0000%  | 0.0000% | $18497.15          | $18613.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0429 | 2049-06-01      | 5.0000%  | 0.0000% | $114370.03         | $115387.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0355 | 2049-06-01      | 5.0000%  | 0.0000% | $102509.62         | $103265.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0346 | 2049-06-01      | 5.0000%  | 0.0000% | $79715.15          | $79346.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0345 | 2049-06-01      | 5.0000%  | 0.0000% | $71339.77          | $71810.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA0141 | 2049-06-01      | 5.0000%  | 0.0000% | $61762.87          | $61375.61          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63427 G | 2049-05-01      | 5.0000%  | 0.0000% | $76929.04          | $76528.31          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63396 G | 2049-05-01      | 5.0000%  | 0.0000% | $27606.48          | $27829.26          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q10517 G | 2042-08-01      | 4.5000%  | 0.0000% | $21357.11          | $21042.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8309 | 2053-03-01      | 6.0000%  | 0.0000% | $1312544.15        | $1351060.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  | 0.0000% | $635680.56         | $559488.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5826 | 2054-06-01      | 5.5000%  | 0.0000% | $2418027.39        | $2440359.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  | 0.0000% | $2959248.52        | $3049788.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $3059893.42        | $3153577.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $4520692.92        | $3947064.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  | 0.0000% | $1860156.75        | $1855392.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3267 | 2052-04-01      | 3.5000%  | 0.0000% | $7817788.86        | $7163355.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3531 | 2052-05-01      | 4.0000%  | 0.0000% | $11483742.66       | $10871786.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI4826 | 2041-06-01      | 5.5000%  | 0.0000% | $17020.10          | $17296.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA5587 | 2050-04-01      | 5.5000%  | 0.0000% | $116345.38         | $119554.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA4970 | 2050-01-01      | 5.0000%  | 0.0000% | $798801.77         | $806313.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA3524 | 2049-05-01      | 5.0000%  | 0.0000% | $908043.98         | $911899.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3488 | 2049-05-01      | 4.0000%  | 0.0000% | $8878902.31        | $8452547.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY1213 | 2053-05-01      | 6.0000%  | 0.0000% | $113406.62         | $116977.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8482 | 2047-04-01      | 3.0000%  | 0.0000% | $523506.88         | $469188.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV6479 | 2055-12-01      | 6.5000%  | 0.0000% | $378252.81         | $394487.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  | 0.0000% | $237471.40         | $217647.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBP2027 | 2050-01-01      | 5.0000%  | 0.0000% | $74826.56          | $74883.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO9098 | 2050-01-01      | 5.0000%  | 0.0000% | $57521.82          | $57212.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO9096 | 2050-01-01      | 5.0000%  | 0.0000% | $46664.58          | $46462.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBO8405 | 2050-02-01      | 5.0000%  | 0.0000% | $112719.70         | $113435.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9912 | 2049-05-01      | 5.0000%  | 0.0000% | $31270.76          | $31273.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9409 | 2049-05-01      | 5.0000%  | 0.0000% | $38341.55          | $38554.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9894 | 2049-06-01      | 5.0000%  | 0.0000% | $45228.12          | $45256.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN8421 | 2049-06-01      | 5.0000%  | 0.0000% | $44250.06          | $43974.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN8180 | 2049-05-01      | 5.0000%  | 0.0000% | $44558.21          | $44734.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN3946 | 2049-01-01      | 5.5000%  | 0.0000% | $104404.32         | $107797.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM5091 | 2048-12-01      | 5.5000%  | 0.0000% | $569164.15         | $584040.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM3200 | 2043-07-01      | 3.0000%  | 0.0000% | $1202206.79        | $1098959.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK0673 | 2050-02-01      | 5.0000%  | 0.0000% | $99280.95          | $100101.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBJ9899 | 2049-11-01      | 5.0000%  | 0.0000% | $37582.87          | $38034.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0157 | 2046-01-01      | 3.5000%  | 0.0000% | $3123422.71        | $2875611.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4698 | 2055-11-01      | 6.5000%  | 0.0000% | $126217.27         | $132969.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF3188 | 2055-10-01      | 7.0000%  | 0.0000% | $134285.38         | $144493.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE9922 | 2055-11-01      | 7.0000%  | 0.0000% | $157339.58         | $170068.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6288 | 2055-11-01      | 7.0000%  | 0.0000% | $321698.56         | $342932.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV3679 | 2044-02-01      | 4.5000%  | 0.0000% | $15844.03          | $15548.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL8560 | 2041-05-01      | 3.0000%  | 0.0000% | $309769.81         | $284493.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2498 | 2042-02-01      | 4.0000%  | 0.0000% | $9.97              | $9.65              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI7048 | 2041-07-01      | 5.0000%  | 0.0000% | $53215.08          | $52879.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN6637 | 2049-05-01      | 5.0000%  | 0.0000% | $367732.19         | $370679.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8522 | 2050-03-01      | 5.0000%  | 0.0000% | $88528.93          | $88756.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  | 0.0000% | $78728.18          | $77189.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA5586 | 2050-04-01      | 5.5000%  | 0.0000% | $96872.23          | $99511.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA6118 | 2050-05-01      | 5.0000%  | 0.0000% | $31015.98          | $31035.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF4938 | 2055-11-01      | 7.0000%  | 0.0000% | $222380.61         | $238461.94         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63644 G | 2049-05-01      | 5.0000%  | 0.0000% | $98977.93          | $99769.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN7909 | 2049-06-01      | 5.0000%  | 0.0000% | $74878.75          | $75630.30          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63645 G | 2049-05-01      | 5.0000%  | 0.0000% | $118228.25         | $119354.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQA8783 | 2050-04-01      | 5.0000%  | 0.0000% | $104625.28         | $105305.75         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q63627 G | 2049-05-01      | 5.0000%  | 0.0000% | $126707.73         | $128448.30         | Agency Mortgage-Backed Securities |

### Security 161: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.620000%
- **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: ARP1I9W24, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I9W24_3.62_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DC1608 C | 2054-06-20      | 7.0000%  | 0.0000% | $25662.60          | $26882.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M | 2055-05-20      | 5.0000%  | 0.0000% | $3118347.43        | $3093459.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0364 M | 2055-05-20      | 4.5000%  | 0.0000% | $59345.63          | $57248.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  | 0.0000% | $150193.95         | $154007.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0307 M | 2055-04-20      | 5.0000%  | 0.0000% | $1812506.80        | $1798050.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0262 M | 2055-03-20      | 7.0000%  | 0.0000% | $6095276.87        | $6335488.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0260 M | 2055-03-20      | 6.0000%  | 0.0000% | $612993.85         | $629044.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0936 C | 2054-08-20      | 6.5000%  | 0.0000% | $109753.97         | $115097.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA6074 C | 2054-03-20      | 6.0000%  | 0.0000% | $112981.17         | $117613.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5662 C | 2054-03-20      | 7.0000%  | 0.0000% | $76691.88          | $80811.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5597 C | 2054-04-20      | 7.0000%  | 0.0000% | $88893.76          | $94307.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5502 C | 2054-06-20      | 6.0000%  | 0.0000% | $107305.98         | $112271.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5421 C | 2054-07-20      | 6.5000%  | 0.0000% | $671208.38         | $708362.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5227 C | 2054-06-20      | 7.0000%  | 0.0000% | $108582.40         | $114183.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5196 C | 2054-06-20      | 6.5000%  | 0.0000% | $114108.22         | $120424.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA4858 C | 2054-04-20      | 6.0000%  | 0.0000% | $9545.34           | $9871.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA4621 C | 2054-03-20      | 7.0000%  | 0.0000% | $88547.17          | $93294.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5388 C | 2054-07-20      | 6.5000%  | 0.0000% | $104762.66         | $110561.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5281 C | 2054-06-20      | 6.5000%  | 0.0000% | $483217.14         | $520894.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3694 C | 2053-11-20      | 7.0000%  | 0.0000% | $7464.69           | $7834.60           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3634 C | 2053-12-20      | 7.0000%  | 0.0000% | $22265.73          | $23323.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3633 C | 2053-12-20      | 7.0000%  | 0.0000% | $125716.17         | $131690.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3621 C | 2053-12-20      | 8.0000%  | 0.0000% | $32106.61          | $34409.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3247 C | 2053-11-20      | 7.0000%  | 0.0000% | $123208.46         | $130564.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3276 C | 2053-12-20      | 7.0000%  | 0.0000% | $80381.94          | $85468.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3272 C | 2053-12-20      | 7.0000%  | 0.0000% | $48554.00          | $51076.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3029 C | 2053-12-20      | 7.0000%  | 0.0000% | $46740.86          | $49080.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2883 C | 2054-04-20      | 6.5000%  | 0.0000% | $349027.93         | $368347.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2770 C | 2053-12-20      | 7.0000%  | 0.0000% | $799939.85         | $848653.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2766 C | 2053-12-20      | 7.0000%  | 0.0000% | $230656.73         | $242694.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2763 C | 2053-12-20      | 7.0000%  | 0.0000% | $80904.81          | $85176.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2761 C | 2053-12-20      | 7.0000%  | 0.0000% | $145178.14         | $154486.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3506 C | 2054-01-20      | 7.0000%  | 0.0000% | $93406.66          | $98509.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1858 C | 2053-12-20      | 7.0000%  | 0.0000% | $103032.71         | $108384.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6111 C | 2054-05-20      | 6.0000%  | 0.0000% | $8146.38           | $8513.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0027 M | 2054-11-20      | 6.0000%  | 0.0000% | $76776.83          | $78795.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M | 2055-01-20      | 5.0000%  | 0.0000% | $10877277.70       | $10790519.32       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5429 C | 2054-07-20      | 7.5000%  | 0.0000% | $146360.66         | $152298.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1534 C | 2054-08-20      | 8.0000%  | 0.0000% | $142198.85         | $156477.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0673 C | 2054-04-20      | 6.0000%  | 0.0000% | $8034.96           | $8345.94           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1128 C | 2054-09-20      | 6.5000%  | 0.0000% | $305037.02         | $324681.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4681 C | 2054-10-20      | 5.0000%  | 0.0000% | $260923.54         | $259242.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7214 C | 2054-07-20      | 6.0000%  | 0.0000% | $475225.34         | $491408.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4522 C | 2053-12-20      | 7.0000%  | 0.0000% | $25475.25          | $26722.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3037 C | 2053-12-20      | 7.0000%  | 0.0000% | $14549.36          | $15282.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787843 C | 2054-12-20      | 6.5000%  | 0.0000% | $93822.88          | $99016.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0524 C | 2054-08-20      | 6.0000%  | 0.0000% | $127537.79         | $131894.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3484 C | 2054-01-20      | 7.0000%  | 0.0000% | $27126.56          | $28470.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3705 C | 2053-12-20      | 7.0000%  | 0.0000% | $50709.87          | $53238.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2636 C | 2054-08-20      | 7.0000%  | 0.0000% | $289648.57         | $309362.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0535 C | 2054-09-20      | 6.5000%  | 0.0000% | $192898.07         | $206601.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5487 C | 2054-06-20      | 6.0000%  | 0.0000% | $141967.14         | $147057.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2990 C | 2054-04-20      | 8.0000%  | 0.0000% | $166461.30         | $178369.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6151 C | 2053-11-20      | 7.0000%  | 0.0000% | $89066.23          | $94383.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3557 C | 2054-06-20      | 6.0000%  | 0.0000% | $232663.35         | $241767.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4578 C | 2054-06-20      | 8.0000%  | 0.0000% | $175661.31         | $193521.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9780 M | 2054-07-20      | 6.0000%  | 0.0000% | $6031772.52        | $6193216.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0866 C | 2054-01-20      | 6.5000%  | 0.0000% | $107346.84         | $115320.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3477 C | 2053-12-20      | 7.0000%  | 0.0000% | $105867.25         | $111744.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1967 C | 2054-02-20      | 7.0000%  | 0.0000% | $11382.65          | $11952.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5256 C | 2054-06-20      | 7.0000%  | 0.0000% | $77681.91          | $82411.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4836 C | 2054-07-20      | 6.5000%  | 0.0000% | $245431.49         | $257433.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4786 C | 2054-06-20      | 7.5000%  | 0.0000% | $2947263.75        | $3179429.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4727 C | 2054-05-20      | 7.5000%  | 0.0000% | $17531.91          | $18912.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4726 C | 2054-06-20      | 7.5000%  | 0.0000% | $309078.78         | $333426.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4724 C | 2054-06-20      | 7.5000%  | 0.0000% | $176126.53         | $190000.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4577 C | 2054-06-20      | 8.0000%  | 0.0000% | $483731.72         | $536281.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5379 C | 2054-08-20      | 7.0000%  | 0.0000% | $186160.25         | $197274.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3305 C | 2054-08-20      | 6.5000%  | 0.0000% | $106900.21         | $114236.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3109 C | 2054-07-20      | 6.0000%  | 0.0000% | $119627.88         | $125164.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2858 C | 2054-06-20      | 7.0000%  | 0.0000% | $859503.26         | $922104.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3512 C | 2054-07-20      | 6.0000%  | 0.0000% | $304492.99         | $316406.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2325 C | 2054-06-20      | 7.0000%  | 0.0000% | $93530.39          | $98556.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1841 C | 2054-09-20      | 7.0000%  | 0.0000% | $68040.19          | $71411.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1640 C | 2054-06-20      | 7.0000%  | 0.0000% | $44579.41          | $47184.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8802 C | 2054-07-20      | 6.0000%  | 0.0000% | $7454.81           | $7797.99           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7693 C | 2054-08-20      | 6.5000%  | 0.0000% | $322042.46         | $342782.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7707 C | 2054-08-20      | 7.0000%  | 0.0000% | $453742.85         | $484625.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1553 C | 2054-08-20      | 6.5000%  | 0.0000% | $61078.80          | $64073.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1313 C | 2054-07-20      | 6.5000%  | 0.0000% | $78393.16          | $82732.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1311 C | 2054-07-20      | 6.5000%  | 0.0000% | $195986.74         | $206835.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1798 C | 2054-07-20      | 6.5000%  | 0.0000% | $1482009.44        | $1581030.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1708 C | 2054-07-20      | 8.0000%  | 0.0000% | $189901.51         | $210320.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1707 C | 2054-07-20      | 8.0000%  | 0.0000% | $190170.83         | $210276.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1685 C | 2054-07-20      | 6.5000%  | 0.0000% | $602602.94         | $641410.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0432 C | 2054-09-20      | 7.0000%  | 0.0000% | $116003.50         | $123066.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0243 C | 2054-07-20      | 6.5000%  | 0.0000% | $105967.68         | $111352.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787294 C | 2054-03-20      | 6.5000%  | 0.0000% | $1218581.96        | $1301533.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787255 C | 2054-02-20      | 5.5000%  | 0.0000% | $25391.89          | $25919.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787236 C | 2054-01-20      | 6.5000%  | 0.0000% | $401746.59         | $423983.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787214 C | 2054-01-20      | 6.5000%  | 0.0000% | $65150.57          | $68461.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1142 M | 2056-05-20      | 5.0000%  | 0.0000% | $5169943.90        | $5128718.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1069 M | 2056-04-20      | 4.5000%  | 0.0000% | $3683151.99        | $3553063.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M | 2055-06-20      | 5.5000%  | 0.0000% | $6111123.64        | $6172679.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0422 M | 2055-06-20      | 4.5000%  | 0.0000% | $220221.69         | $212439.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0420 M | 2055-06-20      | 3.5000%  | 0.0000% | $2017255.93        | $1820820.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M | 2055-05-20      | 5.5000%  | 0.0000% | $6797415.63        | $6872953.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC0233 C | 2054-06-20      | 6.0000%  | 0.0000% | $92727.88          | $95607.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9464 C | 2054-06-20      | 8.0000%  | 0.0000% | $24270.12          | $25627.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9403 C | 2054-04-20      | 8.0000%  | 0.0000% | $22925.97          | $24120.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9881 C | 2054-04-20      | 7.0000%  | 0.0000% | $95042.90          | $99820.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8310 C | 2054-06-20      | 6.0000%  | 0.0000% | $137503.65         | $144083.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8125 C | 2054-06-20      | 6.0000%  | 0.0000% | $140172.07         | $145196.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7642 C | 2054-07-20      | 6.5000%  | 0.0000% | $226378.16         | $237244.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7010 C | 2054-06-20      | 6.0000%  | 0.0000% | $5111.08           | $5352.24           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6443 C | 2054-10-20      | 6.0000%  | 0.0000% | $452317.41         | $476468.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6442 C | 2054-10-20      | 6.0000%  | 0.0000% | $256697.68         | $267239.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6441 C | 2054-10-20      | 6.0000%  | 0.0000% | $134988.56         | $140352.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB6133 C | 2054-06-20      | 6.0000%  | 0.0000% | $61140.86          | $64025.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0800 C | 2054-01-20      | 7.0000%  | 0.0000% | $78702.17          | $83306.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8271 C | 2053-11-20      | 6.0000%  | 0.0000% | $76.88             | $79.64             | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7362 C | 2054-01-20      | 6.0000%  | 0.0000% | $8196.49           | $8535.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1816 C | 2054-03-20      | 8.0000%  | 0.0000% | $71710.04          | $76828.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4561 C | 2054-06-20      | 6.5000%  | 0.0000% | $563432.74         | $599718.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8272 C | 2054-01-20      | 7.0000%  | 0.0000% | $64852.95          | $68762.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX8991 C | 2053-11-20      | 7.0000%  | 0.0000% | $250312.08         | $263554.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787143 C | 2053-11-20      | 7.0000%  | 0.0000% | $3899678.04        | $4125506.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC0193 C | 2054-06-20      | 6.0000%  | 0.0000% | $75689.94          | $78577.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9671 M | 2054-05-20      | 7.0000%  | 0.0000% | $3848342.36        | $4004821.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1016 C | 2054-06-20      | 6.5000%  | 0.0000% | $72019.67          | $76501.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3513 C | 2054-07-20      | 6.0000%  | 0.0000% | $248093.17         | $257651.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8114 C | 2054-06-20      | 6.5000%  | 0.0000% | $201129.76         | $212868.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0024 M | 2054-11-20      | 4.5000%  | 0.0000% | $27214315.72       | $26252561.80       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY4493 C | 2053-12-20      | 7.0000%  | 0.0000% | $143595.18         | $151054.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7502 C | 2054-02-20      | 7.0000%  | 0.0000% | $5332.86           | $5559.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1650 C | 2054-05-20      | 7.0000%  | 0.0000% | $11288.95          | $11854.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9315 C | 2053-12-20      | 7.0000%  | 0.0000% | $117614.39         | $123442.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0117 C | 2054-06-20      | 7.0000%  | 0.0000% | $41850.30          | $44598.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA4859 C | 2054-04-20      | 6.5000%  | 0.0000% | $131289.75         | $138557.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7009 C | 2054-06-20      | 6.0000%  | 0.0000% | $492058.59         | $516676.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8790 C | 2054-10-20      | 6.5000%  | 0.0000% | $158560.76         | $168341.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV2334 C | 2054-01-20      | 7.0000%  | 0.0000% | $236382.92         | $249295.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9409 C | 2054-04-20      | 7.0000%  | 0.0000% | $47200.09          | $49539.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5596 C | 2054-04-20      | 7.0000%  | 0.0000% | $85962.99          | $90428.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3713 C | 2053-12-20      | 7.0000%  | 0.0000% | $153765.51         | $162578.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2906 C | 2054-07-20      | 7.0000%  | 0.0000% | $81574.39          | $86444.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9486 C | 2054-05-20      | 7.0000%  | 0.0000% | $23077.12          | $24220.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1269 C | 2054-03-20      | 7.0000%  | 0.0000% | $164525.31         | $172967.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3475 C | 2053-12-20      | 7.0000%  | 0.0000% | $42367.98          | $44303.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0059 C | 2054-04-20      | 7.0000%  | 0.0000% | $62169.57          | $65186.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9673 C | 2054-03-20      | 7.0000%  | 0.0000% | $67772.97          | $71576.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9665 C | 2054-03-20      | 6.0000%  | 0.0000% | $62245.79          | $64986.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9636 C | 2054-04-20      | 6.0000%  | 0.0000% | $22778.76          | $23570.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9602 C | 2054-03-20      | 6.0000%  | 0.0000% | $50319.67          | $52535.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD9943 C | 2054-08-20      | 7.0000%  | 0.0000% | $18808.13          | $19764.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8823 C | 2054-07-20      | 6.0000%  | 0.0000% | $7139.73           | $7447.07           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1294 C | 2054-04-20      | 7.5000%  | 0.0000% | $198309.57         | $210734.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0346 C | 2054-04-20      | 6.0000%  | 0.0000% | $97885.66          | $101608.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0797 C | 2054-01-20      | 7.0000%  | 0.0000% | $128403.93         | $135610.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9653 C | 2054-02-20      | 6.0000%  | 0.0000% | $197109.10         | $206969.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9295 C | 2053-12-20      | 7.0000%  | 0.0000% | $99408.31          | $104385.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9197 C | 2053-12-20      | 8.0000%  | 0.0000% | $65243.49          | $70669.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX8990 C | 2053-11-20      | 7.0000%  | 0.0000% | $223601.11         | $236723.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX7904 C | 2053-12-20      | 7.0000%  | 0.0000% | $22434.79          | $23599.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX7260 C | 2054-01-20      | 7.0000%  | 0.0000% | $36474.38          | $38281.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4553 C | 2053-12-20      | 7.0000%  | 0.0000% | $41492.72          | $43548.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4523 C | 2053-12-20      | 7.0000%  | 0.0000% | $95248.09          | $99967.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX2744 C | 2053-12-20      | 7.0000%  | 0.0000% | $94517.22          | $99426.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX2743 C | 2053-11-20      | 7.0000%  | 0.0000% | $88892.64          | $93748.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX1645 C | 2053-11-20      | 7.0000%  | 0.0000% | $30020.96          | $31298.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW8236 C | 2053-12-20      | 7.0000%  | 0.0000% | $24818.99          | $26152.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW8255 C | 2053-12-20      | 7.0000%  | 0.0000% | $90673.81          | $96086.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW8217 C | 2054-01-20      | 7.0000%  | 0.0000% | $50846.51          | $53699.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW5607 C | 2054-01-20      | 7.0000%  | 0.0000% | $100954.14         | $107342.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW1877 C | 2054-02-20      | 7.0000%  | 0.0000% | $11426.10          | $11974.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW1105 C | 2054-03-20      | 7.0000%  | 0.0000% | $20592.02          | $21654.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW1733 C | 2054-01-20      | 7.0000%  | 0.0000% | $150364.45         | $158982.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8255 C | 2053-11-20      | 7.0000%  | 0.0000% | $3859.55           | $4062.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV2336 C | 2054-01-20      | 7.0000%  | 0.0000% | $57123.23          | $59953.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV2335 C | 2054-01-20      | 7.0000%  | 0.0000% | $143180.92         | $150618.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR9746 C | 2054-08-20      | 7.5000%  | 0.0000% | $101571.09         | $110996.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR9741 C | 2054-06-20      | 7.0000%  | 0.0000% | $103906.31         | $109737.89         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CQ8785   | 2054-11-15      | 6.3800%  | 0.0000% | $897541.60         | $954061.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ3294 C | 2054-05-20      | 6.5000%  | 0.0000% | $14083.62          | $14863.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5258 C | 2054-06-20      | 7.5000%  | 0.0000% | $163525.64         | $170159.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX9208 C | 2053-11-20      | 7.0000%  | 0.0000% | $131816.74         | $139285.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2139 C | 2054-03-20      | 6.0000%  | 0.0000% | $375780.87         | $386490.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2929 C | 2054-11-20      | 6.5000%  | 0.0000% | $37516.53          | $39536.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M | 2055-04-20      | 5.5000%  | 0.0000% | $4320502.62        | $4367932.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9364 M | 2053-12-20      | 6.5000%  | 0.0000% | $115465.87         | $121016.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9968 M | 2054-10-20      | 7.0000%  | 0.0000% | $9039788.42        | $9395996.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9966 M | 2054-10-20      | 6.0000%  | 0.0000% | $6927274.02        | $7116019.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9907 M | 2054-09-20      | 6.0000%  | 0.0000% | $713821.75         | $732578.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9902 M | 2054-09-20      | 3.5000%  | 0.0000% | $8016.58           | $7300.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9724 M | 2054-06-20      | 5.0000%  | 0.0000% | $373196.61         | $370600.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9723 M | 2054-06-20      | 4.5000%  | 0.0000% | $17598.96          | $16996.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9721 M | 2054-06-20      | 3.5000%  | 0.0000% | $727793.92         | $664468.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9664 M | 2054-05-20      | 3.5000%  | 0.0000% | $15992.55          | $14584.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9669 M | 2054-05-20      | 6.0000%  | 0.0000% | $2832099.27        | $2909264.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9668 M | 2054-05-20      | 5.5000%  | 0.0000% | $51368.37          | $52074.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M | 2054-05-20      | 4.5000%  | 0.0000% | $34169.81          | $33000.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9606 M | 2054-04-20      | 6.0000%  | 0.0000% | $95908701.30       | $99101182.31       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M | 2054-04-20      | 4.5000%  | 0.0000% | $114412.75         | $110426.39         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9530 M | 2054-03-20      | 6.5000%  | 0.0000% | $46665.40          | $47540.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9544 M | 2054-03-20      | 7.0000%  | 0.0000% | $32150.86          | $33420.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9542 M | 2054-03-20      | 6.0000%  | 0.0000% | $1960407.16        | $2014776.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9539 M | 2054-03-20      | 4.5000%  | 0.0000% | $2113394.06        | $2041536.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9492 M | 2054-02-20      | 7.5000%  | 0.0000% | $11061.64          | $11538.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9491 M | 2054-02-20      | 7.0000%  | 0.0000% | $914021.31         | $951673.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9490 M | 2054-02-20      | 6.5000%  | 0.0000% | $1498339.04        | $1571211.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9488 M | 2054-02-20      | 5.5000%  | 0.0000% | $1170327.60        | $1187723.09        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9477 M | 2054-02-20      | 6.5000%  | 0.0000% | $135089.77         | $139715.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9424 M | 2054-01-20      | 6.0000%  | 0.0000% | $51593976.72       | $53049786.78       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9423 M | 2054-01-20      | 5.5000%  | 0.0000% | $388329.00         | $394101.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9422 M | 2054-01-20      | 5.0000%  | 0.0000% | $823337.49         | $819357.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9421 M | 2054-01-20      | 4.5000%  | 0.0000% | $17498.47          | $16931.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1932 C | 2054-01-20      | 7.0000%  | 0.0000% | $7802.78           | $8189.45           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1510 C | 2054-02-20      | 7.5000%  | 0.0000% | $125755.00         | $136486.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1492 C | 2054-04-20      | 7.0000%  | 0.0000% | $162521.68         | $173194.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1479 C | 2054-06-20      | 7.5000%  | 0.0000% | $909670.81         | $987297.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1477 C | 2054-06-20      | 7.5000%  | 0.0000% | $703157.93         | $766522.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1469 C | 2054-08-20      | 7.0000%  | 0.0000% | $113589.83         | $121049.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1439 C | 2054-05-20      | 7.0000%  | 0.0000% | $18899.78          | $19807.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1338 C | 2054-04-20      | 6.5000%  | 0.0000% | $13352.40          | $14399.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1261 C | 2054-03-20      | 7.5000%  | 0.0000% | $553759.28         | $584242.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4524 C | 2053-12-20      | 7.0000%  | 0.0000% | $40083.35          | $42201.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8795 C | 2054-07-20      | 6.0000%  | 0.0000% | $256314.26         | $265589.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1878 C | 2054-08-20      | 8.0000%  | 0.0000% | $13470.71          | $14225.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  | 0.0000% | $386732.41         | $373142.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7450 C | 2054-01-20      | 8.0000%  | 0.0000% | $93370.76          | $103511.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0363 M | 2055-05-20      | 4.0000%  | 0.0000% | $2513064.80        | $2344330.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  | 0.0000% | $8758533.97        | $8448131.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0092 M | 2054-12-20      | 5.5000%  | 0.0000% | $6045357.60        | $6110978.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2053 C | 2054-03-20      | 8.0000%  | 0.0000% | $137573.07         | $152376.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9362 M | 2053-12-20      | 5.5000%  | 0.0000% | $870146.68         | $884014.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA6075 C | 2054-03-20      | 6.0000%  | 0.0000% | $158700.24         | $165341.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0205 M | 2055-02-20      | 5.5000%  | 0.0000% | $175422.55         | $177363.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7412 C | 2054-07-20      | 6.5000%  | 0.0000% | $259596.22         | $278976.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8320 C | 2054-06-20      | 7.0000%  | 0.0000% | $126263.16         | $134856.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2063 C | 2054-04-20      | 5.5000%  | 0.0000% | $405970.95         | $416200.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787276 C | 2054-02-20      | 6.0000%  | 0.0000% | $62108.09          | $64680.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9965 M | 2054-10-20      | 5.5000%  | 0.0000% | $14411262.40       | $14572924.74       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9103 C | 2054-03-20      | 5.0000%  | 0.0000% | $125595.35         | $126478.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2764 C | 2053-12-20      | 7.0000%  | 0.0000% | $340662.27         | $360309.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1245 C | 2054-06-20      | 6.0000%  | 0.0000% | $101452.20         | $105310.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9484 M | 2054-02-20      | 3.5000%  | 0.0000% | $1365935.28        | $1245216.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0367 M | 2055-05-20      | 6.0000%  | 0.0000% | $2287086.31        | $2344793.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8107 C | 2054-02-20      | 7.0000%  | 0.0000% | $24145.68          | $25356.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ2453 C | 2054-03-20      | 6.0000%  | 0.0000% | $98963.84          | $103012.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2231 C | 2054-10-20      | 6.0000%  | 0.0000% | $438587.73         | $452240.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0925 C | 2054-01-20      | 7.0000%  | 0.0000% | $15226.13          | $16017.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787913 C | 2055-04-20      | 5.5000%  | 0.0000% | $4792797.91        | $4863044.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2051 C | 2054-03-20      | 8.0000%  | 0.0000% | $86549.82          | $95344.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1995 C | 2054-02-20      | 8.0000%  | 0.0000% | $151112.43         | $167380.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1994 C | 2054-02-20      | 8.0000%  | 0.0000% | $376931.42         | $417823.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1207 C | 2054-02-20      | 6.0000%  | 0.0000% | $6772.45           | $7027.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1719 C | 2054-03-20      | 6.0000%  | 0.0000% | $192865.91         | $201791.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA0802 C | 2054-05-20      | 6.5000%  | 0.0000% | $194116.19         | $203632.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ9508 C | 2054-02-20      | 7.0000%  | 0.0000% | $53809.61          | $56503.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ8576 C | 2054-02-20      | 7.0000%  | 0.0000% | $97535.15          | $104148.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ8986 C | 2054-03-20      | 6.0000%  | 0.0000% | $86896.81          | $91112.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7388 C | 2054-01-20      | 8.0000%  | 0.0000% | $322995.49         | $349850.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7222 C | 2054-08-20      | 6.5000%  | 0.0000% | $95461.31          | $100169.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ6681 C | 2054-01-20      | 7.0000%  | 0.0000% | $25595.38          | $26612.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5658 C | 2054-02-20      | 7.5000%  | 0.0000% | $55308.10          | $57597.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4781 C | 2054-01-20      | 7.5000%  | 0.0000% | $18569.57          | $19433.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3991 C | 2054-01-20      | 6.5000%  | 0.0000% | $67329.97          | $70918.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4012 C | 2054-01-20      | 7.0000%  | 0.0000% | $118072.76         | $123803.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3984 C | 2054-01-20      | 6.5000%  | 0.0000% | $79525.75          | $83764.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1820 C | 2054-06-20      | 7.0000%  | 0.0000% | $86569.58          | $90859.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1190 C | 2053-11-20      | 7.0000%  | 0.0000% | $72455.16          | $76521.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0055 C | 2054-03-20      | 7.0000%  | 0.0000% | $19079.08          | $20024.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0854 C | 2054-01-20      | 7.0000%  | 0.0000% | $76455.64          | $80264.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0798 C | 2054-01-20      | 7.0000%  | 0.0000% | $49358.83          | $51808.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0941 C | 2053-12-20      | 7.0000%  | 0.0000% | $7520.82           | $7882.08           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2959 C | 2054-04-20      | 6.0000%  | 0.0000% | $212161.34         | $219999.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2946 C | 2054-07-20      | 7.0000%  | 0.0000% | $89079.39          | $93706.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5211 C | 2054-10-20      | 8.0000%  | 0.0000% | $230704.92         | $255812.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9543 M | 2054-03-20      | 6.5000%  | 0.0000% | $125509.41         | $131613.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1259 C | 2054-06-20      | 7.0000%  | 0.0000% | $69050.81          | $73420.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9600 M | 2054-04-20      | 3.0000%  | 0.0000% | $544968.28         | $486279.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2107 C | 2054-03-20      | 6.0000%  | 0.0000% | $141103.17         | $145315.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787154 C | 2053-11-20      | 6.5000%  | 0.0000% | $224223.59         | $236364.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0330 C | 2054-07-20      | 6.0000%  | 0.0000% | $163901.55         | $169778.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1649 C | 2054-06-20      | 7.0000%  | 0.0000% | $89642.10          | $94297.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW2319 C | 2054-01-20      | 6.0000%  | 0.0000% | $908447.08         | $947916.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2318 C | 2054-07-20      | 7.0000%  | 0.0000% | $47849.21          | $50094.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1481 C | 2054-07-20      | 6.0000%  | 0.0000% | $107943.01         | $111049.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2707 C | 2054-02-20      | 7.0000%  | 0.0000% | $110700.39         | $118234.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6848 C | 2054-10-20      | 6.0000%  | 0.0000% | $582385.21         | $602154.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0306 M | 2055-04-20      | 4.5000%  | 0.0000% | $483967.38         | $466863.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ6851 C | 2054-02-20      | 7.0000%  | 0.0000% | $52305.30          | $54897.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2478 C | 2054-02-20      | 7.0000%  | 0.0000% | $52034.33          | $54718.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7798 C | 2054-01-20      | 7.5000%  | 0.0000% | $39949.04          | $41569.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ2479 C | 2054-01-20      | 7.5000%  | 0.0000% | $57976.84          | $63270.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1993 C | 2054-02-20      | 8.0000%  | 0.0000% | $144939.30         | $160536.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6453 C | 2054-07-20      | 6.5000%  | 0.0000% | $249832.72         | $266525.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9601 M | 2054-04-20      | 3.5000%  | 0.0000% | $2485414.26        | $2255593.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6331 C | 2053-12-20      | 7.0000%  | 0.0000% | $33207.46          | $34932.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7196 C | 2053-12-20      | 7.5000%  | 0.0000% | $126663.41         | $137850.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6048 C | 2053-11-20      | 8.0000%  | 0.0000% | $148545.51         | $164737.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6047 C | 2053-11-20      | 7.5000%  | 0.0000% | $193333.68         | $207177.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5502 C | 2054-01-20      | 7.0000%  | 0.0000% | $110631.19         | $116839.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5501 C | 2054-01-20      | 7.0000%  | 0.0000% | $54542.77          | $57633.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9824 C | 2054-05-20      | 7.0000%  | 0.0000% | $155018.41         | $164681.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8380 C | 2054-03-20      | 6.0000%  | 0.0000% | $97524.18          | $101978.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8155 C | 2054-03-20      | 7.0000%  | 0.0000% | $11678.13          | $12253.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7867 C | 2054-04-20      | 6.0000%  | 0.0000% | $14124.02          | $14745.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7683 C | 2054-02-20      | 7.5000%  | 0.0000% | $71564.40          | $76005.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8086 C | 2054-03-20      | 7.0000%  | 0.0000% | $69818.12          | $73769.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5841 C | 2054-09-20      | 7.5000%  | 0.0000% | $116229.62         | $120944.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5790 C | 2054-10-20      | 6.5000%  | 0.0000% | $205504.57         | $216880.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4752 C | 2054-09-20      | 7.0000%  | 0.0000% | $41854.66          | $43923.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M | 2055-06-20      | 4.0000%  | 0.0000% | $7170425.75        | $6688982.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0143 M | 2055-01-20      | 3.5000%  | 0.0000% | $199171.26         | $179779.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0689 M | 2055-10-20      | 7.0000%  | 0.0000% | $18485642.46       | $19156513.12       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9485 C | 2054-01-20      | 7.0000%  | 0.0000% | $292446.00         | $307085.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2175 C | 2054-02-20      | 6.0000%  | 0.0000% | $170347.72         | $176082.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR9742 C | 2054-06-20      | 7.0000%  | 0.0000% | $73206.96          | $76834.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5647 C | 2054-02-20      | 6.0000%  | 0.0000% | $91993.46          | $95271.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9307 M | 2053-11-20      | 6.5000%  | 0.0000% | $294531.08         | $308673.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M | 2054-09-20      | 5.5000%  | 0.0000% | $2195250.84        | $2221852.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9852 M | 2054-08-20      | 6.0000%  | 0.0000% | $1612320.41        | $1657975.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ9533 C | 2054-02-20      | 7.0000%  | 0.0000% | $69141.06          | $72732.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1952 C | 2054-02-20      | 7.0000%  | 0.0000% | $60384.66          | $63772.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5286 C | 2054-06-20      | 6.0000%  | 0.0000% | $159158.45         | $166427.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4838 C | 2054-07-20      | 6.5000%  | 0.0000% | $198835.82         | $208439.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7450 C | 2054-07-20      | 6.5000%  | 0.0000% | $622580.79         | $657043.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9365 M | 2053-12-20      | 7.0000%  | 0.0000% | $389713.75         | $405908.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  | 0.0000% | $42527.98          | $43787.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M | 2053-12-20      | 5.0000%  | 0.0000% | $348156.12         | $345979.76         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9350 M | 2053-12-20      | 6.0000%  | 0.0000% | $253628.79         | $256605.55         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9895 M | 2054-09-20      | 6.5000%  | 0.0000% | $68382.72          | $70641.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9854 M | 2054-08-20      | 7.0000%  | 0.0000% | $1732828.15        | $1807113.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9851 M | 2054-08-20      | 5.5000%  | 0.0000% | $2962437.37        | $2997029.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9850 M | 2054-08-20      | 5.0000%  | 0.0000% | $87220.42          | $86595.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9847 M | 2054-08-20      | 3.5000%  | 0.0000% | $621282.38         | $570449.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9782 M | 2054-07-20      | 7.0000%  | 0.0000% | $295524.81         | $307488.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9778 M | 2054-07-20      | 5.0000%  | 0.0000% | $32927.04          | $32694.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3599 C | 2054-03-20      | 6.0000%  | 0.0000% | $58382.30          | $60617.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3585 C | 2054-03-20      | 6.5000%  | 0.0000% | $37101.31          | $39126.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2527 C | 2054-04-20      | 7.0000%  | 0.0000% | $115434.17         | $120465.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2360 C | 2054-02-20      | 7.0000%  | 0.0000% | $92768.93          | $98418.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2373 C | 2054-03-20      | 6.0000%  | 0.0000% | $96595.01          | $101217.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2173 C | 2054-02-20      | 6.0000%  | 0.0000% | $128812.51         | $133430.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2171 C | 2054-02-20      | 6.0000%  | 0.0000% | $205320.79         | $212589.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2170 C | 2054-02-20      | 6.0000%  | 0.0000% | $156162.82         | $160692.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2168 C | 2054-02-20      | 6.0000%  | 0.0000% | $160842.18         | $166433.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2144 C | 2054-03-20      | 6.0000%  | 0.0000% | $85596.12          | $88556.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2136 C | 2054-03-20      | 6.5000%  | 0.0000% | $94414.63          | $99363.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2131 C | 2054-03-20      | 6.5000%  | 0.0000% | $137795.82         | $145692.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2146 C | 2054-03-20      | 6.0000%  | 0.0000% | $179228.32         | $183297.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2111 C | 2054-03-20      | 6.0000%  | 0.0000% | $135090.18         | $139234.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2101 C | 2054-03-20      | 6.0000%  | 0.0000% | $79446.19          | $83252.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2097 C | 2054-03-20      | 6.0000%  | 0.0000% | $40757.19          | $42157.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2054 C | 2054-03-20      | 8.0000%  | 0.0000% | $93655.78          | $103149.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5096 C | 2054-01-20      | 6.5000%  | 0.0000% | $185290.40         | $195356.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1720 C | 2054-03-20      | 6.0000%  | 0.0000% | $27292.13          | $28538.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1792 C | 2054-01-20      | 7.0000%  | 0.0000% | $7583.98           | $7959.81           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5052 C | 2054-05-20      | 6.5000%  | 0.0000% | $669893.03         | $719903.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2943 C | 2054-08-20      | 6.5000%  | 0.0000% | $282826.21         | $298822.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0739 C | 2054-01-20      | 7.0000%  | 0.0000% | $54853.69          | $58128.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0095 C | 2054-08-20      | 7.0000%  | 0.0000% | $133561.36         | $142333.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8954 C | 2054-09-20      | 8.0000%  | 0.0000% | $120851.04         | $129272.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ6328 C | 2054-02-20      | 6.0000%  | 0.0000% | $153553.54         | $159798.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1194 C | 2054-01-20      | 7.0000%  | 0.0000% | $69506.26          | $73000.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5526 C | 2054-03-20      | 5.0000%  | 0.0000% | $104795.98         | $104989.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5500 C | 2054-01-20      | 7.0000%  | 0.0000% | $91963.69          | $97563.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3217 C | 2053-11-20      | 6.0000%  | 0.0000% | $61.47             | $64.27             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4767 C | 2054-04-20      | 7.0000%  | 0.0000% | $11379.82          | $11949.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3507 C | 2054-01-20      | 7.0000%  | 0.0000% | $187959.74         | $197722.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9426 M | 2054-01-20      | 7.0000%  | 0.0000% | $98064.20          | $102121.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4781 C | 2054-07-20      | 7.0000%  | 0.0000% | $1268017.32        | $1354320.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0257 M | 2055-03-20      | 4.5000%  | 0.0000% | $15694.50          | $15133.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $11429070.70       | $11032230.51       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7937 C | 2053-12-20      | 7.0000%  | 0.0000% | $175299.09         | $184404.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV2868 C | 2054-03-20      | 6.0000%  | 0.0000% | $88697.00          | $92089.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2762 C | 2053-12-20      | 7.0000%  | 0.0000% | $134285.34         | $141265.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD9956 C | 2054-08-20      | 6.5000%  | 0.0000% | $68372.19          | $71629.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3113 C | 2053-12-20      | 7.5000%  | 0.0000% | $1304808.69        | $1398243.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9667 M | 2054-05-20      | 5.0000%  | 0.0000% | $23205.05          | $23046.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5132 C | 2054-02-20      | 6.5000%  | 0.0000% | $219356.11         | $231272.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787228 C | 2054-01-20      | 6.0000%  | 0.0000% | $116849.27         | $122043.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0860 C |  | 7.0000%  | 0.0000% | $360864.57         | $378012.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0172 C | 2054-10-20      | 6.0000%  | 0.0000% | $280892.22         | $291168.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7945 C | 2053-12-20      | 7.0000%  | 0.0000% | $118584.44         | $124955.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9541 M | 2054-03-20      | 5.5000%  | 0.0000% | $1245433.27        | $1263214.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5139 C | 2054-10-20      | 6.5000%  | 0.0000% | $767673.71         | $818965.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2169 C | 2054-02-20      | 6.0000%  | 0.0000% | $269307.73         | $277497.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  | 0.0000% | $5470295.45        | $5528049.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7446 C | 2054-07-20      | 5.0000%  | 0.0000% | $323748.93         | $322607.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2905 C | 2054-07-20      | 7.0000%  | 0.0000% | $94816.73          | $100138.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2115 C | 2054-10-20      | 6.0000%  | 0.0000% | $721374.64         | $745578.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1743 C | 2053-12-20      | 7.0000%  | 0.0000% | $91206.47          | $96325.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M | 2054-04-20      | 5.5000%  | 0.0000% | $3535342.10        | $3584433.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0089 M | 2054-12-20      | 4.0000%  | 0.0000% | $189784.44         | $177100.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD1447 C | 2054-07-20      | 6.5000%  | 0.0000% | $138503.22         | $146169.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC4728 C | 2054-05-20      | 7.5000%  | 0.0000% | $13708.29          | $14788.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0861 C | 2054-04-20      | 7.0000%  | 0.0000% | $161959.46         | $171248.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787523 C | 2054-08-20      | 6.5000%  | 0.0000% | $808265.80         | $853977.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787355 C | 2054-02-20      | 6.0000%  | 0.0000% | $1440787.70        | $1496983.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787353 C | 2054-02-20      | 6.5000%  | 0.0000% | $1600585.11        | $1707516.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787352 C | 2053-11-20      | 6.0000%  | 0.0000% | $2591280.27        | $2711185.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787147 C | 2053-11-20      | 7.0000%  | 0.0000% | $4234766.02        | $4477470.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787110 C | 2053-11-20      | 6.5000%  | 0.0000% | $1860786.51        | $1969945.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787107 C | 2053-11-20      | 6.5000%  | 0.0000% | $2397805.19        | $2530520.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M | 2055-02-20      | 6.0000%  | 0.0000% | $4957828.20        | $5090532.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0202 M | 2055-02-20      | 4.0000%  | 0.0000% | $8810117.04        | $8218597.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0148 M | 2055-01-20      | 6.0000%  | 0.0000% | $2797938.20        | $2873154.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0145 M | 2055-01-20      | 4.5000%  | 0.0000% | $223002.24         | $215121.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0144 M | 2055-01-20      | 4.0000%  | 0.0000% | $888343.17         | $828699.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0087 M | 2054-12-20      | 3.0000%  | 0.0000% | $41648.79          | $37149.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0095 M | 2054-12-20      | 7.0000%  | 0.0000% | $3169513.82        | $3294422.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0093 M | 2054-12-20      | 6.0000%  | 0.0000% | $3114254.66        | $3196709.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0091 M | 2054-12-20      | 5.0000%  | 0.0000% | $2234958.10        | $2218215.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0088 M | 2054-12-20      | 3.5000%  | 0.0000% | $500249.74         | $451539.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1581 C | 2054-05-20      | 7.0000%  | 0.0000% | $14730.50          | $15395.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1255 C | 2054-06-20      | 7.0000%  | 0.0000% | $57737.43          | $60977.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC1677 C | 2054-05-20      | 7.0000%  | 0.0000% | $68892.83          | $72782.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3977 C | 2054-01-20      | 7.0000%  | 0.0000% | $78393.15          | $82118.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4380 C | 2054-02-20      | 7.0000%  | 0.0000% | $13296.66          | $13754.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ2454 C | 2054-03-20      | 6.0000%  | 0.0000% | $85545.95          | $88253.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2767 C | 2053-12-20      | 7.0000%  | 0.0000% | $182380.88         | $191418.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2775 C | 2054-03-20      | 7.0000%  | 0.0000% | $20312.21          | $21391.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC5457 C | 2054-06-20      | 7.0000%  | 0.0000% | $92009.08          | $97611.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9877 C | 2054-04-20      | 6.5000%  | 0.0000% | $14526.06          | $15330.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5663 C | 2054-03-20      | 7.0000%  | 0.0000% | $14202.75          | $14940.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1696 C | 2054-09-20      | 6.5000%  | 0.0000% | $172318.61         | $181857.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0400 C | 2054-08-20      | 6.5000%  | 0.0000% | $381307.88         | $406784.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0414 C | 2054-08-20      | 6.5000%  | 0.0000% | $2834112.08        | $3023472.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0340 C | 2054-07-20      | 7.5000%  | 0.0000% | $180320.66         | $200445.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0352 C | 2054-07-20      | 7.5000%  | 0.0000% | $217446.85         | $237171.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2620 C | 2054-08-20      | 7.0000%  | 0.0000% | $101721.03         | $106759.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0071 C | 2054-04-20      | 6.5000%  | 0.0000% | $150770.52         | $158969.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4073 C | 2054-09-20      | 6.0000%  | 0.0000% | $99018.44          | $103761.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2466 C | 2054-08-20      | 6.5000%  | 0.0000% | $145073.03         | $153103.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1536 C | 2054-08-20      | 8.0000%  | 0.0000% | $117548.34         | $126755.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1535 C | 2054-08-20      | 8.0000%  | 0.0000% | $150470.75         | $162247.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1533 C | 2054-08-20      | 7.5000%  | 0.0000% | $280022.51         | $302080.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4835 C | 2054-05-20      | 7.0000%  | 0.0000% | $66126.22          | $69561.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4775 C | 2054-04-20      | 7.0000%  | 0.0000% | $92083.51          | $97822.29          | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MB0036 M | 2054-11-20      | 4.5000%  | 0.0000% | $182496.19         | $182341.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0022 M | 2054-11-20      | 3.5000%  | 0.0000% | $7446619.18        | $6721528.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0078 C | 2054-09-20      | 6.5000%  | 0.0000% | $361387.44         | $389020.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0076 C | 2054-09-20      | 6.5000%  | 0.0000% | $352969.02         | $379959.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0093 C | 2054-08-20      | 6.5000%  | 0.0000% | $15057.94          | $16209.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC8297 C | 2054-08-20      | 6.5000%  | 0.0000% | $246398.65         | $260499.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7600 C | 2054-06-20      | 7.0000%  | 0.0000% | $67886.01          | $71412.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7563 C | 2054-07-20      | 6.0000%  | 0.0000% | $65299.23          | $67847.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7530 C | 2054-07-20      | 7.0000%  | 0.0000% | $64328.70          | $67516.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7409 C | 2054-07-20      | 7.0000%  | 0.0000% | $36784.19          | $39210.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8062 C | 2054-03-20      | 6.0000%  | 0.0000% | $7183.85           | $7519.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA6116 C | 2054-04-20      | 6.0000%  | 0.0000% | $68470.59          | $70597.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1791 C | 2054-01-20      | 7.0000%  | 0.0000% | $44894.61          | $47389.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0741 C | 2054-01-20      | 7.0000%  | 0.0000% | $57294.80          | $60163.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0740 C | 2054-01-20      | 7.0000%  | 0.0000% | $109354.42         | $115491.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0738 C | 2054-01-20      | 7.0000%  | 0.0000% | $91419.21          | $96986.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP5983 C | 2056-01-20      | 5.5000%  | 0.0000% | $1102494.21        | $1110230.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5212 C | 2054-10-20      | 8.0000%  | 0.0000% | $227303.41         | $243964.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5203 C | 2054-10-20      | 6.5000%  | 0.0000% | $1376591.97        | $1468568.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF3076 C | 2054-10-20      | 7.0000%  | 0.0000% | $68880.03          | $72293.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2320 C | 2054-10-20      | 7.0000%  | 0.0000% | $196060.90         | $207056.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0777 C | 2054-08-20      | 7.5000%  | 0.0000% | $113513.28         | $126792.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0771 C | 2054-06-20      | 7.5000%  | 0.0000% | $52119.17          | $55478.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8435 C | 2054-09-20      | 8.0000%  | 0.0000% | $116265.07         | $124595.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8975 C | 2054-10-20      | 6.5000%  | 0.0000% | $503062.31         | $535458.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8956 C | 2054-10-20      | 5.0000%  | 0.0000% | $105649.13         | $105844.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8932 C | 2054-08-20      | 8.0000%  | 0.0000% | $208889.03         | $223809.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6159 C | 2054-08-20      | 6.0000%  | 0.0000% | $171055.39         | $178660.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6123 C | 2054-08-20      | 6.5000%  | 0.0000% | $103924.46         | $109363.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5831 C | 2054-09-20      | 6.0000%  | 0.0000% | $30985.25          | $32049.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7462 C | 2054-07-20      | 7.5000%  | 0.0000% | $3241927.68        | $3497305.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7216 C | 2054-07-20      | 6.0000%  | 0.0000% | $337538.00         | $352117.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6896 C | 2054-08-20      | 6.5000%  | 0.0000% | $711221.01         | $750588.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6695 C | 2054-07-20      | 7.0000%  | 0.0000% | $86658.58          | $91521.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6519 C | 2054-10-20      | 6.0000%  | 0.0000% | $101626.81         | $105098.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6518 C | 2054-10-20      | 6.0000%  | 0.0000% | $160177.90         | $167298.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M | 2054-11-20      | 5.0000%  | 0.0000% | $3605778.29        | $3578767.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6160 C | 2054-07-20      | 7.0000%  | 0.0000% | $92466.20          | $97114.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD5617 C | 2054-08-20      | 8.0000%  | 0.0000% | $73578.34          | $78846.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6282 C | 2054-07-20      | 7.0000%  | 0.0000% | $84008.54          | $88171.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4830 C | 2054-09-20      | 6.0000%  | 0.0000% | $148270.45         | $152526.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4765 C | 2054-08-20      | 6.5000%  | 0.0000% | $183437.28         | $193036.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3756 C | 2054-09-20      | 7.5000%  | 0.0000% | $163245.31         | $176094.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2932 C | 2054-07-20      | 7.0000%  | 0.0000% | $80790.97          | $85040.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2914 C | 2054-07-20      | 6.0000%  | 0.0000% | $98336.38          | $102355.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2486 C | 2054-08-20      | 6.0000%  | 0.0000% | $312373.95         | $322721.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2450 C | 2054-07-20      | 7.0000%  | 0.0000% | $147807.63         | $154832.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2635 C | 2054-08-20      | 7.0000%  | 0.0000% | $163330.07         | $173035.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2621 C | 2054-08-20      | 7.0000%  | 0.0000% | $58647.40          | $61551.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0044 C | 2053-12-20      | 7.0000%  | 0.0000% | $18327.11          | $19574.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0899 C | 2054-02-20      | 6.0000%  | 0.0000% | $96069.86          | $99664.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0780 C | 2054-01-20      | 7.0000%  | 0.0000% | $38028.15          | $40117.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8407 C | 2053-12-20      | 7.0000%  | 0.0000% | $61006.49          | $63598.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8406 C | 2053-12-20      | 7.0000%  | 0.0000% | $15257.57          | $15990.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4729 C | 2054-04-20      | 7.0000%  | 0.0000% | $165309.40         | $174587.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4699 C | 2054-04-20      | 7.0000%  | 0.0000% | $100909.50         | $106572.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB3625 C | 2054-04-20      | 7.0000%  | 0.0000% | $75528.17          | $79586.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB3201 C | 2054-05-20      | 6.0000%  | 0.0000% | $341890.96         | $356028.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2991 C | 2054-04-20      | 8.0000%  | 0.0000% | $85085.20          | $91172.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2989 C | 2054-04-20      | 8.0000%  | 0.0000% | $164625.17         | $182478.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1839 C | 2054-03-20      | 7.0000%  | 0.0000% | $71383.33          | $75001.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6446 C | 2054-07-20      | 5.0000%  | 0.0000% | $129927.36         | $129369.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1838 C | 2054-03-20      | 6.5000%  | 0.0000% | $171527.46         | $179936.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1815 C | 2054-03-20      | 8.0000%  | 0.0000% | $97622.91          | $104593.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1826 C | 2054-03-20      | 6.0000%  | 0.0000% | $104103.32         | $108857.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0672 C | 2054-04-20      | 6.0000%  | 0.0000% | $446175.63         | $463633.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0476 C | 2054-04-20      | 6.5000%  | 0.0000% | $825956.54         | $871674.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0344 C | 2054-04-20      | 7.0000%  | 0.0000% | $65159.85          | $69049.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8403 C | 2053-12-20      | 8.0000%  | 0.0000% | $48085.47          | $51531.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8302 C | 2054-01-20      | 7.0000%  | 0.0000% | $31760.80          | $33286.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8277 C | 2054-01-20      | 6.0000%  | 0.0000% | $78570.92          | $81413.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7938 C | 2053-12-20      | 7.0000%  | 0.0000% | $30285.07          | $31739.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7936 C | 2053-12-20      | 7.0000%  | 0.0000% | $48490.53          | $50844.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7835 C | 2053-12-20      | 7.0000%  | 0.0000% | $93686.06          | $98328.16          | Agency Mortgage-Backed Securities |

### Security 162: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.630000%
- **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: ARP1I9X98, C.4 - ISIN: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1I9X98_3.63_0601
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-084 FE | 2055-05-20      | 5.0251%  | 0.0000% | $20713068.70       | $20975343.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FE | 2055-05-20      | 4.6251%  | 0.0000% | $13818629.78       | $13967322.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FD | 2055-01-20      | 4.7251%  | 0.0000% | $35841844.78       | $36173607.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC | 2055-02-20      | 4.7351%  | 0.0000% | $13752227.78       | $13873271.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-173 FA | 2054-10-20      | 4.6251%  | 0.0000% | $7773620.48        | $7749306.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX | 2053-11-20      | 6.0000%  | 0.0000% | $652173.48         | $672259.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-170 FA | 2053-11-20      | 4.8751%  | 0.0000% | $8105236.96        | $8195811.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF | 2053-08-20      | 4.6751%  | 0.0000% | $2177640.15        | $2199156.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-102 KF | 2053-07-20      | 4.6151%  | 0.0000% | $5379941.41        | $5422301.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF | 2053-03-20      | 4.6251%  | 0.0000% | $8047237.83        | $8065853.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE | 2053-03-20      | 4.5251%  | 0.0000% | $9805891.09        | $9806393.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL | 2053-01-20      | 4.4751%  | 0.0000% | $12890475.43       | $12798305.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-174 NF | 2052-08-20      | 4.8251%  | 0.0000% | $14974676.26       | $15027675.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC | 2053-01-20      | 4.6851%  | 0.0000% | $9866593.91        | $9873986.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB | 2052-02-20      | 3.0000%  | 0.0000% | $88934133.91       | $76487979.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE | 2052-01-20      | 2.5000%  | 0.0000% | $24248140.43       | $20125301.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF | 2051-11-20      | 3.0000%  | 0.0000% | $29106954.78       | $24925944.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC | 2050-04-20      | 3.5000%  | 0.0000% | $13144216.96       | $11664441.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE | 2055-05-20      | 4.7751%  | 0.0000% | $11633296.09       | $11752197.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN | 2055-05-20      | 4.6751%  | 0.0000% | $19548677.83       | $19797684.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF | 2053-12-20      | 4.7251%  | 0.0000% | $7738517.35        | $7790336.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE  | 2047-10-20      | 4.0171%  | 0.0000% | $2677939.30        | $2610386.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA | 2046-11-20      | 4.1171%  | 0.0000% | $4024710.18        | $3948499.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA | 2053-08-20      | 4.7051%  | 0.0000% | $10762525.87       | $10879722.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-72 YF  | 2048-12-20      | 4.4171%  | 0.0000% | $6987030.87        | $6637911.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF  | 2048-02-20      | 4.0171%  | 0.0000% | $3913220.30        | $3800156.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FB | 2054-05-20      | 4.9251%  | 0.0000% | $8111357.83        | $8183275.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA | 2052-02-20      | 3.0000%  | 0.0000% | $44112748.70       | $37952315.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FC | 2054-02-20      | 4.6251%  | 0.0000% | $12864522.61       | $12954835.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE | 2054-05-20      | 4.7251%  | 0.0000% | $8430885.13        | $8472038.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE | 2052-02-20      | 3.0000%  | 0.0000% | $59289422.61       | $50504212.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY | 2053-11-20      | 6.0000%  | 0.0000% | $4249426.35        | $4348585.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 NF | 2052-05-20      | 4.5000%  | 0.0000% | $15428650.65       | $14707345.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH | 2055-04-20      | 4.6751%  | 0.0000% | $5334745.03        | $5358856.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-005 CF | 2050-01-20      | 3.5000%  | 0.0000% | $8256020.65        | $7453163.92        | Agency Collateralized Mortgage Obligation |

### Security 163: Societe Generale

- **C.1 - Title:** SG Americas Securities LLC 3.630000%
- **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: ARP1I9XW7, C.4 - ISIN: N/A, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ARP1I9XW7_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.5900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2007-027 FD     | 2037-05-20      | 4.0171%  | 0.0000% | $45.53             | $45.39             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-006 FA     | 2037-02-20      | 3.8671%  | 0.0000% | $226561.95         | $223265.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2005-08 F       | 2035-01-20      | 3.9171%  | 0.0000% | $172834.86         | $172172.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-66 F       | 2034-08-16      | 4.0395%  | 0.0000% | $36.07             | $36.04             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FP     | 2033-04-16      | 3.9895%  | 0.0000% | $184351.63         | $184590.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 PF     | 2032-03-16      | 3.9895%  | 0.0000% | $62117.44          | $62197.86          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-46 FB      | 2033-06-16      | 3.9595%  | 0.0000% | $138723.75         | $138153.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-14 FB      | 2037-03-20      | 3.9171%  | 0.0000% | $189519.36         | $186793.17         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3479BF 08/15/38 | 2038-08-15      | 4.7573%  | 0.0000% | $130020.20         | $132024.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2007-020 FA     | 2037-04-20      | 4.0171%  | 0.0000% | $137418.79         | $135699.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-032 FD     | 2027-12-16      | 3.9395%  | 0.0000% | $6473.85           | $6480.88           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2003-35 CF      | 2033-03-16      | 4.0395%  | 0.0000% | $20670.89          | $20694.41          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R09F103 | 2039-11-25      | 4.4266%  | 0.0000% | $126792.61         | $126982.28         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CLCB2321 | 2051-12-01      | 2.5000%  | 0.0000% | $32781695.29       | $27934739.51       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBCA3138 | 2049-02-01      | 5.8550%  | 0.0000% | $60.99             | $63.35             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HIBZ6757 | 2041-04-01      | 4.9200%  | 0.0000% | $4832696.87        | $4897796.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1144 M     | 2056-05-20      | 6.0000%  | 0.0000% | $333750.00         | $342068.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M     | 2055-09-20      | 6.0000%  | 0.0000% | $54487.74          | $55787.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  | 0.0000% | $139326.16         | $138214.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $133177.00         | $132114.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0814 M     | 2055-12-20      | 5.5000%  | 0.0000% | $36927.06          | $37299.02          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ8660       | 2056-05-15      | 5.5400%  | 0.0000% | $756.00            | $781.31            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849849 G        | 2045-10-01      | 6.3550%  | 0.0000% | $336461.10         | $350233.39         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A1810 G        | 2037-09-01      | 6.0200%  | 0.0000% | $171.09            | $177.38            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1870 G        | 2040-03-01      | 5.9700%  | 0.0000% | $71.31             | $74.15             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841164 G        | 2049-12-01      | 3.3340%  | 0.0000% | $191.92            | $186.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7624 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1971865.99        | $2081021.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5078 C     | 2056-05-20      | 5.0000%  | 0.0000% | $750.00            | $745.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5077 C     | 2056-05-20      | 5.0000%  | 0.0000% | $3196398.00        | $3179153.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5064 C     | 2056-05-20      | 5.5000%  | 0.0000% | $2293260.00        | $2330380.49        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DQ3825 H     | 2076-02-20      | 5.1290%  | 0.0000% | $16782015.12       | $18121801.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3595 C     | 2056-04-20      | 6.0000%  | 0.0000% | $2925589.06        | $3031473.94        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1942       | 2061-04-15      | 4.9000%  | 0.0000% | $749.36            | $742.88            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6742       | 2060-10-15      | 4.8000%  | 0.0000% | $127030.00         | $125066.03         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6848       | 2060-08-15      | 5.7300%  | 0.0000% | $745.14            | $779.42            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0386       | 2061-01-15      | 5.0000%  | 0.0000% | $480372.05         | $484153.97         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DJ0285 H     | 2075-04-20      | 6.1730%  | 0.0000% | $701.85            | $740.09            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784844 X     | 2031-07-15      | 6.5000%  | 0.0000% | $58.88             | $60.44             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784663 X     | 2036-07-15      | 8.0000%  | 0.0000% | $30062.26          | $31159.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784570 M     | 2033-01-20      | 6.0000%  | 0.0000% | $112389.72         | $115641.35         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782048 X     | 2034-12-15      | 7.0000%  | 0.0000% | $8.92              | $9.28              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782044 X     | 2032-12-15      | 6.5000%  | 0.0000% | $5.64              | $5.79              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6570 | 2056-05-01      | 6.0000%  | 0.0000% | $42369253.50       | $43652307.50       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0808 | 2034-04-01      | 4.7200%  | 0.0000% | $4221000.00        | $4263805.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $374.97            | $307.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7983 | 2050-12-01      | 2.0000%  | 0.0000% | $64211030.29       | $52533198.54       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2894 M     | 2045-06-20      | 4.5000%  | 0.0000% | $250052.06         | $246437.81         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CS6223 H     | 2073-03-20      | 6.2510%  | 0.0000% | $2820244.17        | $2985314.63        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B5984 G        | 2046-08-01      | 2.5880%  | 0.0000% | $51.04             | $52.60             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1070 M     | 2056-04-20      | 5.0000%  | 0.0000% | $272716.29         | $270541.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AP1087 C     | 2045-11-20      | 4.0000%  | 0.0000% | $52543.49          | $49273.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $28045.28          | $27821.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  | 0.0000% | $26185584.69       | $25843807.53       | Agency Mortgage-Backed Securities         |
| FMAC FKAR WV0294          | 2036-01-01      | 4.2080%  | 0.0000% | $8761500.00        | $8781063.46        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODA1121 | 2053-10-01      | 3.9070%  | 0.0000% | $3055151.77        | $2960896.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787471 C     | 2054-07-20      | 5.5000%  | 0.0000% | $592.19            | $602.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  | 0.0000% | $25147.84          | $22679.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $573357.66         | $553862.93         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.2020%  | 0.0000% | $2664922.62        | $2692280.72        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.300 WDWD0030 | 2035-11-01      | 4.3000%  | 0.0000% | $6330750.00        | $6122496.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ9920 C     | 2053-02-20      | 5.5000%  | 0.0000% | $695.06            | $734.34            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAX8472 | 2044-11-01      | 6.0490%  | 0.0000% | $21.75             | $22.70             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784065 X     | 2039-02-15      | 6.5000%  | 0.0000% | $44786.10          | $48919.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $5009.99           | $4867.85           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DR0439 H     | 2076-02-20      | 5.3110%  | 0.0000% | $755.08            | $812.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0257 C     | 2056-05-20      | 5.5000%  | 0.0000% | $756.00            | $775.64            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MB1165 M     | 2056-05-20      | 4.0000%  | 0.0000% | $756.00            | $747.77            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8402 | 2033-06-01      | 4.3400%  | 0.0000% | $750.00            | $742.84            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7839 | 2055-10-01      | 5.4620%  | 0.0000% | $1377482.96        | $1399781.96        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM1537 | 2051-04-01      | 6.3320%  | 0.0000% | $97.10             | $100.82            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B6249 G        | 2047-06-01      | 3.1990%  | 0.0000% | $194.46            | $197.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV9448 C     | 2053-06-20      | 5.5000%  | 0.0000% | $1225815.05        | $1295084.36        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ8655       | 2061-04-15      | 4.9200%  | 0.0000% | $5196842.04        | $5159630.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4819 C     | 2056-05-20      | 6.0000%  | 0.0000% | $4352568.00        | $4551383.15        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBH5454 | 2047-06-01      | 3.5650%  | 0.0000% | $619994.00         | $628304.13         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4473 | 2035-07-01      | 4.7600%  | 0.0000% | $19676700.00       | $19926185.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788645 C     | 2056-05-20      | 5.5000%  | 0.0000% | $42350208.00       | $42954917.22       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5825 | 2035-12-01      | 4.6000%  | 0.0000% | $15934200.00       | $15894727.45       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBN0300 | 2048-12-01      | 5.9640%  | 0.0000% | $117315.94         | $122024.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $103239.54         | $100462.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5085 | 2055-10-01      | 5.5000%  | 0.0000% | $119944863.69      | $122201479.73      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $545.25            | $552.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3223 C     | 2056-03-20      | 5.5000%  | 0.0000% | $748.36            | $760.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9011 M     | 2053-07-20      | 2.5000%  | 0.0000% | $86350.08          | $74111.72          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK6442 | 2048-06-01      | 3.7250%  | 0.0000% | $94841.84          | $94085.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC2001 | 2056-02-01      | 5.0000%  | 0.0000% | $67826400.27       | $67198659.41       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7623 C     | 2056-03-20      | 6.5000%  | 0.0000% | $2211441.75        | $2333859.55        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DQ3823 H     | 2076-01-20      | 5.4010%  | 0.0000% | $752.11            | $813.75            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841055 G        | 2050-05-01      | 3.5110%  | 0.0000% | $72351.97          | $73513.64          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4906 | 2030-09-01      | 4.7100%  | 0.0000% | $2617500.00        | $2653234.98        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4263 | 2030-07-01      | 4.4500%  | 0.0000% | $9893268.00        | $9948463.64        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5264 | 2035-10-01      | 4.6800%  | 0.0000% | $240000.00         | $240742.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  | 0.0000% | $94.89             | $87.60             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $6399642.89        | $6373070.86        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBJ9881 | 2049-10-01      | 3.2470%  | 0.0000% | $117.77            | $114.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787460 C     | 2041-12-20      | 5.0000%  | 0.0000% | $581.62            | $588.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8722 M     | 2053-03-20      | 3.5000%  | 0.0000% | $730376.18         | $669738.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $2606762.10        | $2596332.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM4904 C     | 2056-04-20      | 5.0000%  | 0.0000% | $44389.50          | $44199.07          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8132       | 2061-03-15      | 5.5000%  | 0.0000% | $687923.30         | $704788.97         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840943 G        | 2042-11-01      | 6.4480%  | 0.0000% | $106.46            | $111.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $411.71            | $338.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6588 M     | 2050-04-20      | 2.5000%  | 0.0000% | $217335.25         | $184135.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6532 M     | 2050-03-20      | 3.5000%  | 0.0000% | $73.15             | $65.22             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $72.22             | $61.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $97.33             | $95.54             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ6676 | 2036-04-01      | 4.4600%  | 0.0000% | $749.35            | $737.28            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6572 | 2031-03-01      | 3.9500%  | 0.0000% | $19433100.00       | $19036707.94       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5361 | 2030-10-01      | 4.2850%  | 0.0000% | $13679250.00       | $13642025.72       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5325 | 2030-10-01      | 4.2900%  | 0.0000% | $6263304.00        | $6250261.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4292 | 2030-07-01      | 4.5200%  | 0.0000% | $33749250.00       | $34028780.06       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4140 | 2030-07-01      | 4.7400%  | 0.0000% | $18630000.00       | $18810090.01       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3262 | 2030-04-01      | 4.7200%  | 0.0000% | $18183000.00       | $18427399.73       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3527 | 2032-04-01      | 4.3200%  | 0.0000% | $750.00            | $745.42            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  | 0.0000% | $5988000.00        | $6099418.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0831 | 2034-04-01      | 4.7300%  | 0.0000% | $9435750.00        | $9538211.76        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBY6088 | 2053-08-01      | 4.7640%  | 0.0000% | $568.61            | $567.50            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBY0325 | 2053-05-01      | 4.5350%  | 0.0000% | $3016277.47        | $2992229.36        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WRWR2013 | 2034-11-01      | 4.2500%  | 0.0000% | $7424625.00        | $7221008.79        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8D0222 G        | 2052-05-01      | 3.4980%  | 0.0000% | $655.55            | $627.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL5086 | 2054-10-01      | 6.5000%  | 0.0000% | $95526751.83       | $99609618.32       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAD0880 | 2038-10-01      | 6.0590%  | 0.0000% | $19970.68          | $20809.39          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB973870 | 2038-05-01      | 5.8960%  | 0.0000% | $127922.80         | $132725.12         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1942969 | 2037-08-01      | 6.7440%  | 0.0000% | $79623.00          | $82632.36          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB895834 | 2036-04-01      | 5.5640%  | 0.0000% | $39358.64          | $40396.43          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB888939 | 2037-11-01      | 5.8750%  | 0.0000% | $8.23              | $8.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA5659 | 2056-05-01      | 5.5000%  | 0.0000% | $55925777.25       | $57010221.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5319 | 2055-03-01      | 5.0000%  | 0.0000% | $130406113.44      | $128775892.15      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3712 M     | 2031-06-20      | 3.5000%  | 0.0000% | $33112.10          | $32362.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7056 M     | 2050-12-20      | 4.5000%  | 0.0000% | $22078.30          | $21634.24          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841615 G        | 2053-09-01      | 5.0410%  | 0.0000% | $28747.28          | $28921.52          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL3950 | 2043-08-01      | 6.2190%  | 0.0000% | $137145.16         | $141744.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1573 M     | 2029-01-20      | 3.0000%  | 0.0000% | $19.60             | $19.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $211.02            | $193.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7031 C     | 2051-09-20      | 3.0000%  | 0.0000% | $658.85            | $580.72            | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DQ9241 H     | 2076-04-20      | 5.7480%  | 0.0000% | $750.00            | $820.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR1327 C     | 2056-05-20      | 5.0000%  | 0.0000% | $238080.00         | $234778.28         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DR0442 H     | 2076-03-20      | 4.9010%  | 0.0000% | $753.06            | $799.94            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAV9481 | 2043-07-01      | 5.6740%  | 0.0000% | $20.74             | $21.36             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAU1303 | 2043-07-01      | 6.1550%  | 0.0000% | $172814.67         | $178910.39         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAT2678 | 2043-06-01      | 6.1700%  | 0.0000% | $7.26              | $7.55              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5478 | 2027-05-01      | 3.1200%  | 0.0000% | $6296144.30        | $6249342.96        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8515 | 2049-01-01      | 6.5600%  | 0.0000% | $888606.76         | $926854.37         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL9200 | 2042-09-01      | 6.4200%  | 0.0000% | $286184.89         | $298437.41         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462406 | 2037-09-01      | 6.2670%  | 0.0000% | $84.67             | $85.94             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462349 | 2034-10-01      | 6.1350%  | 0.0000% | $117333.12         | $117544.87         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462327 | 2035-05-01      | 5.9850%  | 0.0000% | $196327.36         | $196230.57         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462203 | 2033-06-01      | 5.4250%  | 0.0000% | $21.19             | $21.19             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HA462151 | 2034-11-01      | 6.1500%  | 0.0000% | $414.44            | $417.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4806 C     | 2055-03-20      | 6.0000%  | 0.0000% | $740.25            | $770.74            | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CW9880 H     | 2073-09-20      | 6.2500%  | 0.0000% | $2975695.43        | $3154061.59        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS373182 | 2036-05-01      | 4.3930%  | 0.0000% | $1.45              | $1.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5191 | 2053-11-01      | 6.0000%  | 0.0000% | $6985513.02        | $7170913.19        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB816778 | 2034-07-01      | 5.6050%  | 0.0000% | $56885.31          | $57713.52          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7650 G        | 2038-02-01      | 4.7250%  | 0.0000% | $144140.72         | $144930.62         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782259 X     | 2036-02-15      | 5.0000%  | 0.0000% | $18.52             | $18.71             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 694133 X     | 2038-09-15      | 5.5000%  | 0.0000% | $484651.07         | $513813.39         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698239 X     | 2039-06-15      | 4.5000%  | 0.0000% | $26761.22          | $26362.19          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711068 X     | 2040-01-15      | 5.0000%  | 0.0000% | $69551.12          | $71071.99          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617484 X     | 2042-02-15      | 3.5000%  | 0.0000% | $53323.80          | $49432.67          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAI3558 | 2041-06-01      | 6.5650%  | 0.0000% | $9.01              | $9.37              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 778608 X     | 2041-11-15      | 3.5000%  | 0.0000% | $39934.03          | $37082.03          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS851282 | 2035-11-01      | 5.8620%  | 0.0000% | $52655.24          | $54252.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6746 | 2054-05-01      | 6.0000%  | 0.0000% | $12120544.61       | $12581375.80       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6179 | 2054-04-01      | 5.0000%  | 0.0000% | $54993329.22       | $54877452.17       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  | 0.0000% | $44465667.13       | $41368999.01       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B4792 G        | 2045-10-01      | 6.1300%  | 0.0000% | $88986.90          | $91687.01          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1620 G        | 2043-08-01      | 6.3900%  | 0.0000% | $69476.87          | $72480.36          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1538 G        | 2043-07-01      | 6.3850%  | 0.0000% | $69530.28          | $72548.32          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1505 G        | 2043-06-01      | 6.3130%  | 0.0000% | $109019.31         | $113781.50         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CU9057 H     | 2073-04-20      | 6.2130%  | 0.0000% | $3654278.29        | $3856195.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7312 C     | 2052-02-20      | 2.5000%  | 0.0000% | $4382325.30        | $3690550.91        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CU8059 H     | 2073-04-20      | 6.2700%  | 0.0000% | $2090859.41        | $2203640.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT3984 C     | 2053-04-20      | 6.0000%  | 0.0000% | $887852.53         | $959597.83         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CR2641 H     | 2073-03-20      | 6.2810%  | 0.0000% | $612.03            | $644.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AJ9334 C     | 2044-10-20      | 3.5000%  | 0.0000% | $290748.49         | $263836.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AJ9005 C     | 2044-10-20      | 4.0000%  | 0.0000% | $118209.39         | $110036.64         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CL8166 H     | 2072-04-20      | 6.2580%  | 0.0000% | $423.18            | $446.77            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CG6131       | 2065-12-15      | 5.8500%  | 0.0000% | $558562.50         | $577173.80         | Agency Mortgage-Backed Securities         |
| FMAC FKAR WV0196          | 2032-12-01      | 4.1680%  | 0.0000% | $6951000.00        | $6960542.18        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB836132 | 2035-10-01      | 6.0890%  | 0.0000% | $7.25              | $7.41              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB801941 | 2034-11-01      | 6.0400%  | 0.0000% | $8.55              | $8.80              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB768196 | 2034-02-01      | 5.6910%  | 0.0000% | $139144.91         | $141936.49         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB739083 | 2033-09-01      | 6.3630%  | 0.0000% | $49805.45          | $51224.86          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS732218 | 2043-06-01      | 4.9980%  | 0.0000% | $34595.00          | $35020.22          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB722547 | 2033-08-01      | 5.5080%  | 0.0000% | $23.42             | $23.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7008 C     | 2051-07-20      | 3.0000%  | 0.0000% | $657.27            | $585.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG BV7331 C     | 2047-08-20      | 3.0000%  | 0.0000% | $332.79            | $298.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM7534 C     | 2050-02-20      | 3.5000%  | 0.0000% | $184.73            | $166.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BJ9832 C     | 2049-01-20      | 4.0000%  | 0.0000% | $241699.71         | $224997.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF5181 C     | 2048-02-20      | 4.5000%  | 0.0000% | $77.52             | $74.63             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3622       | 2057-10-15      | 4.1900%  | 0.0000% | $715.27            | $693.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BA6169 C     | 2047-07-20      | 3.5000%  | 0.0000% | $196.86            | $177.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9364 M     | 2053-12-20      | 6.5000%  | 0.0000% | $30520.46          | $31987.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $507760.96         | $490700.19         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7269 | 2053-08-01      | 5.3060%  | 0.0000% | $3863428.82        | $3907756.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM7183 | 2033-03-01      | 4.7020%  | 0.0000% | $3154151.20        | $3187503.54        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM5749 | 2049-04-01      | 3.7720%  | 0.0000% | $19.99             | $19.61             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6251 | 2043-09-01      | 6.1750%  | 0.0000% | $101.71            | $106.22            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6200 | 2043-07-01      | 6.2920%  | 0.0000% | $58760.37          | $61393.28          | Agency Mortgage-Backed Securities         |
| FNMA FNAR 00.000 JUBM4538 | 2041-07-01      | 6.1830%  | 0.0000% | $128.15            | $133.60            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM3426 | 2051-06-01      | 5.8610%  | 0.0000% | $141.71            | $146.87            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6037 | 2030-05-01      | 2.0200%  | 0.0000% | $750.00            | $688.21            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK1278 | 2048-06-01      | 3.9750%  | 0.0000% | $79588.60          | $79315.75          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBA2481 | 2045-10-01      | 6.0800%  | 0.0000% | $63.16             | $64.93             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1317 G        | 2043-04-01      | 5.7650%  | 0.0000% | $311910.32         | $323214.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3715 | 2053-07-01      | 6.0000%  | 0.0000% | $18486846.42       | $19029558.62       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784741 X     | 2039-07-15      | 6.5000%  | 0.0000% | $111.35            | $116.64            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBY0346 | 2053-06-01      | 4.4710%  | 0.0000% | $1025546.20        | $1015215.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0303 | 2053-11-01      | 6.0000%  | 0.0000% | $12873570.59       | $13417564.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785130 M     | 2038-12-20      | 7.0000%  | 0.0000% | $52207.30          | $55195.36          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL7130 | 2044-03-01      | 6.0800%  | 0.0000% | $111581.82         | $116477.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $583.20            | $535.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $393.07            | $404.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA8715 M     | 2053-03-20      | 5.5000%  | 0.0000% | $515931.64         | $517658.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8616 M     | 2038-02-20      | 5.0000%  | 0.0000% | $403.17            | $405.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $13659.91          | $11707.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $50942.12          | $45396.73          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784567 X     | 2039-01-15      | 6.5000%  | 0.0000% | $76907.82          | $79489.05          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784121 X     | 2029-08-15      | 7.0000%  | 0.0000% | $34.03             | $35.06             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784119 M     | 2046-02-20      | 3.0000%  | 0.0000% | $95.19             | $85.97             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0869 M     | 2056-01-20      | 4.0000%  | 0.0000% | $37394.30          | $34884.07          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783711X      | 2042-01-15      | 4.5000%  | 0.0000% | $54402.35          | $53700.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781623 X     | 2033-06-15      | 5.0000%  | 0.0000% | $12293.93          | $12395.21          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781636 X     | 2033-07-15      | 5.5000%  | 0.0000% | $4.75              | $4.88              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737904 X     | 2041-01-15      | 3.5000%  | 0.0000% | $54972.94          | $51048.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003692 M     | 2035-03-20      | 6.0000%  | 0.0000% | $244.88            | $255.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR8207 C     | 2066-04-20      | 6.5000%  | 0.0000% | $750.00            | $785.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR7240 C     | 2056-05-20      | 5.5000%  | 0.0000% | $750.00            | $777.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR6055 C     | 2056-05-20      | 5.5000%  | 0.0000% | $2655822.00        | $2754012.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR5625 C     | 2046-04-20      | 6.5000%  | 0.0000% | $759337.19         | $793552.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3190 C     | 2056-04-20      | 5.5000%  | 0.0000% | $7509481.30        | $7631035.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $35614.55          | $36033.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5194 M     | 2048-05-20      | 5.0000%  | 0.0000% | $52.35             | $52.91             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $121.64            | $108.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $104.53            | $94.03             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5331 M     | 2048-07-20      | 4.5000%  | 0.0000% | $52.02             | $51.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  | 0.0000% | $107.74            | $97.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA3424 M     | 2031-02-20      | 3.0000%  | 0.0000% | $35.68             | $34.55             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3378 M     | 2046-01-20      | 4.5000%  | 0.0000% | $45648.46          | $44989.16          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBX8871 | 2053-05-01      | 5.7950%  | 0.0000% | $609.32            | $622.19            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8404 | 2033-06-01      | 4.3400%  | 0.0000% | $750.00            | $742.84            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7462 | 2033-01-01      | 4.9300%  | 0.0000% | $261750.00         | $265139.52         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBO8856 | 2049-11-01      | 2.9730%  | 0.0000% | $472400.62         | $453257.69         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBO3264 | 2049-07-01      | 3.1000%  | 0.0000% | $186.68            | $179.50            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBN4641 | 2049-04-01      | 3.5920%  | 0.0000% | $21.57             | $21.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2309 M     | 2038-12-20      | 6.5000%  | 0.0000% | $86614.21          | $91749.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0782 M     | 2043-02-20      | 3.0000%  | 0.0000% | $83.99             | $76.83             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779214 X     | 2042-05-15      | 3.5000%  | 0.0000% | $85.38             | $78.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $167568658.13      | $174730635.75      | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 712446 X     | 2039-06-15      | 4.5000%  | 0.0000% | $12.08             | $11.88             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 655140 X     | 2036-04-15      | 6.5000%  | 0.0000% | $18773.56          | $19994.48          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 646044 X     | 2037-10-15      | 6.5000%  | 0.0000% | $5.66              | $5.84              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783420 X     | 2034-12-15      | 5.5000%  | 0.0000% | $57827.62          | $59468.06          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782802 X     | 2032-03-15      | 6.5000%  | 0.0000% | $37615.93          | $38581.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782767 C     | 2034-12-20      | 6.5000%  | 0.0000% | $20.96             | $21.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782506 X     | 2038-12-20      | 7.0000%  | 0.0000% | $9.53              | $10.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782378 M     | 2035-09-20      | 5.0000%  | 0.0000% | $15.82             | $15.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782083 M     | 2035-07-20      | 6.5000%  | 0.0000% | $16.48             | $17.27             | Agency Mortgage-Backed Securities         |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $1688250.00        | $1563345.81        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $314400.00         | $311034.05         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $83025.00          | $83111.97          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $50506425.00       | $48139998.35       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $15150000.00       | $14456427.84       | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $68025.00          | $67092.62          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $466425.00         | $409786.02         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $39612225.00       | $27199605.56       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $202500.00         | $110257.67         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $1050.00           | $513.14            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $266250.00         | $168300.23         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $75.00             | $54.88             | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | 0.0000% | $587625.00         | $602477.69         | U.S. Treasuries (including strips)        |
| USTR BILL 07/23/26        | 2026-07-23      | 0.0000%  | 0.0000% | $571800.00         | $568637.95         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $21826500.00       | $20507536.82       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $75.00             | $74.94             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $791400.00         | $735647.26         | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $148650.00         | $153531.69         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $5190150.00        | $4357898.55        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $75.00             | $72.32             | U.S. Treasuries (including strips)        |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  | 0.0000% | $538575.00         | $530243.24         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  | 0.0000% | $8250000.00        | $8210499.32        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $75.00             | $77.30             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $75.00             | $74.36             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $221925.00         | $219348.94         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $224025.00         | $222266.31         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $640575.00         | $632169.11         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AM 29     | 2029-04-15      | 3.8750%  | 0.0000% | $456450.00         | $456079.58         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  | 0.0000% | $4500000.00        | $4516319.63        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  | 0.0000% | $898350.00         | $884608.46         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $3750150.00        | $3804085.97        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $225.00            | $223.67            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $75.00             | $76.50             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  | 0.0000% | $75.00             | $77.46             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $750.00            | $767.53            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $314700.00         | $317542.12         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | 0.0000% | $272700.00         | $279169.18         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $75.00             | $75.80             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $69707250.00       | $70240097.99       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $44250.00          | $44634.36          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $167025.00         | $171398.15         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $436500.00         | $436962.29         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $314700.00         | $317419.51         | U.S. Treasuries (including strips)        |

### Security 164: RBC Dominion Securities Inc.

- **C.1 - Title:** Rbc Dominion Securities Inc:0. Repo - 01jun26 3.630000%
- **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: ARP1IA497, C.4 - ISIN: N/A, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1IA497_3.63_0601
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.0251%  | 0.0000% | $635.66            | $644.82            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 YF     | 2055-03-20      | 4.8251%  | 0.0000% | $544.96            | $551.37            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FH     | 2054-10-20      | 4.8251%  | 0.0000% | $52926732.07       | $53057105.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-171 FA     | 2054-10-20      | 4.7751%  | 0.0000% | $4502.25           | $4504.75           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-149 FA     | 2054-09-20      | 4.7351%  | 0.0000% | $54535291.80       | $54869799.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 4.9251%  | 0.0000% | $40111561.00       | $40457534.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 TF     | 2053-01-20      | 4.6251%  | 0.0000% | $36793089.00       | $36721279.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $1145.39           | $1009.70           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $89821583.95       | $74468739.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FA     | 2052-01-20      | 3.5000%  | 0.0000% | $35706348.50       | $31665710.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-223 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $2075.36           | $1723.11           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $170125638.34      | $146367252.69      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-175 BF     | 2051-10-20      | 3.5000%  | 0.0000% | $7820530.04        | $6884068.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-174 YF     | 2055-09-20      | 4.6251%  | 0.0000% | $14202777.28       | $14309103.28       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5660FD 05/25/56 | 2056-05-25      | 4.5621%  | 0.0000% | $1178.60           | $1200.64           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5547FH 06/25/55 | 2055-06-25      | 5.0121%  | 0.0000% | $4912824.73        | $4973163.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL012FA R26F012 | 2056-03-25      | 4.6121%  | 0.0000% | $745741.27         | $743295.58         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL096FB R24F096 | 2054-12-25      | 5.0121%  | 0.0000% | $6062.89           | $6135.39           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 AF     | 2055-08-20      | 4.8751%  | 0.0000% | $46683035.23       | $47092855.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 4.9251%  | 0.0000% | $27890634.68       | $28120712.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FC     | 2055-07-20      | 4.7251%  | 0.0000% | $908.80            | $919.47            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA     | 2055-07-20      | 4.7751%  | 0.0000% | $10907563.96       | $11055217.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FX     | 2055-08-20      | 4.6751%  | 0.0000% | $45985585.50       | $46445431.33       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5639CF 03/25/56 | 2056-03-25      | 4.6121%  | 0.0000% | $943.85            | $941.29            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FN     | 2055-04-20      | 4.9251%  | 0.0000% | $2287333.33        | $2306430.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 4.6751%  | 0.0000% | $15231520.36       | $15258964.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $153291198.00      | $142337775.45      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-121 FD     | 2055-07-20      | 4.9251%  | 0.0000% | $40450815.50       | $40909417.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-193 FE     | 2055-11-20      | 5.0751%  | 0.0000% | $773857.61         | $775819.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $73354323.99       | $60858048.13       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FA R25F100 | 2055-12-25      | 4.8621%  | 0.0000% | $4374152.21        | $4384104.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FE     | 2055-04-20      | 4.6751%  | 0.0000% | $1298.92           | $1304.28           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  | 0.0000% | $22050591.23       | $22797062.55       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  | 0.0000% | $5383.49           | $5687.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG8897 | 2056-04-01      | 4.5000%  | 0.0000% | $998.92            | $963.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2528 | 2056-02-01      | 5.5000%  | 0.0000% | $996.59            | $1005.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  | 0.0000% | $1642.96           | $1669.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB1974 | 2036-10-01      | 2.0000%  | 0.0000% | $516806.34         | $475144.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7024 | 2050-09-01      | 2.5000%  | 0.0000% | $669.69            | $574.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6729 | 2050-08-01      | 3.0000%  | 0.0000% | $1048.72           | $938.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW5983 C     | 2050-07-20      | 3.5000%  | 0.0000% | $832.61            | $777.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $649.88            | $644.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0145 | 2047-08-01      | 3.0000%  | 0.0000% | $90772.34          | $81523.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | 0.0000% | $17676206.20       | $17963387.60       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $98.37             | $93.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB1069 M     | 2056-04-20      | 4.5000%  | 0.0000% | $998.15            | $962.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1066 | 2055-09-01      | 6.5000%  | 0.0000% | $812.28            | $848.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA5418 | 2052-05-01      | 4.0000%  | 0.0000% | $1015.22           | $966.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7575 | 2055-01-01      | 5.5000%  | 0.0000% | $891.37            | $911.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0655 | 2055-03-01      | 6.0000%  | 0.0000% | $636340.05         | $659002.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $548.23            | $571.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA6080 | 2056-06-01      | 5.5000%  | 0.0000% | $1004.00           | $1012.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4388 | 2041-07-01      | 2.5000%  | 0.0000% | $12482654.67       | $11168486.33       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4272 | 2055-09-01      | 6.0000%  | 0.0000% | $813.60            | $850.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $1390520.39        | $1372510.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC2629 | 2056-05-01      | 5.0000%  | 0.0000% | $6949385.59        | $6873136.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $726.82            | $724.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5786 | 2046-03-01      | 4.0000%  | 0.0000% | $296.01            | $287.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4295 | 2056-04-01      | 5.0000%  | 0.0000% | $999.00            | $991.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ6159 | 2056-02-01      | 5.0000%  | 0.0000% | $6654856.47        | $6598948.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4584 | 2056-02-01      | 5.0000%  | 0.0000% | $1350597.80        | $1336705.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $297339.31         | $308550.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $834.37            | $804.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4306 | 2056-02-01      | 5.5000%  | 0.0000% | $4517841.23        | $4556318.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $572.15            | $525.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $88.05             | $83.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4058 | 2052-07-01      | 4.0000%  | 0.0000% | $1226455.06        | $1163349.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ6423 | 2056-04-01      | 5.5000%  | 0.0000% | $2421283.84        | $2458106.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2656 | 2055-05-01      | 6.5000%  | 0.0000% | $989.40            | $1031.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR3249 C     | 2056-03-20      | 6.0000%  | 0.0000% | $7969.78           | $8267.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  | 0.0000% | $8547449.02        | $8587792.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5085 | 2055-10-01      | 5.5000%  | 0.0000% | $36349002.41       | $37032864.47       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3163 | 2054-12-01      | 5.0000%  | 0.0000% | $960.62            | $953.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1054 | 2054-03-01      | 5.0000%  | 0.0000% | $845.33            | $838.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4912 | 2052-08-01      | 3.0000%  | 0.0000% | $1019.33           | $900.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3351 | 2047-11-01      | 3.5000%  | 0.0000% | $3782581.14        | $3516749.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY8298 | 2055-07-01      | 6.5000%  | 0.0000% | $633.37            | $666.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5561 | 2055-06-01      | 6.0000%  | 0.0000% | $638.57            | $654.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5410 | 2055-06-01      | 6.5000%  | 0.0000% | $190697.90         | $199840.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4270 | 2055-05-01      | 6.5000%  | 0.0000% | $713.92            | $758.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA6053 | 2056-05-01      | 5.0000%  | 0.0000% | $430333.78         | $424717.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  | 0.0000% | $942.55            | $950.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5912 | 2055-12-01      | 6.5000%  | 0.0000% | $842.92            | $878.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $973.78            | $937.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $324156.39         | $319948.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5453 | 2044-08-01      | 5.5000%  | 0.0000% | $580.16            | $588.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5248 | 2054-01-01      | 6.5000%  | 0.0000% | $360.72            | $376.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $686.27            | $694.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $829.44            | $756.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $975598.03         | $965040.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3465 | 2038-09-01      | 4.0000%  | 0.0000% | $299588.55         | $291631.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833 | 2046-12-01      | 3.0000%  | 0.0000% | $657.26            | $591.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0818 | 2031-08-01      | 4.0000%  | 0.0000% | $28.01             | $27.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $40120.72          | $42013.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  | 0.0000% | $852.00            | $716.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA4139 | 2052-04-01      | 2.0000%  | 0.0000% | $966.11            | $781.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  | 0.0000% | $5054.64           | $4428.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3641 | 2055-08-01      | 6.0000%  | 0.0000% | $957.91            | $981.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0042 | 2055-08-01      | 6.5000%  | 0.0000% | $666.17            | $694.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ0779 | 2055-08-01      | 5.5000%  | 0.0000% | $886.08            | $896.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6020 | 2051-10-01      | 2.5000%  | 0.0000% | $8926.31           | $7539.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9209 | 2056-04-01      | 5.0000%  | 0.0000% | $3859280.77        | $3820016.02        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 778869 X     | 2042-02-15      | 4.0000%  | 0.0000% | $117.69            | $112.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4569 | 2053-09-01      | 6.5000%  | 0.0000% | $546677.14         | $582426.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0319 | 2055-09-01      | 6.5000%  | 0.0000% | $571.16            | $595.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI9281 | 2054-07-01      | 5.5000%  | 0.0000% | $965658.67         | $991344.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7671 | 2052-07-01      | 4.5000%  | 0.0000% | $805.48            | $782.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4351 | 2054-09-01      | 6.0000%  | 0.0000% | $690.38            | $717.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5216 | 2052-12-01      | 6.0000%  | 0.0000% | $659.46            | $694.06            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  | 0.0000% | $100136.18         | $96033.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $695.67            | $703.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | 0.0000% | $264577.48         | $231732.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1531 | 2052-07-01      | 5.0000%  | 0.0000% | $1409.21           | $1401.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB0364 | 2035-06-01      | 3.5000%  | 0.0000% | $58371.16          | $56786.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $178.51            | $165.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  | 0.0000% | $11849511.38       | $12159786.89       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0874 M     | 2056-01-20      | 6.5000%  | 0.0000% | $243779.74         | $254873.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M     | 2053-07-20      | 4.5000%  | 0.0000% | $845.16            | $819.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $1059.34           | $1022.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8567 M     | 2053-01-20      | 4.0000%  | 0.0000% | $790.34            | $743.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1400.94           | $1399.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $668.62            | $595.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $716.73            | $675.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $150.60            | $147.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4901 M     | 2047-12-20      | 4.0000%  | 0.0000% | $106.62            | $101.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $98.56             | $93.79             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $670.00            | $656.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $92.89             | $89.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3522 M     | 2046-03-20      | 4.0000%  | 0.0000% | $84.82             | $81.50             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA0596 M     | 2027-12-20      | 2.5000%  | 0.0000% | $15.01             | $14.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8501 | 2028-09-01      | 2.5000%  | 0.0000% | $72115.34          | $71004.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2161 | 2046-12-01      | 3.0000%  | 0.0000% | $272.79            | $244.77            | Agency Mortgage-Backed Securities         |
| FMAC 02.000 FGPC T45026 G | 2028-03-01      | 2.0000%  | 0.0000% | $135740.39         | $133557.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6592 | 2056-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1054.65           | Agency Mortgage-Backed Securities         |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $14157000.00       | $14175766.38       | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | 0.0000% | $880221.70         | $898581.06         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.67             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $301000.00         | $303300.87         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $96.21             | U.S. Treasuries (including strips)        |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  | 0.0000% | $728700.00         | $724160.20         | U.S. Treasuries (including strips)        |
| USTR BILL 07/16/26        | 2026-07-16      | 0.0000%  | 0.0000% | $8000.00           | $7961.50           | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $421800.00         | $420951.34         | U.S. Treasuries (including strips)        |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $420300.00         | $419752.35         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $4100.00           | $4158.97           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $1000.00           | $988.39            | U.S. Treasuries (including strips)        |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2026-06-05

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer