# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001145549-25-050710
**Filing Date:** 2025-8
**Character Count:** 870373
**Document Hash:** de7f96dabbe5ae8d22c81c8e4f2ff364
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050710.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050710

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**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:** 251191658

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

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

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

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

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $31106018213.91

- **Amortized Cost of Portfolio Securities:** $31107422700.58

- **Cash:** $112382.42

- **Total Other Assets:** $44659500.12

- **Total Liabilities:** $189616165.75

- **Net Assets of Series:** $30962578417.37

- **Number of Shares Outstanding (Series):** 30962389757.9910

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $21571814967.77           | $25421814967.77            | 69.2200%                  | 81.5800%                   |
| 2025-07-02 | $20533258101.21           | $25483258101.21            | 65.7600%                  | 81.6100%                   |
| 2025-07-03 | $21318322195.92           | $25768322195.92            | 67.6300%                  | 81.7400%                   |
| 2025-07-07 | $21160577656.44           | $25910577656.44            | 66.5700%                  | 81.5100%                   |
| 2025-07-08 | $21371416682.81           | $26071416682.81            | 67.1700%                  | 81.9500%                   |
| 2025-07-09 | $21339357015.88           | $26289357015.88            | 67.2300%                  | 82.8200%                   |
| 2025-07-10 | $20770512007.51           | $25720512007.51            | 66.5400%                  | 82.4000%                   |
| 2025-07-11 | $21393533464.44           | $25763533464.44            | 67.9900%                  | 81.8800%                   |
| 2025-07-14 | $20569741758.61           | $25819742887.21            | 65.3400%                  | 82.0100%                   |
| 2025-07-15 | $20656555777.36           | $25656556716.66            | 65.9500%                  | 81.9100%                   |
| 2025-07-16 | $20442547567.24           | $25692548317.84            | 65.1900%                  | 81.9400%                   |
| 2025-07-17 | $20397353621.31           | $25647354183.21            | 65.1400%                  | 81.9000%                   |
| 2025-07-18 | $20755001192.14           | $25475001192.14            | 65.7700%                  | 80.7300%                   |
| 2025-07-21 | $20347227227.57           | $25917227227.57            | 63.9300%                  | 81.4400%                   |
| 2025-07-22 | $21538387182.97           | $25608387182.97            | 68.3400%                  | 81.2500%                   |
| 2025-07-23 | $20309215534.74           | $25954217297.24            | 63.9100%                  | 81.6800%                   |
| 2025-07-24 | $19990722749.76           | $25635724181.51            | 62.9500%                  | 80.7200%                   |
| 2025-07-25 | $20222763939.56           | $25667764497.56            | 64.2000%                  | 81.4900%                   |
| 2025-07-28 | $19948194240.74           | $25918195094.74            | 62.8900%                  | 81.7100%                   |
| 2025-07-29 | $20792062826.80           | $25587063251.80            | 66.2400%                  | 81.5200%                   |
| 2025-07-30 | $21207631542.96           | $25502631881.96            | 67.7500%                  | 81.4800%                   |
| 2025-07-31 | $20680384565.23           | $25375384818.73            | 66.3900%                  | 81.4600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4100%             |
| 2025-07-02 | 4.4100%             |
| 2025-07-03 | 4.4100%             |
| 2025-07-07 | 4.4000%             |
| 2025-07-08 | 4.3900%             |
| 2025-07-09 | 4.3900%             |
| 2025-07-10 | 4.3800%             |
| 2025-07-11 | 4.3800%             |
| 2025-07-14 | 4.3800%             |
| 2025-07-15 | 4.3800%             |
| 2025-07-16 | 4.3800%             |
| 2025-07-17 | 4.3800%             |
| 2025-07-18 | 4.3800%             |
| 2025-07-21 | 4.3800%             |
| 2025-07-22 | 4.3700%             |
| 2025-07-23 | 4.3600%             |
| 2025-07-24 | 4.3600%             |
| 2025-07-25 | 4.3600%             |
| 2025-07-28 | 4.3700%             |
| 2025-07-29 | 4.3800%             |
| 2025-07-30 | 4.3800%             |
| 2025-07-31 | 4.3900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $21944717428.39

- **Number of Shares Outstanding:** 21944589111.7780

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $442163107.58             | $446712292.92           |
| 2025-07-02 | $476494065.04             | $433139580.35           |
| 2025-07-03 | $576514768.18             | $422654080.47           |
| 2025-07-07 | $457876396.82             | $376754755.88           |
| 2025-07-08 | $384587355.65             | $471812553.44           |
| 2025-07-09 | $372625697.71             | $474854421.12           |
| 2025-07-10 | $416409333.84             | $480748952.65           |
| 2025-07-11 | $408209393.91             | $350175047.94           |
| 2025-07-14 | $333266937.27             | $321376368.61           |
| 2025-07-15 | $287215732.13             | $465233959.06           |
| 2025-07-16 | $363947058.09             | $405976784.80           |
| 2025-07-17 | $387105474.69             | $340261327.01           |
| 2025-07-18 | $383751418.35             | $373919676.37           |
| 2025-07-21 | $396093967.47             | $350819897.73           |
| 2025-07-22 | $452128031.69             | $435254737.06           |
| 2025-07-23 | $358423534.02             | $383716173.84           |
| 2025-07-24 | $353714794.43             | $323377562.10           |
| 2025-07-25 | $463054241.03             | $440094184.10           |
| 2025-07-28 | $369580254.11             | $379312678.01           |
| 2025-07-29 | $425589448.79             | $424219708.10           |
| 2025-07-30 | $326827455.50             | $462044472.15           |
| 2025-07-31 | $419822226.87             | $431062801.10           |

**Total Gross Subscriptions (Month):** $8855400693.17

**Total Gross Redemptions (Month):** $8993522014.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.6900%           |
| 2025-07-02 | 3.7000%           |
| 2025-07-03 | 3.6900%           |
| 2025-07-07 | 3.6800%           |
| 2025-07-08 | 3.6800%           |
| 2025-07-09 | 3.6700%           |
| 2025-07-10 | 3.6700%           |
| 2025-07-11 | 3.6600%           |
| 2025-07-14 | 3.6600%           |
| 2025-07-15 | 3.6600%           |
| 2025-07-16 | 3.6600%           |
| 2025-07-17 | 3.6700%           |
| 2025-07-18 | 3.6700%           |
| 2025-07-21 | 3.6600%           |
| 2025-07-22 | 3.6600%           |
| 2025-07-23 | 3.6500%           |
| 2025-07-24 | 3.6400%           |
| 2025-07-25 | 3.6500%           |
| 2025-07-28 | 3.6500%           |
| 2025-07-29 | 3.6600%           |
| 2025-07-30 | 3.6700%           |
| 2025-07-31 | 3.6700%           |

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

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9017860988.98

- **Number of Shares Outstanding:** 9017800646.2130

- **Expense Reimbursement/Waiver:** 3952466.96

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $464311425.96             | $498001304.87           |
| 2025-07-02 | $526890350.28             | $511222343.01           |
| 2025-07-03 | $635961522.22             | $507633849.43           |
| 2025-07-07 | $436566131.15             | $383289319.47           |
| 2025-07-08 | $453209411.06             | $522282431.30           |
| 2025-07-09 | $508068969.60             | $481831403.78           |
| 2025-07-10 | $401251154.31             | $601993613.52           |
| 2025-07-11 | $457171023.87             | $435698846.74           |
| 2025-07-14 | $363463819.52             | $361220568.80           |
| 2025-07-15 | $342244653.84             | $436894306.63           |
| 2025-07-16 | $477491828.12             | $467171139.00           |
| 2025-07-17 | $451245693.49             | $435705926.08           |
| 2025-07-18 | $398688992.63             | $408682391.71           |
| 2025-07-21 | $385598292.64             | $377534334.82           |
| 2025-07-22 | $404866706.82             | $381311277.01           |
| 2025-07-23 | $450876380.16             | $438218788.63           |
| 2025-07-24 | $437951578.04             | $408474337.80           |
| 2025-07-25 | $420631953.11             | $414984290.01           |
| 2025-07-28 | $410000974.70             | $417258112.51           |
| 2025-07-29 | $399484175.41             | $388736028.10           |
| 2025-07-30 | $461323032.77             | $477081580.22           |
| 2025-07-31 | $433173236.00             | $420025319.58           |

**Total Gross Subscriptions (Month):** $9720471305.70

**Total Gross Redemptions (Month):** $9775251513.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.7000%           |
| 2025-07-02 | 3.7000%           |
| 2025-07-03 | 3.7000%           |
| 2025-07-07 | 3.6900%           |
| 2025-07-08 | 3.6800%           |
| 2025-07-09 | 3.6800%           |
| 2025-07-10 | 3.6700%           |
| 2025-07-11 | 3.6600%           |
| 2025-07-14 | 3.6600%           |
| 2025-07-15 | 3.6700%           |
| 2025-07-16 | 3.6700%           |
| 2025-07-17 | 3.6700%           |
| 2025-07-18 | 3.6700%           |
| 2025-07-21 | 3.6700%           |
| 2025-07-22 | 3.6600%           |
| 2025-07-23 | 3.6500%           |
| 2025-07-24 | 3.6500%           |
| 2025-07-25 | 3.6500%           |
| 2025-07-28 | 3.6600%           |
| 2025-07-29 | 3.6700%           |
| 2025-07-30 | 3.6700%           |
| 2025-07-31 | 3.6800%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70024940.30
- **C.18.a - Value (excl. sponsor support):** $70024940.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75041403.75
- **C.18.a - Value (excl. sponsor support):** $75041403.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40023944.80
- **C.18.a - Value (excl. sponsor support):** $40023944.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37023677.41
- **C.18.a - Value (excl. sponsor support):** $37023677.41
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 5: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23F0, C.4 - ISIN: US3130B23F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $60037413.60
- **C.18.a - Value (excl. sponsor support):** $60037413.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 6: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30024629.40
- **C.18.a - Value (excl. sponsor support):** $30024629.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 7: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MJ1, C.4 - ISIN: US3130B2MJ16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45014011.20
- **C.18.a - Value (excl. sponsor support):** $45014011.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145012343.85
- **C.18.a - Value (excl. sponsor support):** $145012343.85
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70070258.30
- **C.18.a - Value (excl. sponsor support):** $70070258.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 10: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $82025722.58
- **C.18.a - Value (excl. sponsor support):** $82025722.58
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 11: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146763005.13
- **C.18.a - Value (excl. sponsor support):** $146763005.13
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130004352.40
- **C.18.a - Value (excl. sponsor support):** $130004352.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149796865.50
- **C.18.a - Value (excl. sponsor support):** $149796865.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129791539.80
- **C.18.a - Value (excl. sponsor support):** $129791539.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AZ1, C.4 - ISIN: US3130B5AZ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129559681.46
- **C.18.a - Value (excl. sponsor support):** $129559681.46
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129747143.50
- **C.18.a - Value (excl. sponsor support):** $129747143.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.4 - ISIN: US3130B5U556, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999000.25
- **C.18.a - Value (excl. sponsor support):** $74999000.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59999521.20
- **C.18.a - Value (excl. sponsor support):** $59999521.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99997386.00
- **C.18.a - Value (excl. sponsor support):** $99997386.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 20: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59984594.40
- **C.18.a - Value (excl. sponsor support):** $59984594.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 21: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175023850.75
- **C.18.a - Value (excl. sponsor support):** $175023850.75
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65009023.95
- **C.18.a - Value (excl. sponsor support):** $65009023.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124800310.00
- **C.18.a - Value (excl. sponsor support):** $124800310.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124872668.75
- **C.18.a - Value (excl. sponsor support):** $124872668.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KN5, C.4 - ISIN: US3130B6KN59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119935089.60
- **C.18.a - Value (excl. sponsor support):** $119935089.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199915732.00
- **C.18.a - Value (excl. sponsor support):** $199915732.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124998043.75
- **C.18.a - Value (excl. sponsor support):** $124998043.75
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125698008.91
- **C.18.a - Value (excl. sponsor support):** $125698008.91
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998436.00
- **C.18.a - Value (excl. sponsor support):** $199998436.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: 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: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39665116.80
- **C.18.a - Value (excl. sponsor support):** $39665116.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $158528400.00
- **C.18.a - Value (excl. sponsor support):** $158528400.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88401562.20
- **C.18.a - Value (excl. sponsor support):** $88401562.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25000253.50
- **C.18.a - Value (excl. sponsor support):** $25000253.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35005076.05
- **C.18.a - Value (excl. sponsor support):** $35005076.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $43009822.06
- **C.18.a - Value (excl. sponsor support):** $43009822.06
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34999237.35
- **C.18.a - Value (excl. sponsor support):** $34999237.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 37: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29989698.00
- **C.18.a - Value (excl. sponsor support):** $29989698.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 38: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7998885.28
- **C.18.a - Value (excl. sponsor support):** $7998885.28
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85011073.80
- **C.18.a - Value (excl. sponsor support):** $85011073.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50021151.50
- **C.18.a - Value (excl. sponsor support):** $50021151.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21004386.69
- **C.18.a - Value (excl. sponsor support):** $21004386.69
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20002769.80
- **C.18.a - Value (excl. sponsor support):** $20002769.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40013248.80
- **C.18.a - Value (excl. sponsor support):** $40013248.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25017297.25
- **C.18.a - Value (excl. sponsor support):** $25017297.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 45: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11007415.10
- **C.18.a - Value (excl. sponsor support):** $11007415.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 46: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55014666.30
- **C.18.a - Value (excl. sponsor support):** $55014666.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30018990.90
- **C.18.a - Value (excl. sponsor support):** $30018990.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 48: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24006840.72
- **C.18.a - Value (excl. sponsor support):** $24006840.72
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30019872.60
- **C.18.a - Value (excl. sponsor support):** $30019872.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35027224.40
- **C.18.a - Value (excl. sponsor support):** $35027224.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 51: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15007302.45
- **C.18.a - Value (excl. sponsor support):** $15007302.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20015819.40
- **C.18.a - Value (excl. sponsor support):** $20015819.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 53: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60019960.20
- **C.18.a - Value (excl. sponsor support):** $60019960.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 54: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35021684.95
- **C.18.a - Value (excl. sponsor support):** $35021684.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 55: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45015403.95
- **C.18.a - Value (excl. sponsor support):** $45015403.95
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 56: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60022996.80
- **C.18.a - Value (excl. sponsor support):** $60022996.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60044845.20
- **C.18.a - Value (excl. sponsor support):** $60044845.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 58: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20009332.80
- **C.18.a - Value (excl. sponsor support):** $20009332.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50024431.50
- **C.18.a - Value (excl. sponsor support):** $50024431.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40037204.00
- **C.18.a - Value (excl. sponsor support):** $40037204.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 61: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRN3, C.4 - ISIN: US3133ERRN35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20000752.20
- **C.18.a - Value (excl. sponsor support):** $20000752.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40021549.20
- **C.18.a - Value (excl. sponsor support):** $40021549.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30006015.60
- **C.18.a - Value (excl. sponsor support):** $30006015.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15013625.25
- **C.18.a - Value (excl. sponsor support):** $15013625.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 65: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70040135.20
- **C.18.a - Value (excl. sponsor support):** $70040135.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20011781.00
- **C.18.a - Value (excl. sponsor support):** $20011781.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40011151.20
- **C.18.a - Value (excl. sponsor support):** $40011151.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 68: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32017645.76
- **C.18.a - Value (excl. sponsor support):** $32017645.76
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 69: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35030366.70
- **C.18.a - Value (excl. sponsor support):** $35030366.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 70: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100089828.00
- **C.18.a - Value (excl. sponsor support):** $100089828.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 71: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15011717.70
- **C.18.a - Value (excl. sponsor support):** $15011717.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 72: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20018478.20
- **C.18.a - Value (excl. sponsor support):** $20018478.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 73: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90058450.50
- **C.18.a - Value (excl. sponsor support):** $90058450.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24999670.00
- **C.18.a - Value (excl. sponsor support):** $24999670.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 75: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85963170.50
- **C.18.a - Value (excl. sponsor support):** $85963170.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 76: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24006606.48
- **C.18.a - Value (excl. sponsor support):** $24006606.48
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29999592.90
- **C.18.a - Value (excl. sponsor support):** $29999592.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 78: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997923.00
- **C.18.a - Value (excl. sponsor support):** $99997923.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 79: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99978675.00
- **C.18.a - Value (excl. sponsor support):** $99978675.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 80: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79999205.60
- **C.18.a - Value (excl. sponsor support):** $79999205.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 81: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $60045199.20
- **C.18.a - Value (excl. sponsor support):** $60045199.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 82: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $40025601.20
- **C.18.a - Value (excl. sponsor support):** $40025601.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $65041146.95
- **C.18.a - Value (excl. sponsor support):** $65041146.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 84: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $19012033.27
- **C.18.a - Value (excl. sponsor support):** $19012033.27
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 85: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $60052594.20
- **C.18.a - Value (excl. sponsor support):** $60052594.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 86: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $50075335.00
- **C.18.a - Value (excl. sponsor support):** $50075335.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 87: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $40043212.40
- **C.18.a - Value (excl. sponsor support):** $40043212.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 88: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** Ing Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 454991001, C.3 - LEI: N/A, C.5 - Other ID: 454991001_4.37_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 04.500 CLRA7775 | 2052-08-01      | 4.5000%  | 0.0000% | $78319646.31       | $75318124.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6519 | 2053-06-01      | 5.0000%  | 0.0000% | $78507018.08       | $77230232.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3779 | 2052-06-01      | 3.5000%  | 0.0000% | $30169551.96       | $27319605.36       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  | 0.0000% | $78221451.68       | $75162992.92       | Agency Mortgage-Backed Securities |

### Security 89: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_4.33_0807
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  | 0.0000% | $414826.99         | $309634.88         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $151433.57         | $144209.69         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL084FJ R24F084 | 2054-11-25      | 5.8200%  | 0.0000% | $2643636.38        | $2645719.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FA R24F095 | 2054-12-25      | 5.8500%  | 0.0000% | $7665.56           | $7691.21           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5563FE 08/25/55 | 2055-08-25      | 5.3859%  | 0.0000% | $7162746.00        | $7274031.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.7000%  | 0.0000% | $603497.12         | $602291.93         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.7000%  | 0.0000% | $6924095.63        | $6926962.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2500%  | 0.0000% | $2794232.85        | $2777981.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 5.3007%  | 0.0000% | $620790.93         | $632556.44         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5562FP 07/25/55 | 2055-07-25      | 5.5000%  | 0.0000% | $6310405.91        | $6312984.77        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5509FA 02/25/55 | 2055-02-25      | 5.6000%  | 0.0000% | $2640103.75        | $2645453.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $521345.44         | $496852.63         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481HF 12/25/54 | 2054-12-25      | 5.8000%  | 0.0000% | $257688.81         | $258256.93         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.8500%  | 0.0000% | $2528196.37        | $2539651.64        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4500%  | 0.0000% | $41386.38          | $41474.92          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1700%  | 0.0000% | $435627.78         | $424545.26         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FT R24F052 | 2054-08-25      | 5.6500%  | 0.0000% | $188876.59         | $188630.23         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 5.7000%  | 0.0000% | $109661.44         | $110580.51         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.1000%  | 0.0000% | $787610.72         | $796330.89         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLCA8723 | 2051-01-01      | 2.0000%  | 0.0000% | $5446416.30        | $4334588.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  | 0.0000% | $33792.77          | $26894.27          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $254016.59         | $252701.46         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $31938.23          | $25418.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  | 0.0000% | $4041113.95        | $3193016.15        | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.8500%  | 0.0000% | $19309026.49       | $19389313.47       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  | 0.0000% | $273174.03         | $277309.70         | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 5.4000%  | 0.0000% | $223.16            | $222.23            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  | 0.0000% | $344271.66         | $314348.60         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.7000%  | 0.0000% | $19083.31          | $19117.60          | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5921%  | 0.0000% | $502023.83         | $474455.19         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0634%  | 0.0000% | $2077572.24        | $1980957.86        | Agency Mortgage-Backed Securities         |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2500%  | 0.0000% | $4054551.03        | $4056574.26        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3156%  | 0.0000% | $140000.00         | $120713.83         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.6221%  | 0.0000% | $473224.07         | $463541.12         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $2960000.00        | $2507174.76        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5316%  | 0.0000% | $400000.00         | $342021.07         | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.2000%  | 0.0000% | $8920993.68        | $8886930.37        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  | 0.0000% | $185733.61         | $193356.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7691 | 2053-02-01      | 6.0000%  | 0.0000% | $213634.22         | $219304.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  | 0.0000% | $405045.22         | $415098.45         | Agency Mortgage-Backed Securities         |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.6500%  | 0.0000% | $8046585.63        | $8045786.35        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $445368.99         | $446124.04         | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.9000%  | 0.0000% | $1569736.94        | $1583689.29        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5518FC 03/25/55 | 2055-03-25      | 5.6700%  | 0.0000% | $6334422.27        | $6329285.07        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  | 0.0000% | $277021.41         | $272915.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  | 0.0000% | $326944.74         | $323489.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  | 0.0000% | $4846.43           | $4980.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $336088.67         | $265345.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  | 0.0000% | $58984.45          | $54874.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  | 0.0000% | $4533068.30        | $3594667.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1179 | 2050-07-01      | 2.5000%  | 0.0000% | $354694.12         | $297862.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  | 0.0000% | $2821281.31        | $2245372.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  | 0.0000% | $61045.80          | $55983.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  | 0.0000% | $19662.93          | $20090.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  | 0.0000% | $48787.06          | $51087.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  | 0.0000% | $21853.98          | $22472.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902653 | 2036-11-01      | 6.0000%  | 0.0000% | $9277.90           | $9532.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  | 0.0000% | $35505.54          | $36593.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  | 0.0000% | $128292.73         | $134795.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  | 0.0000% | $1772864.15        | $1842542.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  | 0.0000% | $1203359.79        | $1061023.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  | 0.0000% | $703126.65         | $559047.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  | 0.0000% | $2014617.40        | $1603364.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $1222248.82        | $1230119.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0563 | 2055-02-01      | 6.5000%  | 0.0000% | $1161801.80        | $1212787.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5813 | 2055-06-01      | 6.5000%  | 0.0000% | $224733.34         | $234252.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  | 0.0000% | $49502.13          | $52416.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  | 0.0000% | $229280.45         | $180911.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  | 0.0000% | $4406363.30        | $3506851.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | 0.0000% | $1564376.04        | $1239381.09        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4980%  | 0.0000% | $147.54            | $147.16            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8500%  | 0.0000% | $1061290.04        | $1070075.40        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  | 0.0000% | $633866.18         | $623300.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930261 | 2038-11-01      | 6.0000%  | 0.0000% | $12443.27          | $12828.23          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R18M007 | 2028-03-27      | 3.0305%  | 0.0000% | $353953.31         | $344478.63         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4947%  | 0.0000% | $3061207.07        | $2916516.38        | Agency Mortgage-Backed Securities         |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $10895.67          | $10529.49          | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  | 0.0000% | $18110.37          | $18728.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  | 0.0000% | $198046.64         | $210593.15         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0835%  | 0.0000% | $1333333.33        | $1150966.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC5122 | 2039-10-01      | 6.0000%  | 0.0000% | $13003.28          | $13425.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  | 0.0000% | $14747.55          | $15331.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  | 0.0000% | $65450.38          | $64385.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  | 0.0000% | $8453.48           | $8971.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3367 | 2040-05-01      | 6.0000%  | 0.0000% | $11312.62          | $11619.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD6725 | 2040-06-01      | 6.0000%  | 0.0000% | $10761.14          | $11075.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  | 0.0000% | $1261546.60        | $1170879.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0064 | 2051-04-01      | 2.5000%  | 0.0000% | $2006069.71        | $1666372.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  | 0.0000% | $1087223.72        | $1039703.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  | 0.0000% | $113.75            | $93.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  | 0.0000% | $447635.55         | $396426.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  | 0.0000% | $29539.40          | $30678.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930264 | 2038-12-01      | 6.0000%  | 0.0000% | $9790.33           | $10090.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  | 0.0000% | $245652.48         | $247234.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  | 0.0000% | $33257.15          | $34221.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0088 | 2051-04-01      | 2.0000%  | 0.0000% | $222829.30         | $177323.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  | 0.0000% | $68591.61          | $57150.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  | 0.0000% | $237451.39         | $248434.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  | 0.0000% | $1239458.39        | $1313540.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $496270.48         | $487460.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5693 | 2055-05-01      | 6.5000%  | 0.0000% | $306158.24         | $319313.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  | 0.0000% | $2874259.17        | $2387176.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7411 | 2052-05-01      | 4.5000%  | 0.0000% | $208023.21         | $199200.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  | 0.0000% | $26189.14          | $26758.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  | 0.0000% | $128360.47         | $115209.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX3632 | 2055-01-01      | 6.5000%  | 0.0000% | $271162.81         | $282566.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  | 0.0000% | $280409.12         | $292321.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2096 | 2055-02-01      | 6.5000%  | 0.0000% | $131.81            | $137.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  | 0.0000% | $2526.85           | $2475.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX8621 | 2055-03-01      | 6.0000%  | 0.0000% | $480169.15         | $493673.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  | 0.0000% | $416424.40         | $433771.67         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6902%  | 0.0000% | $300000.00         | $249281.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $4941562.88        | $4867086.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD4220 | 2040-08-01      | 5.5000%  | 0.0000% | $4824.94           | $4907.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  | 0.0000% | $25440.21          | $25993.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  | 0.0000% | $14402.85          | $11988.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | 0.0000% | $3644943.81        | $3028752.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  | 0.0000% | $375215.79         | $370359.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  | 0.0000% | $47017.79          | $37612.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  | 0.0000% | $21302.58          | $20561.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $765613.91         | $722856.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  | 0.0000% | $21093.29          | $20797.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  | 0.0000% | $1583.67           | $1682.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5824 | 2055-02-01      | 6.5000%  | 0.0000% | $1150165.39        | $1200641.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  | 0.0000% | $258599.03         | $265300.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  | 0.0000% | $158537.20         | $162931.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  | 0.0000% | $15424.78          | $15929.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA9194 | 2039-08-01      | 6.0000%  | 0.0000% | $9900.92           | $10182.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  | 0.0000% | $39546.88          | $40224.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  | 0.0000% | $25648.02          | $26475.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  | 0.0000% | $25056.73          | $25624.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  | 0.0000% | $542456.65         | $431641.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  | 0.0000% | $71.37             | $71.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  | 0.0000% | $13852.90          | $14217.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL948102 | 2037-11-01      | 6.0000%  | 0.0000% | $3810.29           | $3882.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  | 0.0000% | $515975.22         | $544733.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  | 0.0000% | $26823.52          | $27406.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $380762.01         | $373845.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  | 0.0000% | $15286.53          | $15847.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $361834.49         | $362378.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3520 | 2053-06-01      | 5.5000%  | 0.0000% | $638938.49         | $640056.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  | 0.0000% | $294570.31         | $278764.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  | 0.0000% | $884773.03         | $699086.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  | 0.0000% | $20617.16          | $19365.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  | 0.0000% | $37246.48          | $29765.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  | 0.0000% | $27725.52          | $28118.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1969 | 2051-10-01      | 3.5000%  | 0.0000% | $2413276.30        | $2217604.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  | 0.0000% | $13562.01          | $13082.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $41523.06          | $38755.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  | 0.0000% | $3018198.06        | $2683181.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  | 0.0000% | $3824.11           | $3380.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $3116123.47        | $2886351.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD4056 | 2055-03-01      | 4.5000%  | 0.0000% | $414695.07         | $395172.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $99876.66          | $83023.31          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6110 | 2027-07-01      | 3.0000%  | 0.0000% | $122000.00         | $119323.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $9913074.21        | $9961036.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  | 0.0000% | $5703.25           | $4879.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2455 | 2051-12-01      | 4.0000%  | 0.0000% | $219040.55         | $205552.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  | 0.0000% | $2494006.86        | $2503297.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $324135.14         | $325502.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | 0.0000% | $1744108.10        | $1756619.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  | 0.0000% | $79279.86          | $81002.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD8286 | 2040-06-01      | 6.0000%  | 0.0000% | $11569.51          | $11882.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $532417.41         | $554114.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  | 0.0000% | $813849.39         | $817332.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $1192153.99        | $1114865.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  | 0.0000% | $162147.11         | $156641.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  | 0.0000% | $21364.98          | $21485.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0355 | 2051-05-01      | 2.5000%  | 0.0000% | $12271112.35       | $10225522.01       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  | 0.0000% | $443794.08         | $459969.05         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  | 0.0000% | $270944.08         | $261718.44         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  | 0.0000% | $12166.19          | $11830.07          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  | 0.0000% | $58312.66          | $55488.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  | 0.0000% | $19662.86          | $18189.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $22117.60          | $20832.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  | 0.0000% | $70080.35          | $71519.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  | 0.0000% | $11408.28          | $11248.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  | 0.0000% | $516061.30         | $548864.91         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  | 0.0000% | $273832.99         | $263966.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $3966.57           | $3485.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $1290007.45        | $1296241.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $15960.62          | $14344.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  | 0.0000% | $7062365.47        | $6345916.74        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  | 0.0000% | $144195.23         | $133084.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  | 0.0000% | $9510.94           | $8182.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $1961603.72        | $1982008.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  | 0.0000% | $10257.13          | $8519.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  | 0.0000% | $402566.83         | $381016.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  | 0.0000% | $1582135.48        | $1619926.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  | 0.0000% | $47120.68          | $37613.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  | 0.0000% | $2355946.29        | $2220696.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  | 0.0000% | $70971.05          | $58938.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  | 0.0000% | $24639.56          | $19781.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  | 0.0000% | $28374.21          | $22651.89          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  | 0.0000% | $30994.99          | $29216.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  | 0.0000% | $54364.21          | $52433.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  | 0.0000% | $58311.74          | $48727.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE4835 | 2040-10-01      | 6.0000%  | 0.0000% | $6354.64           | $6551.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  | 0.0000% | $18700.10          | $19365.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $1952.90           | $1990.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  | 0.0000% | $14995.68          | $15398.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $658829.93         | $683304.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  | 0.0000% | $857175.95         | $923180.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  | 0.0000% | $1496992.36        | $1585152.74        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  | 0.0000% | $26289.22          | $25720.05          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  | 0.0000% | $61399.44          | $60086.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $1582053.25        | $1672962.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9719 | 2040-08-01      | 5.5000%  | 0.0000% | $13251.69          | $13552.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  | 0.0000% | $13830.19          | $14207.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $9887364.48        | $9741216.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  | 0.0000% | $422264.04         | $433410.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  | 0.0000% | $920577.76         | $945779.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  | 0.0000% | $1110074.43        | $1119941.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  | 0.0000% | $111060.11         | $113746.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  | 0.0000% | $14826.03          | $15113.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  | 0.0000% | $22564.23          | $23054.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5023 | 2040-08-01      | 5.5000%  | 0.0000% | $8741.23           | $8837.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  | 0.0000% | $24823.80          | $25226.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  | 0.0000% | $17633.69          | $18208.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  | 0.0000% | $20180.13          | $20937.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3315 | 2040-03-01      | 6.0000%  | 0.0000% | $8435.85           | $8682.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  | 0.0000% | $68851.19          | $72757.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1685 | 2040-08-01      | 6.0000%  | 0.0000% | $10527.73          | $10812.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  | 0.0000% | $24111.97          | $24949.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  | 0.0000% | $504374.28         | $487035.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $89968.25          | $90062.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $6582860.04        | $6453089.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  | 0.0000% | $32256.58          | $27839.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0841 | 2051-06-01      | 2.5000%  | 0.0000% | $2840601.94        | $2372105.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | 0.0000% | $1090298.77        | $1016947.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  | 0.0000% | $108859.67         | $114955.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  | 0.0000% | $610.31            | $590.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1400 | 2052-08-01      | 4.0000%  | 0.0000% | $213710.91         | $199465.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | 0.0000% | $42015.57          | $44047.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $21317.08          | $19985.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  | 0.0000% | $4156931.53        | $3841793.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0177 | 2057-02-01      | 3.0000%  | 0.0000% | $732719.96         | $631304.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  | 0.0000% | $83606.49          | $86062.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $10147.47          | $8433.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  | 0.0000% | $85173.72          | $70782.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | 0.0000% | $9899.46           | $9244.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  | 0.0000% | $94401.07          | $78357.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $13427.17          | $13160.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $382784.81         | $374706.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  | 0.0000% | $803600.85         | $820367.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $625877.99         | $628590.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  | 0.0000% | $79634.15          | $65735.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  | 0.0000% | $16085.04          | $16202.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  | 0.0000% | $3090721.82        | $2467411.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8668 | 2048-09-01      | 4.0000%  | 0.0000% | $44467.98          | $41690.57          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  | 0.0000% | $76690.17          | $78911.48          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.5230%  | 0.0000% | $15.54             | $16.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  | 0.0000% | $921489.15         | $977299.75         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462208 | 2033-09-01      | 6.4050%  | 0.0000% | $5063.52           | $5077.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  | 0.0000% | $326395.99         | $319790.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  | 0.0000% | $16782.10          | $16248.49          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS2653 | 2028-08-01      | 1.3900%  | 0.0000% | $239892.26         | $221319.65         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.4940%  | 0.0000% | $97358.05          | $97392.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  | 0.0000% | $17656.62          | $14577.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $8943815.97        | $7570343.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $2023046.50        | $1989740.41        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  | 0.0000% | $14210.75          | $13899.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  | 0.0000% | $615648.27         | $609323.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  | 0.0000% | $213025.15         | $207142.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9706 | 2051-10-01      | 3.0000%  | 0.0000% | $100931.75         | $86961.78          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  | 0.0000% | $22085.68          | $22464.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  | 0.0000% | $6971047.67        | $5548010.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  | 0.0000% | $587418.28         | $575049.99         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  | 0.0000% | $109664.89         | $103154.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  | 0.0000% | $135673.44         | $126726.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $595529.70         | $607550.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  | 0.0000% | $474650.91         | $444349.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  | 0.0000% | $59246.03          | $53430.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $824775.19         | $686046.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  | 0.0000% | $2398168.59        | $1901732.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  | 0.0000% | $59373.16          | $49471.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  | 0.0000% | $33.27             | $30.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $108029.32         | $108649.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $372745.41         | $345877.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $765803.32         | $698923.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $14012.29          | $12053.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $439219.35         | $407399.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $20511.10          | $16308.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  | 0.0000% | $254821.88         | $258075.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  | 0.0000% | $1835040.71        | $1842357.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE3046 | 2052-06-01      | 4.5000%  | 0.0000% | $433301.85         | $415271.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  | 0.0000% | $3764463.11        | $3858013.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $395110.30         | $372391.58         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  | 0.0000% | $36526.62          | $36664.88          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  | 0.0000% | $5066666.67        | $4491920.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  | 0.0000% | $27737.55          | $26034.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  | 0.0000% | $26442.32          | $27016.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  | 0.0000% | $57395.29          | $59947.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  | 0.0000% | $22904.41          | $22178.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $135655.65         | $124201.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $587540.41         | $588858.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  | 0.0000% | $338933.93         | $335381.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  | 0.0000% | $108345.77         | $114821.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  | 0.0000% | $22646.05          | $21224.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $3250044.34        | $2584073.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  | 0.0000% | $392578.68         | $390494.75         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $200337.87         | $196115.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  | 0.0000% | $133208.21         | $124532.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $46126.68          | $40921.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $10860.45          | $10727.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  | 0.0000% | $18069.30          | $14415.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  | 0.0000% | $503910.03         | $507692.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $15631941.75       | $15314952.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4215 | 2055-02-01      | 6.0000%  | 0.0000% | $132.72            | $135.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  | 0.0000% | $725822.70         | $727464.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  | 0.0000% | $313468.21         | $286523.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $241101.73         | $244074.59         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $133.33            | $135.22            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4272 | 2029-01-01      | 1.8000%  | 0.0000% | $240000.00         | $221442.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $1850513.30        | $1462156.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $71686.13          | $67511.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  | 0.0000% | $14824.30          | $13454.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  | 0.0000% | $41194.44          | $34524.37          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6598 | 2033-03-01      | 1.8697%  | 0.0000% | $890633.80         | $758529.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  | 0.0000% | $1489382.93        | $1409688.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $170773.05         | $158472.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  | 0.0000% | $30100.77          | $28863.87          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  | 0.0000% | $178.60            | $164.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  | 0.0000% | $2888.29           | $2797.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $87147.02          | $68564.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $12504.85          | $12227.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  | 0.0000% | $7357.54           | $6561.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  | 0.0000% | $122250.35         | $96479.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  | 0.0000% | $210020.35         | $206626.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  | 0.0000% | $385114.94         | $385108.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4116 | 2055-03-01      | 6.0000%  | 0.0000% | $621392.64         | $634152.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  | 0.0000% | $201410.46         | $210022.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2236 | 2055-01-01      | 6.5000%  | 0.0000% | $264.53            | $275.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  | 0.0000% | $294811.61         | $300738.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0759 | 2055-02-01      | 6.5000%  | 0.0000% | $257.10            | $268.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  | 0.0000% | $141439.65         | $142430.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  | 0.0000% | $825677.65         | $828775.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  | 0.0000% | $2729727.12        | $2729179.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  | 0.0000% | $41724.90          | $44283.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  | 0.0000% | $135990.47         | $140370.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1977 | 2054-09-01      | 6.0000%  | 0.0000% | $546660.37         | $558288.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  | 0.0000% | $179176.54         | $191089.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  | 0.0000% | $51994.06          | $54037.26          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 6.2050%  | 0.0000% | $126.13            | $129.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  | 0.0000% | $272.14            | $234.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  | 0.0000% | $28486.81          | $27489.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  | 0.0000% | $96.69             | $95.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $424406.52         | $414534.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $12407306.86       | $12757577.54       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $711685.37         | $715953.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  | 0.0000% | $41493.65          | $39715.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  | 0.0000% | $58979.36          | $47343.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8704 | 2048-10-01      | 4.0000%  | 0.0000% | $224351.20         | $209552.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  | 0.0000% | $404692.43         | $392700.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $46375.28          | $43930.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2630 | 2047-02-01      | 4.0000%  | 0.0000% | $117526.55         | $110064.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  | 0.0000% | $173279.60         | $171463.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  | 0.0000% | $11889.74          | $12259.17          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $7.37              | $7.32              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $5.23              | $5.51              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $112.27            | $113.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $15147212.48       | $14802850.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  | 0.0000% | $552807.06         | $573345.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  | 0.0000% | $14975284.05       | $14690883.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $1348961.18        | $1325795.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $1501.95           | $1328.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  | 0.0000% | $134208.54         | $144386.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  | 0.0000% | $3564178.51        | $3700825.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  | 0.0000% | $795635.15         | $720059.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $12890131.08       | $12908606.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  | 0.0000% | $596508.59         | $556651.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  | 0.0000% | $81707.08          | $73868.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  | 0.0000% | $718202.56         | $635022.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  | 0.0000% | $42027.36          | $37308.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  | 0.0000% | $31599.14          | $28463.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | 0.0000% | $831.99            | $818.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  | 0.0000% | $880178.60         | $881713.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  | 0.0000% | $26866.02          | $26569.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4951 | 2052-10-01      | 5.0000%  | 0.0000% | $2635372.92        | $2631780.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  | 0.0000% | $339742.64         | $334079.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $24257.05          | $23818.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  | 0.0000% | $157292.93         | $141619.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  | 0.0000% | $799797.77         | $712513.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  | 0.0000% | $770388.05         | $720655.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  | 0.0000% | $271731.99         | $269013.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  | 0.0000% | $13089.46          | $11339.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9476 | 2053-07-01      | 5.5000%  | 0.0000% | $982479.84         | $986427.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  | 0.0000% | $413551.85         | $413618.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  | 0.0000% | $790665.46         | $813906.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $514356.18         | $493715.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  | 0.0000% | $37597.37          | $34069.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9748 | 2054-11-01      | 5.0000%  | 0.0000% | $2161713.19        | $2113454.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  | 0.0000% | $338381.08         | $344840.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  | 0.0000% | $922004.02         | $923044.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  | 0.0000% | $292068.62         | $302056.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  | 0.0000% | $828478.80         | $853677.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  | 0.0000% | $957057.86         | $939376.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  | 0.0000% | $1218528.55        | $1255725.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $376073.44         | $376265.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  | 0.0000% | $299263.23         | $307714.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $174684.86         | $162102.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  | 0.0000% | $774516.17         | $710461.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  | 0.0000% | $38072.05          | $34194.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  | 0.0000% | $25664.63          | $24007.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  | 0.0000% | $80914.09          | $67408.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  | 0.0000% | $191673.36         | $183284.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC8580 | 2040-01-01      | 6.0000%  | 0.0000% | $6315.85           | $6471.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  | 0.0000% | $24825.17          | $25364.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  | 0.0000% | $15588.59          | $15754.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  | 0.0000% | $14631.64          | $15152.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  | 0.0000% | $160191.22         | $143675.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $660114.74         | $612293.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB3320 | 2039-11-01      | 7.0000%  | 0.0000% | $3739.49           | $3951.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  | 0.0000% | $500321.26         | $501156.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  | 0.0000% | $25650.34          | $26329.82          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 1.9789%  | 0.0000% | $1714783.10        | $1530166.41        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.5921%  | 0.0000% | $1422742.13        | $1269683.53        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4579%  | 0.0000% | $125911.69         | $118969.35         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2448%  | 0.0000% | $1360639.73        | $1161093.07        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $11355.87          | $11209.83          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4684%  | 0.0000% | $400000.00         | $345622.53         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9080%  | 0.0000% | $735701.47         | $740349.02         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $632416.27         | $585411.08         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  | 0.0000% | $335929.64         | $304046.05         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  | 0.0000% | $1283340.61        | $1246921.33        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.5801%  | 0.0000% | $1250643.00        | $1228874.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  | 0.0000% | $40338.34          | $42626.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  | 0.0000% | $30563.44          | $32322.15          | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $9.82              | $10.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $36.81             | $35.66             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  | 0.0000% | $596336.80         | $548429.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  | 0.0000% | $547097.68         | $435300.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $32308.93          | $30347.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  | 0.0000% | $17867.97          | $16578.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  | 0.0000% | $971779.67         | $950806.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  | 0.0000% | $5006.59           | $4118.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $831594.14         | $788395.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $987239.66         | $925213.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  | 0.0000% | $108104.50         | $93023.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  | 0.0000% | $87192.35          | $83693.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $97822.78          | $92166.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $553242.21         | $544903.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $2848391.47        | $2867197.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $954623.33         | $969580.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $662567.32         | $652514.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3801 | 2052-06-01      | 3.0000%  | 0.0000% | $239337.95         | $208727.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  | 0.0000% | $117130.77         | $100702.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $48501.80          | $41715.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $31901.65          | $28977.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $142436.08         | $130698.88         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $24917.24          | $22405.87          | Agency Mortgage-Backed Securities         |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  | 0.0000% | $564140.40         | $574458.91         | U.S. Treasuries (including strips)        |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  | 0.0000% | $27209.29          | $26018.45          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $90.43             | $92.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  | 0.0000% | $53273.12          | $53366.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  | 0.0000% | $793989.33         | $796897.18         | Agency Mortgage-Backed Securities         |

### Security 90: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Repo Credit Agricole Repo 4.370000%
- **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: 76026M002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 76026M002_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 1.87 FHOR 21-36 CG   | 2036-11-10      | 1.8700%  | 0.0000% | $66666.67          | $49082.97          | Agency Debentures and Agency Strips |
| FCSB 5.31 FCOR 25-35 BS   | 2035-09-25      | 5.3100%  | 0.0000% | $6709444.44        | $6779135.44        | Agency Debentures and Agency Strips |
| FHLB 1.80 FHOR 23-27 V3   | 2027-02-24      | 1.8000%  | 0.0000% | $555555.56         | $540896.67         | Agency Debentures and Agency Strips |
| FCSB 5.48 FCOR 22-42 R    | 2042-06-27      | 5.4800%  | 0.0000% | $10833333.33       | $10583956.02       | Agency Debentures and Agency Strips |
| FCSB 5.60 FCOR 27-40 AM   | 2040-06-25      | 5.6000%  | 0.0000% | $158333.33         | $158656.02         | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  | 0.0000% | $717777.78         | $725355.68         | Agency Debentures and Agency Strips |
| FCSB 2.05 FCOR 23-28 DR   | 2028-02-03      | 2.0500%  | 0.0000% | $36111.11          | $34730.44          | Agency Debentures and Agency Strips |
| FHLB 5.87 FHOR 26-40 CS   | 2040-07-16      | 5.8700%  | 0.0000% | $5208333.33        | $5149019.97        | Agency Debentures and Agency Strips |
| FHLB 5.375 FHOR 26-35 IA  | 2035-07-16      | 5.3750%  | 0.0000% | $327777.78         | $327656.36         | Agency Debentures and Agency Strips |
| FHLB 4.375 FHLB 28 G5     | 2028-06-09      | 4.3750%  | 0.0000% | $152777.78         | $155649.92         | Agency Debentures and Agency Strips |
| FHLB 1.15 FHOR 21-28 VA   | 2028-02-25      | 1.1500%  | 0.0000% | $127777.78         | $119592.25         | Agency Debentures and Agency Strips |
| FCSB 4.85 FCOR 23-42 N    | 2042-04-28      | 4.8500%  | 0.0000% | $4720555.56        | $4407186.98        | Agency Debentures and Agency Strips |
| FCSB 2.77 FCSB 37 AB      | 2037-03-16      | 2.7700%  | 0.0000% | $2295555.56        | $1899818.99        | Agency Debentures and Agency Strips |
| FCSB 2.25 FCSB 39 Q       | 2039-11-16      | 2.2500%  | 0.0000% | $1019444.44        | $733192.09         | Agency Debentures and Agency Strips |
| FCSB 2.35 FCOR 22-36 AS   | 2036-06-16      | 2.3500%  | 0.0000% | $1111111.11        | $860197.22         | Agency Debentures and Agency Strips |
| FCSB 1.58 FCOR 22-29 FJ   | 2029-06-01      | 1.5800%  | 0.0000% | $28888.89          | $26453.51          | Agency Debentures and Agency Strips |
| FCSB 1.32 FCOR 21-30 EE   | 2030-09-09      | 1.3200%  | 0.0000% | $380000.00         | $332938.01         | Agency Debentures and Agency Strips |
| FCSB 3.11 FCSB 48 A       | 2048-08-05      | 3.1100%  | 0.0000% | $605555.56         | $431778.94         | Agency Debentures and Agency Strips |
| FCSB 3.65 FCSB 38 T       | 2038-08-13      | 3.6500%  | 0.0000% | $2931111.11        | $2614121.22        | Agency Debentures and Agency Strips |
| FCSB 3.33 FCSB 37 O       | 2037-04-28      | 3.3300%  | 0.0000% | $8333333.33        | $7181937.50        | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 26 56     | 2026-07-30      | 4.1250%  | 0.0000% | $208333.33         | $208207.71         | Agency Debentures and Agency Strips |
| FCSB 5.99 FCOR 25-45 R    | 2045-07-28      | 5.9900%  | 0.0000% | $1833333.33        | $1821838.64        | Agency Debentures and Agency Strips |
| FCSB 4.23 FCOR 26-28 LD   | 2028-07-28      | 4.2300%  | 0.0000% | $292222.22         | $291439.80         | Agency Debentures and Agency Strips |
| FCSB 5.28 FCOR 26-33 EV   | 2033-07-28      | 5.2800%  | 0.0000% | $2359444.44        | $2351729.06        | Agency Debentures and Agency Strips |
| FCSB 5.11 FCOR 26-32 EQ   | 2032-07-15      | 5.1100%  | 0.0000% | $13318888.89       | $13300896.55       | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-28 ST   | 2028-07-28      | 1.0000%  | 0.0000% | $1550000.00        | $1420790.97        | Agency Debentures and Agency Strips |
| FHLB 5.64 FHOR 27-40 CF   | 2040-06-11      | 5.6400%  | 0.0000% | $2844444.44        | $2864089.13        | Agency Debentures and Agency Strips |
| FHLB 5.60 FHOR 26-37 DE   | 2037-05-08      | 5.6000%  | 0.0000% | $477777.78         | $482167.18         | Agency Debentures and Agency Strips |
| FHLB 5.10 FHOR 28-35 FH   | 2035-02-14      | 5.1000%  | 0.0000% | $605555.56         | $621776.17         | Agency Debentures and Agency Strips |
| FHLB 5.11 FHOR 23-42 AA   | 2042-08-15      | 5.1100%  | 0.0000% | $1111111.11        | $1071823.09        | Agency Debentures and Agency Strips |
| FHLB FHOR 22-31 QS        | 2031-09-30      | 1.5000%  | 0.0000% | $763888.89         | $689903.96         | Agency Debentures and Agency Strips |
| FHLB FHOR 21-27 D3        | 2027-08-23      | 1.5000%  | 0.0000% | $138888.89         | $132876.85         | Agency Debentures and Agency Strips |
| FHLB FHOR 22-27 9E        | 2027-05-12      | 1.5000%  | 0.0000% | $277777.78         | $266425.46         | Agency Debentures and Agency Strips |
| FHLB 1.50 FHOR 22-31 KL   | 2031-02-25      | 1.5000%  | 0.0000% | $116666.67         | $101424.17         | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-28 TI   | 2028-07-28      | 1.0000%  | 0.0000% | $3138888.89        | $2871246.29        | Agency Debentures and Agency Strips |
| FHLB 1.54 FHOR 25-35 DV   | 2035-12-24      | 1.5400%  | 0.0000% | $663888.89         | $484454.18         | Agency Debentures and Agency Strips |
| FHLB 1.82 FHOR 21-35 DR   | 2035-12-28      | 1.8200%  | 0.0000% | $1086111.11        | $814911.70         | Agency Debentures and Agency Strips |
| FHLB 0.75 FHLB 27 6A      | 2027-12-10      | 0.7500%  | 0.0000% | $75000.00          | $69659.44          | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-29 JP   | 2029-09-24      | 1.1000%  | 0.0000% | $8333.33           | $7369.17           | Agency Debentures and Agency Strips |
| FHLB 2.40 FHOR 21-40 X    | 2040-04-23      | 2.4000%  | 0.0000% | $52777.78          | $37456.04          | Agency Debentures and Agency Strips |
| FCSB 4.65 FCOR 25-29 JF   | 2029-07-10      | 4.6500%  | 0.0000% | $1656666.67        | $1657434.53        | Agency Debentures and Agency Strips |
| FCSB 4.60 FCOR 26-29 IY   | 2029-05-29      | 4.6000%  | 0.0000% | $417777.78         | $420792.14         | Agency Debentures and Agency Strips |
| FCSB 5.00 FCOR 26-31 FF   | 2031-05-21      | 5.0000%  | 0.0000% | $2810555.56        | $2837304.24        | Agency Debentures and Agency Strips |
| FCSB 5.04 FCOR 25-32 EF   | 2032-04-14      | 5.0400%  | 0.0000% | $15367222.22       | $15507709.37       | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 25-33 EB   | 2033-10-03      | 4.8900%  | 0.0000% | $444444.44         | $445459.71         | Agency Debentures and Agency Strips |
| FCSB 5.95 FCOR 25-44 AE   | 2044-11-29      | 5.9500%  | 0.0000% | $2795000.00        | $2805750.19        | Agency Debentures and Agency Strips |
| FCSB 5.70 FCOR 26-40 AA   | 2040-02-10      | 5.7000%  | 0.0000% | $17031666.67       | $17381616.32       | Agency Debentures and Agency Strips |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $36782662.97       | $35598261.23       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSL0422 | 2055-02-01      | 6.0000%  | 0.0000% | $24825443.81       | $25837155.12       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY6124 | 2055-06-01      | 6.0000%  | 0.0000% | $17762044.04       | $18110411.01       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $17549659.87       | $17542329.96       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFA2008 | 2054-09-01      | 6.0000%  | 0.0000% | $25485852.67       | $25985706.69       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA0397 | 2054-12-01      | 5.0000%  | 0.0000% | $36594606.54       | $35918399.21       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $32544249.89       | $32739461.13       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  | 0.0000% | $27864063.27       | $28928071.11       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB0356 | 2051-05-01      | 3.0000%  | 0.0000% | $19468858.50       | $16749409.41       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  | 0.0000% | $14765941.71       | $14945264.22       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA0549 | 2055-01-01      | 5.0000%  | 0.0000% | $878092.63         | $858060.41         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLCC0218 | 2055-04-01      | 6.0000%  | 0.0000% | $22100176.25       | $22560743.93       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA1808 | 2054-12-01      | 5.0000%  | 0.0000% | $21810694.22       | $21406818.33       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  | 0.0000% | $26198338.72       | $26914732.29       | Agency Mortgage-Backed Securities   |
| FCSB 1.05 FCOR 22-28 EI   | 2028-06-22      | 1.0500%  | 0.0000% | $14444.44          | $13259.68          | Agency Debentures and Agency Strips |
| FCSB 3.50 FCSB 39 M       | 2039-02-28      | 3.5000%  | 0.0000% | $1038333.33        | $905961.41         | Agency Debentures and Agency Strips |
| FCSB 2.00 FCOR 21-40 S    | 2040-08-27      | 2.0000%  | 0.0000% | $2888333.33        | $1925445.48        | Agency Debentures and Agency Strips |
| FCSB 3.20 FCSB 37 R       | 2037-08-17      | 3.2000%  | 0.0000% | $4707222.22        | $4049095.02        | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  | 0.0000% | $222222.22         | $228102.84         | Agency Debentures and Agency Strips |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | 0.0000% | $33855051.58       | $30898377.09       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLCB8555 | 2054-05-01      | 6.5000%  | 0.0000% | $32331486.26       | $33868934.66       | Agency Mortgage-Backed Securities   |

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

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.36_0801
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TRFR BB 04/30/27 | 2027-04-30      | 4.4459%  | 0.0000% | $14437050.40       | $14430264.99       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 4.4909%  | 0.0000% | $222961.05         | $223117.13         | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 4.5309%  | 0.0000% | $4008402.06        | $4012129.88        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $5799902.63        | $5855933.37        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $5.73              | $5.62              | U.S. Treasuries (including strips) |
| USTR 4  NOTE AV 25    | 2025-12-15      | 4.0000%  | 0.0000% | $2061.86           | $2070.68           | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  | 0.0000% | $211438346.57      | $211012602.20      | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | 0.0000% | $592571.59         | $589274.52         | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34  | 2034-05-15      | 0.0000%  | 0.0000% | $461282.93         | $316194.23         | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33  | 2033-11-15      | 0.0000%  | 0.0000% | $166151.20         | $116847.00         | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33  | 2033-08-15      | 0.0000%  | 0.0000% | $7789.23           | $5545.01           | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  | 0.0000% | $40956.47          | $29508.73          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $27220965.68       | $27718855.72       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $21834245.80       | $19820873.92       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  | 0.0000% | $105431871.16      | $104512867.63      | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | 0.0000% | $114196122.81      | $113361944.96      | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | 0.0000% | $26716746.50       | $27621707.66       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | 0.0000% | $32608760.57       | $31171696.73       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $11261140.35       | $10387223.46       | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  | 0.0000% | $1300693.01        | $1255194.77        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34  | 2034-08-15      | 0.0000%  | 0.0000% | $23997.71          | $16252.88          | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 4.4449%  | 0.0000% | $2761895.76        | $2761752.14        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30    | 2030-11-15      | 0.0000%  | 0.0000% | $1282917.80        | $1032330.60        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/35    | 2035-02-15      | 0.0000%  | 0.0000% | $3091173.02        | $2007716.88        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/34    | 2034-08-15      | 0.0000%  | 0.0000% | $674432.07         | $449986.47         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/33    | 2033-02-15      | 0.0000%  | 0.0000% | $2271817.24        | $1639250.18        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32    | 2032-08-15      | 0.0000%  | 0.0000% | $6529798.80        | $4832625.73        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32    | 2032-02-15      | 0.0000%  | 0.0000% | $1514057.10        | $1147125.36        | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  | 0.0000% | $48969.07          | $35699.78          | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  | 0.0000% | $83161.51          | $61440.06          | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32  | 2032-08-15      | 0.0000%  | 0.0000% | $22508.59          | $16819.95          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32  | 2032-05-15      | 0.0000%  | 0.0000% | $931529.21         | $703784.29         | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  | 0.0000% | $20103.09          | $15361.64          | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31  | 2031-11-15      | 0.0000%  | 0.0000% | $92783.51          | $71724.80          | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | 0.0000% | $104753.72         | $84857.64          | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | 0.0000% | $12313.86          | $10305.64          | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  | 0.0000% | $799541.81         | $677020.02         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  | 0.0000% | $68384.88          | $58509.56          | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  | 0.0000% | $62428.41          | $54946.80          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | 0.0000% | $25143.18          | $22342.79          | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  | 0.0000% | $915693.01         | $853015.66         | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  | 0.0000% | $525200.46         | $493739.90         | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | 0.0000% | $1660.94           | $1518.95           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  | 0.0000% | $25710.19          | $25126.80          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $5.73              | $5.63              | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | 0.0000% | $2290.95           | $1594.76           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $337.92            | $240.39            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $5.73              | $4.50              | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  | 0.0000% | $600160.37         | $524845.04         | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $571626.58         | $503123.99         | U.S. Treasuries (including strips) |
| USTR BILL 11/04/25    | 2025-11-04      | 0.0000%  | 0.0000% | $5796.11           | $5730.67           | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26    | 2026-01-29      | 0.0000%  | 0.0000% | $6071.02           | $5944.19           | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26    | 2026-01-29      | 0.0000%  | 0.0000% | $22.91             | $22.43             | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26    | 2026-01-15      | 0.0000%  | 0.0000% | $234.82            | $230.28            | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26    | 2026-07-09      | 0.0000%  | 0.0000% | $18226861.40       | $17537521.50       | U.S. Treasuries (including strips) |
| USTR BILL 10/28/25    | 2025-10-28      | 0.0000%  | 0.0000% | $25962.20          | $25689.86          | U.S. Treasuries (including strips) |
| USTR BILL 10/21/25    | 2025-10-21      | 0.0000%  | 0.0000% | $555.56            | $550.21            | U.S. Treasuries (including strips) |
| USTR BILL 10/07/25    | 2025-10-07      | 0.0000%  | 0.0000% | $270595.65         | $268423.58         | U.S. Treasuries (including strips) |
| USTR BILL 12/18/25    | 2025-12-18      | 0.0000%  | 0.0000% | $4092720.50        | $4026172.87        | U.S. Treasuries (including strips) |
| USTR BILL 12/11/25    | 2025-12-11      | 0.0000%  | 0.0000% | $5824.74           | $5734.69           | U.S. Treasuries (including strips) |
| USTR BILL 09/23/25    | 2025-09-23      | 0.0000%  | 0.0000% | $69690.72          | $69245.40          | U.S. Treasuries (including strips) |
| USTR BILL 09/16/25    | 2025-09-16      | 0.0000%  | 0.0000% | $5761.74           | $5729.71           | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25    | 2025-12-04      | 0.0000%  | 0.0000% | $5.73              | $5.64              | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25    | 2025-12-04      | 0.0000%  | 0.0000% | $122182.13         | $120399.49         | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25    | 2025-11-13      | 0.0000%  | 0.0000% | $10154.64          | $10030.25          | U.S. Treasuries (including strips) |
| USTR 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  | 0.0000% | $2405.50           | $1881.99           | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26    | 2026-01-22      | 0.0000%  | 0.0000% | $5601088.20        | $5488506.33        | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25    | 2025-09-11      | 0.0000%  | 0.0000% | $5841.92           | $5812.77           | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 4.4679%  | 0.0000% | $996.56            | $997.38            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $782863.69         | $756826.82         | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29  | 2029-02-15      | 0.0000%  | 0.0000% | $4009.16           | $3494.99           | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34    | 2034-02-15      | 0.0000%  | 0.0000% | $2415629.56        | $1654418.79        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31    | 2031-08-15      | 0.0000%  | 0.0000% | $225041.47         | $174752.58         | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  | 0.0000% | $6065.29           | $5870.35           | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  | 0.0000% | $4885.45           | $4384.08           | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  | 0.0000% | $49140.89          | $49609.45          | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | 0.0000% | $1723.94           | $1380.78           | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30    | 2030-02-15      | 0.0000%  | 0.0000% | $2368868.84        | $1971626.12        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31    | 2031-02-15      | 0.0000%  | 0.0000% | $1160691.86        | $922683.87         | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25    | 2025-10-09      | 0.0000%  | 0.0000% | $5778.92           | $5731.25           | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | 0.0000% | $9793.81           | $8018.61           | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  | 0.0000% | $70561.28          | $58422.41          | U.S. Treasuries (including strips) |
| USTR BILL 09/02/25    | 2025-09-02      | 0.0000%  | 0.0000% | $31695.30          | $31571.69          | U.S. Treasuries (including strips) |
| USTR BILL 08/26/25    | 2025-08-26      | 0.0000%  | 0.0000% | $217.64            | $216.97            | U.S. Treasuries (including strips) |
| USTR BILL 08/19/25    | 2025-08-19      | 0.0000%  | 0.0000% | $4579908.36        | $4569603.57        | U.S. Treasuries (including strips) |
| USTR BILL 08/05/25    | 2025-08-05      | 0.0000%  | 0.0000% | $21260223.37       | $21247679.84       | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25    | 2025-10-23      | 0.0000%  | 0.0000% | $5.73              | $5.67              | U.S. Treasuries (including strips) |
| USTR BILL 10/16/25    | 2025-10-16      | 0.0000%  | 0.0000% | $5893.47           | $5840.14           | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25    | 2025-09-25      | 0.0000%  | 0.0000% | $51.55             | $51.20             | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25    | 2025-09-18      | 0.0000%  | 0.0000% | $339072.16         | $337102.16         | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26    | 2026-03-19      | 0.0000%  | 0.0000% | $11798.40          | $11491.17          | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25    | 2025-08-28      | 0.0000%  | 0.0000% | $35038648.34       | $34922320.03       | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  | 0.0000% | $28.64             | $27.98             | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25    | 2025-11-28      | 0.0000%  | 0.0000% | $6034129.44        | $5949404.23        | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  | 0.0000% | $31891042.38       | $31549170.41       | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25    | 2025-10-02      | 0.0000%  | 0.0000% | $5830.47           | $5787.24           | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25    | 2025-10-02      | 0.0000%  | 0.0000% | $1443.30           | $1432.60           | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25    | 2025-09-04      | 0.0000%  | 0.0000% | $5836.20           | $5812.03           | U.S. Treasuries (including strips) |
| USTR BILL 08/07/25    | 2025-08-07      | 0.0000%  | 0.0000% | $1169364.26        | $1168393.69        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30    | 2030-08-15      | 0.0000%  | 0.0000% | $1355460.42        | $1103305.48        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29    | 2029-02-15      | 0.0000%  | 0.0000% | $11172522.05       | $9705167.69        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/35    | 2035-05-15      | 0.0000%  | 0.0000% | $2219986.71        | $1422041.35        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28    | 2028-11-15      | 0.0000%  | 0.0000% | $1741145.48        | $1528530.72        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28    | 2028-08-15      | 0.0000%  | 0.0000% | $17689192.04       | $15687376.93       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27    | 2027-08-15      | 0.0000%  | 0.0000% | $4934329.04        | $4546633.87        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27    | 2027-05-15      | 0.0000%  | 0.0000% | $5207560.27        | $4848098.01        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  | 0.0000% | $364948.45         | $336883.92         | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $20754470.12       | $20530053.84       | U.S. Treasuries (including strips) |
| USTR 6 7/8 TPRN 25    | 2025-08-15      | 0.0000%  | 0.0000% | $4828.18           | $4820.16           | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/25 | 2025-10-31      | 4.4559%  | 0.0000% | $5539501.72        | $5541218.96        | U.S. Treasuries (including strips) |
| USTR BILL 08/14/25    | 2025-08-14      | 0.0000%  | 0.0000% | $5750.29           | $5740.78           | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  | 0.0000% | $31483075.01       | $31052368.75       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/34    | 2034-05-15      | 0.0000%  | 0.0000% | $1276506.59        | $863441.82         | U.S. Treasuries (including strips) |
| USTR 2 TPRN E 25      | 2025-08-15      | 0.0000%  | 0.0000% | $302147.77         | $301606.32         | U.S. Treasuries (including strips) |
| USTR BILL 10/14/25    | 2025-10-14      | 0.0000%  | 0.0000% | $1223218.79        | $1212417.76        | U.S. Treasuries (including strips) |
| USTR BILL 08/21/25    | 2025-08-21      | 0.0000%  | 0.0000% | $3007439.86        | $2999951.34        | U.S. Treasuries (including strips) |
| USTR BILL 08/12/25    | 2025-08-12      | 0.0000%  | 0.0000% | $11517.75          | $11501.40          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31    | 2031-05-15      | 0.0000%  | 0.0000% | $1792621.92        | $1408273.02        | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  | 0.0000% | $257560.14         | $250085.74         | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26    | 2026-07-09      | 0.0000%  | 0.0000% | $10154.64          | $9770.59           | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26    | 2026-01-08      | 0.0000%  | 0.0000% | $11.45             | $11.24             | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32    | 2032-05-15      | 0.0000%  | 0.0000% | $3584473.53        | $2684985.74        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/32    | 2032-11-15      | 0.0000%  | 0.0000% | $1920018.56        | $1403214.84        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28    | 2028-02-15      | 0.0000%  | 0.0000% | $9770939.81        | $8836505.75        | U.S. Treasuries (including strips) |
| USTR 5 NOTE BG 25     | 2025-08-31      | 5.0000%  | 0.0000% | $2336.77           | $2385.79           | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | 0.0000% | $583470.79         | $519634.42         | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN F 34  | 2034-11-15      | 0.0000%  | 0.0000% | $233619.70         | $155657.07         | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34      | 2034-02-15      | 0.0000%  | 0.0000% | $188602.52         | $130972.38         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33    | 2033-08-15      | 0.0000%  | 0.0000% | $839679.88         | $590766.86         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  | 0.0000% | $11168.38          | $9634.49           | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26      | 2026-11-15      | 0.0000%  | 0.0000% | $8419.24           | $7987.67           | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  | 0.0000% | $57.27             | $54.86             | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | 0.0000% | $1369553.26        | $1240308.52        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/26    | 2026-11-15      | 0.0000%  | 0.0000% | $1626181.16        | $1543766.30        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  | 0.0000% | $1557.85           | $1507.65           | U.S. Treasuries (including strips) |
| USTR 6 BOND 26        | 2026-02-15      | 6.0000%  | 0.0000% | $14375.72          | $14899.05          | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  | 0.0000% | $4543413.52        | $3881860.70        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/34    | 2034-11-15      | 0.0000%  | 0.0000% | $1698026.82        | $1117715.96        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/33    | 2033-11-15      | 0.0000%  | 0.0000% | $989180.30         | $686786.89         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/33    | 2033-05-15      | 0.0000%  | 0.0000% | $110189.63         | $78524.22          | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31    | 2031-11-15      | 0.0000%  | 0.0000% | $3078837.70        | $2361406.94        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  | 0.0000% | $30418.10          | $27854.52          | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.4359%  | 0.0000% | $4041214.20        | $4043040.83        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  | 0.0000% | $1887176.40        | $1863541.41        | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  | 0.0000% | $1300853.38        | $1226759.37        | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  | 0.0000% | $38516.61          | $36715.50          | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $389455.90         | $373584.01         | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26        | 2026-02-15      | 0.0000%  | 0.0000% | $2524822.45        | $2468215.93        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/26    | 2026-02-15      | 0.0000%  | 0.0000% | $2492243.99        | $2437222.72        | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $4639.18           | $4537.08           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $5429.55           | $4779.01           | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $343.64            | $302.06            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $2290.95           | $2254.00           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | 0.0000% | $16311.57          | $12914.29          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $122333756.25      | $123884175.53      | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29    | 2029-11-15      | 0.0000%  | 0.0000% | $2997566.84        | $2522020.85        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28    | 2028-05-15      | 0.0000%  | 0.0000% | $6308171.11        | $5650525.34        | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  | 0.0000% | $307829.32         | $284298.85         | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | 0.0000% | $358493.70         | $296892.65         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29    | 2029-05-15      | 0.0000%  | 0.0000% | $10041262.97       | $8634943.93        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30    | 2030-05-15      | 0.0000%  | 0.0000% | $3378870.39        | $2781016.44        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26    | 2026-05-15      | 0.0000%  | 0.0000% | $676875.36         | $655338.54         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $5.73              | $3.92              | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26    | 2026-08-15      | 0.0000%  | 0.0000% | $1610058.93        | $1543418.59        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  | 0.0000% | $4175237.89        | $4123882.47        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/25    | 2025-08-15      | 0.0000%  | 0.0000% | $267016.49         | $266562.03         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27    | 2027-02-15      | 0.0000%  | 0.0000% | $2863511.14        | $2693553.17        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29    | 2029-08-15      | 0.0000%  | 0.0000% | $1717566.95        | $1460790.69        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27    | 2027-11-15      | 0.0000%  | 0.0000% | $698637.90         | $637826.36         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $5.73              | $5.56              | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.37_0801
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 2022-152 FB | 2052-09-20      | 5.0000%  | 0.0000% | $3436531.03        | $3342410.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-042 PA | 2053-03-20      | 6.0000%  | 0.0000% | $987552.49         | $1013451.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA | 2052-02-20      | 3.0000%  | 0.0000% | $108.26            | $92.13             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 CG | 2052-03-20      | 5.0000%  | 0.0000% | $342521.28         | $340533.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 DU | 2055-07-20      | 5.0000%  | 0.0000% | $1333865.45        | $1318540.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FE | 2055-07-20      | 5.8346%  | 0.0000% | $12667048.01       | $13141983.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 HY | 2052-03-20      | 5.5000%  | 0.0000% | $9785.16           | $9918.52           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF | 2055-06-20      | 5.7480%  | 0.0000% | $7364062.40        | $7384352.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-104 FG | 2055-06-20      | 5.6980%  | 0.0000% | $24774867.98       | $24828382.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FT | 2055-05-20      | 5.7480%  | 0.0000% | $7328375.90        | $7350531.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FC | 2055-05-20      | 6.0000%  | 0.0000% | $14648085.62       | $14729665.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-084 NC | 2055-02-20      | 5.0000%  | 0.0000% | $4884952.50        | $4871800.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 EM | 2054-05-20      | 5.0000%  | 0.0000% | $419208.50         | $404214.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-100 FL | 2055-06-20      | 5.4980%  | 0.0000% | $5213993.29        | $5224958.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 ML | 2055-03-20      | 5.0000%  | 0.0000% | $1465779.51        | $1364539.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FC | 2055-04-20      | 5.1480%  | 0.0000% | $13728789.89       | $13722886.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FX | 2055-04-20      | 5.7180%  | 0.0000% | $8598464.91        | $8642473.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 BL | 2055-03-20      | 5.0000%  | 0.0000% | $2006873.22        | $1884547.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 AY | 2055-03-20      | 5.0000%  | 0.0000% | $2128984.72        | $2014638.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-089 C  | 2053-06-20      | 7.0000%  | 0.0000% | $11290296.37       | $11969095.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET | 2055-03-20      | 4.5000%  | 0.0000% | $10004951.45       | $9560951.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 CL | 2055-03-20      | 5.0000%  | 0.0000% | $317817.79         | $303132.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 B  | 2055-03-20      | 5.5000%  | 0.0000% | $404806.97         | $414628.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 YA | 2055-03-20      | 5.0000%  | 0.0000% | $203000.20         | $185965.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 PL | 2055-03-20      | 4.5000%  | 0.0000% | $490507.67         | $419828.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-039 YF | 2055-03-20      | 5.4980%  | 0.0000% | $5828089.65        | $5815768.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-030 CT | 2055-02-20      | 5.0000%  | 0.0000% | $117406.53         | $115646.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-030 FB | 2055-02-20      | 5.9980%  | 0.0000% | $12816439.12       | $12884067.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-028 KF | 2055-02-20      | 5.5980%  | 0.0000% | $5218880.08        | $5219576.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-002 YF | 2055-01-20      | 5.5980%  | 0.0000% | $5792186.42        | $5803495.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-006 FD | 2055-01-20      | 5.7680%  | 0.0000% | $5085115.99        | $5100892.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB | 2052-02-20      | 3.0000%  | 0.0000% | $338.54            | $288.89            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 EL | 2055-03-20      | 5.0000%  | 0.0000% | $1452526.44        | $1369060.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-084 DT | 2054-05-20      | 4.5000%  | 0.0000% | $683891.66         | $673819.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-030 CL | 2055-02-20      | 5.0000%  | 0.0000% | $689147.17         | $660031.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-020 FB | 2054-02-20      | 5.5280%  | 0.0000% | $3053777.13        | $3061955.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-097 FE | 2055-06-20      | 5.4480%  | 0.0000% | $7151841.10        | $7163710.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FD | 2055-07-20      | 5.8256%  | 0.0000% | $281537190.52      | $292105267.13      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FA | 2055-04-20      | 5.3480%  | 0.0000% | $8770696.98        | $8761576.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 GU | 2055-06-20      | 5.2500%  | 0.0000% | $1792872.13        | $1748692.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-149 QF | 2053-10-20      | 5.8980%  | 0.0000% | $2739528.35        | $2774161.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 ED | 2054-05-20      | 5.0000%  | 0.0000% | $2418754.41        | $2416712.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 AT | 2055-01-20      | 5.5000%  | 0.0000% | $26946.22          | $27143.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-081 BP | 2055-05-20      | 5.0000%  | 0.0000% | $7434851.10        | $7432283.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB | 2054-11-20      | 5.4980%  | 0.0000% | $762415.73         | $761193.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-142 WG | 2054-09-20      | 4.0000%  | 0.0000% | $244469.00         | $221001.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-173 B  | 2053-06-20      | 5.5000%  | 0.0000% | $646871.98         | $660219.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-109 LT | 2054-07-20      | 4.5000%  | 0.0000% | $1337774.98        | $1311046.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-044 F  | 2054-03-20      | 5.1480%  | 0.0000% | $201872.64         | $201475.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF | 2054-02-20      | 5.3480%  | 0.0000% | $2633960.04        | $2647567.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 DF | 2053-09-20      | 5.6980%  | 0.0000% | $2490217.09        | $2510998.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-147 FJ | 2053-10-20      | 5.8980%  | 0.0000% | $1757389.44        | $1770111.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 MP | 2055-03-20      | 5.0000%  | 0.0000% | $2757501.58        | $2757591.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 FE | 2055-06-20      | 5.4480%  | 0.0000% | $10522158.06       | $10517188.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 AT | 2055-04-20      | 4.0000%  | 0.0000% | $6543609.49        | $6265246.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-148 FH | 2054-09-20      | 5.3780%  | 0.0000% | $6765097.45        | $6723656.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 JH | 2055-01-20      | 4.5000%  | 0.0000% | $366239.57         | $351708.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-081 CT | 2055-05-20      | 7.5000%  | 0.0000% | $3175501.92        | $3431034.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-084 DA | 2053-04-20      | 4.5000%  | 0.0000% | $39836.79          | $39592.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-172 FD | 2052-10-20      | 5.4480%  | 0.0000% | $1923802.30        | $1898380.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 PA | 2053-04-20      | 4.5000%  | 0.0000% | $2185299.95        | $2144067.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-088 FC | 2052-06-20      | 4.5000%  | 0.0000% | $12355971.92       | $11691640.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-187 FD | 2054-11-20      | 5.3980%  | 0.0000% | $6091817.27        | $6089693.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-089 B  | 2053-06-20      | 7.0000%  | 0.0000% | $2506007.76        | $2682073.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-066 DF | 2053-05-20      | 5.1980%  | 0.0000% | $689676.77         | $687332.75         | Agency Collateralized Mortgage Obligation |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $25179.36          | $26084.22          | U.S. Treasuries (including strips)        |
| GNMA GNRM 2023-054 LQ | 2053-04-20      | 5.0000%  | 0.0000% | $110766.93         | $105682.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FG | 2055-04-20      | 5.6580%  | 0.0000% | $14620421.72       | $14588692.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 ML | 2055-01-20      | 5.5000%  | 0.0000% | $462937.74         | $457605.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 BL | 2055-01-20      | 5.5000%  | 0.0000% | $316972.04         | $318027.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-144 FB | 2054-09-20      | 5.5280%  | 0.0000% | $13325837.25       | $13323386.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-096 CL | 2054-06-20      | 5.0000%  | 0.0000% | $220909.39         | $206782.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-084 FL | 2054-05-20      | 5.0480%  | 0.0000% | $1327838.19        | $1324888.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FM | 2054-04-20      | 5.4480%  | 0.0000% | $6454680.66        | $6477431.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FC | 2054-04-20      | 5.4480%  | 0.0000% | $6264512.36        | $6254173.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FD | 2054-04-20      | 5.4980%  | 0.0000% | $5613574.86        | $5608438.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FH | 2054-04-20      | 5.3980%  | 0.0000% | $6380964.32        | $6394481.65        | Agency Collateralized Mortgage Obligation |
| USTR 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | 0.0000% | $48132.68          | $48131.38          | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.39_0826
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF 004291 M     | 2038-11-20      | 6.0000%  | 0.0000% | $9264.02           | $9743.88           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2449 M     | 2044-12-20      | 5.5000%  | 0.0000% | $32458.44          | $33345.47          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $5681942.22        | $5252709.37        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2147 M     | 2044-08-20      | 3.0000%  | 0.0000% | $9795.59           | $8813.29           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA0360 X     | 2042-05-15      | 3.0000%  | 0.0000% | $31417.16          | $28272.97          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA0107 X     | 2042-04-15      | 3.0000%  | 0.0000% | $45128.68          | $40614.73          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA0015 X     | 2042-04-15      | 3.0000%  | 0.0000% | $31690.40          | $28521.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796149 X     | 2042-02-15      | 3.5000%  | 0.0000% | $22577.98          | $20945.95          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792833 X     | 2042-01-15      | 3.7500%  | 0.0000% | $110271.84         | $101151.26         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792488 X     | 2041-12-15      | 4.2500%  | 0.0000% | $27841.37          | $26758.75          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792487 X     | 2041-12-15      | 3.7500%  | 0.0000% | $40397.11          | $37833.59          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005343 M     | 2027-03-20      | 3.0000%  | 0.0000% | $10279.52          | $10180.39          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004559 M     | 2039-10-20      | 5.0000%  | 0.0000% | $20012.04          | $20287.94          | Agency Mortgage-Backed Securities   |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 4.5200%  | 0.0000% | $9333.33           | $9436.22           | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/26 7434 | 2026-10-29      | 4.5000%  | 0.0000% | $2666.67           | $2670.11           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BE 26/09   | 2026-09-14      | 4.4800%  | 0.0000% | $133.33            | $134.21            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EX 26/10   | 2026-10-16      | 4.4750%  | 0.0000% | $666.67            | $668.29            | Agency Debentures and Agency Strips |
| GNMA GNII JM 004164 M     | 2038-06-20      | 6.0000%  | 0.0000% | $11740.96          | $11947.10          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004113 M     | 2038-04-20      | 5.0000%  | 0.0000% | $25449.92          | $25636.54          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003773 M     | 2035-07-20      | 5.4500%  | 0.0000% | $23781.20          | $24844.25          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003723 M     | 2035-06-20      | 5.0000%  | 0.0000% | $12636.12          | $12693.44          | Agency Mortgage-Backed Securities   |
| FHLB 0.83 FHOR 21-27 5383 | 2027-02-10      | 0.8300%  | 0.0000% | $647333.33         | $617162.75         | Agency Debentures and Agency Strips |
| GNMA GNII SF 003442 M     | 2033-09-20      | 5.0000%  | 0.0000% | $27081.95          | $27590.46          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004558 M     | 2039-10-20      | 4.5000%  | 0.0000% | $7706.85           | $7616.25           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 620563 X     | 2033-09-15      | 5.0000%  | 0.0000% | $48101.78          | $48421.98          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005280 M     | 2042-01-20      | 4.0000%  | 0.0000% | $44281.12          | $41913.07          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004215 M     | 2038-08-20      | 5.5000%  | 0.0000% | $15226.98          | $15344.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $9309.20           | $9902.36           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004284 M     | 2038-11-20      | 5.5000%  | 0.0000% | $8666.71           | $8720.47           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796050 X     | 2042-01-15      | 3.0000%  | 0.0000% | $22413.99          | $20171.22          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796091 X     | 2042-01-15      | 3.0000%  | 0.0000% | $28417.17          | $25574.86          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783393 M     | 2041-02-20      | 6.5000%  | 0.0000% | $7374.11           | $7940.27           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783376 X     | 2041-06-15      | 5.0000%  | 0.0000% | $8445.09           | $8501.71           | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783368 M     | 2041-07-20      | 4.5000%  | 0.0000% | $109861.56         | $108569.15         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 796727 C     | 2038-12-20      | 6.5000%  | 0.0000% | $13665.10          | $14364.44          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 799862 X     | 2042-04-15      | 3.2500%  | 0.0000% | $18803.36          | $17192.80          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783201 X     | 2040-08-15      | 5.5000%  | 0.0000% | $10895.00          | $11254.77          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA4533 X     | 2042-11-15      | 3.0000%  | 0.0000% | $16134.25          | $14519.79          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5085 X     | 2042-07-15      | 3.5000%  | 0.0000% | $46585.59          | $43087.60          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792628 X     | 2042-01-15      | 3.7500%  | 0.0000% | $29947.35          | $28047.13          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779974 X     | 2041-10-15      | 3.0000%  | 0.0000% | $25860.42          | $23277.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779874 X     | 2041-10-15      | 3.0000%  | 0.0000% | $35228.04          | $31703.09          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779761 X     | 2041-11-15      | 3.0000%  | 0.0000% | $14473.93          | $13025.77          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779396 X     | 2042-06-15      | 3.5000%  | 0.0000% | $9598.69           | $8904.86           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7740 M     | 2036-12-20      | 3.5000%  | 0.0000% | $17863.72          | $17120.37          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM2784 X     | 2045-04-15      | 3.5000%  | 0.0000% | $34041.15          | $31483.77          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3174 M     | 2045-10-20      | 4.0000%  | 0.0000% | $513973.50         | $487258.87         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1995 M     | 2044-06-20      | 3.5000%  | 0.0000% | $20220.36          | $18601.45          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6448 M     | 2035-02-20      | 4.0000%  | 0.0000% | $15059.54          | $14651.60          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CT8012 C     | 2038-12-20      | 6.5000%  | 0.0000% | $70296.93          | $74489.91          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784330 C     | 2041-02-20      | 4.0000%  | 0.0000% | $61210.05          | $57983.81          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2924 M     | 2030-03-20      | 2.0000%  | 0.0000% | $10544.13          | $9994.69           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784443 X     | 2042-03-15      | 4.5000%  | 0.0000% | $16745.31          | $16319.98          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1997 M     | 2044-06-20      | 4.5000%  | 0.0000% | $22911.98          | $22366.90          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2149 M     | 2044-08-20      | 4.0000%  | 0.0000% | $304398.80         | $287983.28         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $31957.00          | $30220.47          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2307 M     | 2044-10-20      | 5.5000%  | 0.0000% | $46079.95          | $47340.43          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2374 M     | 2044-11-20      | 5.0000%  | 0.0000% | $8481.26           | $8535.68           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ0683 X     | 2045-02-15      | 3.0000%  | 0.0000% | $61480.04          | $54412.11          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2446 M     | 2044-12-20      | 4.0000%  | 0.0000% | $8326.21           | $7870.29           | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CE9079 C     | 2039-01-20      | 6.0000%  | 0.0000% | $142795.04         | $147355.20         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  | 0.0000% | $2805232.97        | $2496629.29        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AN5753 X     | 2045-07-15      | 3.0000%  | 0.0000% | $13865.91          | $12271.82          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 785275 X     | 2043-03-15      | 3.0000%  | 0.0000% | $53548.66          | $48191.49          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792344 X     | 2041-11-15      | 4.2500%  | 0.0000% | $43189.84          | $41510.56          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2522 M     | 2045-01-20      | 4.0000%  | 0.0000% | $125432.52         | $118566.76         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2523 M     | 2045-01-20      | 4.5000%  | 0.0000% | $826281.07         | $804843.20         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2827 M     | 2045-05-20      | 4.0000%  | 0.0000% | $26784.52          | $25318.29          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004364 M     | 2039-02-20      | 6.0000%  | 0.0000% | $10617.35          | $10735.58          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004344 M     | 2039-01-20      | 6.0000%  | 0.0000% | $7560.62           | $7952.27           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004469 M     | 2039-06-20      | 5.0000%  | 0.0000% | $55255.67          | $55813.57          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $28228.62          | $30620.03          | Agency Mortgage-Backed Securities   |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  | 0.0000% | $31068933.33       | $31492955.23       | Agency Debentures and Agency Strips |
| GNMA GNII SF 003565 M     | 2034-05-20      | 3.5000%  | 0.0000% | $11441.96          | $10681.84          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003515 M     | 2034-02-20      | 5.5000%  | 0.0000% | $6911.07           | $7063.34           | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 593515       | 2033-04-15      | 5.2500%  | 0.0000% | $17623.94          | $17653.30          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 622027       | 2034-11-15      | 5.7300%  | 0.0000% | $48028.62          | $48151.91          | Agency Mortgage-Backed Securities   |
| GNMA GNMI MH 589693 X     | 2029-07-15      | 4.5000%  | 0.0000% | $28556.53          | $28523.09          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 589277       | 2033-05-15      | 5.7200%  | 0.0000% | $97548.70          | $97797.42          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 588515       | 2033-05-15      | 5.2750%  | 0.0000% | $19058.14          | $19090.88          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 619880       | 2032-12-15      | 5.1500%  | 0.0000% | $19578.20          | $19606.79          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 617861 X     | 2037-09-15      | 4.5000%  | 0.0000% | $23161.30          | $22676.46          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7257 X     | 2043-03-15      | 3.5000%  | 0.0000% | $7634.64           | $7061.41           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7015 X     | 2043-05-15      | 3.5000%  | 0.0000% | $8846.30           | $8204.15           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 617262 X     | 2036-10-15      | 6.5000%  | 0.0000% | $6733.85           | $7092.47           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004770 M     | 2040-08-20      | 4.0000%  | 0.0000% | $29757.61          | $28313.57          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 616552 C     | 2034-08-20      | 6.5000%  | 0.0000% | $12900.42          | $13382.75          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1624 X     | 2043-01-15      | 3.5000%  | 0.0000% | $16074.79          | $14912.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1608 X     | 2028-01-15      | 3.5000%  | 0.0000% | $12422.10          | $12302.32          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1586 X     | 2043-01-15      | 3.0000%  | 0.0000% | $15027.45          | $13523.84          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1718 X     | 2043-02-15      | 3.0000%  | 0.0000% | $55058.71          | $49549.53          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BV9159 C     | 2035-07-20      | 3.5000%  | 0.0000% | $43714.04          | $42571.03          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 615412 X     | 2033-08-15      | 5.5000%  | 0.0000% | $11861.69          | $12004.54          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783934 M     | 2044-05-20      | 4.5000%  | 0.0000% | $17112.97          | $16721.72          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6061 M     | 2034-08-20      | 3.5000%  | 0.0000% | $31883.99          | $29922.76          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9824 M     | 2039-10-20      | 5.5000%  | 0.0000% | $725750.29         | $741421.66         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9693 M     | 2039-12-20      | 4.5000%  | 0.0000% | $867504.31         | $859306.39         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AN9611 X     | 2030-08-15      | 2.5000%  | 0.0000% | $45582.87          | $43522.04          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 615278 X     | 2033-07-15      | 5.0000%  | 0.0000% | $15632.10          | $15706.30          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783320 X     | 2041-03-15      | 4.5000%  | 0.0000% | $795394.65         | $761904.56         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CE9233 C     | 2045-08-20      | 4.5000%  | 0.0000% | $69312.32          | $66703.61          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783262 X     | 2041-03-15      | 4.5000%  | 0.0000% | $37809.58          | $36918.60          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2571 M     | 2030-02-20      | 4.0000%  | 0.0000% | $6952.16           | $6851.87           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782831 X     | 2039-12-15      | 6.0000%  | 0.0000% | $48757.64          | $51431.02          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AP6502 X     | 2045-10-15      | 3.5000%  | 0.0000% | $20520.03          | $18978.21          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782818 X     | 2039-11-15      | 4.5000%  | 0.0000% | $21696.76          | $21242.36          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CF4628 C     | 2039-02-20      | 6.0000%  | 0.0000% | $138973.83         | $144998.90         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4004 M     | 2046-10-20      | 3.5000%  | 0.0000% | $2571991.16        | $2368152.29        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1699 X     | 2043-02-15      | 3.0000%  | 0.0000% | $28018.72          | $25215.17          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9901 M     | 2054-09-20      | 3.0000%  | 0.0000% | $2700798.15        | $2372327.08        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CL8535 C     | 2044-01-20      | 3.5000%  | 0.0000% | $101507.25         | $92415.92          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3498 M     | 2031-03-20      | 4.0000%  | 0.0000% | $9805.50           | $9683.83           | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CH2301 C     | 2042-08-20      | 4.0000%  | 0.0000% | $40032.07          | $37086.08          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8127 M     | 2037-07-20      | 4.5000%  | 0.0000% | $564660.04         | $559327.39         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CE9861 C     | 2039-01-20      | 6.0000%  | 0.0000% | $52286.26          | $54554.44          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CD4626 C     | 2043-08-20      | 2.5000%  | 0.0000% | $19400.22          | $16193.13          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BV9173 C     | 2035-08-20      | 2.0000%  | 0.0000% | $228150.79         | $207725.06         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BV9157 C     | 2035-07-20      | 3.0000%  | 0.0000% | $98774.83          | $93541.15          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743547 X     | 2040-06-15      | 5.1250%  | 0.0000% | $31295.41          | $31798.04          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743503 X     | 2040-06-15      | 4.7500%  | 0.0000% | $8775.54           | $8732.08           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743282 X     | 2040-05-15      | 5.1250%  | 0.0000% | $42468.78          | $43182.21          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 741974 C     | 2040-02-20      | 4.5000%  | 0.0000% | $7027.93           | $6780.97           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 742510 X     | 2040-08-15      | 4.5000%  | 0.0000% | $7544.94           | $7387.07           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 739174 C     | 2038-10-20      | 6.5000%  | 0.0000% | $7882.39           | $8132.93           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4006 M     | 2046-10-20      | 4.5000%  | 0.0000% | $7769.51           | $7582.42           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737812 X     | 2040-12-15      | 4.0000%  | 0.0000% | $19575.37          | $18446.33          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737031 X     | 2040-02-15      | 4.5000%  | 0.0000% | $13475.56          | $13176.67          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737111 X     | 2040-04-15      | 4.5000%  | 0.0000% | $18970.74          | $18419.93          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735669 X     | 2040-04-15      | 5.1250%  | 0.0000% | $10988.19          | $11161.31          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7342 M     | 2036-05-20      | 3.5000%  | 0.0000% | $95823.58          | $93721.28          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3454 M     | 2046-02-20      | 3.5000%  | 0.0000% | $1534641.72        | $1416989.44        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3312 M     | 2045-12-20      | 4.5000%  | 0.0000% | $8132.21           | $7916.19           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 581589 X     | 2032-10-15      | 6.0000%  | 0.0000% | $19049.56          | $19533.99          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 705928 X     | 2041-10-15      | 3.5000%  | 0.0000% | $50902.76          | $47096.79          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775447 X     | 2041-10-15      | 4.5000%  | 0.0000% | $8376.82           | $8072.41           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005240 M     | 2041-11-20      | 6.0000%  | 0.0000% | $12387.50          | $13028.68          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775611 X     | 2041-11-15      | 4.5000%  | 0.0000% | $16179.47          | $15772.37          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4070 M     | 2046-11-20      | 4.0000%  | 0.0000% | $13640.65          | $12847.71          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 792345 X     | 2041-10-15      | 4.5000%  | 0.0000% | $12903.21          | $12569.19          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003185 M     | 2032-01-20      | 5.5000%  | 0.0000% | $11313.18          | $11647.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AU6356 C     | 2046-09-20      | 3.0000%  | 0.0000% | $52961.64          | $46511.60          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003133 M     | 2031-09-20      | 6.5000%  | 0.0000% | $24894.98          | $26137.40          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB1436 X     | 2042-08-15      | 4.0000%  | 0.0000% | $11475.79          | $10881.29          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0391 M     | 2042-09-20      | 3.0000%  | 0.0000% | $327421.71         | $296477.09         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5649 X     | 2042-09-15      | 3.0000%  | 0.0000% | $11427.41          | $10298.11          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0465 M     | 2042-10-20      | 5.0000%  | 0.0000% | $46339.63          | $46793.14          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 592751 X     | 2033-05-15      | 5.5000%  | 0.0000% | $9626.89           | $9948.33           | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 588459       | 2032-10-15      | 5.7500%  | 0.0000% | $32496.79          | $32581.27          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7917 M     | 2037-12-20      | 6.0000%  | 0.0000% | $9774.89           | $9975.13           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7886 M     | 2052-02-20      | 5.0000%  | 0.0000% | $10454.81          | $10311.65          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7861 M     | 2037-11-20      | 6.5000%  | 0.0000% | $34458.54          | $35744.59          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7857 M     | 2037-12-20      | 4.5000%  | 0.0000% | $9173.16           | $9148.40           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7507 M     | 2036-08-20      | 2.0000%  | 0.0000% | $43793.04          | $40306.88          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8070 M     | 2037-06-20      | 1.5000%  | 0.0000% | $25418.27          | $22696.25          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7023 M     | 2035-12-20      | 2.0000%  | 0.0000% | $151173.03         | $139146.41         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 586428       | 2033-07-15      | 4.4500%  | 0.0000% | $73218.74          | $73212.54          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6686 M     | 2035-06-20      | 4.0000%  | 0.0000% | $12934.84          | $12580.80          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1678 M     | 2044-02-20      | 4.0000%  | 0.0000% | $58367.38          | $55340.06          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1676 M     | 2044-02-20      | 3.0000%  | 0.0000% | $11255.90          | $10136.50          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD2414 X     | 2043-05-15      | 3.5000%  | 0.0000% | $9523.10           | $8807.98           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD2334 X     | 2043-04-15      | 3.5000%  | 0.0000% | $12419.91          | $11487.39          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CY2487 C     | 2041-09-20      | 4.5000%  | 0.0000% | $241240.90         | $232186.16         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  | 0.0000% | $125025.93         | $111541.26         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0533 M     | 2042-11-20      | 3.0000%  | 0.0000% | $23302.81          | $21100.43          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0463 M     | 2042-10-20      | 4.0000%  | 0.0000% | $48668.69          | $46305.50          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $328980.91         | $305391.88         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0317 M     | 2042-08-20      | 3.0000%  | 0.0000% | $10727.55          | $9751.20           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AX4341 C     | 2046-10-20      | 3.5000%  | 0.0000% | $18331.94          | $16767.80          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6570 M     | 2035-04-20      | 2.0000%  | 0.0000% | $101305.87         | $92979.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AL5265 X     | 2045-02-15      | 3.5000%  | 0.0000% | $11120.34          | $10284.94          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0023 M     | 2042-04-20      | 4.0000%  | 0.0000% | $54537.85          | $51890.05          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9358 M     | 2053-12-20      | 3.5000%  | 0.0000% | $1336005.95        | $1208439.65        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735565 X     | 2040-04-15      | 5.1250%  | 0.0000% | $32433.96          | $32957.34          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735418 X     | 2040-03-15      | 5.1250%  | 0.0000% | $17867.33          | $17908.27          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735337 X     | 2040-02-15      | 5.1250%  | 0.0000% | $25682.51          | $26161.15          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 733882 X     | 2040-09-15      | 4.5000%  | 0.0000% | $46780.65          | $45584.19          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AT7580 X     | 2046-07-15      | 4.5000%  | 0.0000% | $18039.84          | $17504.89          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 728870 C     | 2040-04-20      | 4.6250%  | 0.0000% | $10825.83          | $10512.73          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 728319 X     | 2039-11-15      | 5.0000%  | 0.0000% | $36938.35          | $37319.65          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AX8664 X     | 2046-10-15      | 3.5000%  | 0.0000% | $16894.92          | $15343.79          | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $1048541.07        | $1044894.24        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AV7487 X     | 2046-11-15      | 3.0000%  | 0.0000% | $41224.23          | $36465.30          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CK7793 C     | 2043-07-20      | 3.5000%  | 0.0000% | $219249.51         | $197358.03         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CF9661 C     | 2045-07-20      | 4.0000%  | 0.0000% | $90945.76          | $84180.61          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AS8159 X     | 2046-06-15      | 5.0000%  | 0.0000% | $25515.32          | $25593.05          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AR0708 X     | 2046-04-15      | 4.5000%  | 0.0000% | $8744.47           | $8485.18           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DC4701 C     | 2045-11-20      | 7.0000%  | 0.0000% | $111059.21         | $115376.79         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DA2704 C     | 2044-05-20      | 7.0000%  | 0.0000% | $27209.13          | $28264.99          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CQ2127 C     | 2039-06-20      | 5.5000%  | 0.0000% | $112022.51         | $114544.51         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AN7728 X     | 2045-07-15      | 3.0000%  | 0.0000% | $10662.48          | $9436.69           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AN7455 X     | 2045-06-15      | 3.5000%  | 0.0000% | $24685.62          | $22831.48          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8641 X     | 2045-05-15      | 3.0000%  | 0.0000% | $8892.93           | $7870.61           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8565 X     | 2045-05-15      | 3.5000%  | 0.0000% | $74029.04          | $68466.69          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8968 X     | 2045-07-15      | 4.5000%  | 0.0000% | $13081.78          | $12694.37          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM7539 X     | 2045-05-15      | 3.0000%  | 0.0000% | $15127.87          | $13388.67          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783590 M     | 2041-06-20      | 4.5000%  | 0.0000% | $164240.42         | $162308.46         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782429 X     | 2038-10-15      | 5.0000%  | 0.0000% | $14034.33          | $14186.27          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782435 X     | 2038-09-15      | 4.5000%  | 0.0000% | $52893.70          | $51786.10          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782251 X     | 2038-01-15      | 6.0000%  | 0.0000% | $52526.04          | $55407.62          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781950 X     | 2035-07-15      | 4.5000%  | 0.0000% | $141809.39         | $140728.52         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781932 X     | 2035-03-15      | 6.5000%  | 0.0000% | $31066.24          | $32246.13          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781918 X     | 2035-04-15      | 5.0000%  | 0.0000% | $10243.48          | $10343.40          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 730972 X     | 2040-01-15      | 5.0000%  | 0.0000% | $28961.28          | $29277.96          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783576 M     | 2041-12-20      | 4.5000%  | 0.0000% | $361749.73         | $357517.25         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781802 X     | 2033-12-15      | 4.5000%  | 0.0000% | $61020.51          | $60605.57          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 759468 C     | 2041-01-20      | 4.0000%  | 0.0000% | $24642.67          | $23299.26          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 759183 X     | 2041-02-15      | 3.5000%  | 0.0000% | $23920.37          | $22214.05          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $81129.84          | $80830.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 757404 X     | 2031-12-15      | 2.5000%  | 0.0000% | $52141.16          | $49479.37          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 787483 X     | 2032-11-15      | 7.0000%  | 0.0000% | $601319.87         | $624785.38         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 785336 X     | 2039-11-15      | 6.0000%  | 0.0000% | $199739.77         | $210761.01         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 785002 X     | 2046-03-15      | 3.0000%  | 0.0000% | $167778.51         | $150993.44         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782562 X     | 2039-02-15      | 5.0000%  | 0.0000% | $96488.30          | $97396.52          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784285 X     | 2038-01-15      | 6.0000%  | 0.0000% | $11277.69          | $11831.99          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784156 M     | 2045-08-20      | 4.0000%  | 0.0000% | $236712.96         | $221729.34         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 728313 X     | 2039-11-15      | 4.5000%  | 0.0000% | $23075.48          | $22592.28          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 726139 X     | 2040-01-15      | 4.5000%  | 0.0000% | $8011.46           | $7814.02           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 725058 X     | 2039-12-15      | 4.5000%  | 0.0000% | $23721.45          | $23158.78          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 724227 X     | 2039-08-15      | 5.0000%  | 0.0000% | $29998.09          | $30316.87          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003248 M     | 2032-06-20      | 5.5000%  | 0.0000% | $14972.92          | $15436.05          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 723351 X     | 2039-09-15      | 5.0000%  | 0.0000% | $21569.76          | $21794.61          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 720903 X     | 2039-07-15      | 4.5000%  | 0.0000% | $42116.68          | $41221.57          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 719231 X     | 2040-07-15      | 4.5000%  | 0.0000% | $8137.10           | $7941.58           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 717787 X     | 2039-06-15      | 4.5000%  | 0.0000% | $23028.52          | $22288.61          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 716784 X     | 2039-04-15      | 5.0000%  | 0.0000% | $10281.42          | $10303.91          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 473426       | 2036-01-15      | 5.9700%  | 0.0000% | $33572.69          | $33673.61          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 450825       | 2033-09-15      | 6.0500%  | 0.0000% | $18574.12          | $18632.72          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 428124 X     | 2039-02-15      | 5.0000%  | 0.0000% | $11712.43          | $11789.88          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003228 M     | 2032-04-20      | 6.5000%  | 0.0000% | $36074.83          | $37917.63          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 424916       | 2035-01-15      | 5.3900%  | 0.0000% | $66994.54          | $67125.49          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 612800 X     | 2033-05-15      | 5.5000%  | 0.0000% | $21500.71          | $21860.21          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 612725 X     | 2033-05-15      | 5.5000%  | 0.0000% | $33013.72          | $34001.66          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 611522 X     | 2033-05-15      | 5.7500%  | 0.0000% | $13163.33          | $13407.05          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610156       | 2032-08-15      | 5.0000%  | 0.0000% | $21854.35          | $21879.52          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610155       | 2029-08-15      | 5.0000%  | 0.0000% | $17707.99          | $17727.88          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM6442 X     | 2045-04-15      | 3.0000%  | 0.0000% | $87823.08          | $77729.31          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM1088 X     | 2041-10-15      | 4.5000%  | 0.0000% | $23474.15          | $22890.77          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM0475 X     | 2045-04-15      | 3.5000%  | 0.0000% | $11836.20          | $10946.91          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AL9337 X     | 2045-03-15      | 3.0000%  | 0.0000% | $26839.28          | $23754.61          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AL2604 X     | 2045-03-15      | 3.5000%  | 0.0000% | $50616.52          | $46814.24          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AK8998 X     | 2045-07-15      | 3.0000%  | 0.0000% | $37497.78          | $33186.55          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ9008 X     | 2044-10-15      | 4.0000%  | 0.0000% | $22298.17          | $20989.41          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ3916 X     | 2044-11-15      | 3.0000%  | 0.0000% | $8230.22           | $7284.34           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7623 M     | 2036-10-20      | 3.5000%  | 0.0000% | $8081.16           | $7737.97           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AH5883 C     | 2044-07-20      | 3.7500%  | 0.0000% | $46272.91          | $42258.97          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5949 X     | 2043-10-15      | 4.3750%  | 0.0000% | $13816.29          | $13369.26          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5947 X     | 2043-10-15      | 4.1250%  | 0.0000% | $24991.47          | $23857.65          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5712 X     | 2043-10-15      | 3.2500%  | 0.0000% | $71008.44          | $64259.75          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5711 X     | 2043-10-15      | 3.1250%  | 0.0000% | $13680.81          | $12244.47          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5716 X     | 2043-10-15      | 3.7500%  | 0.0000% | $14232.16          | $13331.39          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5713 X     | 2043-10-15      | 3.3750%  | 0.0000% | $10330.04          | $9451.31           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9846 M     | 2054-08-20      | 3.0000%  | 0.0000% | $1422591.08        | $1249285.34        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7918 M     | 2037-08-20      | 6.5000%  | 0.0000% | $11750.19          | $12178.11          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784115 M     | 2046-02-20      | 3.0000%  | 0.0000% | $12567.42          | $11203.42          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6827 M     | 2038-12-20      | 6.5000%  | 0.0000% | $100564.71         | $105918.04         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 778375 X     | 2042-04-15      | 3.5000%  | 0.0000% | $9288.02           | $8590.65           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 766637 X     | 2042-04-15      | 3.5000%  | 0.0000% | $15705.58          | $14570.31          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 799109 X     | 2042-05-15      | 3.5000%  | 0.0000% | $17860.70          | $16564.09          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779240 X     | 2042-05-15      | 3.5000%  | 0.0000% | $12444.12          | $11548.46          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783584 M     | 2041-07-20      | 4.5000%  | 0.0000% | $8330.84           | $8232.83           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0221 M     | 2042-07-20      | 4.0000%  | 0.0000% | $11457.54          | $10901.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783609 X     | 2040-10-15      | 4.5000%  | 0.0000% | $18592.84          | $18160.56          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC3752 X     | 2042-12-15      | 3.0000%  | 0.0000% | $7582.63           | $6823.84           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0698 M     | 2043-01-20      | 3.0000%  | 0.0000% | $233806.21         | $211419.27         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA0667 M     | 2042-12-20      | 2.5000%  | 0.0000% | $54991.54          | $46223.32          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5658 X     | 2043-09-15      | 3.6250%  | 0.0000% | $7818.12           | $7276.51           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5644 X     | 2043-09-15      | 2.7500%  | 0.0000% | $12480.55          | $10966.33          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784106 M     | 2046-01-20      | 3.5000%  | 0.0000% | $20236.65          | $18685.22          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0601 M     | 2027-12-20      | 2.5000%  | 0.0000% | $15167.10          | $14885.76          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0534 M     | 2042-11-20      | 3.5000%  | 0.0000% | $86203.27          | $80013.50          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783972 X     | 2039-12-15      | 5.0000%  | 0.0000% | $47337.42          | $47859.68          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783781 X     | 2043-06-15      | 3.5000%  | 0.0000% | $27038.21          | $24897.40          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783711X      | 2042-01-15      | 4.5000%  | 0.0000% | $8778.46           | $8559.00           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783710 X     | 2041-06-15      | 6.0000%  | 0.0000% | $10072.10          | $10591.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783681 X     | 2042-10-15      | 3.0000%  | 0.0000% | $64633.71          | $58166.72          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783669 X     | 2042-09-15      | 3.0000%  | 0.0000% | $32138.33          | $28923.05          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0155 M     | 2042-06-20      | 4.0000%  | 0.0000% | $8075.17           | $7683.11           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0154 M     | 2042-06-20      | 3.5000%  | 0.0000% | $18716.97          | $17382.76          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781482 X     | 2032-08-15      | 6.0000%  | 0.0000% | $25846.92          | $26654.50          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $420828.56         | $390918.87         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781703 X     | 2034-02-15      | 5.0000%  | 0.0000% | $27529.06          | $27991.43          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 733792 X     | 2040-07-15      | 5.0000%  | 0.0000% | $8795.23           | $8848.59           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610147       | 2030-12-15      | 5.6000%  | 0.0000% | $29394.40          | $29463.50          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610060       | 2038-11-15      | 5.3500%  | 0.0000% | $35669.92          | $35734.92          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610059       | 2038-11-15      | 5.3500%  | 0.0000% | $27650.90          | $27701.29          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AV8344 C     | 2046-09-20      | 3.0000%  | 0.0000% | $22377.36          | $19338.87          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610017       | 2038-08-15      | 4.4500%  | 0.0000% | $48420.06          | $48408.40          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610010       | 2038-07-15      | 4.6800%  | 0.0000% | $119870.42         | $119901.34         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 609642 X     | 2033-05-15      | 5.5000%  | 0.0000% | $14690.16          | $14766.71          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 609267       | 2033-08-15      | 5.7300%  | 0.0000% | $15754.15          | $15794.59          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 740320 X     | 2042-12-15      | 3.0000%  | 0.0000% | $13086.57          | $11776.92          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0699 M     | 2043-01-20      | 3.5000%  | 0.0000% | $30441.00          | $28252.40          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0700 M     | 2043-01-20      | 4.0000%  | 0.0000% | $29189.42          | $27771.79          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD1625 X     | 2043-01-15      | 3.5000%  | 0.0000% | $7852.11           | $7223.80           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AU5856 C     | 2046-07-20      | 3.5000%  | 0.0000% | $11410.24          | $10295.70          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 580588       | 2033-07-15      | 4.3750%  | 0.0000% | $47156.64          | $47146.31          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 602358       | 2033-06-15      | 5.4500%  | 0.0000% | $36362.24          | $36437.86          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 610028       | 2032-11-15      | 6.0000%  | 0.0000% | $25548.37          | $25626.55          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 610154       | 2033-10-15      | 5.8500%  | 0.0000% | $39019.11          | $39127.74          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003486 M     | 2033-12-20      | 4.5000%  | 0.0000% | $41092.09          | $40750.04          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 562352 X     | 2034-01-15      | 5.5000%  | 0.0000% | $21676.69          | $21891.36          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2755 M     | 2045-04-20      | 4.0000%  | 0.0000% | $10771.32          | $10181.72          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783626 M     | 2041-07-20      | 5.0000%  | 0.0000% | $60270.20          | $60749.63          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 589187       | 2044-06-15      | 5.4000%  | 0.0000% | $22661.10          | $22703.93          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE7454 X     | 2043-05-15      | 3.0000%  | 0.0000% | $75422.95          | $67875.61          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE7028 X     | 2043-06-15      | 3.5000%  | 0.0000% | $10238.50          | $9469.76           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA2654 X     | 2043-06-15      | 3.0000%  | 0.0000% | $11857.68          | $10597.57          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 758926 X     | 2028-06-15      | 4.0000%  | 0.0000% | $18655.88          | $18642.53          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1157 M     | 2043-07-20      | 3.5000%  | 0.0000% | $34826.99          | $32308.47          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 609076 C     | 2036-09-20      | 5.4900%  | 0.0000% | $8448.46           | $8582.88           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 658217 X     | 2036-12-15      | 5.5000%  | 0.0000% | $8461.38           | $8640.77           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784695 X     | 2041-06-15      | 6.0000%  | 0.0000% | $85550.22          | $90085.23          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AU1961 X     | 2046-11-15      | 2.5000%  | 0.0000% | $19415.83          | $16446.73          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM6443 X     | 2045-05-15      | 3.0000%  | 0.0000% | $127526.82         | $112868.38         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1225 M     | 2043-08-20      | 4.0000%  | 0.0000% | $110484.97         | $105003.96         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE7700 X     | 2043-08-15      | 3.5000%  | 0.0000% | $107818.19         | $99757.34          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 738108 X     | 2041-03-15      | 4.5000%  | 0.0000% | $29854.23          | $28937.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1287 M     | 2043-09-20      | 4.5000%  | 0.0000% | $2186935.00        | $2135563.89        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0700 X     | 2043-08-15      | 2.7500%  | 0.0000% | $19872.18          | $17408.80          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0709 X     | 2043-09-15      | 3.2500%  | 0.0000% | $32237.76          | $29233.86          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782214 X     | 2032-07-15      | 6.5000%  | 0.0000% | $6599.61           | $6853.60           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782298 X     | 2038-03-15      | 5.0000%  | 0.0000% | $53053.32          | $53218.77          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 400607 X     | 2038-04-15      | 6.0000%  | 0.0000% | $12745.53          | $13229.95          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3460 M     | 2039-03-20      | 6.5000%  | 0.0000% | $8881.43           | $9451.17           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD8798 X     | 2043-03-15      | 4.0000%  | 0.0000% | $44019.59          | $41480.15          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD8911 X     | 2028-04-15      | 3.0000%  | 0.0000% | $36939.89          | $36371.35          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $7316.82           | $6767.30           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7471 X     | 2043-04-15      | 3.5000%  | 0.0000% | $10247.99          | $9478.34           | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 565450       | 2031-11-15      | 6.8700%  | 0.0000% | $52282.57          | $52525.73          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 562442 X     | 2034-01-15      | 5.5000%  | 0.0000% | $10411.44          | $10434.81          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 555650 X     | 2031-12-15      | 6.0000%  | 0.0000% | $17612.79          | $18443.36          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 553592 X     | 2031-12-15      | 6.0000%  | 0.0000% | $17589.55          | $18382.24          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 552236 X     | 2031-12-15      | 6.0000%  | 0.0000% | $16284.02          | $16870.08          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 551937 X     | 2031-12-15      | 6.0000%  | 0.0000% | $7581.56           | $7782.21           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 551896 X     | 2031-12-15      | 6.0000%  | 0.0000% | $8962.53           | $9165.81           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 551076 X     | 2031-11-15      | 6.0000%  | 0.0000% | $10494.75          | $10756.55          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 530764 X     | 2032-11-15      | 7.0000%  | 0.0000% | $9027.83           | $9087.31           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 528137 X     | 2032-08-15      | 6.5000%  | 0.0000% | $10667.61          | $10948.01          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 521287 X     | 2035-04-15      | 4.5000%  | 0.0000% | $8075.05           | $7942.79           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 514571       | 2033-03-15      | 8.3750%  | 0.0000% | $26010.45          | $26196.72          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783479 X     | 2041-10-15      | 3.8750%  | 0.0000% | $194457.69         | $183724.44         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8511 X     | 2045-05-15      | 3.5000%  | 0.0000% | $9711.89           | $8982.24           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 576503 X     | 2031-12-15      | 6.0000%  | 0.0000% | $7681.55           | $7979.67           | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 781900 M     | 2034-11-20      | 6.0000%  | 0.0000% | $212404.93         | $220783.45         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 575483 X     | 2031-12-15      | 6.0000%  | 0.0000% | $9346.95           | $9634.41           | Agency Mortgage-Backed Securities   |
| GNMA GNII BD 605661 C     | 2034-09-20      | 6.0000%  | 0.0000% | $26442.91          | $26644.11          | Agency Mortgage-Backed Securities   |
| GNMA GNII BD 605467 C     | 2034-07-20      | 6.5000%  | 0.0000% | $8502.77           | $8516.94           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 604580 X     | 2033-08-15      | 5.0000%  | 0.0000% | $15503.64          | $15606.84          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 602347       | 2033-06-15      | 6.0000%  | 0.0000% | $43480.62          | $43613.67          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD9677 X     | 2043-05-15      | 3.5000%  | 0.0000% | $24336.67          | $22509.49          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 693524 X     | 2038-07-15      | 5.5000%  | 0.0000% | $16465.17          | $16846.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 758871 X     | 2043-03-15      | 3.5000%  | 0.0000% | $81923.42          | $75772.34          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004216 M     | 2038-08-20      | 6.0000%  | 0.0000% | $16745.69          | $16957.61          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5643 X     | 2043-09-15      | 2.7500%  | 0.0000% | $21882.05          | $19115.30          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5652 X     | 2043-09-15      | 3.2500%  | 0.0000% | $55609.76          | $50565.81          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5670 X     | 2043-09-15      | 4.3750%  | 0.0000% | $13880.68          | $13431.67          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784315 X     | 2036-06-15      | 6.0000%  | 0.0000% | $17557.34          | $17984.69          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5948 X     | 2043-10-15      | 4.2500%  | 0.0000% | $16650.37          | $16002.49          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 579853       | 2044-02-15      | 5.7500%  | 0.0000% | $321142.45         | $321964.79         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 580587       | 2033-07-15      | 4.6250%  | 0.0000% | $16209.85          | $16214.55          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 579090 X     | 2031-12-15      | 6.0000%  | 0.0000% | $24758.84          | $25250.25          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 579077 X     | 2031-12-15      | 6.0000%  | 0.0000% | $10537.65          | $10811.81          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 713606 X     | 2039-07-15      | 5.0000%  | 0.0000% | $52780.62          | $53363.09          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 713472 X     | 2039-06-15      | 4.5000%  | 0.0000% | $34208.86          | $33492.42          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 723434 X     | 2039-11-15      | 5.0000%  | 0.0000% | $7091.48           | $7166.84           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 711816 X     | 2028-10-15      | 4.5000%  | 0.0000% | $18358.64          | $18380.36          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710854 X     | 2039-09-15      | 5.0000%  | 0.0000% | $74747.68          | $76385.53          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710485 X     | 2039-10-15      | 4.5000%  | 0.0000% | $40620.23          | $40818.33          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710994 X     | 2039-11-15      | 5.0000%  | 0.0000% | $15858.88          | $15955.41          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784125 M     | 2045-11-20      | 4.0000%  | 0.0000% | $3539299.84        | $3340119.84        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 704506 X     | 2039-05-15      | 5.0000%  | 0.0000% | $13076.50          | $13220.82          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784118 M     | 2045-12-20      | 4.0000%  | 0.0000% | $7503917.64        | $7083970.89        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 702991 X     | 2039-03-15      | 5.0000%  | 0.0000% | $69013.85          | $70793.63          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 701659 X     | 2039-02-15      | 5.0000%  | 0.0000% | $183222.61         | $184434.20         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 701603 X     | 2039-02-15      | 5.0000%  | 0.0000% | $14210.89          | $14367.72          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 701087 X     | 2038-11-15      | 5.0000%  | 0.0000% | $21457.94          | $21599.81          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698342 X     | 2039-05-15      | 5.0000%  | 0.0000% | $65822.30          | $66119.99          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698368 X     | 2039-07-15      | 5.0000%  | 0.0000% | $126281.12         | $126557.25         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698330 X     | 2039-05-15      | 5.0000%  | 0.0000% | $26978.17          | $27275.92          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784114 M     | 2046-02-20      | 3.5000%  | 0.0000% | $96433.63          | $88821.51          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 697577 X     | 2038-11-15      | 5.5000%  | 0.0000% | $18512.14          | $19310.21          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 685380 X     | 2038-11-15      | 5.5000%  | 0.0000% | $7196.09           | $7414.48           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM8642 X     | 2045-05-15      | 3.0000%  | 0.0000% | $22372.12          | $19800.51          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $10860.60          | $9847.65           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $397057.46         | $367878.77         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5938 X     | 2042-12-15      | 3.0000%  | 0.0000% | $9466.65           | $8519.19           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 758861 X     | 2028-03-15      | 2.5000%  | 0.0000% | $12058.02          | $11793.74          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0937 M     | 2043-04-20      | 5.0000%  | 0.0000% | $14730.98          | $14879.72          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD9019 X     | 2043-04-15      | 3.5000%  | 0.0000% | $8181.22           | $7566.79           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD7354 X     | 2043-04-15      | 3.0000%  | 0.0000% | $39343.86          | $35407.35          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $8954.08           | $8298.53           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 605730 X     | 2034-10-15      | 6.0000%  | 0.0000% | $31274.57          | $32682.21          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 487134 X     | 2035-03-15      | 5.0000%  | 0.0000% | $11775.07          | $11767.49          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 633127       | 2030-02-15      | 5.3500%  | 0.0000% | $36943.20          | $37010.45          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 586417       | 2033-05-15      | 5.7500%  | 0.0000% | $29705.06          | $29782.28          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 589280       | 2033-05-15      | 6.0000%  | 0.0000% | $65006.74          | $65205.66          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 602338       | 2033-06-15      | 5.8000%  | 0.0000% | $17138.08          | $17184.22          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 602345       | 2033-06-15      | 5.5000%  | 0.0000% | $44708.42          | $44805.98          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779727 X     | 2041-12-15      | 3.0000%  | 0.0000% | $69735.61          | $62760.17          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005288 M     | 2042-01-20      | 5.5000%  | 0.0000% | $14898.14          | $15305.59          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796075 X     | 2042-01-15      | 3.5000%  | 0.0000% | $38707.34          | $35873.33          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 774680 X     | 2042-01-15      | 4.5000%  | 0.0000% | $36743.54          | $35845.31          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 796079 X     | 2042-01-15      | 3.0000%  | 0.0000% | $22656.03          | $20388.98          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 793194 X     | 2042-03-15      | 3.0000%  | 0.0000% | $17532.40          | $15777.87          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 799880 X     | 2042-03-15      | 3.0000%  | 0.0000% | $86782.09          | $78100.50          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5822 X     | 2042-11-15      | 3.0000%  | 0.0000% | $82477.91          | $74223.53          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9203 X     | 2042-11-15      | 3.0000%  | 0.0000% | $141807.19         | $127617.96         | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783689 C     | 2040-02-20      | 5.5000%  | 0.0000% | $62914.29          | $64633.89          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0625 M     | 2042-12-20      | 3.5000%  | 0.0000% | $68346.90          | $63439.22          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 586416       | 2033-05-15      | 5.7500%  | 0.0000% | $40605.74          | $40711.30          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 583863       | 2032-04-15      | 7.2500%  | 0.0000% | $15587.19          | $15667.46          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $30560.52          | $28391.75          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0006 M     | 2027-04-20      | 2.5000%  | 0.0000% | $8259.01           | $8141.56           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0784 M     | 2043-02-20      | 4.0000%  | 0.0000% | $46926.33          | $44647.27          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC8113 X     | 2043-01-15      | 3.5000%  | 0.0000% | $53977.72          | $49924.89          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC3938 X     | 2043-01-15      | 3.5000%  | 0.0000% | $10328.64          | $9562.84           | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784111 M     | 2046-01-20      | 3.0000%  | 0.0000% | $14177.24          | $12638.53          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784064 M     | 2039-03-20      | 7.0000%  | 0.0000% | $80992.98          | $84976.16          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6574 M     | 2035-04-20      | 4.0000%  | 0.0000% | $11476.03          | $11162.12          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784015 X     | 2043-07-15      | 3.0000%  | 0.0000% | $8912.41           | $8020.63           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6511 M     | 2035-03-20      | 2.0000%  | 0.0000% | $9594.43           | $8854.44           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6433 M     | 2034-11-20      | 2.0000%  | 0.0000% | $22647.03          | $20621.11          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7200 M     | 2042-06-20      | 6.0000%  | 0.0000% | $50457.59          | $52711.03          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4691 M     | 2032-09-20      | 3.5000%  | 0.0000% | $14522.55          | $14247.71          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5374 M     | 2032-04-20      | 7.0000%  | 0.0000% | $8448.34           | $8776.86           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  | 0.0000% | $979435.99         | $871688.24         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $666437.57         | $613278.95         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $5202029.48        | $4633135.53        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $1237624.27        | $1102709.61        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  | 0.0000% | $1134936.30        | $1039855.50        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $425007.35         | $378719.80         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783610 X     | 2041-11-15      | 4.5000%  | 0.0000% | $15604.58          | $15227.57          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781526 X     | 2032-11-15      | 5.5000%  | 0.0000% | $12469.32          | $12791.94          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3250 M     | 2039-07-20      | 6.5000%  | 0.0000% | $29492.87          | $31235.48          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC3740 X     | 2042-12-15      | 3.5000%  | 0.0000% | $268393.83         | $247251.55         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AC1740 X     | 2043-06-15      | 3.0000%  | 0.0000% | $29036.85          | $26130.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9376 X     | 2042-10-15      | 3.5000%  | 0.0000% | $11603.37          | $10750.22          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781746 X     | 2034-05-15      | 5.0000%  | 0.0000% | $36255.11          | $36919.47          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9170 X     | 2042-11-15      | 3.0000%  | 0.0000% | $147822.95         | $133036.22         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9110 X     | 2042-10-15      | 3.0000%  | 0.0000% | $35326.72          | $31791.93          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 566324 X     | 2031-12-15      | 6.0000%  | 0.0000% | $13538.03          | $14063.30          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB6663 X     | 2042-12-15      | 4.0000%  | 0.0000% | $48963.03          | $46425.59          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB1610 X     | 2042-09-15      | 4.0000%  | 0.0000% | $21822.81          | $20692.07          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB1435 X     | 2042-08-15      | 4.0000%  | 0.0000% | $31646.89          | $30007.30          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB0632 X     | 2042-11-15      | 3.0000%  | 0.0000% | $34439.96          | $30865.09          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA8273 X     | 2042-07-15      | 3.5000%  | 0.0000% | $36055.28          | $33370.66          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA6407 X     | 2043-05-15      | 3.0000%  | 0.0000% | $48148.66          | $43329.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA6091 X     | 2043-02-15      | 3.0000%  | 0.0000% | $13721.50          | $12348.25          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AA5927 C     | 2042-12-20      | 3.0000%  | 0.0000% | $205134.62         | $181821.07         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5821 X     | 2042-11-15      | 3.0000%  | 0.0000% | $50780.31          | $45699.03          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5819 X     | 2042-11-15      | 3.0000%  | 0.0000% | $480442.40         | $432369.34         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5844 X     | 2042-11-15      | 3.0000%  | 0.0000% | $31215.40          | $27975.25          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5734 X     | 2042-10-15      | 3.5000%  | 0.0000% | $61522.87          | $56902.73          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3110 M     | 2039-08-20      | 6.0000%  | 0.0000% | $13187.36          | $13601.93          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3038 M     | 2045-08-20      | 5.5000%  | 0.0000% | $23004.60          | $23633.97          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3035 M     | 2045-08-20      | 4.0000%  | 0.0000% | $4108395.31        | $3868256.86        | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 610019       | 2033-07-15      | 4.7500%  | 0.0000% | $18494.49          | $18505.17          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2798 M     | 2030-05-20      | 3.5000%  | 0.0000% | $76873.07          | $75879.30          | Agency Mortgage-Backed Securities   |
| GNMA GNII BD 676561 C     | 2037-11-20      | 5.0000%  | 0.0000% | $15929.71          | $15815.07          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 676515 X     | 2038-02-15      | 5.5000%  | 0.0000% | $7484.14           | $7806.77           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0783 M     | 2043-02-20      | 3.5000%  | 0.0000% | $126933.70         | $117794.05         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 675181 X     | 2038-03-15      | 5.0000%  | 0.0000% | $7578.29           | $7661.90           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 670030 X     | 2045-07-15      | 3.0000%  | 0.0000% | $19329.11          | $17107.21          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 670008 X     | 2045-05-15      | 3.0000%  | 0.0000% | $88951.97          | $78726.94          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 670007 X     | 2045-05-15      | 3.0000%  | 0.0000% | $11189.80          | $9903.76           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 668415 X     | 2037-04-15      | 6.0000%  | 0.0000% | $9093.94           | $9422.57           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 657123 X     | 2037-02-15      | 6.5000%  | 0.0000% | $28158.10          | $29340.47          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 644673 X     | 2035-10-15      | 5.0000%  | 0.0000% | $9446.76           | $9466.26           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 638926       | 2040-03-15      | 5.3200%  | 0.0000% | $58854.91          | $58957.87          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 633104       | 2034-12-15      | 5.5500%  | 0.0000% | $30010.20          | $30078.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 631032 X     | 2034-11-15      | 6.5000%  | 0.0000% | $8073.07           | $8470.81           | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 630620       | 2031-08-15      | 5.8600%  | 0.0000% | $16317.68          | $16363.39          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 626978 X     | 2040-03-15      | 3.5000%  | 0.0000% | $31696.38          | $29435.69          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 626922 C     | 2045-03-20      | 3.0000%  | 0.0000% | $48592.00          | $42870.00          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 622094 X     | 2033-09-15      | 4.5000%  | 0.0000% | $18533.88          | $18350.95          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004746 M     | 2040-07-20      | 4.5000%  | 0.0000% | $284090.79         | $280749.88         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 605427 X     | 2034-05-15      | 5.5000%  | 0.0000% | $15425.33          | $15732.97          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $26291.10          | $27604.55          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $88377.39          | $89000.95          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3106 M     | 2045-09-20      | 4.0000%  | 0.0000% | $575371.57         | $543336.80         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1918 M     | 2044-05-20      | 3.0000%  | 0.0000% | $7514.85           | $6779.93           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2647 M     | 2030-03-20      | 4.0000%  | 0.0000% | $9968.11           | $9889.54           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1602 M     | 2044-01-20      | 4.5000%  | 0.0000% | $2578948.14        | $2517594.96        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1600 M     | 2044-01-20      | 3.5000%  | 0.0000% | $14440.46          | $13378.03          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1450 M     | 2043-11-20      | 4.5000%  | 0.0000% | $2636025.17        | $2571940.76        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1351 M     | 2028-10-20      | 3.5000%  | 0.0000% | $42563.31          | $42167.28          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5394 M     | 2043-05-20      | 2.0000%  | 0.0000% | $14276.89          | $11608.58          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1228 M     | 2043-08-20      | 5.5000%  | 0.0000% | $50891.31          | $52282.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1227 M     | 2043-08-20      | 5.0000%  | 0.0000% | $19732.99          | $19908.14          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AD2592 C     | 2043-08-20      | 4.5000%  | 0.0000% | $8035.58           | $7757.91           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1161 M     | 2043-07-20      | 5.5000%  | 0.0000% | $28900.55          | $29690.21          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1090 M     | 2043-06-20      | 3.5000%  | 0.0000% | $30116.76          | $27864.50          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $29126.22          | $27022.92          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1011 M     | 2043-05-20      | 3.0000%  | 0.0000% | $76792.25          | $69312.37          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $88415.89          | $82031.09          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0933 M     | 2043-04-20      | 3.0000%  | 0.0000% | $12474.84          | $11264.90          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM0240 X     | 2045-04-15      | 3.5000%  | 0.0000% | $109231.29         | $101025.47         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 575891 X     | 2031-12-15      | 6.0000%  | 0.0000% | $16808.30          | $17569.50          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 731660 X     | 2040-08-15      | 4.5000%  | 0.0000% | $17486.52          | $17041.09          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 721760 X     | 2040-08-15      | 4.5000%  | 0.0000% | $8769.04           | $8558.32           | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783050 M     | 2040-07-20      | 5.0000%  | 0.0000% | $52585.19          | $52534.80          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PL 427475       | 2029-06-15      | 7.8750%  | 0.0000% | $315428.47         | $317394.38         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ0709 X     | 2045-04-15      | 3.5000%  | 0.0000% | $27127.49          | $25089.23          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AM6441 X     | 2045-04-15      | 3.0000%  | 0.0000% | $84553.87          | $74836.26          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AW6085 X     | 2046-10-15      | 3.0000%  | 0.0000% | $26590.87          | $23532.42          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004854 M     | 2040-11-20      | 4.5000%  | 0.0000% | $68295.15          | $67491.93          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 704099 X     | 2038-12-15      | 6.5000%  | 0.0000% | $12387.34          | $13007.02          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004946 M     | 2041-02-20      | 4.5000%  | 0.0000% | $225800.06         | $223144.20         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 738019 X     | 2041-02-15      | 4.5000%  | 0.0000% | $10716.10          | $10449.78          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005017 M     | 2041-04-20      | 4.5000%  | 0.0000% | $193992.77         | $191711.03         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 749368 X     | 2041-04-15      | 5.0000%  | 0.0000% | $9951.58           | $9873.73           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 762892 X     | 2041-04-15      | 4.5000%  | 0.0000% | $18641.54          | $18110.62          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783294 C     | 2041-03-20      | 4.5000%  | 0.0000% | $209712.88         | $202880.43         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005051 M     | 2041-05-20      | 4.0000%  | 0.0000% | $99030.94          | $92146.54          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005056 M     | 2041-05-20      | 5.0000%  | 0.0000% | $29474.36          | $29735.97          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $3144507.88        | $2901794.85        | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784551 C     | 2046-11-20      | 3.0000%  | 0.0000% | $484109.46         | $430968.77         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2445 M     | 2044-12-20      | 3.5000%  | 0.0000% | $8377.03           | $7740.74           | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CP8770 C     | 2043-08-20      | 3.0000%  | 0.0000% | $210142.82         | $185666.85         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698386 X     | 2039-07-15      | 4.5000%  | 0.0000% | $23062.68          | $22579.68          | Agency Mortgage-Backed Securities   |
| GNMA GNII MH 770219 C     | 2031-07-20      | 4.0000%  | 0.0000% | $45661.12          | $45263.38          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AD8811 C     | 2043-03-20      | 3.0000%  | 0.0000% | $20978.23          | $18956.77          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 767359 X     | 2042-10-15      | 3.0000%  | 0.0000% | $76307.91          | $68670.94          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $42920.75          | $39552.10          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0535 M     | 2042-11-20      | 4.0000%  | 0.0000% | $20790.00          | $19778.32          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 596135 X     | 2032-08-15      | 5.7500%  | 0.0000% | $10039.97          | $10233.16          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 528138 X     | 2032-09-15      | 6.5000%  | 0.0000% | $7047.20           | $7241.97           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601786 X     | 2033-02-15      | 5.2500%  | 0.0000% | $9012.38           | $9012.90           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 592739 X     | 2033-04-15      | 5.5000%  | 0.0000% | $16943.79          | $17418.61          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 601449       | 2033-04-15      | 5.7500%  | 0.0000% | $58544.96          | $58697.16          | Agency Mortgage-Backed Securities   |
| GNMA GNII MH 770222 C     | 2031-08-20      | 4.0000%  | 0.0000% | $18037.78          | $17856.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745793 X     | 2040-07-15      | 4.5000%  | 0.0000% | $10717.27          | $10449.76          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1761 M     | 2044-03-20      | 4.0000%  | 0.0000% | $12501.01          | $11852.63          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1760 M     | 2044-03-20      | 3.5000%  | 0.0000% | $15777.29          | $14610.00          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779386 X     | 2042-06-15      | 4.0000%  | 0.0000% | $88705.51          | $84111.48          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779382 X     | 2042-06-15      | 3.5000%  | 0.0000% | $18445.51          | $17083.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 763173 X     | 2041-04-15      | 4.6250%  | 0.0000% | $22014.64          | $21530.49          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 778875 X     | 2042-02-15      | 3.5000%  | 0.0000% | $29112.48          | $26890.73          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779691 X     | 2042-01-15      | 3.0000%  | 0.0000% | $78364.44          | $70525.41          | Agency Mortgage-Backed Securities   |
| GNMA GNII MH 778207 C     | 2032-04-20      | 3.5000%  | 0.0000% | $30970.70          | $30093.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 778793 X     | 2042-01-15      | 3.5000%  | 0.0000% | $112849.39         | $104762.22         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775610 X     | 2041-11-15      | 4.2500%  | 0.0000% | $55988.66          | $53841.87          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775336 X     | 2041-10-15      | 4.5000%  | 0.0000% | $18963.02          | $18471.93          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 774906 X     | 2041-09-15      | 4.5000%  | 0.0000% | $47051.37          | $45832.98          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775156 X     | 2041-10-15      | 4.5000%  | 0.0000% | $11916.73          | $11667.16          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 771610 X     | 2041-11-15      | 4.0000%  | 0.0000% | $65274.68          | $61893.99          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 768476 X     | 2041-05-15      | 4.2500%  | 0.0000% | $17369.30          | $16693.96          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 767556 X     | 2041-08-15      | 4.5000%  | 0.0000% | $13635.71          | $13320.69          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 766902 X     | 2041-11-15      | 3.5000%  | 0.0000% | $120326.79         | $111479.60         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 766766 X     | 2042-05-15      | 3.0000%  | 0.0000% | $11965.38          | $10768.34          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 763874 X     | 2043-08-15      | 4.5000%  | 0.0000% | $15096.02          | $15169.65          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 763216 X     | 2041-04-15      | 4.2500%  | 0.0000% | $9322.38           | $8835.67           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BN0268 C     | 2035-08-20      | 2.5000%  | 0.0000% | $110039.72         | $102659.61         | Agency Mortgage-Backed Securities   |
| GNMA GNII MH BI4343 C     | 2038-12-20      | 4.0000%  | 0.0000% | $144849.98         | $141559.47         | Agency Mortgage-Backed Securities   |
| GNMA GNII MH BI4342 C     | 2043-11-20      | 4.0000%  | 0.0000% | $83064.19          | $77906.19          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AO8837 X     | 2045-11-15      | 4.5000%  | 0.0000% | $92702.75          | $89956.99          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AO3593 X     | 2045-08-15      | 3.0000%  | 0.0000% | $8177.56           | $7237.57           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AO0095 X     | 2045-07-15      | 3.0000%  | 0.0000% | $82336.41          | $72871.84          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 552237 X     | 2031-12-15      | 6.0000%  | 0.0000% | $28551.96          | $29182.36          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 570116 X     | 2031-12-15      | 6.0000%  | 0.0000% | $12980.51          | $13603.70          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003173 M     | 2031-12-20      | 6.5000%  | 0.0000% | $7694.28           | $8054.27           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 570137 X     | 2031-12-15      | 6.0000%  | 0.0000% | $13555.35          | $14153.83          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 554031 X     | 2031-12-15      | 6.0000%  | 0.0000% | $6518.53           | $6804.40           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003200 M     | 2032-02-20      | 6.0000%  | 0.0000% | $234505.94         | $244357.53         | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 576390       | 2032-02-15      | 6.4500%  | 0.0000% | $10048.14          | $10087.43          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 594846 X     | 2032-08-15      | 6.5000%  | 0.0000% | $18180.06          | $18782.85          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783388 X     | 2041-08-15      | 4.7500%  | 0.0000% | $29423.65          | $28947.11          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 762045 X     | 2041-03-15      | 4.5000%  | 0.0000% | $6919.38           | $6721.07           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005189 M     | 2041-09-20      | 6.0000%  | 0.0000% | $9861.31           | $10312.66          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 775057 X     | 2041-09-15      | 4.5000%  | 0.0000% | $50276.39          | $48990.52          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005203 M     | 2041-10-20      | 4.0000%  | 0.0000% | $33725.61          | $32088.52          | Agency Mortgage-Backed Securities   |
| GNMA GNMI JP 783817 X     | 2028-09-15      | 2.5000%  | 0.0000% | $66486.45          | $65105.09          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6566 M     | 2035-04-20      | 2.5000%  | 0.0000% | $10510.47          | $9539.50           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $2878277.80        | $2808896.91        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 668881 X     | 2038-10-15      | 5.5000%  | 0.0000% | $10171.42          | $10637.81          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004285 M     | 2038-11-20      | 6.0000%  | 0.0000% | $7507.85           | $7599.07           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 704182 X     | 2039-01-15      | 5.0000%  | 0.0000% | $11853.04          | $11878.97          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $8071.86           | $8244.67           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782557 X     | 2039-01-15      | 5.0000%  | 0.0000% | $18557.83          | $18876.18          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3598 M     | 2046-04-20      | 4.0000%  | 0.0000% | $1707215.96        | $1610081.06        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1679 M     | 2044-02-20      | 4.5000%  | 0.0000% | $9519.92           | $9286.59           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1838 M     | 2044-04-20      | 3.5000%  | 0.0000% | $28009.22          | $25925.25          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 697914 X     | 2039-03-15      | 5.0000%  | 0.0000% | $18677.78          | $18883.88          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782619 X     | 2039-04-15      | 5.0000%  | 0.0000% | $16039.92          | $16216.91          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 717106 X     | 2039-05-15      | 5.0000%  | 0.0000% | $9955.58           | $9974.51           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 701960 X     | 2039-06-15      | 4.5000%  | 0.0000% | $26086.42          | $25540.07          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 714555 X     | 2039-06-15      | 4.5000%  | 0.0000% | $18583.99          | $18401.61          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004468 M     | 2039-06-20      | 4.5000%  | 0.0000% | $19192.10          | $18966.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 720157 X     | 2039-07-15      | 4.5000%  | 0.0000% | $7492.03           | $7299.03           | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 602354       | 2033-06-15      | 5.4500%  | 0.0000% | $33922.95          | $33993.49          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601937 X     | 2033-03-15      | 5.2500%  | 0.0000% | $13553.71          | $13801.70          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601858 X     | 2033-02-15      | 5.7000%  | 0.0000% | $9168.66           | $9207.43           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  | 0.0000% | $42280.51          | $42560.06          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 748672 X     | 2030-10-15      | 4.0000%  | 0.0000% | $59622.56          | $58999.47          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 748501 X     | 2040-06-15      | 5.0000%  | 0.0000% | $11214.02          | $11298.77          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745719 X     | 2040-06-15      | 5.0000%  | 0.0000% | $7191.99           | $7237.67           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745142 X     | 2040-06-15      | 5.0000%  | 0.0000% | $8458.69           | $8552.04           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745134 X     | 2040-06-15      | 5.0000%  | 0.0000% | $14934.64          | $15019.10          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 745034 X     | 2040-02-15      | 4.5000%  | 0.0000% | $7240.03           | $7088.52           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005140 M     | 2041-08-20      | 4.5000%  | 0.0000% | $49802.15          | $49216.27          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005137 M     | 2041-08-20      | 4.0000%  | 0.0000% | $10810.20          | $10058.77          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601872 X     | 2033-03-15      | 5.2500%  | 0.0000% | $36788.03          | $37815.01          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 601738 X     | 2033-01-15      | 5.2500%  | 0.0000% | $21176.03          | $21331.54          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 596072 X     | 2032-07-15      | 5.7500%  | 0.0000% | $6556.48           | $6777.97           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 595357       | 2032-11-15      | 7.2000%  | 0.0000% | $41866.19          | $42079.67          | Agency Mortgage-Backed Securities   |
| GNMA GNII BD 682826 C     | 2037-12-20      | 5.0000%  | 0.0000% | $7063.48           | $6971.42           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3311 M     | 2045-12-20      | 4.0000%  | 0.0000% | $902721.72         | $851377.92         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9207 X     | 2042-11-15      | 3.0000%  | 0.0000% | $8352.46           | $7418.79           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AB9891 C     | 2043-04-20      | 3.5000%  | 0.0000% | $24744.01          | $22191.58          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2893 M     | 2045-06-20      | 4.0000%  | 0.0000% | $2328142.66        | $2200684.60        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 676897 X     | 2038-03-15      | 5.0000%  | 0.0000% | $32929.56          | $33272.55          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004715 M     | 2040-06-20      | 5.0000%  | 0.0000% | $121227.68         | $122750.50         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004771 M     | 2040-08-20      | 4.5000%  | 0.0000% | $169654.89         | $167659.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1375 M     | 2043-10-20      | 3.5000%  | 0.0000% | $51429.21          | $47682.93          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004855 M     | 2040-11-20      | 5.0000%  | 0.0000% | $20033.25          | $20235.64          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 491596 X     | 2034-01-15      | 6.0000%  | 0.0000% | $17577.26          | $17976.36          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 487824 X     | 2039-04-15      | 4.5000%  | 0.0000% | $38275.08          | $37205.25          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004187 M     | 2038-07-20      | 5.5000%  | 0.0000% | $7914.60           | $7975.85           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1376 M     | 2043-10-20      | 4.0000%  | 0.0000% | $299764.06         | $284582.01         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 713743 X     | 2039-08-15      | 4.5000%  | 0.0000% | $39349.91          | $38525.77          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 704628 X     | 2039-07-15      | 5.0000%  | 0.0000% | $57371.14          | $58004.33          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004834 M     | 2040-10-20      | 4.5000%  | 0.0000% | $219313.54         | $216734.41         | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783356 C     | 2041-06-20      | 6.0000%  | 0.0000% | $6707.71           | $7099.90           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $9715.03           | $8737.17           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 779220 X     | 2042-05-15      | 3.0000%  | 0.0000% | $7509.86           | $6758.50           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005174 M     | 2041-09-20      | 4.0000%  | 0.0000% | $46173.11          | $43931.56          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1223 M     | 2043-08-20      | 3.0000%  | 0.0000% | $8317.28           | $7496.78           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $107284.69         | $108368.65         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004802 M     | 2040-09-20      | 5.0000%  | 0.0000% | $72788.71          | $73524.14          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004905 M     | 2040-12-20      | 6.0000%  | 0.0000% | $13575.09          | $14234.65          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 711818 X     | 2030-10-15      | 4.5000%  | 0.0000% | $23758.12          | $23742.37          | Agency Mortgage-Backed Securities   |
| GNMA GNII MH AY5141 C     | 2038-03-20      | 3.5000%  | 0.0000% | $132158.19         | $127212.79         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AX8693 X     | 2046-11-15      | 3.5000%  | 0.0000% | $9443.32           | $8576.35           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005092 M     | 2041-06-20      | 4.0000%  | 0.0000% | $23216.35          | $21602.20          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $46808.46          | $46257.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005021 M     | 2032-05-20      | 8.0000%  | 0.0000% | $11557.86          | $12120.69          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005018 M     | 2041-04-20      | 5.0000%  | 0.0000% | $13557.52          | $13591.03          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004979 M     | 2041-03-20      | 5.0000%  | 0.0000% | $26487.27          | $26706.10          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004978 M     | 2041-03-20      | 4.5000%  | 0.0000% | $1172391.50        | $1158601.83        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  | 0.0000% | $66582.03          | $63351.02          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN 602341       | 2033-06-15      | 5.7500%  | 0.0000% | $63030.70          | $63194.56          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710686 X     | 2039-07-15      | 4.5000%  | 0.0000% | $39725.80          | $38857.00          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782716 X     | 2039-07-15      | 5.0000%  | 0.0000% | $15499.28          | $15426.52          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 669957 X     | 2045-01-15      | 3.0000%  | 0.0000% | $67535.78          | $59772.47          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1920 M     | 2044-05-20      | 4.0000%  | 0.0000% | $8730.39           | $8270.38           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE8361 X     | 2044-05-15      | 3.5000%  | 0.0000% | $37795.63          | $34956.26          | Agency Mortgage-Backed Securities   |
| GNMA GNII FS MA2036 M     | 2044-03-20      | 4.5000%  | 0.0000% | $8871.99           | $8511.86           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 712054 X     | 2039-08-15      | 5.0000%  | 0.0000% | $31362.59          | $31708.73          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 698439 X     | 2039-08-15      | 5.0000%  | 0.0000% | $42356.71          | $42785.26          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004513 M     | 2039-08-20      | 5.0000%  | 0.0000% | $10192.22          | $10057.21          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 724273 X     | 2039-09-15      | 5.0000%  | 0.0000% | $7503.54           | $7517.77           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 710907 X     | 2039-10-15      | 4.5000%  | 0.0000% | $13833.62          | $13543.93          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004561 M     | 2039-10-20      | 6.0000%  | 0.0000% | $13374.25          | $14067.04          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 723430 X     | 2039-11-15      | 4.5000%  | 0.0000% | $15027.84          | $14703.81          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 721222 X     | 2039-12-15      | 5.0000%  | 0.0000% | $31196.69          | $31375.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CF4626 C     | 2040-08-20      | 5.5000%  | 0.0000% | $205468.65         | $210094.85         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 729038 X     | 2040-02-15      | 5.0000%  | 0.0000% | $10341.90          | $10431.71          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737377 X     | 2040-03-15      | 5.0000%  | 0.0000% | $20630.01          | $20605.31          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004658 M     | 2040-03-20      | 5.0000%  | 0.0000% | $15244.63          | $15398.64          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 735642 X     | 2040-04-15      | 5.1250%  | 0.0000% | $60074.23          | $61016.12          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743219 X     | 2040-05-15      | 5.1250%  | 0.0000% | $38771.14          | $39190.41          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 737274 X     | 2040-05-15      | 4.5000%  | 0.0000% | $11251.85          | $10912.94          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7852 M     | 2037-02-20      | 2.0000%  | 0.0000% | $264886.66         | $242472.39         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AJ3033 X     | 2045-06-15      | 3.5000%  | 0.0000% | $33212.84          | $30717.72          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AK6897 X     | 2045-02-15      | 3.5000%  | 0.0000% | $103589.74         | $95807.42          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743590 X     | 2040-06-15      | 5.1250%  | 0.0000% | $18822.52          | $19123.37          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004853 M     | 2040-11-20      | 4.0000%  | 0.0000% | $775690.15         | $738048.49         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004882 M     | 2040-12-20      | 4.0000%  | 0.0000% | $46492.16          | $44236.05          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  | 0.0000% | $30510.59          | $29030.01          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AA5948 X     | 2042-12-15      | 3.0000%  | 0.0000% | $40532.05          | $36476.25          | Agency Mortgage-Backed Securities   |
| GNMA GNPL RX 608863       | 2033-07-15      | 5.4500%  | 0.0000% | $15154.20          | $15185.72          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005260 M     | 2041-12-20      | 4.5000%  | 0.0000% | $7985.88           | $7911.61           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005259 M     | 2041-12-20      | 4.0000%  | 0.0000% | $38621.78          | $36746.83          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005233 M     | 2041-11-20      | 4.0000%  | 0.0000% | $90141.26          | $85765.20          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005232 M     | 2041-11-20      | 3.5000%  | 0.0000% | $238732.74         | $221890.54         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 005178 M     | 2041-09-20      | 4.0000%  | 0.0000% | $26697.42          | $25072.17          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005175 M     | 2041-09-20      | 4.5000%  | 0.0000% | $1423581.85        | $1406834.83        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005202 M     | 2041-10-20      | 3.5000%  | 0.0000% | $24072.75          | $22374.34          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005141 M     | 2041-08-20      | 5.0000%  | 0.0000% | $17287.99          | $17436.09          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005116 M     | 2041-07-20      | 5.0000%  | 0.0000% | $17571.09          | $17710.86          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005115 M     | 2041-07-20      | 4.5000%  | 0.0000% | $469770.24         | $464243.86         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $656582.18         | $624712.55         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5653 X     | 2043-09-15      | 3.2500%  | 0.0000% | $39242.77          | $35731.96          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5651 X     | 2043-10-15      | 3.2500%  | 0.0000% | $18143.03          | $16418.67          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AG5650 X     | 2043-09-15      | 3.2500%  | 0.0000% | $10770.01          | $9847.57           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF5077 X     | 2043-08-15      | 3.5000%  | 0.0000% | $17952.97          | $16472.15          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AF5105 C     | 2043-08-20      | 4.5000%  | 0.0000% | $15947.07          | $15413.36          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0707 X     | 2043-08-15      | 3.2500%  | 0.0000% | $74668.08          | $67571.72          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0701 X     | 2043-09-15      | 2.7500%  | 0.0000% | $20852.17          | $18129.52          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF0698 X     | 2043-08-15      | 2.7500%  | 0.0000% | $17527.22          | $15311.09          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE8507 X     | 2044-07-15      | 4.0000%  | 0.0000% | $31771.13          | $30006.61          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE7017 X     | 2043-06-15      | 3.5000%  | 0.0000% | $384537.45         | $354009.66         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AE5546 C     | 2044-01-20      | 4.5000%  | 0.0000% | $34576.31          | $33359.82          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE0550 X     | 2043-05-15      | 3.0000%  | 0.0000% | $13921.65          | $12528.48          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 609234 C     | 2030-01-20      | 3.0000%  | 0.0000% | $17180.51          | $16555.53          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 783745 X     | 2043-03-15      | 3.5000%  | 0.0000% | $60972.21          | $55582.67          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1014 M     | 2043-05-20      | 4.5000%  | 0.0000% | $82586.74          | $81615.35          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AD2413 X     | 2043-05-15      | 3.5000%  | 0.0000% | $11272.11          | $10425.72          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AE9881 X     | 2043-05-15      | 3.0000%  | 0.0000% | $16029.42          | $14425.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AB2504 X     | 2043-05-15      | 3.0000%  | 0.0000% | $14679.52          | $13101.33          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3522 M     | 2046-03-20      | 4.0000%  | 0.0000% | $3285781.50        | $3101887.26        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 786993 X     | 2040-08-15      | 5.5000%  | 0.0000% | $512466.83         | $532212.86         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7961 M     | 2037-04-20      | 2.0000%  | 0.0000% | $31278.43          | $28631.20          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $25404.13          | $22953.12          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9300 M     | 2053-11-20      | 3.0000%  | 0.0000% | $991254.72         | $873151.68         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005124 M     | 2041-07-20      | 6.0000%  | 0.0000% | $18170.16          | $19053.95          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004800 M     | 2040-09-20      | 4.0000%  | 0.0000% | $74409.53          | $70798.68          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  | 0.0000% | $793393.81         | $783578.73         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004827 M     | 2040-10-20      | 4.0000%  | 0.0000% | $12843.83          | $11951.46          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 743362 X     | 2040-06-15      | 4.7500%  | 0.0000% | $18102.81          | $17890.54          | Agency Mortgage-Backed Securities   |

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

- **C.1 - Title:** Fixed Income Clearing Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_4.36_0801
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 8.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  | 0.0000% | $5379000.00        | $5417808.53        | U.S. Treasuries (including strips) |
| UST - 2.2500 - 11/15/2027 | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48417034.02       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 11/15/2027 | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48417034.02       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 11/15/2027 | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48417034.02       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 11/15/2027 | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48417034.02       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 11/15/2027 | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48417034.02       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 11/15/2027 | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48417034.02       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 11/15/2027 | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48417034.02       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 11/15/2027 | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $48417034.02       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 11/15/2027 | 2027-11-15      | 2.2500%  | 0.0000% | $29900000.00       | $28953386.35       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 11/30/2027 | 2027-11-30      | 0.6250%  | 0.0000% | $50000000.00       | $46419273.33       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 11/30/2027 | 2027-11-30      | 0.6250%  | 0.0000% | $50000000.00       | $46419273.33       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 11/30/2027 | 2027-11-30      | 0.6250%  | 0.0000% | $31843000.00       | $29562578.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50652260.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2027 | 2027-11-15      | 4.1250%  | 0.0000% | $40160000.00       | $40683895.80       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50822916.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50822916.67       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 11/30/2027 | 2027-11-30      | 3.8750%  | 0.0000% | $50000000.00       | $50272136.67       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $141914427.32
- **C.18.a - Value (excl. sponsor support):** $141914427.32
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119121855.60
- **C.18.a - Value (excl. sponsor support):** $119121855.60
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $309435240.94
- **C.18.a - Value (excl. sponsor support):** $309435240.94
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $336350114.28
- **C.18.a - Value (excl. sponsor support):** $336350114.28
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127780452.80
- **C.18.a - Value (excl. sponsor support):** $127780452.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $629062301.69
- **C.18.a - Value (excl. sponsor support):** $629062301.69
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $45044962.32
- **C.18.a - Value (excl. sponsor support):** $45044962.32
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $321646053.43
- **C.18.a - Value (excl. sponsor support):** $321646053.43
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $320307909.44
- **C.18.a - Value (excl. sponsor support):** $320307909.44
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $77039237.37
- **C.18.a - Value (excl. sponsor support):** $77039237.37
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $464387222.88
- **C.18.a - Value (excl. sponsor support):** $464387222.88
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $91646656.56
- **C.18.a - Value (excl. sponsor support):** $91646656.56
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: 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.18 - Value (incl. sponsor support):** $154060967.09
- **C.18.a - Value (excl. sponsor support):** $154060967.09
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $315320577.87
- **C.18.a - Value (excl. sponsor support):** $315320577.87
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $463432944.66
- **C.18.a - Value (excl. sponsor support):** $463432944.66
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: 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.18 - Value (incl. sponsor support):** $307346324.39
- **C.18.a - Value (excl. sponsor support):** $307346324.39
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $307664186.14
- **C.18.a - Value (excl. sponsor support):** $307664186.14
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $233880554.28
- **C.18.a - Value (excl. sponsor support):** $233880554.28
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $261897150.77
- **C.18.a - Value (excl. sponsor support):** $261897150.77
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $266614721.69
- **C.18.a - Value (excl. sponsor support):** $266614721.69
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60591791.14
- **C.18.a - Value (excl. sponsor support):** $60591791.14
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: 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.18 - Value (incl. sponsor support):** $63521675.00
- **C.18.a - Value (excl. sponsor support):** $63521675.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 117: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.455900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $270754257.09
- **C.18.a - Value (excl. sponsor support):** $270754257.09
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.530900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55054407.10
- **C.18.a - Value (excl. sponsor support):** $55054407.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.435900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139107263.52
- **C.18.a - Value (excl. sponsor support):** $139107263.52
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: 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.18 - Value (incl. sponsor support):** $63525506.25
- **C.18.a - Value (excl. sponsor support):** $63525506.25
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 121: 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.18 - Value (incl. sponsor support):** $78452172.07
- **C.18.a - Value (excl. sponsor support):** $78452172.07
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 122: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.490900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $130141947.00
- **C.18.a - Value (excl. sponsor support):** $130141947.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.383900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $334934631.45
- **C.18.a - Value (excl. sponsor support):** $334934631.45
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.445900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397234670.67
- **C.18.a - Value (excl. sponsor support):** $397234670.67
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 125: BMO Capital Markets Corp.

- **C.1 - Title:** Bmo Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 931FWK002, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 931FWK002_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 2025-069 KF     | 2055-04-20      | 5.6980%  | 0.0000% | $89600242.77       | $90012139.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 GF     | 2055-07-20      | 5.6226%  | 0.0000% | $21789807.23       | $21813209.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 DH     | 2051-07-20      | 5.2500%  | 0.0000% | $16945273.90       | $16963930.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FT     | 2065-07-20      | 5.5426%  | 0.0000% | $36144578.31       | $35731864.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FC     | 2055-07-20      | 5.4273%  | 0.0000% | $19776904.82       | $19784604.79       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC121JP R11F121 | 2041-12-25      | 4.5000%  | 0.0000% | $18.83             | $18.20             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 UX     | 2055-06-20      | 5.0000%  | 0.0000% | $487898.39         | $464573.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FN     | 2055-07-20      | 5.2256%  | 0.0000% | $33467202.01       | $33499354.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NL     | 2055-06-20      | 5.0000%  | 0.0000% | $846.59            | $776.89            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-128 BW     | 2066-07-16      | 4.7500%  | 0.0000% | $4819277.11        | $4541673.90        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-128 BG     | 2066-07-16      | 4.7500%  | 0.0000% | $2610441.77        | $2431666.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M     | 2054-06-20      | 6.5000%  | 0.0000% | $87691617.87       | $90592865.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  | 0.0000% | $401.61            | $404.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  | 0.0000% | $25301204.82       | $26389325.31       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL1844 | 2054-01-01      | 2.5000%  | 0.0000% | $361473.90         | $299522.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1576 | 2055-06-01      | 5.5000%  | 0.0000% | $30376871.89       | $30528918.24       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1575 | 2055-06-01      | 5.5000%  | 0.0000% | $28072281.61       | $28252627.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1776 | 2055-06-01      | 5.5000%  | 0.0000% | $29718875.50       | $29941955.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $360.48            | $343.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  | 0.0000% | $31959901.61       | $33131604.88       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $255.35            | $263.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8858 C     | 2065-02-20      | 6.0000%  | 0.0000% | $25414846.59       | $25729889.02       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY2891 | 2055-05-01      | 5.5000%  | 0.0000% | $22132373.96       | $22136807.80       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  | 0.0000% | $397.64            | $400.55            | Agency Mortgage-Backed Securities         |

### Security 126: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS000_4.34_0807
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC017DY R14F017  | 2044-04-25      | 3.5000%  | 0.0000% | $2731833.33        | $2512310.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 MN      | 2050-02-20      | 5.0000%  | 0.0000% | $253511.00         | $249791.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-143 FB      | 2054-09-20      | 5.4980%  | 0.0000% | $6318.19           | $6307.95           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-120 FM      | 2055-07-20      | 5.4076%  | 0.0000% | $2577950.00        | $2627591.81        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 8.1000%  | 0.0000% | $114164.33         | $118028.80         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5558DA 07/25/52  | 2052-07-25      | 5.0000%  | 0.0000% | $4182531.78        | $4169694.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547MV 05/25/36  | 2036-05-25      | 5.0000%  | 0.0000% | $3924071.29        | $3947488.83        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5543HY 06/25/55  | 2055-06-25      | 5.0000%  | 0.0000% | $1447186.83        | $1304966.96        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55  | 2055-02-25      | 6.0000%  | 0.0000% | $14983353.64       | $15070751.55       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  | 0.0000% | $1006687.25        | $776108.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058MA R25F058  | 2051-09-25      | 5.0000%  | 0.0000% | $7586599.41        | $7552897.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029MF R25F029  | 2055-05-25      | 5.8500%  | 0.0000% | $8149589.25        | $8184070.18        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042BA R22F042  | 2050-06-25      | 4.0000%  | 0.0000% | $1873058.87        | $1801182.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004MH R22F004  | 2048-09-25      | 3.0000%  | 0.0000% | $2662749.86        | $2487096.24        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058CA R25F058  | 2051-09-25      | 5.0000%  | 0.0000% | $1503339.45        | $1496435.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-200 FB      | 2054-12-20      | 5.4480%  | 0.0000% | $8770247.48        | $8780093.49        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL002FG R25F002  | 2055-02-25      | 5.8000%  | 0.0000% | $19987157.64       | $20098899.22       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL028FM R25F028  | 2055-04-25      | 5.6000%  | 0.0000% | $2221300.90        | $2210066.31        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5083HD 08/25/50  | 2050-08-25      | 1.5000%  | 0.0000% | $2611073.89        | $2196372.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL057LJ R20F057  | 2050-08-25      | 2.0000%  | 0.0000% | $7676666.67        | $5444727.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TN      | 2051-07-20      | 4.5000%  | 0.0000% | $507221.33         | $480627.72         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54  | 2054-12-25      | 5.8500%  | 0.0000% | $5089725.00        | $5112786.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-086 DC      | 2066-04-16      | 5.0000%  | 0.0000% | $155297.38         | $152530.09         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-08-25      | 3.9900%  | 0.0000% | $3510090.33        | $3360697.38        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  | 0.0000% | $5261737.39        | $4998604.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8494  | 2055-01-01      | 5.5000%  | 0.0000% | $4735056.20        | $4733078.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M      | 2055-05-20      | 4.0000%  | 0.0000% | $42411868.72       | $39246388.20       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0202 M      | 2055-02-20      | 4.0000%  | 0.0000% | $23827678.69       | $22049260.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  | 0.0000% | $18880092.14       | $18004055.86       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M      | 2053-07-20      | 5.5000%  | 0.0000% | $4029936.35        | $4059569.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M      | 2052-09-20      | 4.0000%  | 0.0000% | $29965.78          | $27962.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  | 0.0000% | $114.99            | $97.05             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0305 M      | 2055-04-20      | 4.0000%  | 0.0000% | $13505879.37       | $12497845.55       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  | 0.0000% | $195.64            | $192.63            | Agency Mortgage-Backed Securities         |

### Security 127: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS000_4.35_0807
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 2025-089 FB      | 2055-05-20      | 5.7980%  | 0.0000% | $5922.76           | $5948.48           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-025 EB      | 2052-02-20      | 2.5000%  | 0.0000% | $29859.79          | $19523.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-083 FM      | 2051-05-20      | 2.5000%  | 0.0000% | $16259.03          | $13299.33          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-36 EB       | 2049-03-20      | 3.5000%  | 0.0000% | $6472.42           | $5770.78           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG      | 2055-07-20      | 5.6200%  | 0.0000% | $2105263.16        | $2130341.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FA      | 2055-07-20      | 5.6400%  | 0.0000% | $3157894.74        | $3250507.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 5.6522%  | 0.0000% | $3157894.74        | $3235743.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-120 FM      | 2055-07-20      | 5.4076%  | 0.0000% | $2006800.00        | $2045443.57        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 8.1000%  | 0.0000% | $2105.26           | $2176.53           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  | 0.0000% | $763152.39         | $604760.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF      | 2055-07-20      | 5.6456%  | 0.0000% | $3157894.74        | $3250563.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 GC      | 2051-10-20      | 3.5000%  | 0.0000% | $775611.73         | $738673.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FL      | 2055-07-20      | 5.9500%  | 0.0000% | $3157894.74        | $3276641.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.7651%  | 0.0000% | $4521.99           | $4381.10           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.6896%  | 0.0000% | $3157894.74        | $3235893.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-086 DC      | 2066-04-16      | 5.0000%  | 0.0000% | $210.22            | $206.47            | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5693%  | 0.0000% | $204.09            | $198.20            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  | 0.0000% | $16269519.56       | $13730503.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  | 0.0000% | $16376954.44       | $16425468.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0421 M      | 2055-06-20      | 4.0000%  | 0.0000% | $10745162.60       | $9943179.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0309 M      | 2055-04-20      | 6.0000%  | 0.0000% | $12820861.48       | $13083496.83       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  | 0.0000% | $18654138.19       | $18709789.69       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M      | 2054-06-20      | 4.0000%  | 0.0000% | $15829557.79       | $14658207.45       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  | 0.0000% | $19274130.35       | $17925390.95       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8149 M      | 2052-07-20      | 3.5000%  | 0.0000% | $13934090.28       | $12576863.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M      | 2052-04-20      | 3.0000%  | 0.0000% | $17903171.48       | $15721598.42       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  | 0.0000% | $9917458.25        | $8736884.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M      | 2049-11-20      | 3.0000%  | 0.0000% | $15116117.45       | $13320761.06       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  | 0.0000% | $199.38            | $196.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M      | 2055-05-20      | 4.0000%  | 0.0000% | $16728687.89       | $15480114.38       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0422 M      | 2055-06-20      | 4.5000%  | 0.0000% | $13442624.31       | $12818819.33       | Agency Mortgage-Backed Securities         |

### Security 128: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS000_4.37_0801
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 5.23 FCOR 25-32 DT   | 2032-11-26      | 5.2300%  | 0.0000% | $10038428.57       | $10054119.19       | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  | 0.0000% | $4666714.29        | $4703009.40        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  | 0.0000% | $12857142.86       | $13051760.00       | Agency Debentures and Agency Strips |
| FCSB 5.42 FCOR 25-33 EI   | 2033-08-12      | 5.4200%  | 0.0000% | $15000000.00       | $15343963.33       | Agency Debentures and Agency Strips |
| FCSB 5.14 FCOR 25-31 EY   | 2031-01-30      | 5.1400%  | 0.0000% | $15000000.00       | $14981985.00       | Agency Debentures and Agency Strips |
| FCSB 2.62 FCOR 22-36 BK   | 2036-12-16      | 2.6200%  | 0.0000% | $13017857.14       | $10454328.64       | Agency Debentures and Agency Strips |
| FCSB 2.78 FCOR 22-36 BI   | 2036-12-01      | 2.7800%  | 0.0000% | $2678571.43        | $2180676.78        | Agency Debentures and Agency Strips |
| FCSB 2.75 FCOR 22-41 I    | 2041-04-22      | 2.7500%  | 0.0000% | $5684571.43        | $4194034.17        | Agency Debentures and Agency Strips |
| FCSB 5.82 FCOR 25-40 AE   | 2040-03-26      | 5.8200%  | 0.0000% | $11314285.71       | $11473820.91       | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  | 0.0000% | $17357142.86       | $12371251.50       | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  | 0.0000% | $4285714.29        | $4309108.81        | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  | 0.0000% | $5217857.14        | $3566985.70        | Agency Debentures and Agency Strips |
| FHLB 0.625 FHOR 21-26 391 | 2026-02-17      | 0.6250%  | 0.0000% | $29357142.86       | $28840434.31       | Agency Debentures and Agency Strips |
| FHLB 2.28 FHOR 22-36 GD   | 2036-10-06      | 2.2800%  | 0.0000% | $908571.43         | $703598.02         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  | 0.0000% | $125090142.86      | $100307283.75      | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O    | 2041-08-09      | 2.4500%  | 0.0000% | $12407142.86       | $8759635.86        | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  | 0.0000% | $850714.29         | $629705.80         | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-41 F    | 2041-03-15      | 2.5800%  | 0.0000% | $1431000.00        | $1035660.02        | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  | 0.0000% | $2142857.14        | $1663814.64        | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  | 0.0000% | $16746428.57       | $12067476.43       | Agency Debentures and Agency Strips |
| FCSB 2.42 FCOR 22-36 AR   | 2036-06-02      | 2.4200%  | 0.0000% | $2361857.14        | $1862589.15        | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  | 0.0000% | $6268285.71        | $4407965.07        | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  | 0.0000% | $5149285.71        | $5159015.00        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  | 0.0000% | $19285714.29       | $19399548.21       | Agency Debentures and Agency Strips |
| FHLB FHOR 03SO 26-27 7938 | 2027-03-30      | 4.4500%  | 0.0000% | $8389285.71        | $8418520.05        | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  | 0.0000% | $6428571.43        | $6547675.71        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  | 0.0000% | $10714285.71       | $10945757.14       | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  | 0.0000% | $6428571.43        | $6436428.57        | Agency Debentures and Agency Strips |
| FHLB 2.82 FHOR 22-42 M    | 2042-01-07      | 2.8200%  | 0.0000% | $1928571.43        | $1409187.86        | Agency Debentures and Agency Strips |
| FHLB 2.59 FHOR 22-41 AR   | 2041-11-18      | 2.5900%  | 0.0000% | $1285714.29        | $913998.78         | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ   | 2041-08-16      | 2.4500%  | 0.0000% | $1071428.57        | $755618.75         | Agency Debentures and Agency Strips |
| FHLB 2.20 FHOR 21-36 DG   | 2036-03-04      | 2.2000%  | 0.0000% | $681428.57         | $534612.29         | Agency Debentures and Agency Strips |
| FHLB 1.78 FHOR 20-37 AE   | 2037-08-12      | 1.7800%  | 0.0000% | $12857.14          | $9226.83           | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  | 0.0000% | $179952000.00      | $147763086.00      | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $116522142.86      | $96789351.01       | Agency Debentures and Agency Strips |
| FCSB 5.45 FCOR 25-34 DM   | 2034-07-28      | 5.4500%  | 0.0000% | $1344000.00        | $1337178.08        | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  | 0.0000% | $8571428.57        | $8609684.28        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI   | 2034-06-05      | 5.4000%  | 0.0000% | $7774285.71        | $7839892.91        | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  | 0.0000% | $6428571.43        | $6496440.72        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  | 0.0000% | $15574285.71       | $15745871.52       | Agency Debentures and Agency Strips |

### Security 129: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS001_4.34_0807
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-045 H       | 2055-03-20      | 5.0000%  | 0.0000% | $2288462.23        | $2251816.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 QT      | 2055-03-20      | 5.0000%  | 0.0000% | $599051.38         | $561977.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LY      | 2055-03-20      | 5.0000%  | 0.0000% | $1744111.69        | $1645451.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 CA      | 2052-11-20      | 5.0000%  | 0.0000% | $2286860.45        | $2286880.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC      | 2054-10-20      | 5.4980%  | 0.0000% | $12978484.15       | $12882883.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD      | 2054-04-20      | 5.4980%  | 0.0000% | $10641659.38       | $10627526.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.5480%  | 0.0000% | $10064631.23       | $10062902.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-131 BT      | 2049-03-20      | 4.0000%  | 0.0000% | $551234.39         | $536550.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.3980%  | 0.0000% | $10276307.08       | $10232451.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.4480%  | 0.0000% | $7580840.62        | $7576964.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 5.1480%  | 0.0000% | $9130972.31        | $9013054.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-045 UE      | 2051-07-20      | 3.0000%  | 0.0000% | $499986.53         | $473285.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  | 0.0000% | $6064.22           | $4805.59           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-077 LC      | 2050-07-20      | 1.2500%  | 0.0000% | $1487018.30        | $1143846.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 AF       | 2049-10-20      | 4.9151%  | 0.0000% | $1110801.97        | $1083757.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 WF      | 2055-05-20      | 5.6080%  | 0.0000% | $7685159.38        | $7688452.86        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 8.1000%  | 0.0000% | $1538.62           | $1590.70           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549AF 06/25/55  | 2055-06-25      | 5.8500%  | 0.0000% | $4483381.20        | $4485474.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502EF 02/25/55  | 2055-02-25      | 5.7500%  | 0.0000% | $5703417.72        | $5700893.02        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FG 02/25/55  | 2055-02-25      | 5.7500%  | 0.0000% | $4117197.14        | $4122579.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TD      | 2051-07-20      | 4.5000%  | 0.0000% | $3995874.80        | $3913499.84        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54  | 2054-12-25      | 5.5500%  | 0.0000% | $1248688.95        | $1248284.38        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 5.6500%  | 0.0000% | $2684403.66        | $2663671.12        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471FJ 11/25/54  | 2054-11-25      | 5.5000%  | 0.0000% | $13479763.69       | $13393879.64       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL058FM R25F058  | 2055-07-25      | 5.5100%  | 0.0000% | $5564467.88        | $5568982.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  | 0.0000% | $2948355.11        | $3096361.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL063FH R24F063  | 2054-09-25      | 5.4500%  | 0.0000% | $11675227.20       | $11638220.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.9980%  | 0.0000% | $7427673.31        | $7458911.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-097 FA      | 2055-06-20      | 5.7980%  | 0.0000% | $3996575.80        | $4012056.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FD      | 2055-06-20      | 5.6980%  | 0.0000% | $6148852.75        | $6174100.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  | 0.0000% | $3053748.62        | $3047603.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  | 0.0000% | $8753344.46        | $8743494.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA      | 2047-09-20      | 4.0000%  | 0.0000% | $539932.28         | $525558.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  | 0.0000% | $475134.24         | $472125.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  | 0.0000% | $4109615.71        | $4099960.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  | 0.0000% | $1272414.17        | $1271290.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-114 KF      | 2053-08-20      | 5.4980%  | 0.0000% | $5712900.54        | $5736271.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FH 06/25/55  | 2055-06-25      | 5.8500%  | 0.0000% | $7477975.62        | $7509652.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA       | 2049-08-20      | 4.0000%  | 0.0000% | $1197434.72        | $1088952.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  | 0.0000% | $2695215.02        | $2694815.23        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452CF 09/25/54  | 2054-09-25      | 5.4500%  | 0.0000% | $6517663.54        | $6490897.68        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.6000%  | 0.0000% | $6121354.43        | $6114959.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LA      | 2051-12-20      | 5.0000%  | 0.0000% | $5335327.35        | $5331457.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL077FB R24F077  | 2053-10-25      | 5.6500%  | 0.0000% | $13274054.77       | $13172835.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-030 FE      | 2050-03-20      | 4.9151%  | 0.0000% | $1648204.15        | $1607455.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 5.3980%  | 0.0000% | $9210911.05        | $9204291.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5460FA 10/25/54  | 2054-10-25      | 5.4000%  | 0.0000% | $5179022.16        | $5156291.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  | 0.0000% | $2991295.71        | $2987103.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 KF      | 2055-06-20      | 5.7480%  | 0.0000% | $5379698.26        | $5394709.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  | 0.0000% | $422761.44         | $397529.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.9980%  | 0.0000% | $7648570.31        | $7683147.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0202 M      | 2055-02-20      | 4.0000%  | 0.0000% | $7279902.77        | $6736555.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M      | 2054-05-20      | 4.5000%  | 0.0000% | $7523553.39        | $7178372.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  | 0.0000% | $21654172.77       | $20660679.32       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2021-KF1 | 2031-05-25      | 10.7193% | 0.0000% | $4590823.15        | $4536842.15        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KF5 | 2028-07-25      | 6.3337%  | 0.0000% | $377283.59         | $362412.81         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-08-25      | 3.9900%  | 0.0000% | $378.15            | $362.06            | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5693%  | 0.0000% | $74255.45          | $72111.16          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TRUST 2021- | 2031-01-25      | 4.2557%  | 0.0000% | $4018790.22        | $3253509.70        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2021-KF1 | 2031-01-25      | 10.3193% | 0.0000% | $4828889.31        | $4793135.61        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KL0 | 2029-06-25      | 3.9584%  | 0.0000% | $4624307.69        | $3864791.36        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.7837%  | 0.0000% | $406417.84         | $367033.77         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0751%  | 0.0000% | $3679817.47        | $3508643.06        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 14.0337% | 0.0000% | $3687635.08        | $3398804.60        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2016-KF1 | 2025-12-25      | 14.9337% | 0.0000% | $234196.01         | $229168.51         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-06-25      | 6.9837%  | 0.0000% | $150701.55         | $144578.24         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-03-25      | 6.6337%  | 0.0000% | $447358.01         | $427305.92         | Agency Mortgage-Backed Securities         |

### Security 130: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS002_4.34_0807
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 5.4480%  | 0.0000% | $16271956.21       | $16263635.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.6480%  | 0.0000% | $32607686.90       | $32750207.66       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL032GA R25F032  | 2052-04-25      | 5.0000%  | 0.0000% | $499.15            | $497.56            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FB R24F065  | 2054-09-25      | 5.4500%  | 0.0000% | $16016599.48       | $15965944.34       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034  | 2054-06-25      | 5.3500%  | 0.0000% | $29906987.93       | $29991196.08       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468WF 11/25/54  | 2054-11-25      | 5.4500%  | 0.0000% | $17650957.71       | $17538226.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF      | 2052-02-20      | 3.0000%  | 0.0000% | $49885986.21       | $42098717.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 5.5980%  | 0.0000% | $32607686.90       | $32709862.86       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  | 0.0000% | $2398.42           | $2063.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  | 0.0000% | $166.18            | $140.25            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0202 M      | 2055-02-20      | 4.0000%  | 0.0000% | $6071444.78        | $5618292.38        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8025        | 2060-08-15      | 4.9000%  | 0.0000% | $8573531.03        | $8413448.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  | 0.0000% | $5976102.66        | $5698811.49        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-11-25      | 3.9500%  | 0.0000% | $9702.24           | $9260.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  | 0.0000% | $2899583.87        | $2554417.40        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782712 X      | 2039-07-15      | 5.0000%  | 0.0000% | $29.40             | $29.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  | 0.0000% | $5931476.66        | $5949047.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M      | 2055-05-20      | 4.0000%  | 0.0000% | $172.24            | $159.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0256 M      | 2055-03-20      | 4.0000%  | 0.0000% | $24847982.08       | $22993411.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9962 M      | 2054-10-20      | 4.0000%  | 0.0000% | $773.43            | $715.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9485 M      | 2054-02-20      | 4.0000%  | 0.0000% | $10616840.75       | $9884844.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M      | 2052-09-20      | 4.0000%  | 0.0000% | $168.15            | $156.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M      | 2051-04-20      | 2.5000%  | 0.0000% | $11013073.82       | $9296711.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3105 M      | 2045-09-20      | 3.5000%  | 0.0000% | $701.62            | $647.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  | 0.0000% | $516.41            | $516.47            | Agency Mortgage-Backed Securities         |

### Security 131: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS003_4.34_0807
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-120 FL      | 2055-07-20      | 5.6600%  | 0.0000% | $34000000.00       | $35045447.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-040 DM      | 2055-08-16      | 5.0000%  | 0.0000% | $19119383.58       | $19034926.90       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-08-25      | 3.9900%  | 0.0000% | $200.00            | $191.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3105 M      | 2045-09-20      | 3.5000%  | 0.0000% | $210.99            | $194.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9903 M      | 2054-09-20      | 4.0000%  | 0.0000% | $55913.83          | $51741.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M      | 2052-09-20      | 4.0000%  | 0.0000% | $8238001.71        | $7687153.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  | 0.0000% | $191.49            | $188.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M      | 2054-03-20      | 4.5000%  | 0.0000% | $43044696.31       | $41074110.11       | Agency Mortgage-Backed Securities         |

### Security 132: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_4.35_0807
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2842234.32        | $2713691.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 5.4980%  | 0.0000% | $11423004.12       | $11445986.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2996306.07        | $2875030.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.2980%  | 0.0000% | $568259.80         | $565766.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5480%  | 0.0000% | $5890019.98        | $5925172.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.7980%  | 0.0000% | $6490066.34        | $6437483.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 JE     | 2054-11-20      | 4.5000%  | 0.0000% | $2274106.89        | $2190219.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.2813%  | 0.0000% | $6419986.15        | $6405154.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4480%  | 0.0000% | $6710035.89        | $6702545.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5480%  | 0.0000% | $6764802.53        | $6775059.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FA     | 2054-05-20      | 5.6480%  | 0.0000% | $12666504.04       | $12711492.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.6480%  | 0.0000% | $12220588.30       | $12261243.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.4480%  | 0.0000% | $11787777.72       | $11775184.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 DF     | 2053-11-20      | 5.8580%  | 0.0000% | $9663810.35        | $9784704.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7480%  | 0.0000% | $4401594.63        | $4425074.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.5980%  | 0.0000% | $4332572.91        | $4365203.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FN     | 2053-08-20      | 5.5980%  | 0.0000% | $12152524.66       | $12217911.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FG     | 2053-08-20      | 5.4480%  | 0.0000% | $11367841.19       | $11390038.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-083 FE     | 2053-06-20      | 5.4480%  | 0.0000% | $10827068.43       | $10820308.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.4280%  | 0.0000% | $1060654.49        | $1059497.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.3980%  | 0.0000% | $5303272.45        | $5293505.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  | 0.0000% | $4594594.59        | $4580302.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.3980%  | 0.0000% | $2344859.77        | $2338867.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-043 FA     | 2053-03-20      | 5.2480%  | 0.0000% | $13462884.89       | $13335614.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3480%  | 0.0000% | $5069736.67        | $5051430.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  | 0.0000% | $2325535.82        | $2327975.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 5.3980%  | 0.0000% | $11414134.83       | $11452536.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  | 0.0000% | $6810237.46        | $6837798.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QJ     | 2053-02-20      | 4.5000%  | 0.0000% | $12664740.79       | $12333735.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GH     | 2055-03-20      | 5.0000%  | 0.0000% | $9818193.86        | $9740597.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 JB     | 2055-03-20      | 5.0000%  | 0.0000% | $4563811.27        | $4332611.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1480%  | 0.0000% | $3796171.30        | $3782148.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.5980%  | 0.0000% | $9834425.02        | $9860894.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.5480%  | 0.0000% | $10474738.03       | $10493060.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FY     | 2054-12-20      | 5.1980%  | 0.0000% | $5461950.02        | $5449520.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 UF     | 2064-12-20      | 5.5480%  | 0.0000% | $599593.95         | $588674.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6480%  | 0.0000% | $6390342.50        | $6412477.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.5480%  | 0.0000% | $12445871.01       | $12460497.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5480%  | 0.0000% | $2116530.83        | $2116361.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  | 0.0000% | $4848213.64        | $3740077.65        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024PY R25F024 | 2055-03-25      | 5.0000%  | 0.0000% | $4478349.74        | $4216391.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  | 0.0000% | $742486.95         | $697907.78         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL039FC R24F039 | 2054-06-25      | 5.6500%  | 0.0000% | $17082829.51       | $17136395.59       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $1608108.11        | $1662680.86        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  | 0.0000% | $6673774.26        | $6578639.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  | 0.0000% | $211968.06         | $170835.44         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $123870.01         | $117568.58         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $8810.17           | $8564.11           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $2093160.24        | $2044586.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5828701.62        | $5647133.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $3000272.28        | $2952763.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-005 FB     | 2053-01-20      | 5.4480%  | 0.0000% | $10061081.05       | $10060997.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $10007837.54       | $8692491.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $7367458.74        | $6425105.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $10148022.39       | $8914626.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $420199.49         | $367836.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $7288812.95        | $6206837.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FA     | 2069-11-20      | 5.0330%  | 0.0000% | $5780952.88        | $5812383.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.8651%  | 0.0000% | $5354650.87        | $5218463.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.9151%  | 0.0000% | $7394225.59        | $7222190.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 NB     | 2055-07-20      | 5.0000%  | 0.0000% | $11716216.22       | $11329038.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.4480%  | 0.0000% | $11401530.07       | $11389349.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 PM     | 2055-07-20      | 4.5000%  | 0.0000% | $11945945.95       | $11280903.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NT     | 2055-06-20      | 5.0000%  | 0.0000% | $2473127.52        | $2436860.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 JT     | 2055-06-20      | 0.1250%  | 0.0000% | $12807535.30       | $9194237.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 KP     | 2055-06-20      | 5.0000%  | 0.0000% | $3993453.38        | $3931545.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.9151%  | 0.0000% | $3655602.73        | $3574381.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4367%  | 0.0000% | $2652206.21        | $2655886.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6867%  | 0.0000% | $1532465.45        | $1548846.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $2335034.15        | $2349204.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FC      | 2069-06-20      | 5.0867%  | 0.0000% | $5795543.93        | $5770993.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FA      | 2069-04-20      | 5.1719%  | 0.0000% | $6451190.24        | $6473655.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9867%  | 0.0000% | $2665063.58        | $2664755.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  | 0.0000% | $333484.64         | $334980.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 5.4512%  | 0.0000% | $2284625.48        | $2292223.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $3505108.30        | $3512308.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.6612%  | 0.0000% | $1828863.90        | $1841413.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $1016494.58        | $963869.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $1031954.91        | $978922.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $569540.29         | $546334.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $337464.30         | $326616.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $1090690.06        | $1094105.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3367%  | 0.0000% | $1005720.69        | $1008715.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3567%  | 0.0000% | $1474226.56        | $1481139.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3867%  | 0.0000% | $2691540.74        | $2705015.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3467%  | 0.0000% | $1454428.34        | $1460421.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3367%  | 0.0000% | $4151749.31        | $4170217.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3367%  | 0.0000% | $1260347.88        | $1266694.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.0967%  | 0.0000% | $2594995.24        | $2599969.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0767%  | 0.0000% | $1882372.42        | $1885570.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  | 0.0000% | $468996.90         | $470877.21         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QT 08/25/55 | 2055-08-25      | 6.0000%  | 0.0000% | $30366692.00       | $31053829.51       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QC 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $5241416.11        | $5248154.82        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565FB 08/25/55 | 2055-08-25      | 5.2943%  | 0.0000% | $41357190.85       | $42081867.47       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DT 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $11486486.49       | $11447520.49       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565CT 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $26234066.66       | $26060703.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5555ET 07/25/55 | 2055-07-25      | 5.0000%  | 0.0000% | $9352823.81        | $9162406.56        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $5413949.42        | $5309923.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  | 0.0000% | $2148750.20        | $1666399.11        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5410KY 05/25/54 | 2054-05-25      | 6.0000%  | 0.0000% | $2297297.30        | $2315225.41        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $520055.25         | $488297.91         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1827471.92        | $1635705.54        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $10612.43          | $10205.30          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063DT R25F063 | 2055-08-25      | 5.0000%  | 0.0000% | $8285804.36        | $8007150.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063AY R25F063 | 2055-08-25      | 5.0000%  | 0.0000% | $13901407.01       | $13433898.07       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  | 0.0000% | $1624620.83        | $1599386.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7500%  | 0.0000% | $4186419.50        | $4194266.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3867%  | 0.0000% | $2715948.88        | $2730448.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0767%  | 0.0000% | $2039493.13        | $2042888.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5480%  | 0.0000% | $6799158.66        | $6871516.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  | 0.0000% | $1687061.39        | $1697030.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4367%  | 0.0000% | $1099277.64        | $1105283.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $71241.97          | $61226.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 FM     | 2053-12-20      | 5.5480%  | 0.0000% | $11527505.65       | $11569802.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-048 FE     | 2053-03-20      | 5.3480%  | 0.0000% | $2174438.25        | $2169409.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8892%  | 0.0000% | $1246413.27        | $1180296.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.6612%  | 0.0000% | $2144894.51        | $2158319.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6480%  | 0.0000% | $1764512.86        | $1771865.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.3980%  | 0.0000% | $6871735.52        | $6853837.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.6000%  | 0.0000% | $6199434.68        | $6173994.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  | 0.0000% | $2314417.18        | $2326643.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 HT     | 2055-06-20      | 5.0000%  | 0.0000% | $5736970.13        | $5617260.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063A R25F063  | 2055-08-25      | 5.0000%  | 0.0000% | $3790516.88        | $3852376.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.5980%  | 0.0000% | $6710035.89        | $6726103.03        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL023BD R22F023 | 2052-05-25      | 3.0000%  | 0.0000% | $349025.07         | $334251.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 FD     | 2053-11-20      | 5.8480%  | 0.0000% | $9663810.35        | $9782770.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.6000%  | 0.0000% | $12684814.50       | $12626037.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 HF     | 2055-07-20      | 5.4943%  | 0.0000% | $3191602.28        | $3194952.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  | 0.0000% | $311081.34         | $312688.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  | 0.0000% | $1460916.59        | $1389762.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.5480%  | 0.0000% | $7159042.07        | $7173712.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 5.4480%  | 0.0000% | $10363593.07       | $10376709.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $729294.72         | $708141.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-024 FB     | 2053-02-20      | 5.1980%  | 0.0000% | $13480902.82       | $13296325.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  | 0.0000% | $2756756.73        | $1946900.63        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565AY 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $3253049.70        | $3120132.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9367%  | 0.0000% | $1510847.19        | $1509091.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O FC     | 2072-04-20      | 5.1980%  | 0.0000% | $11671197.34       | $11646282.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-19O FA     | 2069-12-20      | 5.1367%  | 0.0000% | $6294750.72        | $6278611.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $993915.64         | $998722.55         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435DT 07/25/54 | 2054-07-25      | 0.1250%  | 0.0000% | $2296780.83        | $1736472.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2747994.62        | $2387948.09        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095KL R24F095 | 2054-12-25      | 5.5000%  | 0.0000% | $1240540.54        | $1183653.49        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565KF 08/25/55 | 2055-08-25      | 5.2876%  | 0.0000% | $15598112.46       | $15801874.81       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AT R25F055 | 2055-07-25      | 5.0000%  | 0.0000% | $27519111.56       | $27062009.93       | Agency Collateralized Mortgage Obligation |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5882%  | 0.0000% | $3607085.12        | $3391505.27        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1062063.28        | $961383.58         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0835%  | 0.0000% | $4415814.12        | $4180847.91        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1867%  | 0.0000% | $795552.17         | $797988.47         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $5152285.98        | $5077222.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 DF     | 2053-10-20      | 5.9480%  | 0.0000% | $9128661.84        | $9201950.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7867%  | 0.0000% | $103973.03         | $103666.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 F      | 2053-10-20      | 5.8980%  | 0.0000% | $9054130.16        | $9119303.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0367%  | 0.0000% | $2209986.68        | $2212679.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL087NH R05F087 | 2025-10-25      | 5.0000%  | 0.0000% | $39.38             | $39.41             | Agency Collateralized Mortgage Obligation |

### Security 133: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-05O F  | 2073-02-20      | 5.2280%  | 0.0000% | $23900004.66       | $23872386.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ | 2054-10-20      | 5.5480%  | 0.0000% | $21025678.00       | $20901441.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FA | 2055-06-20      | 6.0000%  | 0.0000% | $22170956.89       | $22310197.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL | 2054-06-20      | 5.5480%  | 0.0000% | $20212999.78       | $20220523.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 AF | 2055-02-20      | 6.0000%  | 0.0000% | $18786675.56       | $18896583.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FD | 2055-04-20      | 5.6480%  | 0.0000% | $22040930.89       | $21988292.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 FP | 2055-02-20      | 6.0000%  | 0.0000% | $18786675.56       | $18890403.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH | 2052-12-20      | 5.3480%  | 0.0000% | $13964697.00       | $13930806.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF | 2055-04-20      | 5.8580%  | 0.0000% | $22158052.22       | $22187122.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MF | 2065-03-20      | 5.1480%  | 0.0000% | $16135859.27       | $16115285.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA | 2054-04-20      | 6.4813%  | 0.0000% | $14436073.77       | $14117590.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 FD | 2055-02-20      | 5.3980%  | 0.0000% | $23679021.04       | $23692550.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF | 2054-04-20      | 5.4480%  | 0.0000% | $19499651.11       | $19445532.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 FA | 2053-11-20      | 5.8480%  | 0.0000% | $21991264.61       | $22228415.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A  | 2052-07-20      | 4.5000%  | 0.0000% | $18750349.85       | $18634960.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-066 FA | 2053-05-20      | 5.3480%  | 0.0000% | $14320980.00       | $14235628.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-11O FE | 2072-05-20      | 5.1280%  | 0.0000% | $22035085.11       | $21932839.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC | 2072-11-20      | 5.3480%  | 0.0000% | $23684456.44       | $23859060.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 GT | 2055-07-20      | 5.0000%  | 0.0000% | $22222222.22       | $21487859.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 LF | 2055-07-20      | 5.4876%  | 0.0000% | $22222222.22       | $21913817.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 HF | 2055-07-20      | 5.4943%  | 0.0000% | $10023809.56       | $10034332.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 CB | 2055-07-20      | 5.0000%  | 0.0000% | $14000000.00       | $13537351.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FA | 2055-07-20      | 5.8226%  | 0.0000% | $22222222.22       | $23044114.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 DT | 2065-06-20      | 5.0000%  | 0.0000% | $13308989.07       | $13276843.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 ET | 2065-06-20      | 5.0000%  | 0.0000% | $15762180.66       | $15556321.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF | 2054-12-20      | 5.6480%  | 0.0000% | $21488950.00       | $21413690.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-007 FA | 2064-02-16      | 4.0000%  | 0.0000% | $19146622.67       | $17338562.40       | Agency Mortgage-Backed Securities         |

### Security 134: RBC Dominion Securities Inc.

- **C.1 - Title:** Rbc Dom 8 Repo 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLH009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 933FLH009_4.38_0801
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 2024-182 FA     | 2054-11-20      | 5.4480%  | 0.0000% | $26195638.59       | $26119478.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-187 FD     | 2054-11-20      | 5.3980%  | 0.0000% | $42922249.13       | $42907285.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-148 FB     | 2054-09-20      | 5.4980%  | 0.0000% | $841.26            | $839.91            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC     | 2054-08-20      | 5.4080%  | 0.0000% | $1889.75           | $1891.44           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 5.6480%  | 0.0000% | $58328106.00       | $58538715.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 5.6480%  | 0.0000% | $55908286.00       | $56101939.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 5.3980%  | 0.0000% | $7754529.43        | $7720280.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FE     | 2054-04-20      | 5.5480%  | 0.0000% | $34714799.50       | $34708627.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-005 JF     | 2054-01-20      | 5.5480%  | 0.0000% | $951194.17         | $952220.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-001 JF     | 2054-01-20      | 5.3480%  | 0.0000% | $15328214.35       | $15303154.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FC     | 2053-09-20      | 5.5480%  | 0.0000% | $390.86            | $393.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-069 FA     | 2053-05-20      | 5.2980%  | 0.0000% | $13274679.82       | $13172435.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 5.2480%  | 0.0000% | $168633382.02      | $167041069.74      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $2136.69           | $1922.29           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $740.20            | $652.35            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  | 0.0000% | $316680.05         | $260072.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF     | 2051-11-20      | 2.5000%  | 0.0000% | $439501.72         | $360536.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-197 FD     | 2051-11-20      | 2.5000%  | 0.0000% | $12603673.11       | $10340442.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 FA     | 2051-11-20      | 2.5000%  | 0.0000% | $9193910.63        | $7291101.09        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FG 11/25/54 | 2054-11-25      | 5.5000%  | 0.0000% | $867.25            | $861.51            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 5.2480%  | 0.0000% | $28830215.07       | $28677574.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $1895447.60        | $1496933.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-117 AF     | 2053-08-20      | 5.5980%  | 0.0000% | $5288859.23        | $5317315.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 LF     | 2054-02-20      | 5.3480%  | 0.0000% | $1624.59           | $1623.42           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $5416.92           | $4443.82           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FB     | 2055-02-20      | 5.4980%  | 0.0000% | $1302.23           | $1305.63           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FD     | 2055-02-20      | 5.4180%  | 0.0000% | $41813095.01       | $41804251.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FB     | 2054-04-20      | 5.4480%  | 0.0000% | $13996590.58       | $13957255.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 YF     | 2055-03-20      | 5.5480%  | 0.0000% | $49535616.00       | $49598487.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FD     | 2055-05-20      | 5.7480%  | 0.0000% | $8767419.20        | $8793934.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FA     | 2055-02-20      | 5.4580%  | 0.0000% | $4702851.86        | $4716465.28        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $2643033.43        | $2528473.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE3333 | 2052-05-01      | 3.0000%  | 0.0000% | $816.56            | $710.59            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59742 G | 2048-11-01      | 4.0000%  | 0.0000% | $171.66            | $162.02            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q57834 G | 2048-08-01      | 4.0000%  | 0.0000% | $3998.38           | $3773.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3839 | 2053-09-01      | 5.5000%  | 0.0000% | $874.50            | $880.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $10925.23          | $10943.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8000 | 2049-07-01      | 3.0000%  | 0.0000% | $22026426.61       | $19158982.34       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6965 | 2054-11-01      | 5.5000%  | 0.0000% | $1095723.27        | $1100808.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  | 0.0000% | $901.40            | $925.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $748.12            | $751.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $1090.05           | $986.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $222.39            | $217.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $149.76            | $142.65            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $106.41            | $106.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $784.77            | $731.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $7759755.28        | $7956216.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $583.03            | $486.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB7592 | 2051-01-01      | 2.5000%  | 0.0000% | $618.94            | $513.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $1527.30           | $1580.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $39073.82          | $30984.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  | 0.0000% | $659480.76         | $666341.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $779.14            | $767.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $7551075.55        | $7426442.53        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61932 G | 2048-06-01      | 3.5000%  | 0.0000% | $22144572.85       | $20273171.91       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $1664445.94        | $1530635.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2879 | 2052-08-01      | 3.0000%  | 0.0000% | $532882.73         | $465046.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $763.20            | $711.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $112.41            | $101.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $104.28            | $97.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0496 | 2051-05-01      | 2.0000%  | 0.0000% | $18735737.92       | $14803606.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $29258826.14       | $24388148.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4938 | 2050-01-01      | 3.0000%  | 0.0000% | $8693599.60        | $7594093.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9174 | 2053-06-01      | 6.5000%  | 0.0000% | $21502441.28       | $22394075.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $8189326.42        | $8193505.70        | Agency Mortgage-Backed Securities         |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $200.00            | $204.43            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $13947000.00       | $12764140.29       | U.S. Treasuries (including strips)        |
| USTR BILL 08/12/25        | 2025-08-12      | 0.0000%  | 0.0000% | $200.00            | $199.72            | U.S. Treasuries (including strips)        |
| USTR BILL 10/23/25        | 2025-10-23      | 0.0000%  | 0.0000% | $700.00            | $693.08            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $1200.00           | $907.71            | U.S. Treasuries (including strips)        |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $305.31            | $276.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $322.37            | $291.67            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $326.41            | $299.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2361 | 2053-02-01      | 6.0000%  | 0.0000% | $1466.00           | $1523.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  | 0.0000% | $138110.54         | $144667.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $24843082.00       | $21602426.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4793 | 2050-10-01      | 2.5000%  | 0.0000% | $1016324.31        | $845206.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $919167.06         | $953313.19         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-077 FT     | 2051-05-20      | 3.5000%  | 0.0000% | $946625.76         | $836994.61         | Agency Collateralized Mortgage Obligation |

### Security 135: Societe Generale

- **C.1 - Title:** Societe Generale 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933FWM006, C.3 - LEI: N/A, C.5 - Other ID: 933FWM006_4.39_0804
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 BILL 05/14/26    | 2026-05-14      | 0.0000%  | 0.0000% | $3528.57           | $3415.16           | U.S. Treasuries (including strips) |
| USTR BILL 09/02/25    | 2025-09-02      | 0.0000%  | 0.0000% | $3640485.71        | $3626287.82        | U.S. Treasuries (including strips) |
| USTR BILL 08/26/25    | 2025-08-26      | 0.0000%  | 0.0000% | $44299300.00       | $44162769.56       | U.S. Treasuries (including strips) |
| USTR BILL 08/19/25    | 2025-08-19      | 0.0000%  | 0.0000% | $71171.43          | $71011.29          | U.S. Treasuries (including strips) |
| USTR BILL 08/12/25    | 2025-08-12      | 0.0000%  | 0.0000% | $56157.14          | $56077.40          | U.S. Treasuries (including strips) |
| USTR BILL 08/05/25    | 2025-08-05      | 0.0000%  | 0.0000% | $30714.29          | $30696.16          | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25    | 2025-10-23      | 0.0000%  | 0.0000% | $1707357.14        | $1690471.38        | U.S. Treasuries (including strips) |
| USTR BILL 10/16/25    | 2025-10-16      | 0.0000%  | 0.0000% | $3127514.29        | $3099210.28        | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  | 0.0000% | $28857.14          | $28019.71          | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25    | 2025-09-25      | 0.0000%  | 0.0000% | $134785.71         | $133892.09         | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25    | 2025-09-11      | 0.0000%  | 0.0000% | $2565071.43        | $2552271.72        | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26    | 2026-03-19      | 0.0000%  | 0.0000% | $113442.86         | $110488.81         | U.S. Treasuries (including strips) |
| USTR BILL 08/21/25    | 2025-08-21      | 0.0000%  | 0.0000% | $312385.71         | $311607.87         | U.S. Treasuries (including strips) |
| USTR BILL 08/14/25    | 2025-08-14      | 0.0000%  | 0.0000% | $196185.71         | $195861.22         | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  | 0.0000% | $531585.71         | $519438.45         | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25    | 2025-12-26      | 0.0000%  | 0.0000% | $38757.14          | $38093.62          | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25    | 2025-11-28      | 0.0000%  | 0.0000% | $103357.14         | $101905.91         | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  | 0.0000% | $4748000.00        | $4697101.44        | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25    | 2025-10-02      | 0.0000%  | 0.0000% | $80300.00          | $79704.58          | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25    | 2025-09-04      | 0.0000%  | 0.0000% | $87814.29          | $87450.73          | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26    | 2026-01-22      | 0.0000%  | 0.0000% | $1423785.71        | $1395167.62        | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25    | 2025-10-09      | 0.0000%  | 0.0000% | $1685757.14        | $1671849.65        | U.S. Treasuries (including strips) |
| USTR BILL 08/07/25    | 2025-08-07      | 0.0000%  | 0.0000% | $18428.57          | $18413.28          | U.S. Treasuries (including strips) |
| USTR BILL 09/09/25    | 2025-09-09      | 0.0000%  | 0.0000% | $100142.86         | $99668.18          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $63025414.29       | $63132038.66       | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25    | 2025-09-18      | 0.0000%  | 0.0000% | $359485.71         | $357397.10         | U.S. Treasuries (including strips) |
| USTR BILL 10/07/25    | 2025-10-07      | 0.0000%  | 0.0000% | $32285.71          | $32026.56          | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25    | 2025-12-04      | 0.0000%  | 0.0000% | $152285.71         | $150063.87         | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25    | 2025-08-28      | 0.0000%  | 0.0000% | $69057.14          | $68827.87          | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  | 0.0000% | $51342.86          | $49546.88          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $24114057.14       | $23739538.32       | U.S. Treasuries (including strips) |
| USTR BILL 09/23/25    | 2025-09-23      | 0.0000%  | 0.0000% | $2224857.14        | $2210640.31        | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26    | 2026-01-29      | 0.0000%  | 0.0000% | $13080142.86       | $12806885.59       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $6001628.57        | $6023842.59        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $58028.57          | $57935.03          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $298863842.86      | $294222146.37      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $5359671.43        | $2941667.64        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $5247900.00        | $2936000.98        | U.S. Treasuries (including strips) |
| USTR BILL 11/25/25    | 2025-11-25      | 0.0000%  | 0.0000% | $12679857.14       | $12505889.50       | U.S. Treasuries (including strips) |
| USTR BILL 11/18/25    | 2025-11-18      | 0.0000%  | 0.0000% | $6563285.71        | $6478461.81        | U.S. Treasuries (including strips) |
| USTR BILL 11/12/25    | 2025-11-12      | 0.0000%  | 0.0000% | $3207142.86        | $3167983.64        | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26    | 2026-01-15      | 0.0000%  | 0.0000% | $9039285.71        | $8864547.28        | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26    | 2026-01-08      | 0.0000%  | 0.0000% | $118571.43         | $116380.11         | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26    | 2026-07-09      | 0.0000%  | 0.0000% | $345885.71         | $332804.32         | U.S. Treasuries (including strips) |
| USTR BILL 10/28/25    | 2025-10-28      | 0.0000%  | 0.0000% | $106857.14         | $105736.21         | U.S. Treasuries (including strips) |
| USTR BILL 10/21/25    | 2025-10-21      | 0.0000%  | 0.0000% | $59571.43          | $58997.76          | U.S. Treasuries (including strips) |
| USTR BILL 10/14/25    | 2025-10-14      | 0.0000%  | 0.0000% | $60285.71          | $59753.39          | U.S. Treasuries (including strips) |
| USTR BILL 01/02/26    | 2026-01-02      | 0.0000%  | 0.0000% | $1640285.71        | $1611072.23        | U.S. Treasuries (including strips) |
| USTR BILL 12/18/25    | 2025-12-18      | 0.0000%  | 0.0000% | $3285.71           | $3232.29           | U.S. Treasuries (including strips) |
| USTR BILL 12/11/25    | 2025-12-11      | 0.0000%  | 0.0000% | $42457.14          | $41800.76          | U.S. Treasuries (including strips) |
| USTR BILL 09/30/25    | 2025-09-30      | 0.0000%  | 0.0000% | $3052885.71        | $3030996.52        | U.S. Treasuries (including strips) |
| USTR BILL 09/16/25    | 2025-09-16      | 0.0000%  | 0.0000% | $122242.86         | $121563.19         | U.S. Treasuries (including strips) |
| USTR BILL 11/20/25    | 2025-11-20      | 0.0000%  | 0.0000% | $14428.57          | $14239.85          | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25    | 2025-11-13      | 0.0000%  | 0.0000% | $3571.43           | $3527.68           | U.S. Treasuries (including strips) |
| USTR BILL 11/06/25    | 2025-11-06      | 0.0000%  | 0.0000% | $224928.57         | $222355.39         | U.S. Treasuries (including strips) |

### Security 136: Wells Fargo Securities LLC

- **C.1 - Title:** Wells NA 4 Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933GQD001, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 933GQD001_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 003499 M | 2034-01-20      | 5.0000%  | 0.0000% | $169.17            | $170.18            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1518 C | 2052-04-20      | 2.5000%  | 0.0000% | $881019.80         | $741080.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB1543 C | 2051-02-20      | 3.0000%  | 0.0000% | $6520.28           | $5726.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY0324 C | 2050-10-20      | 2.5000%  | 0.0000% | $978101.27         | $823052.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW6351 C | 2050-09-20      | 2.5000%  | 0.0000% | $174138.18         | $146533.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS1728 C | 2050-01-20      | 4.0000%  | 0.0000% | $1104544.95        | $1011364.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2070 M | 2044-02-20      | 2.0000%  | 0.0000% | $25335.96          | $20635.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1920 M | 2044-05-20      | 4.0000%  | 0.0000% | $2565.00           | $2429.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1158 M | 2043-07-20      | 4.0000%  | 0.0000% | $126728.93         | $120223.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1090 M | 2043-06-20      | 3.5000%  | 0.0000% | $361782.84         | $334727.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0933 M | 2043-04-20      | 3.0000%  | 0.0000% | $1217890.22        | $1099767.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0220 M | 2042-07-20      | 3.5000%  | 0.0000% | $62297.33          | $57850.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0021 M | 2042-04-20      | 3.0000%  | 0.0000% | $11072.30          | $10025.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB7797 C | 2042-11-20      | 3.5000%  | 0.0000% | $310195.26         | $278187.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA5960 C | 2043-01-20      | 3.0000%  | 0.0000% | $124000.84         | $108910.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BO1539 C | 2049-07-20      | 3.5000%  | 0.0000% | $726187.45         | $664232.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN2662 C | 2049-10-20      | 3.0000%  | 0.0000% | $663828.25         | $583777.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM9665 C | 2049-05-20      | 4.5000%  | 0.0000% | $66145.93          | $63414.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BK1677 C | 2048-09-20      | 4.5000%  | 0.0000% | $15603.94          | $15001.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ9850 C | 2049-08-20      | 4.5000%  | 0.0000% | $170653.46         | $161704.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ6760 C | 2048-11-20      | 4.5000%  | 0.0000% | $168818.30         | $162104.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH0095 C | 2048-06-20      | 4.5000%  | 0.0000% | $676410.38         | $650176.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP8516 C | 2052-10-20      | 5.5000%  | 0.0000% | $67195.30          | $68233.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO4021 C | 2052-06-20      | 4.5000%  | 0.0000% | $1340349.31        | $1271574.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD9140 C | 2048-01-20      | 3.5000%  | 0.0000% | $69055.45          | $63162.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI3824 C | 2052-05-20      | 4.5000%  | 0.0000% | $468166.61         | $446948.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD4061 C | 2048-06-20      | 4.0000%  | 0.0000% | $59845.69          | $55680.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5137 M | 2048-04-20      | 4.0000%  | 0.0000% | $618028.57         | $578068.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB7995 C | 2042-12-20      | 3.0000%  | 0.0000% | $10411.93          | $9120.39           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0486 M | 2055-07-20      | 6.0000%  | 0.0000% | $129925926.26      | $132692049.23      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M | 2055-06-20      | 5.5000%  | 0.0000% | $25446202.97       | $25521583.09       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0337 M | 2040-05-20      | 3.5000%  | 0.0000% | $175466.50         | $168109.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0205 M | 2055-02-20      | 5.5000%  | 0.0000% | $5323244.32        | $5339125.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0177 M | 2040-02-20      | 4.0000%  | 0.0000% | $92606.89          | $90064.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0148 M | 2055-01-20      | 6.0000%  | 0.0000% | $60702.15          | $61945.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3529 C | 2055-07-20      | 7.0000%  | 0.0000% | $1060943.85        | $1102127.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2020 C | 2055-07-20      | 7.5000%  | 0.0000% | $203053.63         | $212822.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 675725 C | 2047-06-20      | 3.5000%  | 0.0000% | $680.53            | $604.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 626972 C | 2045-08-20      | 3.5000%  | 0.0000% | $125615.64         | $115828.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 757168 C | 2040-11-20      | 4.0000%  | 0.0000% | $46121.15          | $43607.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005205 M | 2041-10-20      | 5.0000%  | 0.0000% | $3444.93           | $3479.73           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004833 M | 2040-10-20      | 4.0000%  | 0.0000% | $846245.03         | $805179.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004746 M | 2040-07-20      | 4.5000%  | 0.0000% | $334.48            | $330.54            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004637 M | 2040-02-20      | 5.0000%  | 0.0000% | $736.73            | $741.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004367 M | 2039-02-20      | 4.0000%  | 0.0000% | $229.65            | $218.75            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004085 M | 2038-02-20      | 6.0000%  | 0.0000% | $436.82            | $459.44            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003840 M | 2036-04-20      | 5.0000%  | 0.0000% | $150.55            | $151.14            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003850 M | 2036-05-20      | 5.0000%  | 0.0000% | $1503.23           | $1512.86           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003636 M | 2034-11-20      | 5.0000%  | 0.0000% | $227.78            | $229.45            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004422 M | 2039-04-20      | 4.0000%  | 0.0000% | $1640.54           | $1563.01           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003458 M | 2033-10-20      | 5.0000%  | 0.0000% | $12747.04          | $12822.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003429 M | 2033-08-20      | 5.5000%  | 0.0000% | $470.28            | $480.20            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003162 M | 2031-11-20      | 7.0000%  | 0.0000% | $1216.42           | $1263.72           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD1364 C | 2047-11-20      | 3.5000%  | 0.0000% | $163920.57         | $149726.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC0565 C | 2047-07-20      | 3.5000%  | 0.0000% | $313112.25         | $286002.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB3013 C | 2047-11-20      | 3.5000%  | 0.0000% | $117069.78         | $106789.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA8388 C | 2047-11-20      | 3.5000%  | 0.0000% | $282137.50         | $257010.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO8829 C | 2045-11-20      | 4.0000%  | 0.0000% | $20386.62          | $19194.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9539 M | 2054-03-20      | 4.5000%  | 0.0000% | $22573.15          | $21539.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD6941 C | 2047-12-20      | 3.5000%  | 0.0000% | $826851.45         | $756270.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA1374 C | 2054-03-20      | 7.0000%  | 0.0000% | $473034.36         | $498343.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9130 C | 2054-04-20      | 6.0000%  | 0.0000% | $966547.81         | $992902.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8718 M | 2053-03-20      | 1.5000%  | 0.0000% | $143460.39         | $111133.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6895 C | 2053-11-20      | 6.5000%  | 0.0000% | $305309.58         | $319713.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6935 M | 2050-10-20      | 4.5000%  | 0.0000% | $8586.04           | $8347.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5930 M | 2049-05-20      | 3.5000%  | 0.0000% | $184640.99         | $167959.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2961 M | 2045-07-20      | 3.5000%  | 0.0000% | $575862.54         | $531707.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE1028 C | 2047-11-20      | 4.0000%  | 0.0000% | $3197133.76        | $2968766.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7207 C | 2054-05-20      | 6.0000%  | 0.0000% | $285718.08         | $294692.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9597 M | 2052-05-20      | 1.5000%  | 0.0000% | $36351.30          | $28525.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF2211 C | 2048-02-20      | 3.5000%  | 0.0000% | $66118.84          | $60475.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ6174 C | 2047-04-20      | 4.0000%  | 0.0000% | $412378.82         | $382900.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9016 M | 2053-07-20      | 5.0000%  | 0.0000% | $7787948.76        | $7652451.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8723 M | 2053-03-20      | 4.0000%  | 0.0000% | $155657.20         | $145102.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV3785 C | 2046-11-20      | 3.0000%  | 0.0000% | $1651833.23        | $1453727.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7209 C | 2054-05-20      | 7.0000%  | 0.0000% | $363938.67         | $383944.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8490 M | 2052-12-20      | 5.0000%  | 0.0000% | $774675.75         | $763786.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BK2856 C | 2048-12-20      | 4.5000%  | 0.0000% | $2052.59           | $1947.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7616 C | 2054-07-20      | 5.5000%  | 0.0000% | $248738.11         | $251429.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003598 M | 2034-08-20      | 6.0000%  | 0.0000% | $556.89            | $583.95            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8041 C | 2054-07-20      | 6.5000%  | 0.0000% | $2077343.45        | $2146809.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9777 M | 2054-07-20      | 4.5000%  | 0.0000% | $68250.66          | $65105.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9915 C | 2055-07-20      | 6.5000%  | 0.0000% | $625301.96         | $660947.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT0812 C | 2050-03-20      | 3.0000%  | 0.0000% | $2095129.86        | $1816578.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  | 0.0000% | $29878764.87       | $28492270.67       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE5898 C | 2048-01-20      | 3.5000%  | 0.0000% | $120024.92         | $109485.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6479 M | 2050-02-20      | 5.5000%  | 0.0000% | $4684.36           | $4802.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2699 C | 2055-07-20      | 5.5000%  | 0.0000% | $1353534.08        | $1365058.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC0462 C | 2047-11-20      | 3.5000%  | 0.0000% | $274637.73         | $250177.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0235 M | 2040-03-20      | 6.0000%  | 0.0000% | $324027.57         | $335964.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9418 M | 2054-01-20      | 3.0000%  | 0.0000% | $63402.62          | $55874.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1522 C | 2054-01-20      | 6.5000%  | 0.0000% | $729525.31         | $768782.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4603 C | 2055-01-20      | 7.0000%  | 0.0000% | $575379.96         | $606569.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7345 C | 2055-07-20      | 6.0000%  | 0.0000% | $330034.92         | $345896.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2388 C | 2055-04-20      | 6.0000%  | 0.0000% | $351993.57         | $364242.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2309 C | 2055-06-20      | 5.5000%  | 0.0000% | $4232402.12        | $4298340.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4659 C | 2055-04-20      | 7.0000%  | 0.0000% | $444786.47         | $462051.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3425 C | 2055-01-20      | 5.5000%  | 0.0000% | $320375.18         | $325169.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3235 C | 2055-07-20      | 6.0000%  | 0.0000% | $1432049.16        | $1477396.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0640 C | 2055-06-20      | 6.0000%  | 0.0000% | $917017.83         | $933165.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3450 C | 2055-02-20      | 6.0000%  | 0.0000% | $362898.10         | $374991.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5988 M | 2049-06-20      | 5.0000%  | 0.0000% | $1290.84           | $1285.35           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8797 M | 2053-04-20      | 3.5000%  | 0.0000% | $30108.58          | $27385.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8915 M | 2038-06-20      | 4.0000%  | 0.0000% | $263247.10         | $255677.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  | 0.0000% | $88613.37          | $77815.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7831 M | 2052-01-20      | 4.5000%  | 0.0000% | $7940.08           | $7616.92           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7539 M | 2051-08-20      | 5.0000%  | 0.0000% | $2694287.76        | $2682014.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7471 M | 2051-07-20      | 2.0000%  | 0.0000% | $387316.49         | $313378.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7260 M | 2051-03-20      | 5.0000%  | 0.0000% | $47183.50          | $46995.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $24841.80          | $23169.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8120 C | 2054-12-20      | 5.5000%  | 0.0000% | $415297.08         | $419981.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6810 C | 2055-01-20      | 6.5000%  | 0.0000% | $687768.59         | $718526.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4830 C | 2055-03-20      | 7.0000%  | 0.0000% | $674836.56         | $711416.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4539 C | 2054-12-20      | 5.0000%  | 0.0000% | $462655.56         | $453937.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1682 C | 2055-02-20      | 5.5000%  | 0.0000% | $378979.62         | $383661.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8614 C | 2054-08-20      | 7.0000%  | 0.0000% | $315607.79         | $333073.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3912 C | 2054-09-20      | 6.5000%  | 0.0000% | $481099.15         | $504983.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3915 C | 2054-09-20      | 6.5000%  | 0.0000% | $276990.14         | $290062.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0034 C | 2054-08-20      | 7.0000%  | 0.0000% | $133969.38         | $139860.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3003 C | 2054-06-20      | 6.5000%  | 0.0000% | $470323.84         | $492951.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2904 C | 2054-05-20      | 6.5000%  | 0.0000% | $335906.58         | $352767.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8814 C | 2054-05-20      | 6.0000%  | 0.0000% | $342383.80         | $352507.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8869 C | 2054-03-20      | 6.0000%  | 0.0000% | $1440732.81        | $1483332.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7507 C | 2054-05-20      | 6.0000%  | 0.0000% | $537046.15         | $555726.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2059 C | 2054-04-20      | 6.0000%  | 0.0000% | $518342.01         | $534032.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2624 C | 2054-03-20      | 6.0000%  | 0.0000% | $433322.86         | $446135.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3718 C | 2054-01-20      | 7.5000%  | 0.0000% | $302055.28         | $315989.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7057 M | 2050-12-20      | 5.0000%  | 0.0000% | $3749.19           | $3735.23           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7050 M | 2050-12-20      | 1.5000%  | 0.0000% | $5752933.73        | $4474516.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB6141 C | 2047-09-20      | 3.5000%  | 0.0000% | $273860.28         | $249468.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6996 M | 2050-11-20      | 3.0000%  | 0.0000% | $204632.00         | $180250.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6932 M | 2050-10-20      | 3.0000%  | 0.0000% | $8347356.60        | $7354513.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6839 M | 2035-09-20      | 2.0000%  | 0.0000% | $30601.90          | $28216.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6540 M | 2050-03-20      | 2.5000%  | 0.0000% | $9499008.01        | $8016709.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $102966.85         | $90709.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5793 M | 2034-03-20      | 4.5000%  | 0.0000% | $21808.03          | $21747.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5712 M | 2049-01-20      | 5.0000%  | 0.0000% | $2814939.28        | $2812221.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5597 M | 2048-11-20      | 5.0000%  | 0.0000% | $5455567.62        | $5432663.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5565 M | 2033-11-20      | 4.0000%  | 0.0000% | $18780.78          | $18708.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6284 M | 2049-11-20      | 3.5000%  | 0.0000% | $46284.90          | $42083.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4514 M | 2047-06-20      | 5.5000%  | 0.0000% | $313989.85         | $321445.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3875 M | 2046-08-20      | 4.0000%  | 0.0000% | $20654.87          | $19466.97          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4454 M | 2047-05-20      | 5.0000%  | 0.0000% | $1459.55           | $1454.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2893 M | 2045-06-20      | 4.0000%  | 0.0000% | $134702.25         | $127327.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2755 M | 2045-04-20      | 4.0000%  | 0.0000% | $53839.15          | $50892.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3450 C | 2054-01-20      | 7.5000%  | 0.0000% | $164064.23         | $171137.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9181 C | 2054-04-20      | 6.5000%  | 0.0000% | $968789.82         | $1012130.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY0036 C | 2054-01-20      | 7.5000%  | 0.0000% | $262122.44         | $277593.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6873 C | 2053-12-20      | 6.5000%  | 0.0000% | $63980.83          | $66336.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8143 C | 2053-10-20      | 6.5000%  | 0.0000% | $1049968.23        | $1099507.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8069 C | 2053-09-20      | 6.5000%  | 0.0000% | $40371.28          | $41790.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS7666 C | 2053-04-20      | 7.0000%  | 0.0000% | $176182.55         | $185395.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS7541 C | 2053-02-20      | 7.0000%  | 0.0000% | $92466.83          | $96372.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AE7828 C | 2043-08-20      | 3.0000%  | 0.0000% | $23553.96          | $20717.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ9743 C | 2052-02-20      | 2.5000%  | 0.0000% | $239499.79         | $201457.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI6779 C | 2040-06-20      | 5.0000%  | 0.0000% | $150505.00         | $149112.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1894 C | 2054-01-20      | 6.5000%  | 0.0000% | $366682.79         | $382635.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003747 M | 2035-08-20      | 5.0000%  | 0.0000% | $2986.11           | $2997.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL3809 C | 2052-05-20      | 4.0000%  | 0.0000% | $373218.95         | $347197.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003879 M | 2036-07-20      | 6.0000%  | 0.0000% | $429.72            | $454.29            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1202 M | 2028-08-20      | 2.5000%  | 0.0000% | $5601.46           | $5474.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4382 M | 2047-04-20      | 3.5000%  | 0.0000% | $642567.28         | $589976.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004293 M | 2038-11-20      | 7.0000%  | 0.0000% | $2740.94           | $2893.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M | 2048-03-20      | 3.0000%  | 0.0000% | $29470.15          | $26145.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3292 C | 2053-11-20      | 6.5000%  | 0.0000% | $2763754.14        | $2874698.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7137 M | 2051-01-20      | 3.0000%  | 0.0000% | $182888.00         | $161127.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2151 M | 2044-08-20      | 5.0000%  | 0.0000% | $430989.28         | $434284.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004599 M | 2039-12-20      | 5.0000%  | 0.0000% | $5506.23           | $5561.85           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004695 M | 2040-05-20      | 4.0000%  | 0.0000% | $5654.09           | $5379.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  | 0.0000% | $201250258.87      | $169841801.73      | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3714 C | 2054-01-20      | 7.5000%  | 0.0000% | $212342.30         | $225252.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5514 C | 2049-09-20      | 3.5000%  | 0.0000% | $2033551.00        | $1809725.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9325 M | 2038-12-20      | 4.0000%  | 0.0000% | $161593.16         | $157217.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB4172 C | 2048-02-20      | 4.0000%  | 0.0000% | $12399.07          | $11474.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004961 M | 2041-02-20      | 6.0000%  | 0.0000% | $3768.63           | $3951.75           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY5698 C | 2050-10-20      | 2.0000%  | 0.0000% | $343950.93         | $275533.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9997 C | 2054-04-20      | 6.5000%  | 0.0000% | $789832.63         | $826133.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005054 M | 2041-05-20      | 4.0000%  | 0.0000% | $319.56            | $304.05            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005141 M | 2041-08-20      | 5.0000%  | 0.0000% | $21542.36          | $21726.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW1745 C | 2050-08-20      | 3.0000%  | 0.0000% | $89135.37          | $78275.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM9743 C | 2049-11-20      | 4.0000%  | 0.0000% | $206472.74         | $192868.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002699 M | 2029-01-20      | 6.0000%  | 0.0000% | $3977.85           | $4090.02           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AX4655 C | 2047-02-20      | 3.5000%  | 0.0000% | $600546.53         | $547068.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AX4344 C | 2046-10-20      | 3.5000%  | 0.0000% | $41208.72          | $37539.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AW8749 C | 2046-12-20      | 4.0000%  | 0.0000% | $679933.54         | $632223.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3277 C | 2055-06-20      | 6.0000%  | 0.0000% | $613838.77         | $632428.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3267 C | 2055-06-20      | 6.5000%  | 0.0000% | $668016.26         | $699622.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3245 C | 2055-07-20      | 5.5000%  | 0.0000% | $475243.02         | $482354.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2550 C | 2055-06-20      | 7.0000%  | 0.0000% | $930318.30         | $966430.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8370 C | 2055-06-20      | 7.0000%  | 0.0000% | $879960.82         | $914119.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2235 C | 2055-06-20      | 6.5000%  | 0.0000% | $342587.10         | $357916.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1064 C | 2055-04-20      | 6.0000%  | 0.0000% | $6981930.92        | $7188449.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0710 C | 2055-05-20      | 7.0000%  | 0.0000% | $308067.32         | $324088.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0732 C | 2055-05-20      | 6.0000%  | 0.0000% | $1050111.18        | $1081912.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  | 0.0000% | $5917628.68        | $6063557.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9357 M | 2053-12-20      | 3.0000%  | 0.0000% | $36642.25          | $32329.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  | 0.0000% | $409843.99         | $382052.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9106 M | 2053-08-20      | 5.5000%  | 0.0000% | $24152430.85       | $24313366.54       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  | 0.0000% | $2359526.77        | $2250540.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9825 M | 2039-08-20      | 6.0000%  | 0.0000% | $356559.00         | $363863.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8804 M | 2053-04-20      | 7.0000%  | 0.0000% | $48977.72          | $51072.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8483 M | 2051-03-20      | 1.5000%  | 0.0000% | $214341.47         | $166044.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8432 M | 2052-11-20      | 7.0000%  | 0.0000% | $19914.71          | $20750.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M | 2052-11-20      | 4.0000%  | 0.0000% | $169882.15         | $158364.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8181 M | 2037-09-20      | 6.5000%  | 0.0000% | $4906.35           | $5068.11           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002897 M | 2030-03-20      | 8.0000%  | 0.0000% | $6413.97           | $6753.89           | Agency Mortgage-Backed Securities |

### Security 137: Wells Fargo Securities LLC

- **C.1 - Title:** Wells NA 4 Repo 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933GQD001, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 933GQD001_4.39_0807
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLFA2374 | 2055-07-01      | 5.5000%  | 0.0000% | $308624853.00      | $308686680.74      | Agency Mortgage-Backed Securities |

### Security 138: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bny Ficc P Repo 4 Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 935AYQ004, C.3 - LEI: N/A, C.5 - Other ID: 935AYQ004_4.37_0801
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 11.7900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 01.500 CIFA1447 | 2036-10-01      | 1.5000%  | 0.0000% | $67725346.88       | $60141936.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1761 | 2055-06-01      | 5.5000%  | 0.0000% | $54145328.67       | $54649872.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  | 0.0000% | $52862691.54       | $53365539.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0554 | 2055-01-01      | 5.5000%  | 0.0000% | $48557114.79       | $48814580.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0549 | 2055-01-01      | 5.0000%  | 0.0000% | $49153880.98       | $48032517.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  | 0.0000% | $52760277.63       | $52766784.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB3643 | 2052-05-01      | 4.5000%  | 0.0000% | $38667709.63       | $36934970.89       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8799 | 2051-02-01      | 2.0000%  | 0.0000% | $75508369.73       | $60280496.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU5526 | 2055-02-01      | 5.5000%  | 0.0000% | $26669856.40       | $26675225.92       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $21625000.00       | $22037388.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4587 | 2055-08-01      | 6.0000%  | 0.0000% | $48989818.00       | $50305390.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4590 | 2055-08-01      | 6.0000%  | 0.0000% | $77596286.00       | $80547738.33       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4167 | 2055-05-01      | 6.0000%  | 0.0000% | $114440755.98      | $116685396.97      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4008 | 2055-04-01      | 5.5000%  | 0.0000% | $61337358.66       | $61406567.62       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | 0.0000% | $70305303.31       | $71748952.41       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3294 | 2055-01-01      | 5.5000%  | 0.0000% | $35854968.95       | $35895425.29       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $41122817.75       | $41321783.64       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3163 | 2054-12-01      | 5.0000%  | 0.0000% | $60774562.20       | $59439932.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4993 | 2054-09-01      | 5.5000%  | 0.0000% | $18846737.91       | $18868003.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH9260 | 2048-02-01      | 4.0000%  | 0.0000% | $16498090.09       | $15476913.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6670 | 2055-08-01      | 6.0000%  | 0.0000% | $6958208.00        | $7098534.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2119 | 2055-07-01      | 6.0000%  | 0.0000% | $4536361.23        | $4654669.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB2354 | 2054-11-01      | 4.5000%  | 0.0000% | $60525594.45       | $57676412.62       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI9873 | 2054-07-01      | 5.5000%  | 0.0000% | $7809463.97        | $7812840.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  | 0.0000% | $1318024.55        | $1377298.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | 0.0000% | $1163820.61        | $1164995.68        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  | 0.0000% | $12897116.31       | $11387882.86       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $37796799.56       | $36934528.59       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $68557231.10       | $68888522.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $30216778.89       | $24930937.60       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $1055.10           | $1068.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL9967 | 2045-05-01      | 4.0000%  | 0.0000% | $9179028.31        | $8706329.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  | 0.0000% | $66387630.23       | $66832051.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  | 0.0000% | $60992270.77       | $61091403.52       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3064 | 2054-12-01      | 5.5000%  | 0.0000% | $83262433.81       | $83771528.06       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2915 | 2054-11-01      | 5.5000%  | 0.0000% | $42067687.57       | $42258226.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3488 | 2055-02-01      | 5.5000%  | 0.0000% | $40228200.79       | $40407913.56       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | 0.0000% | $28109182.17       | $28401611.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | 0.0000% | $54335742.54       | $54380261.60       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1783 | 2054-06-01      | 6.0000%  | 0.0000% | $39349704.75       | $40252741.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2006 | 2054-07-01      | 6.5000%  | 0.0000% | $21298320.00       | $22304466.84       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2005 | 2055-07-01      | 6.0000%  | 0.0000% | $35343360.00       | $36316786.82       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1886 | 2055-07-01      | 6.0000%  | 0.0000% | $35751296.00       | $36452557.67       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL1854 | 2051-09-01      | 4.5000%  | 0.0000% | $35342464.00       | $34307459.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1220 | 2055-04-01      | 6.0000%  | 0.0000% | $51263254.88       | $52348087.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1709 | 2055-06-01      | 5.5000%  | 0.0000% | $36859806.42       | $36935602.46       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1694 | 2055-06-01      | 5.5000%  | 0.0000% | $24688111.09       | $24839062.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1689 | 2055-06-01      | 5.5000%  | 0.0000% | $14968720.28       | $15171925.64       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1685 | 2055-06-01      | 6.0000%  | 0.0000% | $5619245.33        | $5796605.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0422 | 2055-02-01      | 6.0000%  | 0.0000% | $49209210.42       | $51214633.37       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $75004370.66       | $62952168.32       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | 0.0000% | $813783.02         | $831853.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5512 | 2052-07-01      | 5.0000%  | 0.0000% | $1033141.57        | $1025146.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM9683 | 2036-11-01      | 2.0000%  | 0.0000% | $60849777.42       | $55546090.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5681 | 2053-09-01      | 6.0000%  | 0.0000% | $17373960.70       | $17732715.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4632 | 2053-05-01      | 5.5000%  | 0.0000% | $57747027.50       | $58651827.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  | 0.0000% | $52841535.46       | $53942647.38       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3481 | 2055-02-01      | 5.5000%  | 0.0000% | $63468571.58       | $64033272.60       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4140 | 2055-05-01      | 5.5000%  | 0.0000% | $79045459.24       | $80005492.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $94669536.20       | $95127578.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0851 | 2055-04-01      | 5.5000%  | 0.0000% | $1451.39           | $1464.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  | 0.0000% | $67718107.69       | $67794516.27       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI8197 | 2054-06-01      | 5.5000%  | 0.0000% | $9160382.18        | $9175389.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1684 | 2055-06-01      | 5.5000%  | 0.0000% | $27137667.23       | $27411631.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  | 0.0000% | $50813541.00       | $50432574.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  | 0.0000% | $124130840.89      | $125384107.20      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY5872 | 2055-06-01      | 5.0000%  | 0.0000% | $15653664.04       | $15320032.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | 0.0000% | $52449494.60       | $52557295.78       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1690 | 2055-06-01      | 6.0000%  | 0.0000% | $28921587.31       | $29969561.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  | 0.0000% | $43486692.58       | $44475449.51       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2906 | 2054-11-01      | 5.5000%  | 0.0000% | $107799039.98      | $108887307.19      | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4420 | 2055-04-01      | 5.5000%  | 0.0000% | $31959670.68       | $31966073.26       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 R3BM7783 | 2052-12-01      | 4.0000%  | 0.0000% | $11829504.00       | $11082013.41       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY5010 | 2055-06-01      | 5.5000%  | 0.0000% | $16594961.52       | $16591100.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9461 | 2054-11-01      | 5.0000%  | 0.0000% | $37805545.13       | $37446871.33       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7267 | 2055-06-01      | 5.5000%  | 0.0000% | $9512469.62        | $9523202.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $5086196.85        | $4861890.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1522 | 2055-02-01      | 6.0000%  | 0.0000% | $47593888.68       | $49025941.20       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  | 0.0000% | $51075072.56       | $53082510.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5834 | 2055-06-01      | 6.0000%  | 0.0000% | $15190187.06       | $15499307.37       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2007 | 2055-02-01      | 5.0000%  | 0.0000% | $17201984.00       | $16822898.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1943 | 2055-05-01      | 5.5000%  | 0.0000% | $20556971.59       | $20764521.63       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5823 | 2055-06-01      | 6.0000%  | 0.0000% | $7002849.64        | $7208565.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9636 | 2054-12-01      | 4.5000%  | 0.0000% | $22142780.61       | $21164689.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9516 | 2054-11-01      | 6.5000%  | 0.0000% | $16077514.44       | $16910758.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  | 0.0000% | $52995125.83       | $53308662.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  | 0.0000% | $37586763.71       | $36934395.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $49269405.05       | $50994228.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $83360183.47       | $83502173.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4781 | 2052-10-01      | 5.0000%  | 0.0000% | $37392814.65       | $36934889.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4676 | 2052-09-01      | 4.5000%  | 0.0000% | $8112344.84        | $7774757.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $54027231.49       | $49574127.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  | 0.0000% | $64883573.68       | $51638673.53       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $920.75            | $920.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  | 0.0000% | $47388804.86       | $47881806.38       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0311 | 2055-08-01      | 5.5000%  | 0.0000% | $9198016.00        | $9220480.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY7265 | 2055-06-01      | 5.0000%  | 0.0000% | $3654060.85        | $3574375.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY5971 | 2055-06-01      | 5.0000%  | 0.0000% | $12798882.25       | $12508880.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5697 | 2055-06-01      | 6.0000%  | 0.0000% | $14131043.97       | $14421210.82       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5064 | 2055-06-01      | 6.0000%  | 0.0000% | $12276142.83       | $12528221.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  | 0.0000% | $33951074.83       | $32352895.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $1053.78           | $1032.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3028 | 2037-06-01      | 3.5000%  | 0.0000% | $64106426.32       | $61491247.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0391 | 2055-05-01      | 5.5000%  | 0.0000% | $55016592.00       | $55831516.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  | 0.0000% | $53603461.08       | $56750966.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9408 | 2054-10-01      | 5.5000%  | 0.0000% | $13286319.61       | $13365948.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9057 | 2054-09-01      | 6.0000%  | 0.0000% | $26182022.41       | $27177724.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8505 | 2053-09-01      | 5.0000%  | 0.0000% | $65288358.70       | $63938696.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7865 | 2054-04-01      | 6.0000%  | 0.0000% | $16361225.48       | $16682069.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS3031 | 2052-03-01      | 2.5000%  | 0.0000% | $65986498.46       | $54975089.49       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2430 | 2055-08-01      | 6.5000%  | 0.0000% | $26188416.00       | $27209703.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2425 | 2054-09-01      | 6.5000%  | 0.0000% | $24641728.00       | $25668220.25       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1896 | 2055-06-01      | 5.5000%  | 0.0000% | $18896849.29       | $18988297.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA2897 | 2037-02-01      | 3.0000%  | 0.0000% | $81480962.23       | $76773807.04       | Agency Mortgage-Backed Securities |

### Security 139: J.P. Morgan Securities LLC

- **C.1 - Title:** Jpmorg Repo Bank 7 Jpmorg Bank 7 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935LPG002, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 935LPG002_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | 0.0000% | $1248141.18        | $918280.71         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  | 0.0000% | $707470.59         | $541244.13         | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $34227482.35       | $25672764.88       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $86611105.88       | $87776198.48       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $37356705.88       | $37862594.65       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $28742588.24       | $29364491.62       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $37391058.82       | $36051461.81       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $54277929.41       | $53440710.43       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $93007247.06       | $89558909.34       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $29117129.41       | $28152231.42       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $19628047.06       | $18233448.15       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $98927058.82       | $98078844.27       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $5648841.18        | $4348820.40        | U.S. Treasuries (including strips) |

### Security 140: BNP Paribas SA

- **C.1 - Title:** Bnp Bank Repo A3 Bnp Repo A3 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 938AEM002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 938AEM002_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 2022-178 FA      | 2052-10-20      | 5.4480%  | 0.0000% | $15324452.39       | $15120555.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 5.2480%  | 0.0000% | $4933942.81        | $4858466.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FC      | 2054-04-20      | 5.4780%  | 0.0000% | $7038149.62        | $7033665.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7348%  | 0.0000% | $2575065.32        | $2449648.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA      | 2051-04-20      | 4.8892%  | 0.0000% | $425858.87         | $403268.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 5.3480%  | 0.0000% | $485.26            | $474.99            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 5.4480%  | 0.0000% | $86296.10          | $86433.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 5.5480%  | 0.0000% | $4198182.78        | $4202713.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 5.5980%  | 0.0000% | $1075797.47        | $1078161.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 5.6480%  | 0.0000% | $227.45            | $229.26            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-007 FB      | 2054-01-20      | 5.4480%  | 0.0000% | $6124337.75        | $6117794.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-153 FK      | 2053-10-20      | 5.7480%  | 0.0000% | $1277247.03        | $1290719.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FB      | 2053-11-20      | 5.8480%  | 0.0000% | $9770147.50        | $9890416.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 5.3480%  | 0.0000% | $7295005.84        | $7284144.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 FB      | 2053-08-20      | 5.5280%  | 0.0000% | $5947102.01        | $5967049.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 5.3480%  | 0.0000% | $5970137.68        | $5970263.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  | 0.0000% | $978399.27         | $799661.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 5.4480%  | 0.0000% | $14634795.75       | $14519717.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 DF      | 2053-01-20      | 5.2980%  | 0.0000% | $4366694.22        | $4345427.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FA      | 2063-08-20      | 5.4480%  | 0.0000% | $1291601.49        | $1295639.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-092 NE      | 2054-05-20      | 5.0000%  | 0.0000% | $527.92            | $522.58            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 6.2480%  | 0.0000% | $7714806.81        | $7870700.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 5.4980%  | 0.0000% | $10690789.27       | $10679969.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  | 0.0000% | $11538981.67       | $11506030.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 AF      | 2055-06-20      | 5.7480%  | 0.0000% | $553.41            | $555.17            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 5.4480%  | 0.0000% | $10214917.22       | $10079004.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-064 CY      | 2055-04-20      | 5.0000%  | 0.0000% | $1132259.44        | $1075130.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  | 0.0000% | $1356434.56        | $1336336.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-122 HL      | 2053-08-20      | 5.5000%  | 0.0000% | $37238.89          | $37062.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  | 0.0000% | $4448085.00        | $4491637.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  | 0.0000% | $3653758.83        | $3457818.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 5.4580%  | 0.0000% | $6886381.87        | $6895318.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 5.2980%  | 0.0000% | $517.38            | $516.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 5.0000%  | 0.0000% | $2123024.45        | $2067948.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530AC 04/25/52  | 2052-04-25      | 5.0000%  | 0.0000% | $1176129.75        | $1171511.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 LF      | 2053-07-20      | 5.3680%  | 0.0000% | $2435749.82        | $2433826.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 5.5480%  | 0.0000% | $7674154.57        | $7678077.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-079 FG      | 2053-06-20      | 5.4980%  | 0.0000% | $709836.85         | $710284.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 5.3480%  | 0.0000% | $14950506.17       | $14862105.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 5.2480%  | 0.0000% | $130420.59         | $129189.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 5.3480%  | 0.0000% | $13745903.39       | $13664377.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 LF      | 2053-02-20      | 5.2580%  | 0.0000% | $2333228.08        | $2305503.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 5.2580%  | 0.0000% | $14532350.66       | $14401030.60       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111AF R10F111  | 2040-10-25      | 4.8645%  | 0.0000% | $404020.42         | $401590.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047GF R11F047  | 2041-06-25      | 5.0345%  | 0.0000% | $262.82            | $261.96            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5349FG 10/25/53  | 2053-10-25      | 5.3000%  | 0.0000% | $330.75            | $331.18            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53  | 2053-08-25      | 6.0000%  | 0.0000% | $555.56            | $568.88            | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4611BF 06/15/41  | 2041-06-15      | 4.8541%  | 0.0000% | $988583.94         | $980645.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 6.0000%  | 0.0000% | $55239674.44       | $55583559.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 6.0000%  | 0.0000% | $13030210.05       | $13111327.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.6480%  | 0.0000% | $838260.68         | $836258.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 5.3680%  | 0.0000% | $5119.01           | $5078.98           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 5.4080%  | 0.0000% | $6123163.11        | $6128646.03        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC048AB R25F048  | 2055-06-25      | 5.0000%  | 0.0000% | $1111.11           | $1041.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL085FL R07F085  | 2037-09-25      | 5.0045%  | 0.0000% | $5.60              | $5.56              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 5.2480%  | 0.0000% | $553.90            | $547.11            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-148 FA      | 2052-08-20      | 5.0000%  | 0.0000% | $10825065.68       | $10458396.65       | Agency Collateralized Mortgage Obligation |
| FNMA 1.90 FNNT A 22-36     | 2036-01-25      | 1.9000%  | 0.0000% | $555.56            | $418.40            | Agency Debentures and Agency Strips       |
| FCSB 3.70 FCOR 27-42 K     | 2042-03-24      | 3.7000%  | 0.0000% | $847777.78         | $700421.09         | Agency Debentures and Agency Strips       |
| FCSB 2.78 FCOR 22-36 BI    | 2036-12-01      | 2.7800%  | 0.0000% | $1666.67           | $1356.87           | Agency Debentures and Agency Strips       |
| FCSB 2.31 FCOR 22-36 AV    | 2036-07-14      | 2.3100%  | 0.0000% | $5555.56           | $4313.59           | Agency Debentures and Agency Strips       |
| FCSB 2.22 FCOR 22-36 AY    | 2036-08-12      | 2.2200%  | 0.0000% | $992222.22         | $772506.19         | Agency Debentures and Agency Strips       |
| FCSB 2.45 FCOR 22-41 O     | 2041-08-09      | 2.4500%  | 0.0000% | $2777.78           | $1961.16           | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E     | 2042-01-24      | 2.8200%  | 0.0000% | $1220000.00        | $880672.04         | Agency Debentures and Agency Strips       |
| FNMA FNMS 06.000 CLDD7665  | 2055-06-01      | 6.0000%  | 0.0000% | $30519.28          | $31101.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7386  | 2055-04-01      | 5.0000%  | 0.0000% | $1107.69           | $1084.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  | 0.0000% | $1663.39           | $1736.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6868  | 2055-03-01      | 6.5000%  | 0.0000% | $554.19            | $581.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0149  | 2025-11-01      | 4.0000%  | 0.0000% | $30.75             | $30.72             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806506  | 2044-10-01      | 5.5980%  | 0.0000% | $40.89             | $41.49             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB795816  | 2034-07-01      | 6.2520%  | 0.0000% | $290.55            | $294.54            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LA780840  | 2034-06-01      | 6.5000%  | 0.0000% | $4.29              | $4.37              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB762328  | 2034-03-01      | 6.1970%  | 0.0000% | $72.03             | $72.75             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB745448  | 2036-03-01      | 6.1900%  | 0.0000% | $59.23             | $61.10             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB739759  | 2033-08-01      | 6.2260%  | 0.0000% | $8.20              | $8.43              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735643  | 2042-08-01      | 5.5980%  | 0.0000% | $45.33             | $45.80             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462206  | 2036-04-01      | 6.2950%  | 0.0000% | $31.08             | $31.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  | 0.0000% | $406.96            | $430.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441221  | 2028-09-01      | 7.0000%  | 0.0000% | $1066.44           | $1126.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0896  | 2052-05-01      | 2.5000%  | 0.0000% | $2512686.69        | $2091807.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  | 0.0000% | $1207.15           | $1237.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7270  | 2053-10-01      | 6.0000%  | 0.0000% | $29456339.26       | $30309689.41       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  | 0.0000% | $1415.65           | $1408.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5309  | 2052-12-01      | 6.0000%  | 0.0000% | $397.02            | $413.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3615  | 2052-05-01      | 4.0000%  | 0.0000% | $296289.33         | $275646.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408  | 2051-12-01      | 2.5000%  | 0.0000% | $4993.35           | $4123.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2813  | 2048-12-01      | 5.0000%  | 0.0000% | $320.89            | $319.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2806  | 2048-12-01      | 4.5000%  | 0.0000% | $800922.84         | $785101.41         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB830607  | 2035-06-01      | 6.1510%  | 0.0000% | $160.37            | $165.28            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7627  | 2033-01-01      | 4.6900%  | 0.0000% | $2681.83           | $2693.89           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6784  | 2032-10-01      | 4.1200%  | 0.0000% | $2319.44           | $2260.19           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  | 0.0000% | $3758.33           | $3592.58           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7122  | 2034-11-01      | 4.9400%  | 0.0000% | $3201.11           | $3257.61           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6220  | 2034-09-01      | 4.1600%  | 0.0000% | $1642755.56        | $1579847.33        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5079  | 2029-03-01      | 2.3100%  | 0.0000% | $555.56            | $520.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2664  | 2051-02-01      | 2.0000%  | 0.0000% | $33250.24          | $26544.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  | 0.0000% | $182471.71         | $182780.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4895  | 2053-01-01      | 6.5000%  | 0.0000% | $10459733.64       | $10868046.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4838  | 2052-12-01      | 3.5000%  | 0.0000% | $59180.67          | $53161.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684  | 2052-06-01      | 4.5000%  | 0.0000% | $426.81            | $407.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355  | 2051-06-01      | 2.0000%  | 0.0000% | $2166712.54        | $1703018.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  | 0.0000% | $491837.61         | $388006.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4209  | 2050-12-01      | 1.5000%  | 0.0000% | $34617.27          | $25838.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910  | 2043-11-01      | 4.5000%  | 0.0000% | $2353.03           | $2305.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758  | 2029-02-01      | 3.5000%  | 0.0000% | $604.78            | $595.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  | 0.0000% | $87.61             | $86.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012  | 2028-07-01      | 3.5000%  | 0.0000% | $85.57             | $84.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL543562  | 2030-06-01      | 7.5000%  | 0.0000% | $846.77            | $854.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  | 0.0000% | $0.29              | $0.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ2616  | 2042-05-01      | 3.5000%  | 0.0000% | $35.40             | $33.15             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.970 WAWA2517  | 2050-05-01      | 1.9700%  | 0.0000% | $733.55            | $497.61            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS555936  | 2033-09-01      | 6.6270%  | 0.0000% | $38.06             | $39.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255230  | 2034-06-01      | 5.0000%  | 0.0000% | $84.14             | $84.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR9194  | 2043-03-01      | 3.0000%  | 0.0000% | $217.97            | $195.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255314  | 2034-08-01      | 6.0000%  | 0.0000% | $250.38            | $262.22            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806504  | 2034-10-01      | 5.5980%  | 0.0000% | $9.05              | $9.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255498  | 2034-12-01      | 5.5000%  | 0.0000% | $206.03            | $212.00            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735335  | 2034-01-01      | 4.7690%  | 0.0000% | $9.30              | $9.18              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A0001 G         | 2035-04-01      | 6.3010%  | 0.0000% | $37.13             | $37.79             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0083 G         | 2035-06-01      | 6.2500%  | 0.0000% | $4.85              | $5.01              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836434  | 2035-10-01      | 6.8110%  | 0.0000% | $10.58             | $11.01             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.6080%  | 0.0000% | $11.07             | $11.47             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843672  | 2035-09-01      | 6.3000%  | 0.0000% | $145.37            | $147.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256213  | 2026-04-01      | 6.0000%  | 0.0000% | $986.92            | $1005.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9929  | 2053-12-01      | 7.0000%  | 0.0000% | $487.02            | $516.28            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0169 G         | 2036-07-01      | 6.3070%  | 0.0000% | $21.14             | $21.78             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0336 G         | 2037-04-01      | 6.9010%  | 0.0000% | $230.13            | $238.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4446  | 2054-09-01      | 6.0000%  | 0.0000% | $3398307.78        | $3463113.51        | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G60528 G  | 2039-02-01      | 7.0000%  | 0.0000% | $113.53            | $121.43            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WNWN2511  | 2032-11-01      | 4.9000%  | 0.0000% | $562.22            | $570.13            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.130 WNWN2387  | 2033-02-01      | 5.1300%  | 0.0000% | $1111.11           | $1119.37           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  | 0.0000% | $4075.00           | $3185.33           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1158  | 2028-11-01      | 1.8000%  | 0.0000% | $1127.22           | $1045.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0446  | 2055-05-01      | 6.5000%  | 0.0000% | $2485248.80        | $2580860.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6404  | 2053-07-01      | 4.0000%  | 0.0000% | $466.98            | $434.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708  | 2053-06-01      | 5.0000%  | 0.0000% | $1014968.69        | $1001527.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  | 0.0000% | $491.06            | $494.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3331  | 2052-11-01      | 5.0000%  | 0.0000% | $19213428.33       | $18960899.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1866  | 2052-05-01      | 3.5000%  | 0.0000% | $46245.13          | $41656.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  | 0.0000% | $3944.73           | $3274.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  | 0.0000% | $29320.89          | $28145.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9978  | 2051-12-01      | 3.0000%  | 0.0000% | $435587.74         | $378253.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM6742  | 2040-08-01      | 3.0000%  | 0.0000% | $69109.30          | $63467.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3665  | 2049-09-01      | 4.0000%  | 0.0000% | $6538.94           | $6141.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971  | 2045-08-01      | 4.0000%  | 0.0000% | $449983.31         | $429738.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870  | 2050-03-01      | 3.0000%  | 0.0000% | $958372.92         | $840712.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  | 0.0000% | $121692.41         | $125090.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2214  | 2052-04-01      | 2.5000%  | 0.0000% | $1116063.89        | $929996.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1645  | 2055-05-01      | 5.5000%  | 0.0000% | $560.06            | $560.25            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456  | 2029-12-01      | 4.5000%  | 0.0000% | $182085.04         | $182822.12         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q10151 G  | 2042-08-01      | 4.5000%  | 0.0000% | $1164.35           | $1143.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8421  | 2054-04-01      | 6.0000%  | 0.0000% | $56448.91          | $57555.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2892  | 2053-05-01      | 5.5000%  | 0.0000% | $602271.22         | $605137.03         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ4036  | 2031-01-01      | 5.2600%  | 0.0000% | $555.56            | $573.63            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.4960%  | 0.0000% | $47.42             | $48.47             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0473 G         | 2037-05-01      | 6.8590%  | 0.0000% | $460.60            | $475.42            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G3701 G         | 2037-09-01      | 7.3140%  | 0.0000% | $53.41             | $54.45             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7242 G         | 2036-09-01      | 6.9400%  | 0.0000% | $286.78            | $296.12            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G1227 G         | 2036-10-01      | 7.5190%  | 0.0000% | $106.23            | $110.56            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0078 G         | 2035-06-01      | 6.3270%  | 0.0000% | $30.34             | $31.28             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0501 G         | 2035-06-01      | 6.4510%  | 0.0000% | $28.97             | $29.76             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18497 G  | 2029-01-01      | 3.0000%  | 0.0000% | $116129.70         | $113969.23         | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G05801 G  | 2032-12-01      | 7.5000%  | 0.0000% | $913.63            | $954.14            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0522 G         | 2037-07-01      | 7.6050%  | 0.0000% | $91.96             | $94.44             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  | 0.0000% | $455.57            | $470.51            | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC A45751 G  | 2031-10-01      | 7.0000%  | 0.0000% | $24.03             | $25.42             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1438 G         | 2034-01-01      | 6.7500%  | 0.0000% | $45.24             | $46.29             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1C0004 G         | 2031-09-01      | 7.4880%  | 0.0000% | $59.26             | $60.36             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847054 G         | 2030-12-01      | 4.1870%  | 0.0000% | $44.35             | $43.53             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847053 G         | 2030-06-01      | 4.6320%  | 0.0000% | $98.35             | $96.84             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841115 G         | 2050-08-01      | 5.6840%  | 0.0000% | $90.50             | $92.82             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841739 G         | 2054-01-01      | 4.2820%  | 0.0000% | $513.50            | $497.44            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  | 0.0000% | $1055.53           | $1095.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9918  | 2052-10-01      | 5.0000%  | 0.0000% | $1240623.25        | $1220259.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  | 0.0000% | $185632.87         | $191840.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8936  | 2052-04-01      | 3.5000%  | 0.0000% | $434.07            | $395.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5556  | 2055-02-01      | 5.5000%  | 0.0000% | $113456.44         | $113479.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5512  | 2055-01-01      | 6.0000%  | 0.0000% | $3054350.40        | $3117065.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT5985  | 2051-10-01      | 2.0000%  | 0.0000% | $21394.14          | $16871.92          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9974  | 2028-11-01      | 5.8500%  | 0.0000% | $555.56            | $581.71            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8667  | 2033-06-01      | 4.4400%  | 0.0000% | $2778.33           | $2745.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3978  | 2053-01-01      | 5.0000%  | 0.0000% | $1601050.35        | $1578582.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2729  | 2048-11-01      | 4.5000%  | 0.0000% | $1032.11           | $1000.02           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197  | 2038-07-01      | 4.2400%  | 0.0000% | $543.22            | $512.90            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.8170%  | 0.0000% | $670842.93         | $697455.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6688  | 2051-04-01      | 2.5000%  | 0.0000% | $224181.78         | $187407.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5392  | 2053-07-01      | 6.5000%  | 0.0000% | $666415.67         | $699141.12         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1R0014 G         | 2035-03-01      | 4.2310%  | 0.0000% | $13.28             | $12.96             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK4271  | 2048-09-01      | 3.2730%  | 0.0000% | $97.40             | $100.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  | 0.0000% | $3665.94           | $3574.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6831  | 2046-03-01      | 3.5000%  | 0.0000% | $1268.38           | $1171.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819  | 2044-12-01      | 4.5000%  | 0.0000% | $334.97            | $328.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252  | 2046-05-01      | 4.5000%  | 0.0000% | $1462.34           | $1422.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M      | 2053-07-20      | 4.5000%  | 0.0000% | $894847.52         | $856467.51         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HTBS5141  | 2042-03-01      | 2.9700%  | 0.0000% | $493.65            | $429.66            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846986 G         | 2028-09-01      | 7.3170%  | 0.0000% | $0.08              | $0.08              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3723  | 2030-05-01      | 4.4400%  | 0.0000% | $555.56            | $558.81            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3595  | 2030-04-01      | 4.3800%  | 0.0000% | $555.56            | $556.57            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2079  | 2030-11-01      | 4.3400%  | 0.0000% | $10417368.89       | $10396238.99       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  | 0.0000% | $4060.00           | $4328.40           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0378  | 2039-01-01      | 4.8900%  | 0.0000% | $2764.17           | $2755.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  | 0.0000% | $1596.22           | $1670.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3000  | 2053-05-01      | 6.5000%  | 0.0000% | $542.14            | $569.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  | 0.0000% | $515.35            | $568.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0808  | 2043-10-01      | 4.0000%  | 0.0000% | $88.98             | $85.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9126  | 2043-03-01      | 2.5000%  | 0.0000% | $487.05            | $425.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  | 0.0000% | $123.25            | $105.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  | 0.0000% | $616.61            | $576.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO6713  | 2042-06-01      | 4.0000%  | 0.0000% | $1233.99           | $1185.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  | 0.0000% | $39.36             | $40.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254263  | 2032-04-01      | 6.5000%  | 0.0000% | $162.15            | $168.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254768  | 2033-06-01      | 6.0000%  | 0.0000% | $272.89            | $280.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252712  | 2029-08-01      | 7.5000%  | 0.0000% | $1063.60           | $1086.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL252343  | 2029-03-01      | 7.0000%  | 0.0000% | $999.75            | $1056.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252925  | 2029-12-01      | 7.5000%  | 0.0000% | $135.33            | $140.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL252092  | 2028-11-01      | 6.0000%  | 0.0000% | $8.83              | $9.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  | 0.0000% | $23.22             | $24.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL190397  | 2039-09-01      | 5.0000%  | 0.0000% | $866.06            | $874.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  | 0.0000% | $286.42            | $295.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119  | 2050-09-01      | 2.0000%  | 0.0000% | $26624.69          | $21095.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3593  | 2049-02-01      | 4.5000%  | 0.0000% | $827.54            | $801.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC3237  | 2039-10-01      | 5.0000%  | 0.0000% | $796493.24         | $804089.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA5876  | 2039-07-01      | 6.0000%  | 0.0000% | $78.11             | $81.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA2560  | 2039-04-01      | 6.0000%  | 0.0000% | $118.73            | $123.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  | 0.0000% | $56.16             | $57.66             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS995135  | 2038-03-01      | 6.5680%  | 0.0000% | $22.63             | $23.45             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6240  | 2037-09-01      | 3.4600%  | 0.0000% | $555.56            | $493.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  | 0.0000% | $557.29            | $557.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3796  | 2055-03-01      | 6.5000%  | 0.0000% | $286651.50         | $298380.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5115  | 2055-01-01      | 6.0000%  | 0.0000% | $70912.63          | $72342.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5072  | 2053-07-01      | 5.5000%  | 0.0000% | $3576170.32        | $3579365.03        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3837  | 2033-03-01      | 5.2100%  | 0.0000% | $2085.82           | $2145.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  | 0.0000% | $552.50            | $578.60            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8219  | 2033-04-01      | 4.6800%  | 0.0000% | $555.56            | $558.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  | 0.0000% | $5517374.01        | $5533834.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD6037  | 2054-08-01      | 7.0000%  | 0.0000% | $6295423.97        | $6707159.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4384  | 2055-06-01      | 6.0000%  | 0.0000% | $75985.31          | $78130.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323862  | 2029-08-01      | 6.5000%  | 0.0000% | $252.48            | $261.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323866  | 2029-08-01      | 6.5000%  | 0.0000% | $1112.83           | $1153.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL313835  | 2027-11-01      | 7.5000%  | 0.0000% | $0.13              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313397  | 2027-03-01      | 7.0000%  | 0.0000% | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257536  | 2029-01-01      | 5.0000%  | 0.0000% | $454.56            | $456.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  | 0.0000% | $4.25              | $4.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  | 0.0000% | $975.17            | $982.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256640  | 2027-03-01      | 5.5000%  | 0.0000% | $743.91            | $747.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  | 0.0000% | $11.10             | $11.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255932  | 2035-11-01      | 5.0000%  | 0.0000% | $104.42            | $105.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255842  | 2035-09-01      | 5.0000%  | 0.0000% | $538.49            | $544.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8836  | 2047-02-01      | 4.5000%  | 0.0000% | $1667663.29        | $1608639.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5540  | 2035-03-01      | 2.8100%  | 0.0000% | $555.56            | $476.76            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4468  | 2029-10-01      | 2.4100%  | 0.0000% | $556.11            | $517.19            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  | 0.0000% | $181111.11         | $178938.14         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0900  | 2034-02-01      | 4.0800%  | 0.0000% | $555.56            | $536.50            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0373  | 2033-11-01      | 4.2400%  | 0.0000% | $496.19            | $486.13            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  | 0.0000% | $1461.67           | $1380.47           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0773  | 2033-12-01      | 4.1400%  | 0.0000% | $549.68            | $534.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH5850  | 2047-06-01      | 4.5000%  | 0.0000% | $80.73             | $77.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4177  | 2040-11-01      | 2.5000%  | 0.0000% | $279.63            | $251.42            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  | 0.0000% | $654.44            | $572.68            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5055  | 2029-03-01      | 2.4000%  | 0.0000% | $1476.87           | $1389.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306  | 2045-01-01      | 4.5000%  | 0.0000% | $663.98            | $650.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3907  | 2044-11-01      | 4.0000%  | 0.0000% | $36.22             | $34.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7866  | 2051-07-01      | 2.5000%  | 0.0000% | $525.77            | $435.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  | 0.0000% | $441.43            | $471.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139  | 2053-09-01      | 6.0000%  | 0.0000% | $435.13            | $444.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5295  | 2054-10-01      | 5.5000%  | 0.0000% | $37387.93          | $37479.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5038  | 2055-03-01      | 6.0000%  | 0.0000% | $1107.83           | $1137.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9603  | 2055-08-01      | 6.0000%  | 0.0000% | $1860488.33        | $1904263.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1923  | 2046-02-01      | 4.0000%  | 0.0000% | $5872229.91        | $5673063.44        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  | 0.0000% | $555.56            | $564.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRQ0037  | 2055-08-01      | 4.0000%  | 0.0000% | $2074988.89        | $1923185.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M      | 2054-11-20      | 5.5000%  | 0.0000% | $7991930.84        | $8028360.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255353  | 2034-08-01      | 6.5000%  | 0.0000% | $1420.19           | $1497.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  | 0.0000% | $1509.43           | $1583.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255296  | 2034-06-01      | 6.5000%  | 0.0000% | $202.79            | $214.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5354  | 2055-06-01      | 6.5000%  | 0.0000% | $716607.21         | $746961.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4254  | 2055-05-01      | 6.5000%  | 0.0000% | $675328.30         | $705583.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3862  | 2055-05-01      | 6.0000%  | 0.0000% | $258908.75         | $264194.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  | 0.0000% | $133.79            | $136.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE3024  | 2040-09-01      | 4.5000%  | 0.0000% | $294250.43         | $291712.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2995  | 2053-04-01      | 7.0000%  | 0.0000% | $1627.49           | $1776.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2993  | 2053-05-01      | 6.5000%  | 0.0000% | $1150.72           | $1221.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  | 0.0000% | $431.15            | $476.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4360  | 2053-04-01      | 6.5000%  | 0.0000% | $541.25            | $578.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX0786  | 2053-01-01      | 6.5000%  | 0.0000% | $12801.29          | $13498.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2541  | 2029-05-01      | 3.0000%  | 0.0000% | $44.52             | $43.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  | 0.0000% | $529.88            | $535.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0243  | 2054-12-01      | 5.5000%  | 0.0000% | $1080.14           | $1085.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  | 0.0000% | $556.21            | $591.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  | 0.0000% | $9313.10           | $9701.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2803  | 2054-08-01      | 6.5000%  | 0.0000% | $1098.92           | $1157.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  | 0.0000% | $554.71            | $583.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9877  | 2054-08-01      | 6.0000%  | 0.0000% | $2461.17           | $2509.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0517  | 2054-08-01      | 5.5000%  | 0.0000% | $553.82            | $553.83            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1868993  | 2036-05-01      | 7.1220%  | 0.0000% | $107.94            | $112.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555677  | 2033-07-01      | 5.5000%  | 0.0000% | $1093.38           | $1117.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531  | 2033-06-01      | 5.5000%  | 0.0000% | $2817.38           | $2879.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545819  | 2032-08-01      | 6.5000%  | 0.0000% | $552.70            | $572.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545280  | 2031-11-01      | 6.5000%  | 0.0000% | $131.60            | $136.43            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544874  | 2036-07-01      | 5.1390%  | 0.0000% | $9.21              | $9.24              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB535995  | 2031-04-01      | 6.1250%  | 0.0000% | $1726.89           | $1750.10           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846981 G         | 2031-07-01      | 7.3530%  | 0.0000% | $0.25              | $0.25              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846965 G         | 2030-09-01      | 6.7900%  | 0.0000% | $1.41              | $1.44              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 6.9620%  | 0.0000% | $4.72              | $4.77              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD423226  | 2038-07-01      | 6.3080%  | 0.0000% | $21.19             | $21.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  | 0.0000% | $34.96             | $36.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  | 0.0000% | $265.12            | $274.84            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY387969  | 2028-08-01      | 3.6500%  | 0.0000% | $555.56            | $547.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL357729  | 2035-03-01      | 5.0000%  | 0.0000% | $173.09            | $174.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL336682  | 2028-05-01      | 6.5000%  | 0.0000% | $193.59            | $200.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  | 0.0000% | $13416.89          | $13366.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6159 M      | 2049-09-20      | 6.0000%  | 0.0000% | $7064.67           | $7430.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3875 M      | 2046-08-20      | 4.0000%  | 0.0000% | $114.73            | $108.13            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  | 0.0000% | $274.92            | $284.76            | Agency Mortgage-Backed Securities         |
| GNMA GNAR TL MA1120 M      | 2043-06-20      | 5.1250%  | 0.0000% | $27.28             | $27.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0023 M      | 2042-04-20      | 4.0000%  | 0.0000% | $37639.77          | $35812.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0027  | 2055-07-01      | 5.5000%  | 0.0000% | $5980786.65        | $5978288.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4161  | 2055-05-01      | 6.0000%  | 0.0000% | $401830.93         | $413175.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4385  | 2055-06-01      | 6.0000%  | 0.0000% | $11738060.82       | $12048321.24       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WSWS4800  | 2034-01-01      | 4.1000%  | 0.0000% | $534.95            | $528.92            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.750 WSWS4034  | 2034-01-01      | 3.7500%  | 0.0000% | $553.87            | $512.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1283  | 2055-05-01      | 5.5000%  | 0.0000% | $10487958.55       | $10488381.56       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6814  | 2055-07-01      | 6.0000%  | 0.0000% | $1496735.46        | $1531952.15        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  | 0.0000% | $78.77             | $81.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9288  | 2044-02-01      | 4.5000%  | 0.0000% | $284.20            | $278.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  | 0.0000% | $47.79             | $47.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  | 0.0000% | $26.40             | $27.74             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1885947  | 2036-07-01      | 6.6570%  | 0.0000% | $18.76             | $19.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8419  | 2046-05-01      | 4.5000%  | 0.0000% | $47.98             | $46.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  | 0.0000% | $303.55            | $296.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031  | 2046-08-01      | 3.0000%  | 0.0000% | $1877.36           | $1674.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7206  | 2045-08-01      | 4.0000%  | 0.0000% | $386.92            | $365.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  | 0.0000% | $2280.47           | $2111.83           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  | 0.0000% | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G         | 2030-06-01      | 4.6420%  | 0.0000% | $0.70              | $0.69              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  | 0.0000% | $38535.53          | $30795.93          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM6921  | 2052-05-01      | 2.2680%  | 0.0000% | $901.31            | $816.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3393  | 2048-01-01      | 4.0000%  | 0.0000% | $404.84            | $381.81            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM1943  | 2048-05-01      | 5.9030%  | 0.0000% | $234.42            | $242.15            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6070  | 2030-05-01      | 2.1700%  | 0.0000% | $13104477.51       | $11937764.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL939685  | 2037-07-01      | 6.0000%  | 0.0000% | $198.12            | $203.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932493  | 2040-02-01      | 4.5000%  | 0.0000% | $1707966.43        | $1696403.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6536  | 2045-03-01      | 4.5000%  | 0.0000% | $455.18            | $443.85            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL5134  | 2044-04-01      | 6.5900%  | 0.0000% | $158.34            | $164.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  | 0.0000% | $31.50             | $31.43             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL2984  | 2042-10-01      | 6.7080%  | 0.0000% | $31.24             | $32.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2302  | 2041-08-01      | 4.5000%  | 0.0000% | $371.42            | $367.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAK5545  | 2027-03-01      | 3.5000%  | 0.0000% | $405.07            | $401.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  | 0.0000% | $140.67            | $140.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9332  | 2042-01-01      | 4.0000%  | 0.0000% | $1918.80           | $1854.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ9282  | 2026-12-01      | 3.5000%  | 0.0000% | $6.02              | $5.98              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ7684  | 2041-12-01      | 4.0000%  | 0.0000% | $1272.98           | $1224.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4406  | 2041-10-01      | 3.5000%  | 0.0000% | $581.15            | $543.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8180  | 2041-08-01      | 4.5000%  | 0.0000% | $27.85             | $27.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI5961  | 2026-06-01      | 4.0000%  | 0.0000% | $380.72            | $380.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAI1807  | 2026-04-01      | 4.5000%  | 0.0000% | $1.71              | $1.72              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5881  | 2026-02-01      | 3.5000%  | 0.0000% | $705.72            | $704.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  | 0.0000% | $82.14             | $81.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  | 0.0000% | $27.07             | $27.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0151  | 2025-11-01      | 4.0000%  | 0.0000% | $20.16             | $20.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8081  | 2031-02-01      | 3.5000%  | 0.0000% | $86.86             | $86.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535440  | 2030-08-01      | 8.5000%  | 0.0000% | $105.94            | $111.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL521410  | 2029-12-01      | 9.0000%  | 0.0000% | $602.43            | $609.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL503757  | 2029-07-01      | 6.5000%  | 0.0000% | $1035.41           | $1073.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL490210  | 2029-03-01      | 6.5000%  | 0.0000% | $317.08            | $328.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL489035  | 2029-04-01      | 6.5000%  | 0.0000% | $1936.01           | $2006.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL485981  | 2029-06-01      | 6.5000%  | 0.0000% | $328.61            | $340.66            | Agency Mortgage-Backed Securities         |
| XXXX GNAR WN 784594 M      | 2042-09-20      | 6.5160%  | 0.0000% | $202.94            | $208.97            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.5580%  | 0.0000% | $467.55            | $475.56            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  | 0.0000% | $162.18            | $165.56            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082396 M      | 2039-09-20      | 5.8750%  | 0.0000% | $398.46            | $400.73            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  | 0.0000% | $148.06            | $151.17            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081497 M      | 2035-10-20      | 4.7500%  | 0.0000% | $317.78            | $324.74            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080526 M      | 2031-07-20      | 4.6250%  | 0.0000% | $32.80             | $32.93             | Agency Mortgage-Backed Securities         |
| GNMA GNMI MH 558959 X      | 2029-04-15      | 6.5000%  | 0.0000% | $47.91             | $48.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2860 C      | 2065-02-20      | 6.5000%  | 0.0000% | $31694.30          | $32588.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2433 C      | 2055-04-20      | 6.0000%  | 0.0000% | $7686.92           | $7914.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII BD DK5996 C      | 2055-06-20      | 4.5000%  | 0.0000% | $2823.72           | $2607.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0479 X      | 2046-02-15      | 4.5000%  | 0.0000% | $5685.35           | $5516.78           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844052  | 2035-11-01      | 6.2720%  | 0.0000% | $119.69            | $122.14            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD841068  | 2034-11-01      | 6.9590%  | 0.0000% | $10.35             | $10.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7538  | 2046-07-01      | 3.0000%  | 0.0000% | $1621.06           | $1434.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  | 0.0000% | $1192.27           | $1102.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233  | 2045-11-01      | 4.5000%  | 0.0000% | $1854.09           | $1802.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  | 0.0000% | $41633.02          | $40705.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3955  | 2044-12-01      | 4.0000%  | 0.0000% | $116.23            | $109.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7796  | 2046-08-01      | 3.0000%  | 0.0000% | $765.24            | $676.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8468  | 2046-04-01      | 4.0000%  | 0.0000% | $485.70            | $459.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6627  | 2046-02-01      | 4.5000%  | 0.0000% | $102.70            | $99.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6121  | 2045-11-01      | 4.0000%  | 0.0000% | $876.23            | $827.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4773  | 2048-08-01      | 5.0000%  | 0.0000% | $2711289.68        | $2702067.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  | 0.0000% | $119.79            | $111.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760  | 2052-05-01      | 3.5000%  | 0.0000% | $27433.33          | $24769.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL638997  | 2032-04-01      | 6.5000%  | 0.0000% | $390.71            | $405.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632578  | 2032-02-01      | 6.5000%  | 0.0000% | $48.29             | $50.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632553  | 2032-02-01      | 6.5000%  | 0.0000% | $251.44            | $263.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL618037  | 2032-03-01      | 6.5000%  | 0.0000% | $1168.47           | $1211.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL607041  | 2031-10-01      | 7.0000%  | 0.0000% | $539.39            | $569.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL594437  | 2031-07-01      | 6.5000%  | 0.0000% | $526.99            | $546.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580862  | 2031-05-01      | 6.5000%  | 0.0000% | $6.20              | $6.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL568355  | 2031-01-01      | 6.5000%  | 0.0000% | $1848.41           | $1916.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL564318  | 2030-11-01      | 9.0000%  | 0.0000% | $44.71             | $45.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL560837  | 2030-10-01      | 9.0000%  | 0.0000% | $346.50            | $350.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555692  | 2033-07-01      | 5.5000%  | 0.0000% | $246.13            | $251.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0697  | 2055-05-01      | 6.5000%  | 0.0000% | $555.75            | $582.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7660  | 2046-08-01      | 2.5000%  | 0.0000% | $685.61            | $581.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580149  | 2031-07-01      | 6.5000%  | 0.0000% | $171.32            | $177.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  | 0.0000% | $51.10             | $51.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254092  | 2031-12-01      | 6.5000%  | 0.0000% | $308.87            | $323.64            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836464  | 2035-10-01      | 6.4820%  | 0.0000% | $4.03              | $4.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL631571  | 2032-03-01      | 6.0000%  | 0.0000% | $74.87             | $76.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969  | 2025-12-01      | 3.5000%  | 0.0000% | $44.08             | $44.01             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.270 WNWN0141  | 2038-06-01      | 4.2700%  | 0.0000% | $2222.22           | $2077.08           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2317  | 2038-06-01      | 6.3330%  | 0.0000% | $520.43            | $531.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629896  | 2032-09-01      | 6.5000%  | 0.0000% | $286.02            | $296.51            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS545974  | 2032-10-01      | 6.8170%  | 0.0000% | $5.79              | $5.91              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254621  | 2033-01-01      | 6.5000%  | 0.0000% | $33.01             | $34.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5989  | 2042-01-01      | 4.5000%  | 0.0000% | $9076.74           | $8936.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK0971  | 2027-02-01      | 3.0000%  | 0.0000% | $329.32            | $325.97            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL1631  | 2038-08-01      | 6.3760%  | 0.0000% | $92.58             | $95.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157  | 2046-10-01      | 4.5000%  | 0.0000% | $115.58            | $112.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  | 0.0000% | $503.62            | $500.26            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B7775 G         | 2050-03-01      | 2.6830%  | 0.0000% | $809.55            | $792.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZM8918  | 2048-10-01      | 5.0000%  | 0.0000% | $164001.78         | $164174.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5616  | 2026-02-01      | 3.5000%  | 0.0000% | $9.17              | $9.14              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.7100%  | 0.0000% | $44.39             | $46.03             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 6.6930%  | 0.0000% | $250.53            | $259.24            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849336 G         | 2034-12-01      | 6.4070%  | 0.0000% | $40.95             | $41.49             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C03504 G  | 2040-06-01      | 4.5000%  | 0.0000% | $34.42             | $34.17             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C00676 G  | 2028-11-01      | 6.5000%  | 0.0000% | $103.71            | $107.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0746  | 2055-01-01      | 5.5000%  | 0.0000% | $1673183.46        | $1674786.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8047  | 2053-07-01      | 4.0000%  | 0.0000% | $4446734.30        | $4126219.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6609  | 2054-11-01      | 5.0000%  | 0.0000% | $525.37            | $513.38            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  | 0.0000% | $555.21            | $560.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4162  | 2055-05-01      | 6.0000%  | 0.0000% | $176413.38         | $181272.16         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9760%  | 0.0000% | $6071526.19        | $5704413.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3223  | 2055-02-01      | 6.5000%  | 0.0000% | $564.04            | $593.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0110  | 2048-11-01      | 3.5000%  | 0.0000% | $57586.18          | $53105.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3881  | 2055-02-01      | 6.0000%  | 0.0000% | $880028.35         | $898045.17         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4046  | 2030-06-01      | 4.3900%  | 0.0000% | $555.56            | $556.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX6541  | 2055-01-01      | 6.0000%  | 0.0000% | $496998.65         | $507173.21         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R23M004  | 2032-09-25      | 3.7670%  | 0.0000% | $11500.00          | $10953.07          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  | 0.0000% | $804.93            | $794.92            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.7435%  | 0.0000% | $2042.11           | $1991.62           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.9400%  | 0.0000% | $684.44            | $702.39            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5316%  | 0.0000% | $577.66            | $544.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  | 0.0000% | $565.47            | $594.13            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004A2 R16M004  | 2026-03-25      | 2.5760%  | 0.0000% | $417751.93         | $413442.68         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  | 0.0000% | $579.44            | $545.80            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N1497 G         | 2036-07-01      | 6.4150%  | 0.0000% | $57.67             | $58.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT256750  | 2027-06-01      | 5.0000%  | 0.0000% | $1998.68           | $2002.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  | 0.0000% | $1233.05           | $1292.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL1013  | 2037-01-01      | 5.5000%  | 0.0000% | $89.37             | $91.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL975441  | 2038-03-01      | 5.0000%  | 0.0000% | $201.99            | $200.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  | 0.0000% | $2287.60           | $2300.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1047  | 2043-11-01      | 4.5000%  | 0.0000% | $108.47            | $105.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  | 0.0000% | $1158.56           | $1148.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  | 0.0000% | $25.78             | $27.08             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0643 G         | 2038-11-01      | 7.3650%  | 0.0000% | $40.31             | $41.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  | 0.0000% | $30.63             | $31.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2309  | 2042-09-01      | 3.5000%  | 0.0000% | $190.10            | $177.84            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08566 G  | 2044-01-01      | 3.5000%  | 0.0000% | $414.11            | $386.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1586  | 2044-01-01      | 4.5000%  | 0.0000% | $77.46             | $75.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626  | 2044-02-01      | 4.5000%  | 0.0000% | $909.35            | $888.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1770  | 2044-02-01      | 4.0000%  | 0.0000% | $88.30             | $84.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930920  | 2039-04-01      | 4.5000%  | 0.0000% | $20.25             | $20.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9992  | 2037-02-01      | 3.0000%  | 0.0000% | $2431.79           | $2277.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 ZT310185  | 2026-07-01      | 6.0000%  | 0.0000% | $252.45            | $257.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5379  | 2044-06-01      | 4.5000%  | 0.0000% | $234.94            | $229.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  | 0.0000% | $44.84             | $46.13             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  | 0.0000% | $39.45             | $40.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA1383  | 2045-02-01      | 4.0000%  | 0.0000% | $2883.68           | $2726.53           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0385  | 2034-02-01      | 4.7600%  | 0.0000% | $555.56            | $562.48            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4064  | 2028-12-01      | 1.5800%  | 0.0000% | $555.56            | $508.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943  | 2040-12-01      | 4.0000%  | 0.0000% | $515.84            | $496.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5139  | 2041-02-01      | 5.0000%  | 0.0000% | $150.57            | $152.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7837  | 2046-09-01      | 3.0000%  | 0.0000% | $552.88            | $490.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8949 M      | 2053-06-20      | 6.0000%  | 0.0000% | $266298.08         | $273109.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1891  | 2050-01-01      | 4.0000%  | 0.0000% | $2791004.76        | $2630991.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310082  | 2038-10-01      | 6.5000%  | 0.0000% | $262.89            | $276.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ7468  | 2048-12-01      | 4.5000%  | 0.0000% | $103.76            | $100.61            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX X2AL8943  | 2025-10-01      | 2.7500%  | 0.0000% | $150.52            | $150.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1374  | 2052-11-01      | 4.5000%  | 0.0000% | $1511.14           | $1443.72           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.7050%  | 0.0000% | $481.15            | $477.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3651  | 2044-10-01      | 4.5000%  | 0.0000% | $2357.07           | $2301.82           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3939  | 2028-11-01      | 1.5800%  | 0.0000% | $513.80            | $474.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M      | 2053-03-20      | 5.5000%  | 0.0000% | $703337.88         | $708580.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272  | 2031-03-01      | 3.5000%  | 0.0000% | $198.35            | $195.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342  | 2053-07-01      | 5.5000%  | 0.0000% | $12158512.84       | $12178554.12       | Agency Mortgage-Backed Securities         |
| USTR TRFR BF 07/31/26      | 2026-07-31      | 4.4679%  | 0.0000% | $388.89            | $389.21            | U.S. Treasuries (including strips)        |
| FNMA FNMS 03.500 CIAL6206  | 2028-06-01      | 3.5000%  | 0.0000% | $937.71            | $931.49            | Agency Mortgage-Backed Securities         |
| USTR 0 1/2 TRIN A 28       | 2028-01-15      | 0.5000%  | 0.0000% | $72.39             | $71.11             | U.S. Treasuries (including strips)        |
| FNMA FNMS 03.500 CIAL6146  | 2030-01-01      | 3.5000%  | 0.0000% | $38.24             | $37.77             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL8708  | 2032-11-01      | 1.4000%  | 0.0000% | $555.56            | $447.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579  | 2042-02-01      | 5.5000%  | 0.0000% | $437.11            | $449.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  | 0.0000% | $574.66            | $567.43            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8484  | 2046-04-01      | 3.1360%  | 0.0000% | $384.98            | $397.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8841  | 2031-02-01      | 3.5000%  | 0.0000% | $32.89             | $32.77             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 6.3900%  | 0.0000% | $238.86            | $239.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545562  | 2032-03-01      | 7.5000%  | 0.0000% | $1254.35           | $1292.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5432  | 2040-10-01      | 4.0000%  | 0.0000% | $133.70            | $128.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1712  | 2048-05-01      | 4.5000%  | 0.0000% | $192.86            | $186.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104  | 2037-08-01      | 5.5000%  | 0.0000% | $1011.21           | $1035.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833  | 2046-12-01      | 3.0000%  | 0.0000% | $530026.99         | $467992.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4168  | 2044-12-01      | 4.0000%  | 0.0000% | $283.15            | $267.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175  | 2045-06-01      | 3.5000%  | 0.0000% | $1043.98           | $967.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS6269  | 2030-12-01      | 2.5000%  | 0.0000% | $1067.20           | $1027.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  | 0.0000% | $1860.71           | $1721.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6102  | 2045-11-01      | 3.5000%  | 0.0000% | $53.64             | $49.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  | 0.0000% | $53.04             | $54.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6408  | 2046-01-01      | 3.5000%  | 0.0000% | $695945.03         | $642320.14         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1860%  | 0.0000% | $0.35              | $0.34              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545602  | 2030-12-01      | 7.5000%  | 0.0000% | $565.88            | $580.51            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J37005 G  | 2032-05-01      | 3.5000%  | 0.0000% | $156.78            | $154.37            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  | 0.0000% | $23138.95          | $21013.25          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.8850%  | 0.0000% | $22.98             | $23.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  | 0.0000% | $283940.36         | $259773.25         | Agency Mortgage-Backed Securities         |
| USTR 1 5/8 NOTE S 26       | 2026-11-30      | 1.6250%  | 0.0000% | $55.56             | $53.97             | U.S. Treasuries (including strips)        |

### Security 141: BofA Securities, Inc.

- **C.1 - Title:** Bofar Repo 16 Bofar Rp 16 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 943GEK006_4.34_0807
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $5626336.06        | $5735019.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $31945.48          | $32630.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7289 | 2055-01-01      | 5.0000%  | 0.0000% | $9008158.74        | $8892031.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2724 | 2053-04-01      | 5.0000%  | 0.0000% | $894146.35         | $877257.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2387 | 2052-06-01      | 3.5000%  | 0.0000% | $397475.42         | $360475.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0451 | 2047-09-01      | 3.5000%  | 0.0000% | $256009.51         | $234392.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4148 | 2053-07-01      | 6.0000%  | 0.0000% | $42271.29          | $43441.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1181 | 2053-04-01      | 6.5000%  | 0.0000% | $229085.13         | $244077.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1724 | 2053-05-01      | 6.5000%  | 0.0000% | $12252.11          | $12776.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0205 | 2053-05-01      | 5.5000%  | 0.0000% | $42720.11          | $42710.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX8205 | 2053-04-01      | 4.5000%  | 0.0000% | $105117.65         | $100509.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3965 | 2053-01-01      | 6.5000%  | 0.0000% | $181492.89         | $189464.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0141 | 2054-07-01      | 6.5000%  | 0.0000% | $16729.25          | $17403.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | 0.0000% | $7917.94           | $7628.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1667 | 2055-06-01      | 5.0000%  | 0.0000% | $380945.93         | $375556.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1514 | 2055-04-01      | 6.0000%  | 0.0000% | $691487.11         | $706347.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV1795 | 2055-06-01      | 6.5000%  | 0.0000% | $1292631.67        | $1343041.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU5770 | 2055-02-01      | 6.0000%  | 0.0000% | $239383.65         | $246141.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4189 | 2053-10-01      | 6.5000%  | 0.0000% | $1364246.26        | $1431826.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBT9452 | 2036-11-01      | 1.5000%  | 0.0000% | $17317.45          | $15373.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBN6570 | 2034-04-01      | 3.5000%  | 0.0000% | $14490.88          | $14203.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK8267 | 2050-12-01      | 2.5000%  | 0.0000% | $386945.49         | $324527.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD8951 | 2046-11-01      | 3.0000%  | 0.0000% | $31518.50          | $27819.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $8599249.10        | $8791837.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  | 0.0000% | $42593.61          | $40653.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0686 | 2051-08-01      | 3.5000%  | 0.0000% | $26977.80          | $24552.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $33728.99          | $32473.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0035 | 2047-04-01      | 3.0000%  | 0.0000% | $94668.75          | $83806.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7051 | 2055-06-01      | 6.5000%  | 0.0000% | $607022.88         | $629361.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5422 | 2055-06-01      | 6.0000%  | 0.0000% | $1983021.57        | $2020837.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY5427 | 2055-06-01      | 6.5000%  | 0.0000% | $512091.19         | $531976.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY5002 | 2055-06-01      | 6.5000%  | 0.0000% | $5518951.20        | $5721285.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4960 | 2055-05-01      | 5.0000%  | 0.0000% | $353114.60         | $346971.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY2643 | 2055-05-01      | 5.5000%  | 0.0000% | $721775.44         | $722545.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9932 | 2055-04-01      | 6.5000%  | 0.0000% | $977484.49         | $1016433.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5745 | 2055-07-01      | 6.5000%  | 0.0000% | $338372.10         | $351661.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5120 | 2055-07-01      | 6.5000%  | 0.0000% | $186165.00         | $193419.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3414 | 2055-07-01      | 6.5000%  | 0.0000% | $2420545.54        | $2515163.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2193 | 2055-07-01      | 6.5000%  | 0.0000% | $2877469.92        | $2989511.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE1558 | 2055-07-01      | 7.0000%  | 0.0000% | $171132.75         | $181132.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0581 | 2055-06-01      | 5.5000%  | 0.0000% | $242242.10         | $243077.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD9461 | 2055-05-01      | 5.0000%  | 0.0000% | $135997.81         | $133973.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8805 | 2055-07-01      | 6.5000%  | 0.0000% | $175946.31         | $183297.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6425 | 2055-04-01      | 6.5000%  | 0.0000% | $5444493.28        | $5655650.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6258 | 2055-03-01      | 6.5000%  | 0.0000% | $157880.84         | $164693.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5334 | 2055-04-01      | 6.5000%  | 0.0000% | $1183809.12        | $1230173.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4040 | 2055-02-01      | 6.5000%  | 0.0000% | $169404.09         | $176057.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4403 | 2055-03-01      | 6.5000%  | 0.0000% | $4548842.63        | $4720182.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2897 | 2055-01-01      | 6.5000%  | 0.0000% | $205888.50         | $213592.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1803 | 2055-02-01      | 6.5000%  | 0.0000% | $184075.86         | $191438.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9215 | 2054-12-01      | 5.0000%  | 0.0000% | $202187.87         | $199140.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  | 0.0000% | $112965.78         | $118028.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5755 | 2040-05-01      | 6.5000%  | 0.0000% | $678080.89         | $708266.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | 0.0000% | $137991.25         | $141032.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $2091638.22        | $2136503.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC9468 | 2046-06-01      | 3.0000%  | 0.0000% | $141309.59         | $125057.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA4820 | 2052-10-01      | 6.5000%  | 0.0000% | $2678.04           | $2798.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $7068180.51        | $6939791.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $80325.86          | $69079.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $27089.63          | $27620.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  | 0.0000% | $95179.52          | $78796.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $26939.24          | $24074.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | 0.0000% | $63144.74          | $59548.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKMA2935 | 2047-03-01      | 3.0000%  | 0.0000% | $620801.27         | $535750.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA0806 | 2026-07-01      | 3.5000%  | 0.0000% | $487.52            | $485.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL995974 | 2039-07-01      | 5.0000%  | 0.0000% | $28645.28          | $28918.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL888801 | 2037-09-01      | 6.0000%  | 0.0000% | $23743.67          | $24870.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA8273 | 2054-01-01      | 7.0000%  | 0.0000% | $95965.10          | $101567.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTFS8412 | 2033-10-01      | 3.0000%  | 0.0000% | $37911.03          | $36355.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5343 | 2054-10-01      | 5.5000%  | 0.0000% | $168129.27         | $169272.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC3280 | 2054-09-01      | 6.5000%  | 0.0000% | $190478.04         | $197461.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2758 | 2055-04-01      | 6.5000%  | 0.0000% | $221214.72         | $229819.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC1292 | 2054-08-01      | 5.0000%  | 0.0000% | $416452.03         | $409916.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1763 | 2054-09-01      | 6.5000%  | 0.0000% | $165970.27         | $172400.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC0287 | 2054-07-01      | 5.5000%  | 0.0000% | $158841.74         | $159593.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4441 | 2054-08-01      | 6.5000%  | 0.0000% | $250526.48         | $259836.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4401 | 2054-06-01      | 6.5000%  | 0.0000% | $185437.35         | $193273.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB2733 | 2054-04-01      | 5.0000%  | 0.0000% | $154476.44         | $152358.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1377 | 2054-04-01      | 6.5000%  | 0.0000% | $268700.93         | $278585.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8311 | 2046-11-01      | 3.0000%  | 0.0000% | $1199522.32        | $1058452.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS8984 | 2047-03-01      | 4.5000%  | 0.0000% | $11388.43          | $11050.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8960 | 2047-03-01      | 4.0000%  | 0.0000% | $25854.51          | $24272.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS5012 | 2045-05-01      | 4.0000%  | 0.0000% | $9751.09           | $9261.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  | 0.0000% | $42.58             | $42.05             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  | 0.0000% | $9065.63           | $9163.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL254148 | 2032-01-01      | 7.0000%  | 0.0000% | $305.78            | $323.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL190370 | 2036-06-01      | 6.0000%  | 0.0000% | $27.97             | $29.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA0898 | 2046-02-01      | 3.5000%  | 0.0000% | $47309.67          | $43606.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  | 0.0000% | $150599.78         | $154829.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  | 0.0000% | $62503.47          | $64959.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $66823524.51       | $69273386.31       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3PRE6081 | 2051-01-01      | 2.0000%  | 0.0000% | $1408256.38        | $1079502.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8876 | 2054-08-01      | 6.5000%  | 0.0000% | $1818514.57        | $1903340.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $10356015.41       | $8195571.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3032 | 2049-04-01      | 4.0000%  | 0.0000% | $1350816.68        | $1266946.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  | 0.0000% | $2575.60           | $2315.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  | 0.0000% | $403522.06         | $376063.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ2036 | 2054-08-01      | 7.5000%  | 0.0000% | $135419.60         | $146121.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ3143 | 2054-09-01      | 6.5000%  | 0.0000% | $325032.84         | $337694.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2774 | 2048-12-01      | 4.0000%  | 0.0000% | $35932.70          | $33854.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $46674.76          | $47020.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  | 0.0000% | $10472.60          | $8580.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0447 | 2042-05-01      | 2.0000%  | 0.0000% | $11744.51          | $10029.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI0944 | 2054-03-01      | 6.5000%  | 0.0000% | $1732737.31        | $1832242.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $187093.80         | $170353.90         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08750 G | 2047-03-01      | 3.0000%  | 0.0000% | $482.79            | $426.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3230 | 2054-09-01      | 5.0000%  | 0.0000% | $5196.36           | $5110.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX9201 | 2053-04-01      | 6.5000%  | 0.0000% | $111166.49         | $118521.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7024 | 2052-04-01      | 2.5000%  | 0.0000% | $255339.73         | $211313.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CTZA2219 | 2031-09-01      | 4.0000%  | 0.0000% | $4866.53           | $4822.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  | 0.0000% | $13704387.82       | $14206813.52       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1014 | 2049-08-01      | 4.5000%  | 0.0000% | $23059.34          | $22402.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1072 | 2048-01-01      | 3.5000%  | 0.0000% | $126278.86         | $115023.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1210 | 2054-04-01      | 6.5000%  | 0.0000% | $12119.38          | $12642.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA7485 | 2054-02-01      | 6.0000%  | 0.0000% | $517231.55         | $531811.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW8593 | 2052-10-01      | 4.5000%  | 0.0000% | $102109.04         | $97442.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  | 0.0000% | $4616.30           | $4460.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4031 | 2053-08-01      | 6.5000%  | 0.0000% | $650266.23         | $684617.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  | 0.0000% | $2313.32           | $2007.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB2775 | 2054-04-01      | 6.5000%  | 0.0000% | $254844.21         | $264187.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7548 | 2053-12-01      | 6.5000%  | 0.0000% | $180195.39         | $187006.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $51581.44          | $42509.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $810.93            | $696.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9776 | 2055-01-01      | 5.0000%  | 0.0000% | $13263765.06       | $13062443.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9677 | 2055-03-01      | 6.5000%  | 0.0000% | $12508.17          | $12995.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0072 | 2053-09-01      | 4.5000%  | 0.0000% | $70039.09          | $67383.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $167572.62         | $145757.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX1072 | 2054-12-01      | 5.5000%  | 0.0000% | $254742.48         | $256133.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5021 | 2055-03-01      | 5.5000%  | 0.0000% | $175123.23         | $176051.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9007 | 2055-02-01      | 5.0000%  | 0.0000% | $584313.49         | $573262.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4812 | 2054-11-01      | 5.5000%  | 0.0000% | $246505.17         | $246554.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR2626 | 2043-02-01      | 2.5000%  | 0.0000% | $127407.51         | $111406.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI5199 | 2054-05-01      | 6.5000%  | 0.0000% | $682698.77         | $709478.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC2344 | 2051-04-01      | 2.5000%  | 0.0000% | $50723.27          | $41965.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ5586 | 2054-09-01      | 5.0000%  | 0.0000% | $802752.12         | $789782.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA5995 | 2054-02-01      | 6.5000%  | 0.0000% | $1032362.99        | $1072900.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4092 | 2053-11-01      | 6.5000%  | 0.0000% | $8693321.38        | $9115231.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7199 | 2053-08-01      | 6.5000%  | 0.0000% | $1030346.48        | $1069269.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5167 | 2054-11-01      | 5.0000%  | 0.0000% | $415102.15         | $406339.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9053 | 2053-05-01      | 6.0000%  | 0.0000% | $249047.72         | $254247.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4693 | 2054-01-01      | 6.5000%  | 0.0000% | $8153.55           | $8483.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS4198 | 2029-12-01      | 3.5000%  | 0.0000% | $10994.55          | $10860.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $51.63             | $50.02             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA5982 | 2054-01-01      | 6.5000%  | 0.0000% | $164133.48         | $170492.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $20544.93          | $20642.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI7015 | 2054-06-01      | 6.5000%  | 0.0000% | $199715.66         | $207517.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6774 | 2053-12-01      | 7.0000%  | 0.0000% | $2269262.80        | $2437071.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4511 | 2051-08-01      | 4.0000%  | 0.0000% | $25205.80          | $23686.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4009 | 2053-03-01      | 5.5000%  | 0.0000% | $5863059.39        | $5873749.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2172 | 2052-06-01      | 4.5000%  | 0.0000% | $53559.75          | $51109.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1656 | 2052-04-01      | 4.0000%  | 0.0000% | $501894.16         | $465798.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  | 0.0000% | $8479.38           | $7786.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8076 | 2051-07-01      | 3.0000%  | 0.0000% | $827454.10         | $711705.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM4530 | 2050-10-01      | 2.5000%  | 0.0000% | $189313.05         | $157200.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9171 | 2054-09-01      | 6.5000%  | 0.0000% | $67807.37          | $71620.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  | 0.0000% | $29620.00          | $30207.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA9934 | 2054-02-01      | 6.5000%  | 0.0000% | $207098.43         | $214953.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX0067 | 2054-11-01      | 6.0000%  | 0.0000% | $149640.31         | $154122.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV1519 | 2055-04-01      | 6.5000%  | 0.0000% | $447869.72         | $465698.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0785 | 2055-03-01      | 5.5000%  | 0.0000% | $111366.39         | $111492.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL1288 | 2053-09-01      | 4.0000%  | 0.0000% | $3913224.93        | $3640564.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9715 | 2055-01-01      | 6.5000%  | 0.0000% | $2943924.87        | $3058742.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2604 | 2055-01-01      | 6.5000%  | 0.0000% | $3908756.73        | $4053672.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3366 | 2055-07-01      | 6.5000%  | 0.0000% | $154715.40         | $161646.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5988 | 2055-05-01      | 5.5000%  | 0.0000% | $584759.65         | $585419.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1306 | 2052-08-01      | 3.0000%  | 0.0000% | $1236694.55        | $1079243.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9243 | 2054-12-01      | 6.5000%  | 0.0000% | $1363338.13        | $1416510.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5762 | 2055-07-01      | 5.5000%  | 0.0000% | $169096.41         | $169057.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7357 | 2055-04-01      | 6.5000%  | 0.0000% | $1761541.33        | $1831736.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0018 | 2040-08-01      | 5.5000%  | 0.0000% | $155722.50         | $159240.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ9488 | 2054-11-01      | 4.0000%  | 0.0000% | $131202.24         | $121603.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX6496 | 2055-02-01      | 6.5000%  | 0.0000% | $831767.79         | $864204.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3526 | 2055-07-01      | 6.0000%  | 0.0000% | $158927.13         | $162011.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD2331 | 2055-03-01      | 5.5000%  | 0.0000% | $333702.97         | $333563.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8423 | 2054-04-01      | 6.5000%  | 0.0000% | $1913979.61        | $1988138.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7427 | 2053-11-01      | 6.5000%  | 0.0000% | $1387495.47        | $1446928.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7063 | 2053-09-01      | 7.0000%  | 0.0000% | $286067.17         | $307761.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB1343 | 2041-08-01      | 2.5000%  | 0.0000% | $59101.77          | $52088.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7734 | 2050-11-01      | 2.5000%  | 0.0000% | $99650.96          | $82411.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6603 | 2050-08-01      | 2.5000%  | 0.0000% | $214022.93         | $176387.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $511.60            | $444.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI4985 | 2054-05-01      | 6.0000%  | 0.0000% | $452396.02         | $464542.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI4859 | 2054-04-01      | 5.0000%  | 0.0000% | $401395.19         | $394488.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI5312 | 2054-05-01      | 6.0000%  | 0.0000% | $104389.09         | $107315.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6073 | 2050-11-01      | 2.5000%  | 0.0000% | $186266.93         | $150512.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $99756.36          | $85190.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2715 | 2050-03-01      | 3.0000%  | 0.0000% | $20575.69          | $17888.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  | 0.0000% | $114995.53         | $108336.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTRB5361 | 2045-08-01      | 6.5000%  | 0.0000% | $18900.00          | $20005.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7394 | 2052-05-01      | 4.0000%  | 0.0000% | $177809.71         | $165021.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  | 0.0000% | $86782.42          | $78328.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5925 | 2051-09-01      | 2.5000%  | 0.0000% | $6964837.09        | $5799991.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5715 | 2051-10-01      | 2.0000%  | 0.0000% | $5455.13           | $4286.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3808 | 2050-10-01      | 2.0000%  | 0.0000% | $7778555.83        | $6107594.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN6714 | 2036-06-01      | 2.5000%  | 0.0000% | $32387.58          | $30215.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTQK1204 | 2041-11-01      | 2.0000%  | 0.0000% | $23554.23          | $20137.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1752 | 2045-04-01      | 5.5000%  | 0.0000% | $188922.78         | $191123.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ6546 | 2054-10-01      | 6.5000%  | 0.0000% | $454043.41         | $470689.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ5450 | 2054-09-01      | 6.5000%  | 0.0000% | $163073.07         | $169466.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1286 | 2054-08-01      | 5.5000%  | 0.0000% | $2642996.90        | $2641893.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7338 | 2053-07-01      | 6.0000%  | 0.0000% | $23163.83          | $23781.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7144 | 2053-02-01      | 5.5000%  | 0.0000% | $627557.38         | $628217.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF2846 | 2052-11-01      | 4.5000%  | 0.0000% | $157294.40         | $150131.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC5295 | 2051-08-01      | 3.0000%  | 0.0000% | $63901.68          | $55369.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8296 | 2051-02-01      | 2.0000%  | 0.0000% | $35876.82          | $28192.46          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7061 | 2050-12-01      | 2.0000%  | 0.0000% | $83454.13          | $65940.17          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G61645 G | 2048-10-01      | 4.0000%  | 0.0000% | $238771.94         | $225134.08         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q45872 G | 2047-01-01      | 3.0000%  | 0.0000% | $27058.31          | $23876.45          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q41729 G | 2046-07-01      | 3.0000%  | 0.0000% | $11769.39          | $10427.56          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37291 G | 2045-11-01      | 3.5000%  | 0.0000% | $1049.15           | $972.39            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q04022 G | 2041-10-01      | 4.0000%  | 0.0000% | $12190.85          | $11732.51          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q02849 G | 2041-08-01      | 4.5000%  | 0.0000% | $122.74            | $120.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $129399.39         | $131936.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8254 | 2038-08-01      | 6.0000%  | 0.0000% | $645085.02         | $666250.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8153 | 2037-05-01      | 2.0000%  | 0.0000% | $4046411.67        | $3684365.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4557 | 2044-03-01      | 4.0000%  | 0.0000% | $9539.63           | $9086.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $97.35             | $91.61             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRQ0043 | 2055-08-01      | 7.0000%  | 0.0000% | $40061.39          | $42334.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM5716 | 2048-02-01      | 4.0000%  | 0.0000% | $25966.79          | $24415.88          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A93503 G | 2040-08-01      | 4.5000%  | 0.0000% | $32.13             | $31.81             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3595 | 2054-12-01      | 6.5000%  | 0.0000% | $490584.05         | $508569.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ2525 | 2054-07-01      | 6.5000%  | 0.0000% | $3858255.83        | $3999705.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ0205 | 2053-11-01      | 7.0000%  | 0.0000% | $1664029.22        | $1772506.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1880 | 2053-11-01      | 6.5000%  | 0.0000% | $7611995.52        | $7900974.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8447 | 2055-07-01      | 6.0000%  | 0.0000% | $162842.13         | $168771.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7829 | 2055-07-01      | 6.5000%  | 0.0000% | $1355888.16        | $1408765.99        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A97046 G | 2041-02-01      | 4.5000%  | 0.0000% | $212.61            | $210.87            | Agency Mortgage-Backed Securities |

### Security 142: BofA Securities, Inc.

- **C.1 - Title:** Bofar Repo 16 Bofar Rp 16 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 943GEK006_4.36_0807
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  | 0.0000% | $4553955.88        | $4587230.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $38933377.45       | $40360739.97       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7010 | 2050-09-01      | 2.0000%  | 0.0000% | $98947.74          | $79885.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5153 | 2055-07-01      | 6.5000%  | 0.0000% | $182233.40         | $190651.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $78431.38          | $76654.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB0514 | 2036-04-01      | 1.5000%  | 0.0000% | $40938.96          | $36483.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 I4BF0136 | 2056-08-01      | 5.0000%  | 0.0000% | $407221.68         | $401983.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6200 | 2055-07-01      | 6.5000%  | 0.0000% | $329238.00         | $343445.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE1820 | 2055-06-01      | 5.0000%  | 0.0000% | $319591.31         | $314043.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0691 | 2055-06-01      | 6.0000%  | 0.0000% | $139722.10         | $143826.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0374 | 2054-08-01      | 6.0000%  | 0.0000% | $2904279.61        | $2959664.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0073 | 2054-04-01      | 6.5000%  | 0.0000% | $310724.50         | $326622.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA6021 | 2054-04-01      | 6.5000%  | 0.0000% | $118756.85         | $123386.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA2364 | 2053-10-01      | 5.5000%  | 0.0000% | $91710.30          | $92154.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  | 0.0000% | $4026.72           | $3778.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5540 | 2044-07-01      | 4.5000%  | 0.0000% | $2723.31           | $2661.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6077 | 2050-12-01      | 2.5000%  | 0.0000% | $186401.75         | $150620.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8382 | 2053-01-01      | 5.0000%  | 0.0000% | $17834.18          | $17537.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $44741.79          | $42711.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1584 | 2049-10-01      | 3.0000%  | 0.0000% | $456689.08         | $401204.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1767 | 2054-08-01      | 7.0000%  | 0.0000% | $129509.62         | $137839.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ0406 | 2054-07-01      | 7.5000%  | 0.0000% | $278252.76         | $299518.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0775 | 2054-08-01      | 6.0000%  | 0.0000% | $75985.91          | $78898.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH4836 | 2053-11-01      | 6.5000%  | 0.0000% | $17303.95          | $18039.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE4224 | 2052-06-01      | 3.0000%  | 0.0000% | $22308.43          | $19164.01          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC U99091 G | 2044-03-01      | 4.5000%  | 0.0000% | $6215.32           | $6054.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  | 0.0000% | $258382.75         | $258494.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM5146 | 2047-12-01      | 4.0000%  | 0.0000% | $46078.57          | $43442.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | 0.0000% | $9240778.33        | $9579560.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0024 | 2055-07-01      | 4.0000%  | 0.0000% | $52499.96          | $48659.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0610 | 2055-02-01      | 5.5000%  | 0.0000% | $3863056.77        | $3867319.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLAE0758 | 2039-02-01      | 7.0000%  | 0.0000% | $782.74            | $830.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTMA5808 | 2045-07-01      | 6.5000%  | 0.0000% | $21710.00          | $22544.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5702 | 2055-05-01      | 6.5000%  | 0.0000% | $43756603.82       | $45360793.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $745230.94         | $691554.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $1844142.08        | $1456257.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA1436 | 2043-05-01      | 3.5000%  | 0.0000% | $1534.36           | $1419.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8138 | 2054-06-01      | 6.5000%  | 0.0000% | $25131.86          | $26342.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  | 0.0000% | $23848.52          | $24829.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  | 0.0000% | $36354.72          | $34271.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA2169 | 2052-03-01      | 2.0000%  | 0.0000% | $5975700.93        | $4754952.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1163 | 2055-04-01      | 6.5000%  | 0.0000% | $3325471.73        | $3448735.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7917 | 2054-02-01      | 6.5000%  | 0.0000% | $1166159.28        | $1211115.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB5884 | 2053-03-01      | 4.0000%  | 0.0000% | $466084.00         | $432517.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6223 | 2053-05-01      | 6.0000%  | 0.0000% | $7026659.40        | $7232287.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3508 | 2052-05-01      | 4.0000%  | 0.0000% | $236953.48         | $222149.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB1730 | 2036-09-01      | 2.5000%  | 0.0000% | $19399.00          | $18102.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0361 | 2051-05-01      | 2.0000%  | 0.0000% | $8361370.04        | $6675037.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1194 | 2048-02-01      | 4.0000%  | 0.0000% | $11381.69          | $10752.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4094 | 2053-06-01      | 6.0000%  | 0.0000% | $33155.07          | $34416.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY3395 | 2053-06-01      | 6.0000%  | 0.0000% | $2011608.39        | $2051498.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV1702 | 2055-06-01      | 5.5000%  | 0.0000% | $169792.60         | $170830.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $1872.35           | $1814.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $34110157.72       | $35389754.82       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH2488 | 2053-10-01      | 5.5000%  | 0.0000% | $180377.26         | $183271.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1829 | 2051-10-01      | 2.5000%  | 0.0000% | $16362308.91       | $13620056.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU6503 | 2051-11-01      | 2.0000%  | 0.0000% | $9999.94           | $7884.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA3281 | 2053-10-01      | 6.5000%  | 0.0000% | $248031.02         | $258182.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5048 | 2040-05-01      | 2.5000%  | 0.0000% | $23989.94          | $21641.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4780 | 2053-12-01      | 6.5000%  | 0.0000% | $840584.70         | $876211.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6750 | 2053-07-01      | 5.5000%  | 0.0000% | $77550.64          | $77824.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0273 | 2046-03-01      | 3.5000%  | 0.0000% | $543889.40         | $508985.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY3201 | 2055-05-01      | 6.5000%  | 0.0000% | $169346.49         | $177179.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTFA2301 | 2045-05-01      | 6.5000%  | 0.0000% | $6371456.00        | $6620259.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2970 | 2055-07-01      | 5.5000%  | 0.0000% | $139443.00         | $139861.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU5416 | 2055-01-01      | 4.5000%  | 0.0000% | $399185.15         | $382124.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0542 | 2055-06-01      | 6.5000%  | 0.0000% | $6484126.41        | $6752593.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9966 | 2043-08-01      | 3.5000%  | 0.0000% | $351112.52         | $328359.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CICA2557 | 2033-11-01      | 4.0000%  | 0.0000% | $14714.08          | $14634.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6421 | 2050-07-01      | 3.0000%  | 0.0000% | $7908.20           | $6825.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $153922.58         | $132354.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $58034.00          | $51014.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL745001 | 2035-09-01      | 6.5000%  | 0.0000% | $624.41            | $650.08            | Agency Mortgage-Backed Securities |

### Security 143: Pershing LLC

- **C.1 - Title:** Pershing LLC 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FRH006, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: 963FRH006_4.38_0801
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2609.49           | $2582.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029A R25F029  | 2050-06-25      | 5.5000%  | 0.0000% | $4209100.83        | $4242025.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CB R25F004 | 2054-07-25      | 6.0000%  | 0.0000% | $23398.48          | $23314.64          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042CP R24F042 | 2051-06-25      | 5.5000%  | 0.0000% | $1546686.66        | $1556630.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL021GD R24F021 | 2050-04-25      | 6.0000%  | 0.0000% | $4142266.67        | $4215675.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010AF R24F010 | 2050-12-25      | 5.2126%  | 0.0000% | $1607914.33        | $1612635.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006DB R22F006 | 2052-02-25      | 2.0000%  | 0.0000% | $879668.00         | $462021.57         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL083BM R21F083 | 2051-12-25      | 2.0000%  | 0.0000% | $2209703.00        | $1222605.84        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL018JM R21F018 | 2050-05-25      | 1.2500%  | 0.0000% | $757861.98         | $594565.96         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006KU R21F006 | 2051-02-25      | 1.5000%  | 0.0000% | $10071.70          | $5339.29           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027WF R18F027 | 2058-05-25      | 4.7770%  | 0.0000% | $380312.70         | $375488.44         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL011KA R17F011 | 2044-05-25      | 3.0000%  | 0.0000% | $282308.54         | $275139.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC001B  R17F001 | 2046-02-25      | 3.0000%  | 0.0000% | $13757.80          | $12995.29          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $2255.93           | $2119.60           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1399.23           | $1355.66           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $29102.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3025.53           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4462KA 01/15/45 | 2045-01-15      | 3.5000%  | 0.0000% | $11858.03          | $11336.17          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H13 FS     | 2063-06-20      | 5.4367%  | 0.0000% | $642219.24         | $644394.95         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094PA R15F094 | 2044-09-25      | 3.5000%  | 0.0000% | $8541.54           | $8293.02           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020CA R13F020 | 2043-01-25      | 2.5000%  | 0.0000% | $39254.69          | $34562.78          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4363FA 06/15/41 | 2041-06-15      | 4.7970%  | 0.0000% | $86761.74          | $85774.88          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-12 YB      | 2048-02-20      | 3.5000%  | 0.0000% | $750167.00         | $637610.94         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL074PA R17F074 | 2045-11-25      | 3.5000%  | 0.0000% | $324741.11         | $312096.88         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5208NC 11/25/43 | 2043-11-25      | 2.5000%  | 0.0000% | $507491.21         | $478684.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $339692.05         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4638FA 07/15/40 | 2040-07-15      | 4.8670%  | 0.0000% | $93634.34          | $93382.28          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $5314.84           | $5271.63           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $9.10              | $9.16              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $89.67             | $90.56             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $3011.80           | $2949.50           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3524.13           | $3422.62           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $5504.13           | $5320.96           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2005-28 AB      | 2035-04-20      | 5.5000%  | 0.0000% | $422999.98         | $429922.51         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534DV 04/25/36 | 2036-04-25      | 5.0000%  | 0.0000% | $4220767.50        | $4178587.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-200 BD     | 2052-09-20      | 5.0000%  | 0.0000% | $1994465.96        | $1989403.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC047AJ R20F047 | 2045-07-25      | 2.0000%  | 0.0000% | $814871.89         | $743476.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6332%  | 0.0000% | $100000.00         | $94448.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 KR     | 2051-12-20      | 2.0000%  | 0.0000% | $254000.00         | $147136.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-044 HM     | 2052-04-20      | 4.0000%  | 0.0000% | $3446442.16        | $3232212.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O PT     | 2066-09-20      | 7.7209%  | 0.0000% | $226306.51         | $231860.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-118 AP     | 2039-12-16      | 3.0000%  | 0.0000% | $35101.52          | $33126.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-061 EP     | 2039-08-20      | 6.0000%  | 0.0000% | $287000.00         | $297039.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-03 CH      | 2042-06-16      | 2.5000%  | 0.0000% | $99802.04          | $79233.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $9821.64           | $9826.13           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL041GC R24F041 | 2048-02-25      | 5.5000%  | 0.0000% | $9615.11           | $9552.29           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426CF 12/15/50 | 2050-12-15      | 5.2126%  | 0.0000% | $1075659.07        | $1079869.13        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $14659.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 LA     | 2055-06-20      | 5.0000%  | 0.0000% | $36858.33          | $35810.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL090AY R22F090 | 2041-12-25      | 4.5000%  | 0.0000% | $440000.00         | $422934.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 KB     | 2055-07-20      | 5.0000%  | 0.0000% | $4671800.00        | $4680128.26        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $13723.07          | $13364.45          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.7947%  | 0.0000% | $250000.00         | $209583.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $839873.49         | $884380.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-122 DP     | 2050-07-20      | 2.5000%  | 0.0000% | $1032902.32        | $859587.85         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $2859638.67        | $2914383.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $3393225.61        | $3435783.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 M      | 2055-06-20      | 5.0000%  | 0.0000% | $9222106.38        | $9072179.52        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5532FB 04/25/55 | 2055-04-25      | 5.8500%  | 0.0000% | $1418325.24        | $1413145.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029VA R25F029 | 2035-12-25      | 5.5000%  | 0.0000% | $5370308.18        | $5489396.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $175203.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2163678.18        | $2244857.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-14O FA     | 2070-04-20      | 4.6480%  | 0.0000% | $1941242.52        | $1897863.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-022 MT     | 2044-10-20      | 2.2500%  | 0.0000% | $3996678.67        | $3503400.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-041 LC     | 2046-09-20      | 1.5000%  | 0.0000% | $781714.59         | $702842.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-129 EB     | 2046-03-20      | 0.7500%  | 0.0000% | $865566.24         | $790926.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-11 JC      | 2036-09-20      | 3.0000%  | 0.0000% | $767592.16         | $727868.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-96 KA      | 2049-08-20      | 3.5000%  | 0.0000% | $148121.55         | $133318.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-71 CB      | 2049-03-20      | 2.5000%  | 0.0000% | $792905.32         | $688583.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-29 CB      | 2048-10-20      | 3.0000%  | 0.0000% | $12523.24          | $11342.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-023 LE     | 2048-07-20      | 3.5000%  | 0.0000% | $27934.31          | $26049.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 YD     | 2055-07-20      | 5.0000%  | 0.0000% | $104000.00         | $102613.23         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $16136.48          | $15805.79          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9577.45           | $8407.49           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $70.99             | $72.39             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $33.57             | $33.91             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $7302.68           | $7216.21           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 5.0645%  | 0.0000% | $46023.54          | $45976.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $5237.93           | $5160.50           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LV 05/25/36 | 2036-05-25      | 5.5000%  | 0.0000% | $4857499.99        | $4958756.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51 | 2051-10-25      | 5.5000%  | 0.0000% | $1916873.84        | $1935033.02        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5429BV 04/25/35 | 2035-04-25      | 6.0000%  | 0.0000% | $5736139.01        | $5935240.39        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426BF 04/15/49 | 2049-04-15      | 5.2126%  | 0.0000% | $610443.14         | $612248.18         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $390458.62         | $397677.42         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5152NK 03/25/50 | 2050-03-25      | 1.0000%  | 0.0000% | $255843.04         | $191182.38         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5141JL 04/25/51 | 2051-04-25      | 1.2500%  | 0.0000% | $1501175.80        | $1229627.61        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2437.26           | $2009.13           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4860CA 08/15/47 | 2047-08-15      | 3.5000%  | 0.0000% | $5742.08           | $5510.15           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5078HA 02/25/51 | 2051-02-25      | 1.5000%  | 0.0000% | $371467.33         | $171010.56         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4758GA 02/15/48 | 2048-02-15      | 3.0000%  | 0.0000% | $31120.98          | $28888.82          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC086LC R13F086 | 2043-02-25      | 3.0000%  | 0.0000% | $71184.20          | $66796.05          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1595.18           | $1540.02           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $104463.61         | $100279.39         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $2229.25           | $1970.02           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL149KB R12F149 | 2043-01-25      | 3.0000%  | 0.0000% | $35339.40          | $33826.77          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $39.86             | $40.79             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $52.64             | $53.58             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3237CD 09/15/36 | 2036-09-15      | 5.5000%  | 0.0000% | $5387.74           | $5401.95           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL122PY R05F122 | 2036-01-25      | 6.0000%  | 0.0000% | $9649.39           | $10000.06          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $90260.06          | $87799.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1367.70           | $1365.61           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $18784.80          | $17000.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 AU     | 2055-07-20      | 5.0000%  | 0.0000% | $2711200.00        | $2708940.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 KU     | 2055-07-20      | 4.5000%  | 0.0000% | $869000.00         | $830977.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 KA     | 2055-07-20      | 4.5000%  | 0.0000% | $1000000.00        | $993726.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O TF     | 2071-01-20      | 5.7167%  | 0.0000% | $592002.65         | $597575.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.83            | $130.34            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1285.21           | $1148.92           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $4244.56           | $4255.77           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-127 PA     | 2042-09-16      | 2.0000%  | 0.0000% | $354307.04         | $325278.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.9367%  | 0.0000% | $4642.61           | $4638.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-169 PC     | 2040-08-20      | 4.5000%  | 0.0000% | $8.56              | $8.54              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-006 AB     | 2039-11-20      | 3.0000%  | 0.0000% | $67757.54          | $67318.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-034 NP     | 2052-02-20      | 3.0000%  | 0.0000% | $45683.72          | $42277.45          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-16O FE     | 2073-05-20      | 5.0480%  | 0.0000% | $386235.45         | $386626.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $412804.88         | $423221.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-155 EB     | 2051-09-20      | 2.0000%  | 0.0000% | $1399451.16        | $1204536.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5783%  | 0.0000% | $106116.65         | $75456.35          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5592%  | 0.0000% | $100000.00         | $93439.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4622%  | 0.0000% | $123789.70         | $111838.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.7209%  | 0.0000% | $100000.00         | $98440.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-097 QK     | 2051-06-20      | 2.0000%  | 0.0000% | $1605824.06        | $1312985.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC076PL R10F076 | 2040-07-25      | 5.0000%  | 0.0000% | $748315.19         | $757566.36         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $8477.61           | $8208.79           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3463GX 06/15/38 | 2038-06-15      | 6.0000%  | 0.0000% | $4288.34           | $4459.35           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028HX R09F028 | 2039-05-25      | 5.0000%  | 0.0000% | $4000.00           | $3994.69           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.6088%  | 0.0000% | $60434.51          | $62212.15          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1209.25           | $1246.27           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.05              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2762LY 03/15/34 | 2034-03-15      | 5.0000%  | 0.0000% | $72037.75          | $73169.65          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5058EJ 06/25/50 | 2050-06-25      | 1.2500%  | 0.0000% | $2216976.69        | $1748207.32        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4675KW 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $1522340.00        | $1375042.95        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $5032.33           | $5118.23           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.79              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4493PA 02/15/44 | 2044-02-15      | 3.0000%  | 0.0000% | $20550.05          | $19663.23          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4181TB 10/15/42 | 2042-10-15      | 2.5000%  | 0.0000% | $42679.42          | $40451.01          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3331.94           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $7743.28           | $7427.04           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-090 MA     | 2055-05-20      | 6.0000%  | 0.0000% | $100000.00         | $98559.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 HB     | 2055-03-20      | 5.0000%  | 0.0000% | $950166.82         | $950973.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0364%  | 0.0000% | $5880671.92        | $5448993.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CE     | 2055-02-20      | 5.0000%  | 0.0000% | $1699178.44        | $1694642.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CL     | 2055-02-20      | 5.0000%  | 0.0000% | $555677.00         | $522197.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-144 GB     | 2054-04-20      | 5.2500%  | 0.0000% | $1051071.10        | $1055523.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $50959.20          | $49291.29          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5469%  | 0.0000% | $142056.03         | $136833.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5469%  | 0.0000% | $612026.05         | $589524.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-13O FD     | 2075-06-20      | 5.1480%  | 0.0000% | $3118495.45        | $3109136.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-13O DF     | 2075-06-20      | 5.1480%  | 0.0000% | $11937072.01       | $11901248.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-020 GY     | 2054-02-20      | 7.0000%  | 0.0000% | $3734119.00        | $3842454.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-006 GL     | 2054-01-20      | 7.0000%  | 0.0000% | $219450.06         | $228283.22         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $2208.58           | $2129.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-083 UA     | 2053-06-20      | 5.0000%  | 0.0000% | $24883.40          | $24470.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-055 FB     | 2053-04-20      | 5.1980%  | 0.0000% | $8222523.80        | $8181355.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-019 AE     | 2048-08-20      | 5.0000%  | 0.0000% | $3835860.40        | $3856879.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-127 QM     | 2052-07-20      | 4.0000%  | 0.0000% | $325000.00         | $272648.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-177 DA     | 2052-10-20      | 5.0000%  | 0.0000% | $30591.78          | $28965.51          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1578306.99        | Agency Collateralized Mortgage Obligation |
| FCSB 5 1/8 FCOR 25-31 EV  | 2031-12-02      | 5.1250%  | 0.0000% | $30000.00          | $30058.78          | Agency Debentures and Agency Strips       |
| FCSB 5.36 FCOR 25-34 CY   | 2034-12-04      | 5.3600%  | 0.0000% | $8000.00           | $7979.89           | Agency Debentures and Agency Strips       |
| FCSB 6.30 FCOR 25-49 A    | 2049-05-14      | 6.3000%  | 0.0000% | $10000.00          | $9984.72           | Agency Debentures and Agency Strips       |
| FCSB 5 1/8 FCOR 25-31 ES  | 2031-05-13      | 5.1250%  | 0.0000% | $2870000.00        | $2895351.19        | Agency Debentures and Agency Strips       |
| FCSB 4.83 FCOR 25-28 JW   | 2028-11-06      | 4.8300%  | 0.0000% | $32000.00          | $32358.85          | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 27 EP     | 2027-01-25      | 4.1250%  | 0.0000% | $8000.00           | $7992.70           | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 26 FP     | 2026-01-22      | 4.1250%  | 0.0000% | $300000.00         | $299940.38         | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  | 0.0000% | $1000.00           | $1021.64           | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 29 DC     | 2029-02-13      | 4.1250%  | 0.0000% | $7000.00           | $7145.46           | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $7000.00           | $6914.79           | Agency Debentures and Agency Strips       |
| FCSB 3.82 FCSB 37 AE      | 2037-06-15      | 3.8200%  | 0.0000% | $200000.00         | $183842.22         | Agency Debentures and Agency Strips       |
| FCSB 4.37 FCOR 22-32 CN   | 2032-05-17      | 4.3700%  | 0.0000% | $5000.00           | $4921.31           | Agency Debentures and Agency Strips       |
| FCSB 3 7/8 FCSB 32 BS     | 2032-09-20      | 3.8750%  | 0.0000% | $10000.00          | $9864.80           | Agency Debentures and Agency Strips       |
| FCSB 0.75 FCOR 21-26 HX   | 2026-12-16      | 0.7500%  | 0.0000% | $12000.00          | $11445.93          | Agency Debentures and Agency Strips       |
| FCSB 1.66 FCSB 27 CH      | 2027-09-09      | 1.6600%  | 0.0000% | $25000.00          | $23924.69          | Agency Debentures and Agency Strips       |
| FCSB 3.43 FCSB 28 CG      | 2028-12-06      | 3.4300%  | 0.0000% | $6000.00           | $5921.64           | Agency Debentures and Agency Strips       |
| FCSB 2.55 FCSB 28 AU      | 2028-02-28      | 2.5500%  | 0.0000% | $5000.00           | $4868.69           | Agency Debentures and Agency Strips       |
| FMAC FGRM 4503MJ 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $1243704.05        | $1160694.27        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $80341.64          | $79825.47          | Agency Collateralized Mortgage Obligation |
| FCSB 4.93 FCSB 28 E       | 2028-02-01      | 4.9300%  | 0.0000% | $5000.00           | $5214.75           | Agency Debentures and Agency Strips       |
| FCSB 3.30 FCSB 26 M       | 2026-11-25      | 3.3000%  | 0.0000% | $3000.00           | $2981.49           | Agency Debentures and Agency Strips       |
| FHLB 5.00 FHOR 23-32 GX   | 2032-09-01      | 5.0000%  | 0.0000% | $45000.00          | $45635.64          | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-26 PK        | 2026-09-09      | 1.1000%  | 0.0000% | $500000.00         | $485326.94         | Agency Debentures and Agency Strips       |
| FCSB 5.36 FCOR 26-35 CD   | 2035-07-16      | 5.3600%  | 0.0000% | $645000.00         | $643766.33         | Agency Debentures and Agency Strips       |
| FCSB 3.44 FCSB 38 Q       | 2038-02-16      | 3.4400%  | 0.0000% | $25000.00          | $21880.42          | Agency Debentures and Agency Strips       |
| FCSB 4.44 FCOR 23-42 M    | 2042-04-14      | 4.4400%  | 0.0000% | $85000.00          | $77293.02          | Agency Debentures and Agency Strips       |
| FHLB 4.00 FHLB 28 C8      | 2028-06-09      | 4.0000%  | 0.0000% | $125000.00         | $126005.97         | Agency Debentures and Agency Strips       |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  | 0.0000% | $147000.00         | $155932.28         | Agency Debentures and Agency Strips       |
| FCSB 5.14 FCOR 25-34 CX   | 2034-10-30      | 5.1400%  | 0.0000% | $13000.00          | $12949.69          | Agency Debentures and Agency Strips       |
| FCSB 5.45 FCOR 25-34 DG   | 2034-04-03      | 5.4500%  | 0.0000% | $150000.00         | $152146.33         | Agency Debentures and Agency Strips       |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1766.98           | Agency Debentures and Agency Strips       |
| TVDB 6.15 TVBD 38 B       | 2038-01-15      | 6.1500%  | 0.0000% | $26000.00          | $29084.13          | Agency Debentures and Agency Strips       |
| TVDB 6.750 TVBD GB 25 E   | 2025-11-01      | 6.7500%  | 0.0000% | $40000.00          | $40864.72          | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $856.93            | Agency Debentures and Agency Strips       |
| TVDB 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  | 0.0000% | $36000.00          | $35548.06          | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $19000.00          | $16971.89          | Agency Debentures and Agency Strips       |
| FCSB 5.84 FCOR 25-38 BC   | 2038-08-26      | 5.8400%  | 0.0000% | $130000.00         | $131859.19         | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $30000.00          | $29403.60          | Agency Debentures and Agency Strips       |
| FHLB 5.64 FHOR 27-42 SS   | 2042-07-14      | 5.6400%  | 0.0000% | $35000.00          | $34970.86          | Agency Debentures and Agency Strips       |
| FCSB 4.73 FCOR 23-32 CU   | 2032-08-02      | 4.7300%  | 0.0000% | $4000.00           | $4034.11           | Agency Debentures and Agency Strips       |
| TVDB TVIN 12/15/32        | 2032-12-15      | 0.0000%  | 0.0000% | $6000.00           | $4159.43           | Agency Debentures and Agency Strips       |
| TVDB 3.875 TVBD 28 A      | 2028-03-15      | 3.8750%  | 0.0000% | $36000.00          | $36421.88          | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $74000.00          | $62140.43          | Agency Debentures and Agency Strips       |
| TVDB 1.500 TVBD 31 A      | 2031-09-15      | 1.5000%  | 0.0000% | $40000.00          | $34309.87          | Agency Debentures and Agency Strips       |
| TVDB 2.875 TVBD 27 A      | 2027-02-01      | 2.8750%  | 0.0000% | $515000.00         | $513294.32         | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $7000.00           | $5624.05           | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $6000.00           | $4846.21           | Agency Debentures and Agency Strips       |
| TVDB 4.625 TVBD 60 A      | 2060-09-15      | 4.6250%  | 0.0000% | $6000.00           | $5216.83           | Agency Debentures and Agency Strips       |
| TVDB 5.25 TVBD 39 C       | 2039-09-15      | 5.2500%  | 0.0000% | $4000.00           | $4197.29           | Agency Debentures and Agency Strips       |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  | 0.0000% | $117000.00         | $117113.10         | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $22000.00          | $25297.86          | Agency Debentures and Agency Strips       |
| FCSB 5.00 FCOR 25-30 GX   | 2030-08-12      | 5.0000%  | 0.0000% | $3000.00           | $3062.10           | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $1000.00           | $922.30            | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-26 EY        | 2026-07-15      | 2.5000%  | 0.0000% | $150000.00         | $148084.37         | Agency Debentures and Agency Strips       |
| FHLB FHOR 23-28 TS        | 2028-02-16      | 1.0000%  | 0.0000% | $110000.00         | $102346.57         | Agency Debentures and Agency Strips       |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $2000.00           | $1728.32           | Agency Debentures and Agency Strips       |
| FNMA FNRM CL108PL R12F108 | 2042-10-25      | 3.0000%  | 0.0000% | $930.63            | $830.13            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1224.16           | Agency Collateralized Mortgage Obligation |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $9000.00           | $7475.87           | Agency Debentures and Agency Strips       |
| FMAC FMNT 25-30 C33       | 2030-07-24      | 4.4000%  | 0.0000% | $3500000.00        | $3497660.06        | Agency Debentures and Agency Strips       |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  | 0.0000% | $1000.00           | $1123.74           | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCSB 30 CS      | 2030-04-01      | 4.0000%  | 0.0000% | $150000.00         | $151560.50         | Agency Debentures and Agency Strips       |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $1350000.00        | $1363169.25        | Agency Debentures and Agency Strips       |
| FCSB 5.72 FCOR 25-44 AC   | 2044-10-28      | 5.7200%  | 0.0000% | $5000.00           | $4961.03           | Agency Debentures and Agency Strips       |
| FCSB 5.31 FCOR 25-35 BS   | 2035-09-25      | 5.3100%  | 0.0000% | $1233000.00        | $1245807.17        | Agency Debentures and Agency Strips       |
| FCSB 4.58 FCOR 25-27 LE   | 2027-09-20      | 4.5800%  | 0.0000% | $3000.00           | $3044.74           | Agency Debentures and Agency Strips       |
| FCSB 5.28 FCOR 25-33 DZ   | 2033-09-19      | 5.2800%  | 0.0000% | $411000.00         | $416354.10         | Agency Debentures and Agency Strips       |
| FCSB 4.48 FCOR 26-27 MC   | 2027-04-06      | 4.4800%  | 0.0000% | $3000.00           | $3036.09           | Agency Debentures and Agency Strips       |
| FNMA MNRA RC0011AR23M001  | 2032-04-25      | 3.4337%  | 0.0000% | $196494.86         | $188724.99         | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006 | 2043-02-25      | 3.3842%  | 0.0000% | $402705.52         | $388757.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9474 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2831698.95        | $2958399.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8329 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2871851.80        | $3063146.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8328 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3431905.73        | $3660506.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5680 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2882035.34        | $3014515.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5421 C     | 2065-06-20      | 6.0000%  | 0.0000% | $281769.75         | $285262.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4813 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2239196.29        | $2339390.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5323 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1228148.46        | $1264477.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5318 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2815857.96        | $2941849.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1636563.00        | $1709790.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1964 C     | 2065-04-20      | 6.0000%  | 0.0000% | $383828.62         | $388586.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0424 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1074019.43        | $1135018.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9877 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2895449.00        | $3024996.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8385 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2051326.09        | $2155682.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0306 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2187323.64        | $2185791.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8764 C     | 2055-03-20      | 7.5000%  | 0.0000% | $629186.70         | $672361.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD4476 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1815002.06        | $1896171.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8486 M     | 2052-12-20      | 3.0000%  | 0.0000% | $188722.99         | $165800.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $838.99            | $845.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2461.67           | $2413.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $6289.57           | $6316.11           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL019HA R14F019 | 2040-06-25      | 2.0000%  | 0.0000% | $168.51            | $167.63            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2867.18           | $2755.68           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3737DG 10/15/30 | 2030-10-15      | 5.0000%  | 0.0000% | $126.30            | $126.57            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $44.81             | $45.98             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $900.29            | $882.03            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028KA R04F028 | 2034-05-25      | 6.0000%  | 0.0000% | $73.22             | $74.11             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $326.09            | $282.81            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $316.00            | $314.97            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-169 AW     | 2040-12-20      | 4.5000%  | 0.0000% | $2281.54           | $2269.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $4276.65           | $3800.17           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-061 MQ     | 2042-05-16      | 3.0000%  | 0.0000% | $57889.74          | $53144.87          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9670.18           | $6581.43           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9317.06           | $7125.22           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4101QN 09/15/42 | 2042-09-15      | 3.5000%  | 0.0000% | $199974.81         | $184014.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-186 DB     | 2053-12-20      | 7.0000%  | 0.0000% | $219123.58         | $229787.08         | Agency Collateralized Mortgage Obligation |
| FHLB 3.00 FHLB 28 EL      | 2028-03-10      | 3.0000%  | 0.0000% | $15000.00          | $14839.65          | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7745.23           | Agency Debentures and Agency Strips       |
| FHLB 4.00 FHLB 28 G6378   | 2028-06-30      | 4.0000%  | 0.0000% | $135000.00         | $135760.50         | Agency Debentures and Agency Strips       |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $8000.00           | $6636.26           | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/28        | 2028-07-15      | 0.0000%  | 0.0000% | $7000.00           | $6208.09           | Agency Debentures and Agency Strips       |
| REFC RFIN 10/15/25        | 2025-10-15      | 0.0000%  | 0.0000% | $23000.00          | $22770.69          | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $105000.00         | $86188.31          | Agency Debentures and Agency Strips       |
| TVDB 4.65 TVBD 35 A       | 2035-06-15      | 4.6500%  | 0.0000% | $33000.00          | $33289.47          | Agency Debentures and Agency Strips       |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  | 0.0000% | $19000.00          | $21432.37          | Agency Debentures and Agency Strips       |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  | 0.0000% | $33000.00          | $36059.35          | Agency Debentures and Agency Strips       |
| TVDB 4.875 TVBD 48 A      | 2048-01-15      | 4.8750%  | 0.0000% | $28000.00          | $26172.65          | Agency Debentures and Agency Strips       |
| GNMA GNAR AF MA3814 M     | 2046-07-20      | 4.6250%  | 0.0000% | $52963.15          | $53997.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $829.31            | $769.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $1596.17           | $1523.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $3907.34           | $3223.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $856.22            | $736.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE4305 | 2055-07-01      | 7.0000%  | 0.0000% | $1209504.00        | $1284866.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $2140.85           | $2181.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1433.14           | $1446.15           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91377 G | 2031-06-01      | 4.5000%  | 0.0000% | $39.61             | $39.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0243 M     | 2055-01-20      | 4.0000%  | 0.0000% | $820141.25         | $740676.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5322 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2171002.07        | $2235222.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6112 C     | 2055-06-20      | 6.5000%  | 0.0000% | $472206.55         | $492900.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4806 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1998201.55        | $2093365.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $214546.06         | $223240.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5894 C     | 2055-06-20      | 7.5000%  | 0.0000% | $414896.17         | $437721.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $195771.07         | $199781.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2358 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1039611.38        | $1048462.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2268 C     | 2055-11-20      | 6.0000%  | 0.0000% | $352288.71         | $357627.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1712 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1059366.39        | $1123729.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9845 C     | 2055-05-20      | 4.5000%  | 0.0000% | $488817.00         | $468549.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO4900 | 2027-06-01      | 3.0000%  | 0.0000% | $1727.45           | $1706.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $6959.40           | $6948.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $4828.78           | $4937.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE9929 C     | 2054-10-20      | 6.5000%  | 0.0000% | $57715.01          | $59518.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2595.05           | $2615.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3051 | 2047-11-01      | 4.5000%  | 0.0000% | $3066828.04        | $2981508.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6978 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1961247.38        | $2085298.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004542 M     | 2039-09-20      | 5.5000%  | 0.0000% | $232819.94         | $239195.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4762 | 2048-08-01      | 5.0000%  | 0.0000% | $2530849.39        | $2523273.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $6702.22           | $6213.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $9131.06           | $9338.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785527 C     | 2051-06-20      | 2.5000%  | 0.0000% | $733533.22         | $629946.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $368470.93         | $382182.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 734310 C     | 2041-02-20      | 4.0000%  | 0.0000% | $217081.63         | $205244.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003797 M     | 2035-12-20      | 6.0000%  | 0.0000% | $1915.48           | $2008.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $11.15             | $11.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M     | 2029-01-20      | 6.0000%  | 0.0000% | $47.35             | $48.68             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586151 X     | 2034-07-15      | 5.0000%  | 0.0000% | $2988.80           | $3004.78           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603512 X     | 2033-03-15      | 5.5000%  | 0.0000% | $68931.85          | $71446.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3331 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1374656.13        | $1415318.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1711 C     | 2055-03-20      | 7.5000%  | 0.0000% | $999614.34         | $1059737.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1709 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1061251.12        | $1121523.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0419 M     | 2055-06-20      | 3.0000%  | 0.0000% | $2084208.37        | $1830216.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0354 M     | 2055-05-20      | 6.0000%  | 0.0000% | $249438.49         | $252605.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0200 M     | 2055-02-20      | 3.0000%  | 0.0000% | $231313.79         | $203137.45         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DJ8345 H     | 2075-06-20      | 5.8850%  | 0.0000% | $18882434.00       | $20319333.73       | Agency Mortgage-Backed Securities         |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $800.00            | $807.42            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $4925200.00        | $4976779.16        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $3000.00           | $2113.25           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $8000.00           | $7687.34           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $100600.00         | $75369.69          | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $211900.00         | $207236.67         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $1885100.00        | $1724564.79        | U.S. Treasuries (including strips)        |
| USTR BILL 08/07/25        | 2025-08-07      | 0.0000%  | 0.0000% | $7139100.00        | $7133174.55        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $1782800.00        | $1781896.12        | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  | 0.0000% | $355300.00         | $360217.35         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AG 25     | 2025-11-30      | 0.3750%  | 0.0000% | $97100.00          | $95876.05          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $391200.00         | $391624.11         | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $3389900.00        | $3301627.00        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $300.00            | $300.51            | U.S. Treasuries (including strips)        |
| USTR BILL 08/12/25        | 2025-08-12      | 0.0000%  | 0.0000% | $36900.00          | $36847.60          | U.S. Treasuries (including strips)        |
| USTR BILL 10/07/25        | 2025-10-07      | 0.0000%  | 0.0000% | $5432200.00        | $5388595.73        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $691400.00         | $680295.66         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $5400.00           | $5254.41           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $780500.00         | $784890.31         | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  | 0.0000% | $911100.00         | $907328.05         | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BG 25         | 2025-08-31      | 5.0000%  | 0.0000% | $72700.00          | $74225.18          | U.S. Treasuries (including strips)        |
| USTR 3 NOTE Q 25          | 2025-09-30      | 3.0000%  | 0.0000% | $18500.00          | $18645.37          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $91000.00          | $95076.50          | U.S. Treasuries (including strips)        |
| USTR 3 NOTE R 25          | 2025-10-31      | 3.0000%  | 0.0000% | $20600.00          | $20678.36          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $3555500.00        | $3615436.84        | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  | 0.0000% | $15000.00          | $16061.33          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AT 25     | 2025-10-15      | 4.2500%  | 0.0000% | $363100.00         | $367538.85         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $2656700.00        | $2593920.35        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $2800.00           | $2869.62           | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $200000.00         | $185634.60         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $600.00            | $458.72            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $254800.00         | $259443.92         | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  | 0.0000% | $14800.00          | $15338.78          | U.S. Treasuries (including strips)        |
| USTR BILL 11/12/25        | 2025-11-12      | 0.0000%  | 0.0000% | $282800.00         | $279347.01         | U.S. Treasuries (including strips)        |
| USTR BILL 10/28/25        | 2025-10-28      | 0.0000%  | 0.0000% | $2001300.00        | $1980306.36        | U.S. Treasuries (including strips)        |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $228000.00         | $220024.56         | U.S. Treasuries (including strips)        |
| USTR BILL 09/23/25        | 2025-09-23      | 0.0000%  | 0.0000% | $2916000.00        | $2897366.76        | U.S. Treasuries (including strips)        |
| USTR BILL 09/09/25        | 2025-09-09      | 0.0000%  | 0.0000% | $29800.00          | $29658.75          | U.S. Treasuries (including strips)        |
| USTR BILL 11/20/25        | 2025-11-20      | 0.0000%  | 0.0000% | $531900.00         | $524942.75         | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  | 0.0000% | $669400.00         | $647885.48         | U.S. Treasuries (including strips)        |
| USTR BILL 09/02/25        | 2025-09-02      | 0.0000%  | 0.0000% | $843300.00         | $840011.13         | U.S. Treasuries (including strips)        |
| USTR BILL 08/26/25        | 2025-08-26      | 0.0000%  | 0.0000% | $541900.00         | $540229.86         | U.S. Treasuries (including strips)        |
| USTR BILL 08/19/25        | 2025-08-19      | 0.0000%  | 0.0000% | $30500.00          | $30431.38          | U.S. Treasuries (including strips)        |
| USTR BILL 10/09/25        | 2025-10-09      | 0.0000%  | 0.0000% | $753000.00         | $746787.75         | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $4854100.00        | $4713234.02        | U.S. Treasuries (including strips)        |
| USTR BILL 09/18/25        | 2025-09-18      | 0.0000%  | 0.0000% | $436100.00         | $433566.26         | U.S. Treasuries (including strips)        |
| USTR BILL 10/02/25        | 2025-10-02      | 0.0000%  | 0.0000% | $21900.00          | $21737.61          | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | 0.0000% | $9700.00           | $10259.14          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | 0.0000% | $11200.00          | $11306.79          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $1200.00           | $1263.98           | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BH 25         | 2025-09-30      | 5.0000%  | 0.0000% | $60300.00          | $61348.30          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $41000.00          | $42304.85          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $634.99            | $616.68            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $671600.00         | $670797.21         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  | 0.0000% | $97700.00          | $98230.74          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | 0.0000% | $4000.00           | $3991.45           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $42600.00          | $43412.83          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $3739700.00        | $3630275.35        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $4300.00           | $4220.71           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $1894900.00        | $1876593.37        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $10800.00          | $10827.26          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  | 0.0000% | $721900.00         | $728671.25         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $17751.00          | $15583.39          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $869400.00         | $876891.33         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $1878500.00        | $1888916.28        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $13500.00          | $13208.92          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $5700.00           | $5307.02           | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $2579000.00        | $2393513.16        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $165100.00         | $159454.30         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $31600.00          | $29300.39          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $60000.00          | $55906.94          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $9800.00           | $9606.10           | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | 0.0000% | $15600.00          | $15234.28          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $73400.00          | $71743.17          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  | 0.0000% | $561200.00         | $557424.62         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $281000.00         | $278785.02         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE J 26      | 2026-03-31      | 2.2500%  | 0.0000% | $46000.00          | $45744.06          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE G 26      | 2026-01-31      | 2.6250%  | 0.0000% | $40400.00          | $40055.63          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $30000.00          | $29477.18          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE P 25      | 2025-08-31      | 2.7500%  | 0.0000% | $66100.00          | $66740.21          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $128300.00         | $126062.30         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $586000.00         | $388984.38         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $800.00            | $468.44            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $729600.00         | $456774.60         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $929000.00         | $685757.06         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $6560500.00        | $4551714.84        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $5100.00           | $5109.59           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.33            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $14300.00          | $14813.89          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $150300.00         | $153464.56         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $110000.00         | $110326.70         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $100000.00         | $99818.00          | U.S. Treasuries (including strips)        |

### Security 144: Bank of Nova Scotia

- **C.1 - Title:** Novasc Repo 1 Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FUM001, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 963FUM001_4.37_0801
- **C.18 - Value (incl. sponsor support):** $143000000.00
- **C.18.a - Value (excl. sponsor support):** $143000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $8956738.64        | $8971502.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $14959112.92       | $14971369.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $15066882.90       | $14769864.42       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $14601983.65       | $14617335.19       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $14671730.82       | $14002993.33       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  | 0.0000% | $20976606.81       | $20019066.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $15052860.50       | $14367880.08       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $15291691.06       | $14187834.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $15392689.81       | $15068607.00       | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  | 0.0000% | $75453.01          | $79817.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $14881987.66       | $14608555.94       | Agency Mortgage-Backed Securities  |
| USTR BILL 11/12/25        | 2025-11-12      | 0.0000%  | 0.0000% | $215536.75         | $212905.05         | U.S. Treasuries (including strips) |

### Security 145: Natixis Financial Products LLC

- **C.1 - Title:** Natix Repo 3 Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWF004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: 963FWF004_4.35_0807
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 FERA 5480FB 02/25/54 | 2054-02-25      | 6.0000%  | 0.0000% | $2768169.13        | $2774574.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FD R24F087 | 2054-12-25      | 6.0000%  | 0.0000% | $4998768.77        | $5010505.88        | Agency Collateralized Mortgage Obligation |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  | 0.0000% | $542736.84         | $448400.92         | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  | 0.0000% | $111789.47         | $80696.61          | Agency Debentures and Agency Strips       |
| FCSB 2.34 FCOR 22-36 BE   | 2036-10-14      | 2.3400%  | 0.0000% | $545894.74         | $424999.25         | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  | 0.0000% | $319789.47         | $237208.91         | Agency Debentures and Agency Strips       |
| FCSB 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  | 0.0000% | $5760210.53        | $3856230.54        | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $421052.63         | $338288.65         | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $798315.79         | $644801.44         | Agency Debentures and Agency Strips       |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  | 0.0000% | $222947.37         | $223162.88         | Agency Debentures and Agency Strips       |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  | 0.0000% | $210.53            | $142.47            | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $2065473.68        | $1633661.63        | Agency Debentures and Agency Strips       |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  | 0.0000% | $3157.89           | $2871.56           | Agency Debentures and Agency Strips       |
| FNMA FNMS 03.500 CLAO8772 | 2042-08-01      | 3.5000%  | 0.0000% | $651124.60         | $609058.48         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9592 | 2033-08-01      | 3.8100%  | 0.0000% | $2920000.00        | $2764507.08        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9500 | 2033-07-01      | 3.7500%  | 0.0000% | $1500102.74        | $1420672.30        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9408 | 2033-07-01      | 3.7500%  | 0.0000% | $210.53            | $198.86            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8580 | 2038-04-01      | 3.5100%  | 0.0000% | $210.53            | $186.15            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8578 | 2038-04-01      | 3.5100%  | 0.0000% | $1511279.79        | $1336252.43        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  | 0.0000% | $421052.63         | $370847.86         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY387999 | 2030-08-01      | 3.6100%  | 0.0000% | $3006315.79        | $2909026.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7958 | 2055-07-01      | 6.5000%  | 0.0000% | $312663.58         | $326671.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7640 | 2055-06-01      | 6.5000%  | 0.0000% | $242736.31         | $253728.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  | 0.0000% | $6527264.84        | $6528572.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6682 | 2055-06-01      | 6.5000%  | 0.0000% | $242617.53         | $253603.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6680 | 2055-06-01      | 6.5000%  | 0.0000% | $220524.34         | $231199.19         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9683 | 2030-06-01      | 3.5300%  | 0.0000% | $694615.44         | $671877.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9587 | 2055-04-01      | 6.5000%  | 0.0000% | $66212.14          | $69300.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5746 | 2055-07-01      | 6.5000%  | 0.0000% | $68713.41          | $71452.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  | 0.0000% | $201485.73         | $204079.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB6153 | 2054-08-01      | 6.5000%  | 0.0000% | $207121.44         | $218058.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3174 | 2054-04-01      | 5.5000%  | 0.0000% | $303128.49         | $304777.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA2678 | 2053-10-01      | 5.5000%  | 0.0000% | $142573.86         | $145666.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  | 0.0000% | $643255.03         | $571885.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6548 | 2055-06-01      | 6.5000%  | 0.0000% | $478904.53         | $498292.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5942 | 2055-06-01      | 6.5000%  | 0.0000% | $239643.07         | $248971.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY3980 | 2055-05-01      | 6.5000%  | 0.0000% | $217501.01         | $225958.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  | 0.0000% | $552842.26         | $531034.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6197 | 2053-11-01      | 6.5000%  | 0.0000% | $39534.76          | $41037.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9322 | 2036-11-01      | 2.0000%  | 0.0000% | $668432.81         | $611632.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5849 | 2053-03-01      | 5.5000%  | 0.0000% | $10709095.78       | $10783302.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5847 | 2053-03-01      | 5.5000%  | 0.0000% | $17440165.84       | $17621654.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  | 0.0000% | $1777016.31        | $1695712.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTCA4201 | 2039-09-01      | 3.0000%  | 0.0000% | $678428.06         | $632050.72         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  | 0.0000% | $210.53            | $211.78            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  | 0.0000% | $5897684.21        | $5989707.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  | 0.0000% | $14884235.76       | $14609259.43       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  | 0.0000% | $546945.82         | $546760.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $17310675.01       | $17456575.15       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $14616146.06       | $14021371.23       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ9614 | 2054-11-01      | 7.0000%  | 0.0000% | $226121.99         | $240156.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8635 | 2054-10-01      | 5.5000%  | 0.0000% | $292114.48         | $295057.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8424 | 2054-11-01      | 5.5000%  | 0.0000% | $263400.23         | $267193.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ7704 | 2054-10-01      | 7.0000%  | 0.0000% | $77736.61          | $82146.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7552 | 2054-10-01      | 5.5000%  | 0.0000% | $532364.44         | $537615.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ6579 | 2054-10-01      | 7.0000%  | 0.0000% | $212354.92         | $225988.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ5938 | 2054-10-01      | 6.0000%  | 0.0000% | $196600.74         | $203904.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  | 0.0000% | $248223.18         | $261648.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3186 | 2054-09-01      | 6.0000%  | 0.0000% | $16870.08          | $17375.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ2392 | 2054-08-01      | 7.0000%  | 0.0000% | $218250.30         | $232161.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  | 0.0000% | $203952.45         | $217257.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | 0.0000% | $204.17            | $205.70            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.850 WAWA4820 | 2053-01-01      | 3.8500%  | 0.0000% | $396364.85         | $322449.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  | 0.0000% | $4731877.05        | $4935379.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY8220 | 2055-07-01      | 6.5000%  | 0.0000% | $563711.79         | $587589.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  | 0.0000% | $232644.36         | $224817.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7846 | 2036-07-01      | 2.0000%  | 0.0000% | $68226.24          | $62493.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9845 | 2036-11-01      | 2.0000%  | 0.0000% | $133493.70         | $122763.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8845 | 2051-10-01      | 2.5000%  | 0.0000% | $761492.15         | $636939.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  | 0.0000% | $7840121.92        | $7730122.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3102 | 2054-09-01      | 6.0000%  | 0.0000% | $212574.91         | $218818.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6987 | 2054-06-01      | 6.0000%  | 0.0000% | $435191.16         | $450608.24         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7503 | 2037-11-01      | 3.5100%  | 0.0000% | $201.92            | $176.70            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1208 | 2029-07-01      | 4.8400%  | 0.0000% | $3468210.53        | $3542788.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  | 0.0000% | $169.12            | $170.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3943 | 2053-01-01      | 5.0000%  | 0.0000% | $632778.39         | $623397.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $26754156.48       | $26875334.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  | 0.0000% | $492495.34         | $501303.29         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS6109 | 2029-07-01      | 3.9800%  | 0.0000% | $210.53            | $207.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBR7707 | 2051-04-01      | 3.0000%  | 0.0000% | $96691.17          | $83216.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9948 | 2050-01-01      | 5.0000%  | 0.0000% | $64834.21          | $64229.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN8421 | 2049-06-01      | 5.0000%  | 0.0000% | $61013.67          | $60110.16          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7244 | 2053-06-01      | 4.6120%  | 0.0000% | $2720619.06        | $2688488.55        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3064 | 2039-06-01      | 3.3700%  | 0.0000% | $5240628.84        | $4459745.45        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1189 | 2034-02-01      | 3.9600%  | 0.0000% | $3208544.00        | $3062359.53        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0323 | 2048-10-01      | 4.2100%  | 0.0000% | $315789.47         | $266654.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH9275 | 2048-02-01      | 4.5000%  | 0.0000% | $3485461.33        | $3388091.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4703 | 2055-07-01      | 6.5000%  | 0.0000% | $246315.79         | $256395.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2917 | 2055-07-01      | 6.5000%  | 0.0000% | $354869.68         | $369695.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2670 | 2055-06-01      | 6.5000%  | 0.0000% | $296071.39         | $307773.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1710 | 2055-06-01      | 6.0000%  | 0.0000% | $643678.03         | $659397.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $285259.55         | $297070.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9181 | 2054-06-01      | 6.5000%  | 0.0000% | $236518.54         | $248262.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI8416 | 2054-06-01      | 5.5000%  | 0.0000% | $499869.55         | $504258.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  | 0.0000% | $467418.24         | $498276.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI6713 | 2054-05-01      | 5.5000%  | 0.0000% | $239206.21         | $239857.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  | 0.0000% | $246018.60         | $262527.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF9775 | 2053-04-01      | 6.5000%  | 0.0000% | $156245.19         | $165819.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  | 0.0000% | $266882.08         | $271654.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF1030 | 2052-10-01      | 5.0000%  | 0.0000% | $372148.93         | $365389.10         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63627 G | 2049-05-01      | 5.0000%  | 0.0000% | $173988.95         | $174991.59         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63396 G | 2049-05-01      | 5.0000%  | 0.0000% | $37928.37          | $37983.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  | 0.0000% | $11421788.36       | $11807467.89       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | 0.0000% | $1959553.24        | $2047089.75        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  | 0.0000% | $9167710.68        | $8673351.05        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4982%  | 0.0000% | $548769.44         | $553558.25         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  | 0.0000% | $33.38             | $31.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9098 | 2050-01-01      | 5.0000%  | 0.0000% | $78909.32          | $77522.62          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0748 | 2034-01-01      | 4.0900%  | 0.0000% | $375255.06         | $364667.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  | 0.0000% | $8960811.35        | $9032554.59        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7330 | 2037-12-01      | 3.2600%  | 0.0000% | $210.53            | $179.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  | 0.0000% | $9202368.21        | $9261634.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG7715 | 2053-08-01      | 5.5000%  | 0.0000% | $162996.50         | $166847.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5422 | 2054-10-01      | 5.5000%  | 0.0000% | $199068.67         | $200039.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5054 | 2047-10-01      | 3.5000%  | 0.0000% | $703550.41         | $644554.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN7909 | 2049-06-01      | 5.0000%  | 0.0000% | $102927.25         | $102943.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1589 | 2055-06-01      | 5.0000%  | 0.0000% | $877136.30         | $860921.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5947 | 2055-06-01      | 6.0000%  | 0.0000% | $212.24            | $216.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7953 | 2055-07-01      | 6.5000%  | 0.0000% | $1052.63           | $1103.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7708 | 2055-07-01      | 6.0000%  | 0.0000% | $1053057.38        | $1073519.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  | 0.0000% | $626855.24         | $613168.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2460 | 2055-02-01      | 6.0000%  | 0.0000% | $287761.48         | $296205.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4652 | 2055-07-01      | 6.0000%  | 0.0000% | $1581709.47        | $1612734.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5211 | 2055-05-01      | 6.5000%  | 0.0000% | $280044.67         | $291825.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5215 | 2055-06-01      | 6.5000%  | 0.0000% | $215913.14         | $226132.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4707 | 2055-07-01      | 6.5000%  | 0.0000% | $427058.95         | $446811.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7674 | 2055-07-01      | 6.5000%  | 0.0000% | $216929.47         | $225992.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE1806 | 2055-06-01      | 6.5000%  | 0.0000% | $112948.51         | $118890.24         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4289 | 2035-07-01      | 5.1600%  | 0.0000% | $362400.00         | $370178.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG3784 | 2053-05-01      | 4.5000%  | 0.0000% | $241880.17         | $234211.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN9894 | 2049-06-01      | 5.0000%  | 0.0000% | $95171.89          | $94464.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2787 | 2052-02-01      | 2.5000%  | 0.0000% | $754579.40         | $631863.91         | Agency Mortgage-Backed Securities         |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  | 0.0000% | $210189.47         | $209549.77         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $42.11             | $29.95             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $8879642.11        | $9032168.93        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $21.44             | $20.58             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | 0.0000% | $12736084.21       | $12778828.59       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $799957.89         | $798334.81         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $63.16             | $63.33             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $42.11             | $42.66             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $42.11             | $43.28             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $7172547.37        | $7303272.50        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $21.05             | $21.67             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $21.05             | $21.03             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $63.16             | $63.21             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $42.11             | $41.96             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $2255978.95        | $2261358.04        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | 0.0000% | $21.05             | $21.01             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $884442.11         | $824360.18         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $21.05             | $11.56             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $21.05             | $21.50             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $21.05             | $21.03             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  | 0.0000% | $42.11             | $42.80             | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/27     | 2027-07-31      | 4.4449%  | 0.0000% | $631.58            | $631.55            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  | 0.0000% | $11943587.69       | $11856342.38       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $8848168.42        | $8844000.64        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $63.16             | $63.42             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $42.11             | $42.75             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $2194147.37        | $2284916.09        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  | 0.0000% | $393915.79         | $400503.06         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $34775831.58       | $32232692.30       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | 0.0000% | $526315.79         | $493170.69         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $284126.32         | $277696.45         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $21.05             | $19.26             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $42.11             | $37.90             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $29.43             | $21.79             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $8342336.84        | $8522145.64        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  | 0.0000% | $3993391.29        | $4062786.88        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $242294.74         | $245294.35         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $21.05             | $21.33             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $66670147.37       | $67368350.49       | U.S. Treasuries (including strips)        |

### Security 146: Natixis Financial Products LLC

- **C.1 - Title:** Natix Repo 3 Repo 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWF004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: 963FWF004_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 CL087FD R24F087 | 2054-12-25      | 6.0000%  | 0.0000% | $9145023.98        | $9166496.49        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  | 0.0000% | $27.48             | $28.46             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $0.04              | $0.04              | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  | 0.0000% | $288.49            | $306.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH9196 | 2054-01-01      | 7.0000%  | 0.0000% | $261.32            | $279.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  | 0.0000% | $329.40            | $259.67            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  | 0.0000% | $428.87            | $423.26            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.830 WAWA4438 | 2029-07-01      | 3.8300%  | 0.0000% | $462.29            | $454.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | 0.0000% | $13833171.40       | $14451122.23       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841648 G        | 2053-09-01      | 4.8080%  | 0.0000% | $374.58            | $374.62            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.830 WAWA4439 | 2029-07-01      | 3.8300%  | 0.0000% | $769.65            | $756.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3636 | 2052-05-01      | 4.5000%  | 0.0000% | $458.03            | $439.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | 0.0000% | $2691172.60        | $2711373.44        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOCB6354 | 2053-05-01      | 4.9520%  | 0.0000% | $365.81            | $368.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5947 | 2055-06-01      | 6.0000%  | 0.0000% | $857.03            | $875.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2413 | 2055-05-01      | 6.5000%  | 0.0000% | $418.09            | $436.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2887 | 2055-05-01      | 6.5000%  | 0.0000% | $848.07            | $881.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0242 | 2055-08-01      | 6.0000%  | 0.0000% | $1532.22           | $1561.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6203 | 2055-04-01      | 6.5000%  | 0.0000% | $438.31            | $462.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE2185 | 2055-06-01      | 7.0000%  | 0.0000% | $439.01            | $466.46            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3831 | 2032-06-01      | 4.4650%  | 0.0000% | $418.41            | $417.71            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BG9700 X     | 2048-07-15      | 4.5000%  | 0.0000% | $167.68            | $166.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | 0.0000% | $32.76             | $31.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0256 | 2054-09-01      | 5.0000%  | 0.0000% | $5357980.41        | $5257034.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7953 | 2055-07-01      | 6.5000%  | 0.0000% | $418.41            | $438.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5811 | 2055-06-01      | 6.5000%  | 0.0000% | $1261.31           | $1317.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2832 | 2055-05-01      | 6.5000%  | 0.0000% | $836.14            | $871.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9845 | 2036-11-01      | 2.0000%  | 0.0000% | $319267.13         | $293604.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7426 | 2036-06-01      | 2.0000%  | 0.0000% | $3035945.81        | $2767725.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2291 | 2055-08-01      | 6.0000%  | 0.0000% | $2470023.01        | $2518472.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  | 0.0000% | $472.42            | $488.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  | 0.0000% | $17225883.92       | $16437748.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  | 0.0000% | $314.68            | $300.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | 0.0000% | $455.54            | $398.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1939 | 2036-10-01      | 2.5000%  | 0.0000% | $265.06            | $248.53            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  | 0.0000% | $426.78            | $433.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6550 | 2055-08-01      | 6.0000%  | 0.0000% | $426.78            | $435.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0058 | 2055-05-01      | 6.5000%  | 0.0000% | $837.66            | $874.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7325 | 2055-04-01      | 6.5000%  | 0.0000% | $6831.96           | $7096.87           | Agency Mortgage-Backed Securities         |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $41.84             | $29.47             | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $6392196.65        | $6487689.13        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $41.84             | $25.67             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $83.68             | $53.28             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 48            | 2048-02-15      | 1.0000%  | 0.0000% | $109.07            | $79.70             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $502.09            | $493.55            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $41.84             | $41.95             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $15481046.03       | $13439056.84       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $1841.00           | $871.67            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $41.84             | $29.03             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $125.52            | $99.26             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $41.84             | $34.18             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $41.84             | $36.14             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $6861715.48        | $5189838.44        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $2092008.37        | $1658860.49        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $2975045.42        | $2304110.87        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $786108.79         | $750763.50         | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 40        | 2040-02-15      | 2.1250%  | 0.0000% | $186.67            | $185.24            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  | 0.0000% | $3422552.30        | $3440421.98        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 TRIB 32        | 2032-04-15      | 3.3750%  | 0.0000% | $378.83            | $424.90            | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $251.05            | $269.13            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $83.15             | $89.19             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $251.05            | $255.79            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $18112510.46       | $18615475.86       | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 4.3839%  | 0.0000% | $83.68             | $83.63             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $251.05            | $254.60            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $878.66            | $885.66            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $125.52            | $126.84            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $25941338.91       | $25816474.61       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $125.52            | $126.95            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $16537405.86       | $16568496.18       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $41.84             | $42.39             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $41.84             | $42.60             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | 0.0000% | $41.84             | $43.56             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $143514.64         | $146602.04         | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $334.73            | $355.18            | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  | 0.0000% | $83.68             | $87.68             | U.S. Treasuries (including strips)        |
| USTR BILL 10/09/25        | 2025-10-09      | 0.0000%  | 0.0000% | $1548.12           | $1535.35           | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  | 0.0000% | $585.77            | $579.49            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  | 0.0000% | $167.36            | $170.13            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $47168200.84       | $48526637.33       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | 0.0000% | $209.21            | $209.91            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $4133723.85        | $4126200.33        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $41.84             | $42.76             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $20920502.09       | $22035930.96       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $83.68             | $87.43             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  | 0.0000% | $41.84             | $42.04             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $41.84             | $41.79             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $15923096.23       | $15140552.82       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  | 0.0000% | $33120125.52       | $32751498.53       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $167.36            | $170.56            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $41.84             | $42.00             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  | 0.0000% | $1679.78           | $1707.85           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $83.68             | $85.18             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $460.25            | $465.09            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $607656.90         | $563219.26         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $920.50            | $911.26            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $460.25            | $451.36            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $41.84             | $38.96             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $1129.71           | $1114.15           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $83.68             | $81.28             | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  | 0.0000% | $83.68             | $83.33             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $83.68             | $77.67             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $41.84             | $38.79             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  | 0.0000% | $49.22             | $48.74             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  | 0.0000% | $167.36            | $161.91            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $83.68             | $77.38             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 26      | 2026-04-15      | 0.1250%  | 0.0000% | $51.28             | $50.83             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $125.52            | $89.59             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $14896192.47       | $14611667.51       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $125.52            | $105.82            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $5439246.86        | $5455401.43        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $116108.79         | $107802.44         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $41.84             | $41.90             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $418.41            | $391.09            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $83.68             | $78.46             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $21431297.07       | $18525616.95       | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | 0.0000% | $125.52            | $123.07            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $292.89            | $271.05            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $12552301.26       | $10723805.55       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $41.84             | $39.46             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $41.84             | $41.17             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  | 0.0000% | $167.02            | $165.00            | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $2928828.45        | $2864373.09        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN A 26      | 2026-01-15      | 0.6250%  | 0.0000% | $169.80            | $169.03            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $83.68             | $81.18             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $209.21            | $204.84            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $4158619.25        | $4165654.67        | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  | 0.0000% | $125.52            | $132.01            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $83.68             | $77.84             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $711.30            | $722.24            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $41.84             | $42.40             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $10459958.16       | $10495468.86       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $251.05            | $215.86            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $28535564.85       | $28373185.08       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $41.84             | $42.56             | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $41.84             | $41.19             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $125.52            | $122.14            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $41.84             | $41.44             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $41.84             | $31.51             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $41.84             | $29.50             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $6172343.10        | $5425379.32        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $41.84             | $43.06             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $125.52            | $122.69            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $41.84             | $43.38             | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $83.68             | $93.01             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $334.73            | $337.12            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $418.41            | $417.74            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $1004.18           | $666.57            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $41.84             | $41.16             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $41.84             | $34.41             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $125.52            | $126.90            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 TPRN B 28      | 2028-02-15      | 0.0000%  | 0.0000% | $125.52            | $113.68            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $376.57            | $366.92            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $8288410.04        | $7824281.96        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $251.05            | $231.40            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | 0.0000% | $1234.33           | $1225.65           | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  | 0.0000% | $1715.48           | $1602.36           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $29188159.00       | $26712680.59       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $167.36            | $161.16            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $125.52            | $114.83            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $8368159.00        | $8031668.25        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $17402426.78       | $15584912.90       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $66741799.16       | $60080856.62       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $41.84             | $34.22             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $41.84             | $37.99             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $3580292.89        | $2492283.50        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $83.68             | $50.98             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $41.84             | $24.02             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $41.84             | $26.23             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $209958.16         | $109101.64         | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $627.72            | $358.85            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $858326.36         | $633588.11         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $83.68             | $65.70             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $83.68             | $62.04             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $546.44            | $464.75            | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $42.35             | $37.18             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  | 0.0000% | $394582.23         | $391699.89         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | 0.0000% | $5104602.51        | $5111599.81        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  | 0.0000% | $42.25             | $42.78             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  | 0.0000% | $83.68             | $75.89             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $41.84             | $41.69             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | 0.0000% | $41.84             | $37.92             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $470669.46         | $275602.04         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $41.84             | $39.35             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $83.68             | $81.70             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  | 0.0000% | $41.84             | $41.45             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $209.21            | $155.82            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $3974602.51        | $2603836.35        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $1255.23           | $859.86            | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  | 0.0000% | $11065311.70       | $8338206.27        | U.S. Treasuries (including strips)        |

### Security 147: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUN008, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 964FUN008_4.34_0807
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 FERA 5545FA 06/25/55 | 2055-06-25      | 5.9000%  | 0.0000% | $6872822.61        | $6907072.18        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.3000%  | 0.0000% | $5119435.96        | $5090988.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 6.0000%  | 0.0000% | $894439.44         | $899681.75         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FC 02/25/55 | 2055-02-25      | 5.8500%  | 0.0000% | $6549181.35        | $6570557.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5494FA 01/25/55 | 2055-01-25      | 5.4500%  | 0.0000% | $1577388.09        | $1566602.44        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2500%  | 0.0000% | $289.29            | $289.43            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.7000%  | 0.0000% | $2025290.15        | $2028929.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.2000%  | 0.0000% | $3255950.86        | $3231334.79        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.2000%  | 0.0000% | $3403383.59        | $3391569.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4500%  | 0.0000% | $4446168.78        | $4455680.62        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1700%  | 0.0000% | $5691357.89        | $5546567.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  | 0.0000% | $1099364.40        | $603328.62         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $98553.21          | $95539.06          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.2000%  | 0.0000% | $1717472.94        | $1710915.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8500%  | 0.0000% | $547864.94         | $552400.16         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2500%  | 0.0000% | $1615189.11        | $1605795.17        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.2000%  | 0.0000% | $3930048.47        | $3915136.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1500%  | 0.0000% | $6074701.43        | $6041395.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7626%  | 0.0000% | $152.47            | $151.40            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.6500%  | 0.0000% | $2111643.87        | $2107170.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $115348.16         | $114750.97         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8500%  | 0.0000% | $4613114.20        | $4626053.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7700%  | 0.0000% | $393772.09         | $394965.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4980%  | 0.0000% | $145.09            | $144.71            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.5000%  | 0.0000% | $151.70            | $151.76            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8645%  | 0.0000% | $1091276.27        | $1086605.33        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $1649025.77        | $1570361.74        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53 | 2053-09-25      | 5.7000%  | 0.0000% | $1539554.85        | $1546396.64        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.9953%  | 0.0000% | $41.04             | $41.17             | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.9815%  | 0.0000% | $181216.29         | $186538.35         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.7915%  | 0.0000% | $188681.74         | $191484.45         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5132%  | 0.0000% | $75914.08          | $78562.70          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.7928%  | 0.0000% | $296.51            | $297.92            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $460751.35         | $445266.42         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7500%  | 0.0000% | $4595574.28        | $4616687.89        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.2000%  | 0.0000% | $5570854.88        | $5549583.50        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.6000%  | 0.0000% | $8068532.13        | $8037664.63        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5558GF 07/25/55 | 2055-07-25      | 5.2000%  | 0.0000% | $22071.70          | $22070.88          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5500%  | 0.0000% | $6997110.83        | $6956793.49        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9600%  | 0.0000% | $15819889.31       | $15555169.87       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.7770%  | 0.0000% | $88469.36          | $87639.69          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $4084340.94        | $2919597.18        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.7000%  | 0.0000% | $9751638.95        | $9732164.93        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.1000%  | 0.0000% | $691307.56         | $698961.49         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481HF 12/25/54 | 2054-12-25      | 5.8000%  | 0.0000% | $3477319.33        | $3484985.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.2000%  | 0.0000% | $2528236.12        | $2521087.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.9000%  | 0.0000% | $140914.75         | $142167.25         | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  | 0.0000% | $2887500.00        | $2655323.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $880831.63         | $695976.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $105950.73         | $90630.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  | 0.0000% | $1116428.02        | $884220.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  | 0.0000% | $60689.80          | $56883.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  | 0.0000% | $1083051.94        | $1094901.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  | 0.0000% | $1029040.53        | $994732.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $328648.86         | $302917.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $14570058.35       | $14640465.73       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  | 0.0000% | $12740.66          | $13015.40          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0890%  | 0.0000% | $2140971.84        | $2107438.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  | 0.0000% | $162180.04         | $168858.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6656 | 2055-06-01      | 6.0000%  | 0.0000% | $909618.95         | $927292.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY0645 | 2055-04-01      | 6.0000%  | 0.0000% | $20015.36          | $20498.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $412118.36         | $420580.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  | 0.0000% | $213381.88         | $226365.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  | 0.0000% | $258692.95         | $265906.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  | 0.0000% | $189038.52         | $200257.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  | 0.0000% | $69972.09          | $72052.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  | 0.0000% | $74558.37          | $78079.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  | 0.0000% | $237075.20         | $244286.55         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49383 G | 2047-07-01      | 4.5000%  | 0.0000% | $71653.83          | $69526.64          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49334 G | 2047-07-01      | 4.5000%  | 0.0000% | $49730.35          | $48159.02          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49246 G | 2047-07-01      | 4.5000%  | 0.0000% | $35771.06          | $34837.65          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48273 G | 2047-05-01      | 4.5000%  | 0.0000% | $54470.63          | $53457.86          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  | 0.0000% | $22325.26          | $22122.74          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  | 0.0000% | $18054.25          | $17514.97          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  | 0.0000% | $107494.62         | $100689.85         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02207 G | 2041-07-01      | 5.0000%  | 0.0000% | $11802.28          | $11723.42          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02027 G | 2041-07-01      | 5.0000%  | 0.0000% | $13047.38          | $12960.20          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  | 0.0000% | $29921.94          | $30102.12          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  | 0.0000% | $17892.68          | $18288.34          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00424 G | 2041-05-01      | 5.5000%  | 0.0000% | $1937.00           | $1979.11           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00422 G | 2041-04-01      | 5.5000%  | 0.0000% | $13761.86          | $14048.39          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  | 0.0000% | $19961.18          | $20376.44          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00443 G | 2041-04-01      | 5.5000%  | 0.0000% | $13908.80          | $14229.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  | 0.0000% | $8514563.12        | $8774504.22        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49212 G | 2047-06-01      | 4.5000%  | 0.0000% | $63913.92          | $62259.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $2228968.83        | $1753693.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  | 0.0000% | $87860.88          | $88680.16          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  | 0.0000% | $656988.82         | $661821.08         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $2676600.00        | $2714479.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  | 0.0000% | $88759.49          | $94246.72          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  | 0.0000% | $39615.17          | $35179.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB0327 | 2036-04-01      | 2.0000%  | 0.0000% | $948560.24         | $864988.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN0346 | 2048-12-01      | 5.0000%  | 0.0000% | $1058999.57        | $1054961.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $55110.86          | $51579.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  | 0.0000% | $22139.78          | $21127.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  | 0.0000% | $14386.90          | $13628.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  | 0.0000% | $127334.99         | $112133.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $74622.09          | $65596.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  | 0.0000% | $2528302.66        | $2336631.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $2278659.01        | $1928732.94        | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $3.94              | $3.98              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  | 0.0000% | $587575.25         | $607670.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $138101.54         | $130160.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  | 0.0000% | $25025.23          | $25908.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  | 0.0000% | $384390.25         | $386338.46         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $368.87            | $388.02            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.5230%  | 0.0000% | $167818.91         | $174233.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLCB0297 | 2051-05-01      | 1.5000%  | 0.0000% | $7854189.97        | $5873221.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  | 0.0000% | $516943.08         | $505936.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  | 0.0000% | $70778.23          | $75064.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  | 0.0000% | $34266.15          | $35152.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  | 0.0000% | $20755.14          | $21342.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  | 0.0000% | $23251.90          | $23397.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  | 0.0000% | $42718.67          | $44043.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  | 0.0000% | $30951.45          | $31197.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  | 0.0000% | $1115642.56        | $926581.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  | 0.0000% | $72.97             | $65.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $672583.03         | $613844.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2335 | 2048-09-01      | 4.0000%  | 0.0000% | $1324196.23        | $1240988.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  | 0.0000% | $1622139.27        | $1536638.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $28893.74          | $27242.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  | 0.0000% | $3412022.93        | $3237202.25        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  | 0.0000% | $649800.00         | $642008.90         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  | 0.0000% | $1307850.00        | $1377487.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $611902.78         | $612404.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  | 0.0000% | $115523.19         | $119679.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $183.91            | $180.81            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0420%  | 0.0000% | $1108512.20        | $1089188.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  | 0.0000% | $411083.80         | $419300.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  | 0.0000% | $9315.20           | $8387.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  | 0.0000% | $363719.02         | $377271.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  | 0.0000% | $63954.46          | $65259.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  | 0.0000% | $545090.56         | $433551.22         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48625 G | 2047-06-01      | 4.5000%  | 0.0000% | $58971.61          | $57396.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $243928.84         | $240941.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $188860.40         | $184467.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $12015630.35       | $12106088.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  | 0.0000% | $448403.11         | $460167.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  | 0.0000% | $35739.60          | $37223.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  | 0.0000% | $934083.12         | $907536.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $924431.54         | $872805.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  | 0.0000% | $4062778.19        | $3246796.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  | 0.0000% | $278199.17         | $245515.22         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  | 0.0000% | $23903.40          | $22484.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0895 | 2053-09-01      | 6.0000%  | 0.0000% | $463996.67         | $473481.69         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  | 0.0000% | $844479.34         | $865276.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $30672.31          | $28361.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $57651.82          | $54029.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $8096.65           | $7628.45           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  | 0.0000% | $1459228.45        | $1490849.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  | 0.0000% | $14224.82          | $13207.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  | 0.0000% | $110.05            | $103.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $19412.79          | $17175.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6300 | 2052-08-01      | 5.0000%  | 0.0000% | $110.66            | $108.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  | 0.0000% | $350381.50         | $331913.01         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $10.84             | $11.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  | 0.0000% | $87437.31          | $84948.52          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $220.96            | $211.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $16.55             | $15.67             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0361 G        | 2054-07-01      | 5.9540%  | 0.0000% | $1455469.77        | $1485032.78        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  | 0.0000% | $108633.75         | $101999.85         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $44.66             | $45.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  | 0.0000% | $514610.32         | $409553.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $1705659.31        | $1346637.92        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  | 0.0000% | $33348.98          | $33380.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $14009.79          | $13753.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  | 0.0000% | $388525.19         | $363829.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 K0679879 | 2029-09-01      | 7.5000%  | 0.0000% | $3241.64           | $3297.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $21286.03          | $18883.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  | 0.0000% | $131261.79         | $116225.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  | 0.0000% | $846047.60         | $750574.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  | 0.0000% | $36536.23          | $33849.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2632 | 2048-11-01      | 4.0000%  | 0.0000% | $856600.86         | $802236.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $23.00             | $21.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  | 0.0000% | $14888.34          | $14873.22          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  | 0.0000% | $1800000.00        | $1566514.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  | 0.0000% | $414113.18         | $397177.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  | 0.0000% | $107002.90         | $105794.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  | 0.0000% | $30368.32          | $29346.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $7457.89           | $6969.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $4462.14           | $3921.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  | 0.0000% | $921714.00         | $848425.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  | 0.0000% | $1250945.78        | $1152510.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  | 0.0000% | $2661311.44        | $2538889.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $3815.01           | $3537.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3643 | 2044-10-01      | 4.0000%  | 0.0000% | $854982.94         | $810947.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  | 0.0000% | $1135880.56        | $1087904.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  | 0.0000% | $94476.96          | $89991.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  | 0.0000% | $540923.66         | $501731.94         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  | 0.0000% | $2810491.05        | $2628569.84        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $2016901.95        | $1974390.36        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $2389471.50        | $2339107.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $5181.42           | $5233.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $10217.55          | $10739.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  | 0.0000% | $11584.50          | $12183.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $83440.40          | $83565.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $79699.01          | $76500.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $454314.59         | $435827.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  | 0.0000% | $70071.34          | $72377.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $1891601.29        | $1899143.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $62831.78          | $61884.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  | 0.0000% | $84873.91          | $74559.69          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  | 0.0000% | $39466.02          | $37485.35          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  | 0.0000% | $206250.00         | $190469.81         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  | 0.0000% | $221948.35         | $207169.55         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $100.62            | $102.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $242331.64         | $246998.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $7463887.11        | $7474040.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $721634.60         | $708600.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  | 0.0000% | $427921.75         | $340568.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $4385385.34        | $3490146.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  | 0.0000% | $1170454.40        | $973372.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | 0.0000% | $332.08            | $265.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  | 0.0000% | $1644024.23        | $1308429.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | 0.0000% | $393317.70         | $311607.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $2071472.14        | $1647004.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  | 0.0000% | $618047.41         | $493104.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $3208858.66        | $2553836.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  | 0.0000% | $3491643.90        | $2786620.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  | 0.0000% | $231642.00         | $236143.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6216 | 2055-04-01      | 6.0000%  | 0.0000% | $5053.28           | $5218.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9680 | 2054-12-01      | 5.5000%  | 0.0000% | $625794.67         | $628716.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  | 0.0000% | $888093.44         | $906111.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  | 0.0000% | $234721.14         | $244765.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  | 0.0000% | $54998.69          | $55400.91          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0835%  | 0.0000% | $855750.00         | $738704.65         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5316%  | 0.0000% | $878881.50         | $751489.97         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5316%  | 0.0000% | $577509.40         | $544497.62         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4579%  | 0.0000% | $707123.19         | $668134.82         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2448%  | 0.0000% | $313.65            | $267.65            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052 | 2030-10-25      | 0.8780%  | 0.0000% | $130026.77         | $125882.12         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $52167.37          | $49615.19          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $1738615.80        | $1609390.86        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  | 0.0000% | $2216688.41        | $2035235.47        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $278653.12         | $263992.90         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  | 0.0000% | $23884.01          | $22608.30          | Agency Mortgage-Backed Securities         |
| FNMA MNRM RC019A2 R19M019 | 2029-09-25      | 2.5600%  | 0.0000% | $61128.17          | $58656.90          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R19M006 | 2029-01-25      | 3.4500%  | 0.0000% | $371358.76         | $363633.01         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  | 0.0000% | $139.22            | $135.27            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0605%  | 0.0000% | $981032.00         | $960411.69         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  | 0.0000% | $1165194.60        | $1131827.70        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003 | 2026-02-25      | 2.7020%  | 0.0000% | $484395.19         | $480197.26         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  | 0.0000% | $34419.38          | $31738.60          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  | 0.0000% | $9134.67           | $9113.75           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $7007.97           | $6301.65           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4762%  | 0.0000% | $427676.82         | $431110.64         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3156%  | 0.0000% | $862500.00         | $743683.44         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0969%  | 0.0000% | $266777.97         | $246617.16         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.5801%  | 0.0000% | $217236.20         | $213455.06         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4684%  | 0.0000% | $1912511.25        | $1652517.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CJAJ5332 | 2026-11-01      | 3.0000%  | 0.0000% | $4029.82           | $3992.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4799 | 2041-06-01      | 5.5000%  | 0.0000% | $12728.13          | $12976.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4726 | 2041-07-01      | 5.5000%  | 0.0000% | $10933.03          | $11173.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  | 0.0000% | $21837.51          | $21795.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2889 | 2041-05-01      | 5.5000%  | 0.0000% | $11346.33          | $11469.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  | 0.0000% | $48333.65          | $49384.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  | 0.0000% | $28263.97          | $28877.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  | 0.0000% | $29509.52          | $29987.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  | 0.0000% | $37718.09          | $38537.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  | 0.0000% | $23814.23          | $24331.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  | 0.0000% | $31365.11          | $32046.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $4627.18           | $4796.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  | 0.0000% | $3593.54           | $3668.26           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $84024.01          | $83492.72          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A83512 G | 2038-12-01      | 5.0000%  | 0.0000% | $10597.77          | $10479.39          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $95661.70          | $89524.40          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A78954 G | 2036-05-01      | 6.0000%  | 0.0000% | $4849.86           | $4947.74           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  | 0.0000% | $35479.57          | $35941.55          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  | 0.0000% | $33086.91          | $33921.69          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $18.02             | $18.62             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841704 G        | 2054-01-01      | 6.0100%  | 0.0000% | $987935.88         | $1010939.31        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  | 0.0000% | $43833.04          | $44785.76          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  | 0.0000% | $1562398.65        | $1445398.43        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  | 0.0000% | $3838500.85        | $3539475.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  | 0.0000% | $259274.40         | $251592.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  | 0.0000% | $98454.41          | $93392.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  | 0.0000% | $471979.93         | $375064.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $250181.62         | $234993.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  | 0.0000% | $536071.62         | $522685.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $40748.48          | $33996.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  | 0.0000% | $72967.43          | $68808.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  | 0.0000% | $54923.67          | $51914.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $223084.34         | $211326.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH2705 | 2047-05-01      | 4.5000%  | 0.0000% | $13280.58          | $12976.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  | 0.0000% | $231051.60         | $232642.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  | 0.0000% | $564934.79         | $519077.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $551030.24         | $529920.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  | 0.0000% | $426579.09         | $392481.20         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  | 0.0000% | $834253.38         | $814531.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $5805851.92        | $5830348.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $1803032.99        | $1773349.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  | 0.0000% | $138.01            | $121.69            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $24.37             | $24.49             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $9.33              | $9.43              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  | 0.0000% | $31427.57          | $31721.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $9035.92           | $9103.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  | 0.0000% | $570758.10         | $559357.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  | 0.0000% | $78.86             | $79.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  | 0.0000% | $368804.94         | $336595.61         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9080%  | 0.0000% | $824588.50         | $829797.56         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.4073%  | 0.0000% | $16755.71          | $16608.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  | 0.0000% | $67427.52          | $69523.72          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  | 0.0000% | $2996812.20        | $2613325.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $918645.45         | $869207.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5105 | 2048-12-01      | 5.0000%  | 0.0000% | $1259529.52        | $1255179.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $282791.27         | $273919.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $128408.69         | $124380.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  | 0.0000% | $786023.87         | $767898.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $62535.21          | $61109.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | 0.0000% | $107857.67         | $110902.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $567982.70         | $573042.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $146935.41         | $144019.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $732810.67         | $740433.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  | 0.0000% | $679352.76         | $718387.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  | 0.0000% | $13857.19          | $14108.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $94042.07          | $89156.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $290868.06         | $269796.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $7425.58           | $7034.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  | 0.0000% | $62358.98          | $62940.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  | 0.0000% | $72735.25          | $65341.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  | 0.0000% | $12058.37          | $12178.31          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  | 0.0000% | $35943.45          | $36368.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  | 0.0000% | $23771.63          | $24235.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  | 0.0000% | $27209.16          | $27800.39          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  | 0.0000% | $34337.93          | $34403.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  | 0.0000% | $28795.04          | $29421.17          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02092 G | 2041-07-01      | 5.5000%  | 0.0000% | $14329.25          | $14659.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $1247750.30        | $992072.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  | 0.0000% | $396525.52         | $373761.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD8208 | 2047-04-01      | 4.0000%  | 0.0000% | $262580.10         | $247764.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  | 0.0000% | $38138.88          | $34309.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  | 0.0000% | $103059.56         | $97259.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  | 0.0000% | $13523.15          | $13017.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  | 0.0000% | $32875.73          | $31647.54          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  | 0.0000% | $36413.10          | $33607.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $23901.59          | $22089.89          | Agency Mortgage-Backed Securities         |

### Security 148: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered 10 Stand Chartered 10 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 966RRD006, C.3 - LEI: N/A, C.5 - Other ID: 966RRD006_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 2019-23 BF      | 2049-10-20      | 4.8651%  | 0.0000% | $171.57            | $167.07            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-67 F       | 2046-08-20      | 4.8651%  | 0.0000% | $98.92             | $97.05             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-113 FA     | 2043-08-20      | 4.7651%  | 0.0000% | $25.39             | $25.07             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-009 DF     | 2040-01-16      | 4.8545%  | 0.0000% | $465.76            | $462.10            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-078 FH     | 2049-06-20      | 4.7651%  | 0.0000% | $4467.94           | $4350.27           | Agency Collateralized Mortgage Obligation |
| FHLB FHOR 24-27 M7        | 2027-01-19      | 2.2500%  | 0.0000% | $13302000.00       | $12974278.63       | Agency Debentures and Agency Strips       |
| FNMA FNMS 03.500 CLAB7303 | 2042-12-01      | 3.5000%  | 0.0000% | $2874052.27        | $2677052.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4586 | 2042-03-01      | 3.5000%  | 0.0000% | $3060905.25        | $2864436.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4042 | 2041-12-01      | 3.5000%  | 0.0000% | $2573787.15        | $2409931.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  | 0.0000% | $3044803.61        | $2849682.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6764 | 2054-01-01      | 6.5000%  | 0.0000% | $11391374.03       | $12080924.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5973 | 2053-10-01      | 6.5000%  | 0.0000% | $2109828.97        | $2202479.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4452 | 2053-04-01      | 6.5000%  | 0.0000% | $2789062.70        | $2955758.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1356 | 2052-09-01      | 3.5000%  | 0.0000% | $3783540.63        | $3447019.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  | 0.0000% | $3818820.20        | $3842169.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  | 0.0000% | $5613981.39        | $5900460.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  | 0.0000% | $4278206.06        | $4566177.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4152 | 2049-09-01      | 3.5000%  | 0.0000% | $3215053.21        | $2947839.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  | 0.0000% | $14188843.50       | $12981268.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  | 0.0000% | $6011032.22        | $5226802.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5396 | 2052-04-01      | 3.5000%  | 0.0000% | $5862845.88        | $5325725.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN6630 | 2049-05-01      | 3.5000%  | 0.0000% | $9499111.94        | $8690705.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  | 0.0000% | $3532332.76        | $3245742.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  | 0.0000% | $3543196.84        | $3126516.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6306 | 2054-06-01      | 6.0000%  | 0.0000% | $2077833.77        | $2119722.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  | 0.0000% | $5281318.40        | $4176227.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  | 0.0000% | $4069580.03        | $4259790.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0809 | 2052-04-01      | 3.0000%  | 0.0000% | $3250192.11        | $2838935.55        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  | 0.0000% | $3747667.86        | $3433222.29        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q10443 G | 2042-08-01      | 4.0000%  | 0.0000% | $738850.67         | $709769.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $23082924.21       | $21518163.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $35729912.92       | $28914491.59       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  | 0.0000% | $4212935.15        | $4414729.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $4919271.64        | $4346324.07        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09898 G | 2042-08-01      | 3.5000%  | 0.0000% | $586239.19         | $549312.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8522 | 2055-04-01      | 4.5000%  | 0.0000% | $4140053.05        | $3945139.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  | 0.0000% | $3375366.94        | $3158792.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  | 0.0000% | $6711825.56        | $5922783.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3504 | 2042-06-01      | 3.5000%  | 0.0000% | $2688135.55        | $2520580.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  | 0.0000% | $5348086.10        | $4731237.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  | 0.0000% | $3225740.69        | $2969654.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | 0.0000% | $4073127.79        | $3847856.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $10954282.03       | $9162526.63        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59065 G | 2048-10-01      | 4.0000%  | 0.0000% | $3421514.35        | $3228572.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0452 | 2042-09-01      | 4.0000%  | 0.0000% | $257359.90         | $246095.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  | 0.0000% | $2211850.05        | $1936848.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  | 0.0000% | $4255469.64        | $3527381.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $5510837.76        | $4853284.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7944 | 2046-01-01      | 3.5000%  | 0.0000% | $2294305.28        | $2128625.85        | Agency Mortgage-Backed Securities         |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $45817420.00       | $37651373.03       | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 41        | 2041-02-15      | 2.1250%  | 0.0000% | $4814392.68        | $4748206.70        | U.S. Treasuries (including strips)        |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  | 0.0000% | $40.00             | $38.50             | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  | 0.0000% | $40.00             | $39.58             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $3683460.00        | $3785410.65        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  | 0.0000% | $1019920.00        | $1040879.10        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $19351280.00       | $19394143.09       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $7960800.00        | $8186138.01        | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $951260.00         | $1009988.79        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $21612560.00       | $20989407.05       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 TRIB 32        | 2032-04-15      | 3.3750%  | 0.0000% | $1810576.48        | $2032907.68        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $7046053.84        | $5941135.71        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  | 0.0000% | $2186695.68        | $2410743.54        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | 0.0000% | $4999800.00        | $5046783.12        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $29469840.00       | $29463591.42       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $62057740.00       | $62912368.17       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $1166500.00        | $1182747.17        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $5081360.00        | $5132286.27        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $1810440.00        | $1837558.88        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $1306920.00        | $1344547.53        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $6214340.00        | $6349469.20        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $3865680.00        | $3949321.72        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $7260000.00        | $7265536.05        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  | 0.0000% | $1055764.10        | $1010713.73        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $927080.00         | $944003.85         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $2406281.62        | $2357678.19        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  | 0.0000% | $12657969.11       | $12522433.11       | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $25993480.00       | $24065829.52       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $1672800.00        | $1425797.73        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $2440364.39        | $2413937.90        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  | 0.0000% | $1561731.44        | $1540380.12        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $2369710.98        | $2326417.29        | U.S. Treasuries (including strips)        |

### Security 149: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 986PPM008, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 986PPM008_4.33_0807
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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 2025-095 F      | 2055-05-20      | 5.7180%  | 0.0000% | $12013541.40       | $12042519.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.4980%  | 0.0000% | $598.24            | $598.55            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4980%  | 0.0000% | $1237.12           | $1233.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.8480%  | 0.0000% | $19933380.60       | $20047935.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.6480%  | 0.0000% | $10835578.32       | $10879059.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 AF     | 2055-04-20      | 5.1280%  | 0.0000% | $6840687.32        | $6813693.17        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $137008.09         | $138757.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  | 0.0000% | $159.26            | $160.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | 0.0000% | $253575.71         | $248089.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6045 | 2055-06-01      | 5.5000%  | 0.0000% | $742730.34         | $747271.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  | 0.0000% | $234182.80         | $229303.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0533 | 2055-06-01      | 5.5000%  | 0.0000% | $7319484.80        | $7387141.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4457 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1595079.69        | $1658421.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $405057.52         | $397148.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7411 | 2052-05-01      | 4.5000%  | 0.0000% | $5111.32           | $4894.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2441 C     | 2055-06-20      | 6.0000%  | 0.0000% | $275712.43         | $285645.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY6470 | 2053-08-01      | 6.0000%  | 0.0000% | $136986.70         | $139742.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2051 C     | 2055-07-20      | 6.0000%  | 0.0000% | $227206.20         | $236786.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4486 C     | 2055-07-20      | 6.5000%  | 0.0000% | $227915.80         | $240907.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5945 C     | 2055-06-20      | 7.0000%  | 0.0000% | $432649.69         | $455389.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5550 | 2055-06-01      | 5.5000%  | 0.0000% | $408134.02         | $413641.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0160 C     | 2055-03-20      | 7.0000%  | 0.0000% | $352850.30         | $380340.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5936 C     | 2055-06-20      | 6.0000%  | 0.0000% | $734798.61         | $756534.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  | 0.0000% | $818.14            | $821.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  | 0.0000% | $505637.14         | $494611.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  | 0.0000% | $521005.60         | $535986.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0216 C     | 2055-04-20      | 7.0000%  | 0.0000% | $323532.83         | $348738.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  | 0.0000% | $89798.57          | $85571.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | 0.0000% | $45.37             | $44.06             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $3.00              | $3.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $464217.60         | $467001.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2744 | 2054-04-01      | 5.5000%  | 0.0000% | $112650.75         | $112713.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3102 | 2052-03-01      | 2.0000%  | 0.0000% | $11664.35          | $9191.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  | 0.0000% | $170436.15         | $176605.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $655579.19         | $624451.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6333 | 2054-05-01      | 6.5000%  | 0.0000% | $143668.57         | $151586.95         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G06843 G | 2041-12-01      | 4.0000%  | 0.0000% | $149.61            | $144.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5996 | 2055-06-01      | 5.5000%  | 0.0000% | $860494.06         | $866612.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5226 | 2055-06-01      | 5.5000%  | 0.0000% | $326917.71         | $327266.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5165 | 2055-06-01      | 5.5000%  | 0.0000% | $255687.56         | $258041.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1484 | 2055-04-01      | 5.5000%  | 0.0000% | $235439.86         | $238830.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  | 0.0000% | $2518487.88        | $2399917.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6135 | 2051-02-01      | 2.0000%  | 0.0000% | $516994.18         | $411002.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2248 | 2052-07-01      | 3.0000%  | 0.0000% | $3645536.00        | $3136954.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4310 | 2052-08-01      | 5.0000%  | 0.0000% | $6793795.72        | $6670390.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2758 | 2052-02-01      | 3.0000%  | 0.0000% | $39486.10          | $33965.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  | 0.0000% | $887153.38         | $733128.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB1053 | 2036-07-01      | 2.0000%  | 0.0000% | $29518.85          | $27011.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0064 | 2051-04-01      | 2.5000%  | 0.0000% | $924488.87         | $767940.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0088 | 2051-04-01      | 2.0000%  | 0.0000% | $5715198.97        | $4548056.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  | 0.0000% | $11300566.70       | $8993721.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  | 0.0000% | $5951610.24        | $4736682.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8849 | 2051-02-01      | 2.0000%  | 0.0000% | $11254917.30       | $8957345.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $10263086.94       | $8167966.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | 0.0000% | $6973435.85        | $5524723.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  | 0.0000% | $24762.38          | $23220.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  | 0.0000% | $6702015.63        | $5355960.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $5411.12           | $5384.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $23.54             | $21.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | 0.0000% | $39.32             | $36.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $105.23            | $102.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | 0.0000% | $3.90              | $3.84              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $91.02             | $85.02             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $533.89            | $512.00            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $16.52             | $16.60             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $4.54              | $4.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1435 | 2052-08-01      | 4.5000%  | 0.0000% | $814.05            | $781.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  | 0.0000% | $15330018.97       | $12112718.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $345600.09         | $287283.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5161 | 2050-02-01      | 3.5000%  | 0.0000% | $3842739.39        | $3537920.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  | 0.0000% | $139.73            | $134.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $10330.29          | $8874.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  | 0.0000% | $16487.21          | $16213.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1788 | 2055-06-01      | 6.0000%  | 0.0000% | $1767695.35        | $1808119.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5223 | 2054-12-01      | 4.5000%  | 0.0000% | $4154.88           | $3960.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  | 0.0000% | $522613.82         | $533322.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $7983574.61        | $6308107.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $2259280.93        | $2137693.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  | 0.0000% | $10743.88          | $9843.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0338 | 2059-01-01      | 4.5000%  | 0.0000% | $7430.56           | $7061.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  | 0.0000% | $282768.40         | $288776.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  | 0.0000% | $409.07            | $418.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD6431 | 2055-04-01      | 7.0000%  | 0.0000% | $748.32            | $792.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  | 0.0000% | $79848.43          | $84002.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD0067 | 2055-01-01      | 5.0000%  | 0.0000% | $255627.69         | $253525.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  | 0.0000% | $260144.56         | $255860.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  | 0.0000% | $325806.28         | $330365.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  | 0.0000% | $160079.27         | $164547.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  | 0.0000% | $276089.60         | $288539.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  | 0.0000% | $262975.03         | $274130.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $17008.35          | $17787.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  | 0.0000% | $551059.61         | $572044.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  | 0.0000% | $243473.37         | $248457.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  | 0.0000% | $115634.75         | $113985.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  | 0.0000% | $219612.90         | $228220.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  | 0.0000% | $5062.12           | $5072.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  | 0.0000% | $152364.49         | $152353.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  | 0.0000% | $58501.96          | $55301.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $912685.68         | $853818.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $7530.99           | $6768.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  | 0.0000% | $8051.89           | $8142.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  | 0.0000% | $3914121.95        | $4043041.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $366879.44         | $382374.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2057 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1576443.40        | $1670171.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2056 C     | 2055-07-20      | 6.5000%  | 0.0000% | $941600.00         | $997582.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5946 C     | 2055-06-20      | 7.0000%  | 0.0000% | $388914.67         | $404812.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5935 C     | 2055-06-20      | 6.0000%  | 0.0000% | $468773.21         | $482639.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4487 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1377272.00        | $1455780.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2442 C     | 2055-06-20      | 6.0000%  | 0.0000% | $412830.42         | $429097.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0155 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1136764.49        | $1237828.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2830 | 2054-11-01      | 6.5000%  | 0.0000% | $2081664.78        | $2197271.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1708 | 2055-06-01      | 5.5000%  | 0.0000% | $4824486.72        | $4838879.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1691 | 2055-06-01      | 5.0000%  | 0.0000% | $5661847.72        | $5543643.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7393 | 2055-07-01      | 5.5000%  | 0.0000% | $891416.52         | $897429.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7419 | 2055-07-01      | 6.5000%  | 0.0000% | $232535.04         | $243408.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6622 | 2055-06-01      | 5.5000%  | 0.0000% | $238968.19         | $242009.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6447 | 2055-06-01      | 5.5000%  | 0.0000% | $3696419.86        | $3694875.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6369 | 2055-06-01      | 6.5000%  | 0.0000% | $811294.12         | $848819.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7160 | 2055-07-01      | 5.5000%  | 0.0000% | $1568068.61        | $1574019.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $1626774.51        | $1636991.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9432 | 2053-07-01      | 5.5000%  | 0.0000% | $7125464.48        | $7165013.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $167147.09         | $167107.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  | 0.0000% | $5454039.57        | $5510779.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $283282.65         | $279241.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | 0.0000% | $376872.51         | $386029.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  | 0.0000% | $188.18            | $188.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $11716.07          | $11762.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $676427.26         | $663647.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1041 | 2052-10-01      | 5.5000%  | 0.0000% | $223130.18         | $225014.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF0843 | 2052-10-01      | 6.0000%  | 0.0000% | $178418.69         | $185714.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  | 0.0000% | $624479.33         | $543494.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  | 0.0000% | $68788.55          | $59845.01          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $77257.38          | $73141.83          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  | 0.0000% | $337002.61         | $319049.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4380 | 2053-11-01      | 6.0000%  | 0.0000% | $5819.56           | $6001.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8348 | 2053-08-01      | 5.0000%  | 0.0000% | $7410544.87        | $7253757.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $6617.70           | $5960.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | 0.0000% | $163.66            | $161.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $874480.37         | $883792.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $10018951.89       | $8361740.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  | 0.0000% | $111589.40         | $113942.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $246663.03         | $241303.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  | 0.0000% | $5658201.93        | $4498766.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6988 | 2053-07-01      | 5.5000%  | 0.0000% | $360238.49         | $365761.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  | 0.0000% | $38871.23          | $34479.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  | 0.0000% | $334874.79         | $329847.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  | 0.0000% | $7099627.35        | $5909377.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7583 | 2054-09-01      | 5.0000%  | 0.0000% | $332439.77         | $325731.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA9520 | 2049-05-01      | 3.5000%  | 0.0000% | $315646.39         | $286119.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  | 0.0000% | $219890.32         | $233270.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  | 0.0000% | $1445036.77        | $1503778.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0841 | 2051-06-01      | 2.5000%  | 0.0000% | $181648.92         | $151689.80         | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  | 0.0000% | $537080.00         | $537303.57         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  | 0.0000% | $347606.62         | $353413.28         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $50525360.00       | $51097864.52       | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $12.17             | $8.12              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  | 0.0000% | $3.67              | $2.85              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $17029980.00       | $17240811.15       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $16985080.00       | $17142588.30       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $24138980.00       | $24423638.92       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $20856660.00       | $21177438.83       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AT 25     | 2025-10-15      | 4.2500%  | 0.0000% | $1105620.00        | $1119136.05        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $44540780.00       | $41219017.71       | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  | 0.0000% | $20.00             | $16.02             | U.S. Treasuries (including strips)        |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2025-08-07

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer