# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001258897-25-000119
**Filing Date:** 2025-7
**Character Count:** 1594407
**Document Hash:** 46fe9c96246bfe692170fab56bd0be51
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001258897-25-000119.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001258897-25-000119

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 251109918

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 254900VAJ9169N7JRF45

**EDGAR Series Identifier:** S000009536

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 37 days

- **WAL:** 101 days

- **Total Value of Portfolio Securities:** $165092135501.89

- **Amortized Cost of Portfolio Securities:** $165089504073.00

- **Cash:** $6577991330.57

- **Total Other Assets:** $398317795.70

- **Total Liabilities:** $923972550.71

- **Net Assets of Series:** $171141840648.56

- **Number of Shares Outstanding (Series):** 171191639394.0100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $115586620272.37          | $135735620272.37           | 67.7700%                  | 79.5900%                   |
| 2025-06-03 | $114348536204.29          | $135497536204.29           | 67.0800%                  | 79.4800%                   |
| 2025-06-04 | $113146956427.01          | $134627806427.01           | 66.8400%                  | 79.5300%                   |
| 2025-06-05 | $114010804339.52          | $135741654339.52           | 67.3000%                  | 80.1300%                   |
| 2025-06-06 | $112363186426.90          | $135414036426.90           | 66.0800%                  | 79.6400%                   |
| 2025-06-09 | $115906856946.45          | $139602706946.45           | 67.1700%                  | 80.9000%                   |
| 2025-06-10 | $116429240037.73          | $141193240037.73           | 66.9400%                  | 81.1700%                   |
| 2025-06-11 | $116664834600.26          | $141678834600.26           | 66.7300%                  | 81.0400%                   |
| 2025-06-12 | $115818063041.30          | $140614013041.30           | 66.5400%                  | 80.7900%                   |
| 2025-06-13 | $113191430819.74          | $137592380819.74           | 66.1700%                  | 80.4300%                   |
| 2025-06-16 | $113905198489.60          | $137306148489.60           | 66.7200%                  | 80.4200%                   |
| 2025-06-17 | $115288016720.43          | $137438966720.43           | 67.7400%                  | 80.7600%                   |
| 2025-06-18 | $123346254254.20          | $140595254254.20           | 71.1500%                  | 81.1000%                   |
| 2025-06-20 | $118231395190.36          | $140430395190.36           | 67.9900%                  | 80.7600%                   |
| 2025-06-23 | $118512078818.41          | $139711078818.41           | 68.4500%                  | 80.6900%                   |
| 2025-06-24 | $115314607610.87          | $135463607610.87           | 68.2700%                  | 80.2000%                   |
| 2025-06-25 | $116766531493.93          | $136965531493.93           | 68.8700%                  | 80.7800%                   |
| 2025-06-26 | $118762243002.33          | $138211243002.33           | 69.3900%                  | 80.7500%                   |
| 2025-06-27 | $117018599210.75          | $137717599210.75           | 68.5500%                  | 80.6800%                   |
| 2025-06-30 | $120992094322.54          | $139091094322.54           | 70.3200%                  | 80.8400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3900%             |
| 2025-06-03 | 4.3900%             |
| 2025-06-04 | 4.3900%             |
| 2025-06-05 | 4.3800%             |
| 2025-06-06 | 4.3800%             |
| 2025-06-09 | 4.3600%             |
| 2025-06-10 | 4.3600%             |
| 2025-06-11 | 4.3600%             |
| 2025-06-12 | 4.3600%             |
| 2025-06-13 | 4.3600%             |
| 2025-06-16 | 4.3600%             |
| 2025-06-17 | 4.3600%             |
| 2025-06-18 | 4.3600%             |
| 2025-06-20 | 4.3600%             |
| 2025-06-23 | 4.3600%             |
| 2025-06-24 | 4.3600%             |
| 2025-06-25 | 4.3600%             |
| 2025-06-26 | 4.3700%             |
| 2025-06-27 | 4.3800%             |
| 2025-06-30 | 4.4100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.9997                      |
|  |  |
| 2025-06-03 | 0.9997                      |
|  |  |
| 2025-06-04 | 0.9997                      |
|  |  |
| 2025-06-05 | 0.9997                      |
|  |  |
| 2025-06-06 | 0.9997                      |
|  |  |
| 2025-06-09 | 0.9997                      |
|  |  |
| 2025-06-10 | 0.9997                      |
|  |  |
| 2025-06-11 | 0.9997                      |
|  |  |
| 2025-06-12 | 0.9997                      |
|  |  |
| 2025-06-13 | 0.9997                      |
|  |  |
| 2025-06-16 | 0.9997                      |
|  |  |
| 2025-06-17 | 0.9997                      |
|  |  |
| 2025-06-18 | 0.9997                      |
|  |  |
| 2025-06-20 | 0.9997                      |
|  |  |
| 2025-06-23 | 0.9997                      |
|  |  |
| 2025-06-24 | 0.9997                      |
|  |  |
| 2025-06-25 | 0.9997                      |
|  |  |
| 2025-06-26 | 0.9997                      |
|  |  |
| 2025-06-27 | 0.9997                      |
|  |  |
| 2025-06-30 | 0.9997                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $33719890052.76

- **Number of Shares Outstanding:** 33729701845.2200

- **Expense Reimbursement/Waiver:** 2318735.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1233242508.09            | $940715518.52           |
| 2025-06-03 | $414382231.36             | $699369268.09           |
| 2025-06-04 | $1102954390.34            | $606003305.73           |
| 2025-06-05 | $644044180.20             | $392884037.95           |
| 2025-06-06 | $363461059.27             | $463371050.45           |
| 2025-06-09 | $245808270.20             | $417931095.12           |
| 2025-06-10 | $1043520150.40            | $550554758.66           |
| 2025-06-11 | $700459267.21             | $679849351.33           |
| 2025-06-12 | $509081357.75             | $395921883.05           |
| 2025-06-13 | $852663057.86             | $510412997.09           |
| 2025-06-16 | $864924395.67             | $965082691.02           |
| 2025-06-17 | $315129360.76             | $1139322354.18          |
| 2025-06-18 | $694622752.77             | $590790265.57           |
| 2025-06-20 | $528731663.90             | $528102687.66           |
| 2025-06-23 | $695284336.74             | $360302464.54           |
| 2025-06-24 | $379626423.23             | $1898035943.34          |
| 2025-06-25 | $1273860573.02            | $364183168.51           |
| 2025-06-26 | $961162946.15             | $524206090.74           |
| 2025-06-27 | $363197548.45             | $1355242992.90          |
| 2025-06-30 | $549434490.95             | $1314103786.28          |

**Total Gross Subscriptions (Month):** $13735590964.32

**Total Gross Redemptions (Month):** $14696385710.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1900%           |
| 2025-06-03 | 4.1900%           |
| 2025-06-04 | 4.1800%           |
| 2025-06-05 | 4.1800%           |
| 2025-06-06 | 4.1700%           |
| 2025-06-09 | 4.1600%           |
| 2025-06-10 | 4.1500%           |
| 2025-06-11 | 4.1500%           |
| 2025-06-12 | 4.1500%           |
| 2025-06-13 | 4.1500%           |
| 2025-06-16 | 4.1500%           |
| 2025-06-17 | 4.1500%           |
| 2025-06-18 | 4.1500%           |
| 2025-06-20 | 4.1600%           |
| 2025-06-23 | 4.1500%           |
| 2025-06-24 | 4.1500%           |
| 2025-06-25 | 4.1600%           |
| 2025-06-26 | 4.1600%           |
| 2025-06-27 | 4.1700%           |
| 2025-06-30 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.7900%         | 0.0000%              |
| Broker-dealer                                       |  | 12.4000%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.8900%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.9800%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.7800%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $12396344447.48

- **Number of Shares Outstanding:** 12399951528.0100

- **Expense Reimbursement/Waiver:** 806852.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $239314943.29             | $191220908.95           |
| 2025-06-03 | $159892467.64             | $71234954.14            |
| 2025-06-04 | $99085471.06              | $73827453.25            |
| 2025-06-05 | $98864901.87              | $69554456.87            |
| 2025-06-06 | $69715026.01              | $141532777.47           |
| 2025-06-09 | $201093554.38             | $83667408.20            |
| 2025-06-10 | $98619359.69              | $92328754.10            |
| 2025-06-11 | $226670571.01             | $100482854.01           |
| 2025-06-12 | $168435255.10             | $314151192.22           |
| 2025-06-13 | $55239705.58              | $311509178.90           |
| 2025-06-16 | $82216681.05              | $250659466.57           |
| 2025-06-17 | $230960448.38             | $149943595.63           |
| 2025-06-18 | $51450986.12              | $159943270.29           |
| 2025-06-20 | $88080371.75              | $170835782.42           |
| 2025-06-23 | $220634539.05             | $65159061.97            |
| 2025-06-24 | $162411405.75             | $158684819.40           |
| 2025-06-25 | $139152765.12             | $51980114.36            |
| 2025-06-26 | $259896547.78             | $65056083.89            |
| 2025-06-27 | $85295246.29              | $167001166.39           |
| 2025-06-30 | $224510896.23             | $130661237.95           |

**Total Gross Subscriptions (Month):** $2961541143.15

**Total Gross Redemptions (Month):** $2819434536.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9700%           |
| 2025-06-03 | 3.9700%           |
| 2025-06-04 | 3.9700%           |
| 2025-06-05 | 3.9700%           |
| 2025-06-06 | 3.9600%           |
| 2025-06-09 | 3.9500%           |
| 2025-06-10 | 3.9400%           |
| 2025-06-11 | 3.9400%           |
| 2025-06-12 | 3.9400%           |
| 2025-06-13 | 3.9400%           |
| 2025-06-16 | 3.9400%           |
| 2025-06-17 | 3.9400%           |
| 2025-06-18 | 3.9400%           |
| 2025-06-20 | 3.9400%           |
| 2025-06-23 | 3.9400%           |
| 2025-06-24 | 3.9400%           |
| 2025-06-25 | 3.9400%           |
| 2025-06-26 | 3.9500%           |
| 2025-06-27 | 3.9600%           |
| 2025-06-30 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 25.4300%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.9400%         | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1297584043.22

- **Number of Shares Outstanding:** 1297961613.4100

- **Expense Reimbursement/Waiver:** 86497.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $4483879.23               | $1326189.93             |
| 2025-06-03 | $53193308.85              | $3171500.71             |
| 2025-06-04 | $2558690.46               | $45187549.75            |
| 2025-06-05 | $549341.13                | $14572456.19            |
| 2025-06-06 | $77334666.67              | $3068046.19             |
| 2025-06-09 | $17415782.37              | $1820626.14             |
| 2025-06-10 | $3703709.42               | $59646746.30            |
| 2025-06-11 | $5759545.29               | $1596043.53             |
| 2025-06-12 | $28489870.46              | $418648.69              |
| 2025-06-13 | $4544064.51               | $2857823.00             |
| 2025-06-16 | $2413150.89               | $113644330.91           |
| 2025-06-17 | $11859428.06              | $3911056.73             |
| 2025-06-18 | $5718255.01               | $5296287.52             |
| 2025-06-20 | $1341803.96               | $8385167.96             |
| 2025-06-23 | $418807.62                | $9305583.89             |
| 2025-06-24 | $21013630.46              | $1635004.77             |
| 2025-06-25 | $14151164.01              | $8986971.87             |
| 2025-06-26 | $12213406.02              | $24039851.07            |
| 2025-06-27 | $29224087.98              | $2708409.75             |
| 2025-06-30 | $8859087.49               | $5057689.24             |

**Total Gross Subscriptions (Month):** $305245679.89

**Total Gross Redemptions (Month):** $316635984.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.7100%           |
| 2025-06-03 | 3.7100%           |
| 2025-06-04 | 3.7000%           |
| 2025-06-05 | 3.6900%           |
| 2025-06-06 | 3.6900%           |
| 2025-06-09 | 3.6700%           |
| 2025-06-10 | 3.6600%           |
| 2025-06-11 | 3.6600%           |
| 2025-06-12 | 3.6600%           |
| 2025-06-13 | 3.6600%           |
| 2025-06-16 | 3.6600%           |
| 2025-06-17 | 3.6600%           |
| 2025-06-18 | 3.6600%           |
| 2025-06-20 | 3.6600%           |
| 2025-06-23 | 3.6600%           |
| 2025-06-24 | 3.6600%           |
| 2025-06-25 | 3.6600%           |
| 2025-06-26 | 3.6700%           |
| 2025-06-27 | 3.6800%           |
| 2025-06-30 | 3.7100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.4700%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.6600%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.8200%          | 0.0000%              |
| Retail investor                                     |  | 33.5300%         | 0.0000%              |
| Retail investor                                     |  | 24.8700%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $7830896572.94

- **Number of Shares Outstanding:** 7833175202.3100

- **Expense Reimbursement/Waiver:** 519794.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $66083000.97              | $22120432.25            |
| 2025-06-03 | $32394737.69              | $12874845.78            |
| 2025-06-04 | $36240926.22              | $6054261.90             |
| 2025-06-05 | $924582.82                | $37508074.12            |
| 2025-06-06 | $24702822.21              | $4033993.91             |
| 2025-06-09 | $9338002.03               | $71981930.85            |
| 2025-06-10 | $60067816.75              | $26270495.72            |
| 2025-06-11 | $564393.57                | $32033725.70            |
| 2025-06-12 | $22241104.52              | $2158647.61             |
| 2025-06-13 | $75648505.26              | $81530916.45            |
| 2025-06-16 | $21993608.20              | $66071441.91            |
| 2025-06-17 | $87582327.41              | $79109178.51            |
| 2025-06-18 | $7067163.31               | $101515091.30           |
| 2025-06-20 | $89697925.26              | $6390355.21             |
| 2025-06-23 | $97339462.02              | $3766646.51             |
| 2025-06-24 | $14971937.42              | $184476484.60           |
| 2025-06-25 | $55586135.65              | $52530491.23            |
| 2025-06-26 | $24756964.06              | $77788284.54            |
| 2025-06-27 | $26569757.42              | $7789754.78             |
| 2025-06-30 | $75825882.62              | $29078705.54            |

**Total Gross Subscriptions (Month):** $829597055.41

**Total Gross Redemptions (Month):** $905083758.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0900%           |
| 2025-06-03 | 4.0900%           |
| 2025-06-04 | 4.0800%           |
| 2025-06-05 | 4.0800%           |
| 2025-06-06 | 4.0700%           |
| 2025-06-09 | 4.0600%           |
| 2025-06-10 | 4.0500%           |
| 2025-06-11 | 4.0500%           |
| 2025-06-12 | 4.0500%           |
| 2025-06-13 | 4.0500%           |
| 2025-06-16 | 4.0500%           |
| 2025-06-17 | 4.0500%           |
| 2025-06-18 | 4.0500%           |
| 2025-06-20 | 4.0500%           |
| 2025-06-23 | 4.0500%           |
| 2025-06-24 | 4.0500%           |
| 2025-06-25 | 4.0600%           |
| 2025-06-26 | 4.0600%           |
| 2025-06-27 | 4.0700%           |
| 2025-06-30 | 4.1000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 13.0300%         | 0.0000%              |
| Depository institution or other banking institution |  | 75.3000%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0500%          | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $101535319538.95

- **Number of Shares Outstanding:** 101564864222.5500

- **Expense Reimbursement/Waiver:** 6463554.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $3136285544.61            | $3072790654.83          |
| 2025-06-03 | $1525993302.96            | $2837782989.61          |
| 2025-06-04 | $949803052.04             | $2004633706.73          |
| 2025-06-05 | $1980800495.27            | $1565256386.95          |
| 2025-06-06 | $2128050202.48            | $1532026550.77          |
| 2025-06-09 | $2166705481.69            | $1374470617.00          |
| 2025-06-10 | $2027866913.40            | $1467050235.32          |
| 2025-06-11 | $1388913768.09            | $1533658052.82          |
| 2025-06-12 | $1811491933.66            | $2498370669.73          |
| 2025-06-13 | $1323331741.37            | $2287558087.55          |
| 2025-06-16 | $3129846729.77            | $1702703984.71          |
| 2025-06-17 | $1629713515.79            | $1527034737.65          |
| 2025-06-18 | $3718894783.24            | $2645723451.85          |
| 2025-06-20 | $3020801285.66            | $3925434327.45          |
| 2025-06-23 | $1543111118.77            | $2055224996.32          |
| 2025-06-24 | $2132911382.30            | $1832382457.23          |
| 2025-06-25 | $2181559086.14            | $1972066658.29          |
| 2025-06-26 | $2017212352.07            | $2227587597.52          |
| 2025-06-27 | $3498963340.44            | $2651852725.71          |
| 2025-06-30 | $5317159505.34            | $2973084998.66          |

**Total Gross Subscriptions (Month):** $46629415535.09

**Total Gross Redemptions (Month):** $43686693886.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2400%           |
| 2025-06-03 | 4.2400%           |
| 2025-06-04 | 4.2300%           |
| 2025-06-05 | 4.2300%           |
| 2025-06-06 | 4.2200%           |
| 2025-06-09 | 4.2100%           |
| 2025-06-10 | 4.2000%           |
| 2025-06-11 | 4.2000%           |
| 2025-06-12 | 4.2000%           |
| 2025-06-13 | 4.2000%           |
| 2025-06-16 | 4.2000%           |
| 2025-06-17 | 4.2000%           |
| 2025-06-18 | 4.2000%           |
| 2025-06-20 | 4.2000%           |
| 2025-06-23 | 4.2000%           |
| 2025-06-24 | 4.2000%           |
| 2025-06-25 | 4.2100%           |
| 2025-06-26 | 4.2100%           |
| 2025-06-27 | 4.2200%           |
| 2025-06-30 | 4.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.4600%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.4900%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.9700%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.5700%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.8100%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $694088307.49

- **Number of Shares Outstanding:** 694290272.8700

- **Expense Reimbursement/Waiver:** 72473.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $25661052.60              | $21815493.55            |
| 2025-06-03 | $19468617.68              | $20495016.48            |
| 2025-06-04 | $34084740.82              | $10531304.11            |
| 2025-06-05 | $7502460.99               | $24210002.35            |
| 2025-06-06 | $18721465.52              | $13866314.47            |
| 2025-06-09 | $26441148.86              | $14795333.34            |
| 2025-06-10 | $23799261.85              | $21354559.05            |
| 2025-06-11 | $20161852.21              | $17006410.05            |
| 2025-06-12 | $21176426.44              | $27615559.65            |
| 2025-06-13 | $11130953.49              | $25096890.14            |
| 2025-06-16 | $19030303.24              | $22920630.66            |
| 2025-06-17 | $20916497.45              | $13777993.22            |
| 2025-06-18 | $17136547.13              | $15344161.00            |
| 2025-06-20 | $20005282.65              | $22071628.20            |
| 2025-06-23 | $21312106.90              | $16618927.68            |
| 2025-06-24 | $19122870.91              | $14894621.62            |
| 2025-06-25 | $24154770.70              | $12150073.94            |
| 2025-06-26 | $24358120.42              | $12385308.33            |
| 2025-06-27 | $13764127.70              | $27291840.23            |
| 2025-06-30 | $23170808.60              | $20920959.83            |

**Total Gross Subscriptions (Month):** $411119416.16

**Total Gross Redemptions (Month):** $375163027.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.4200%           |
| 2025-06-03 | 3.4200%           |
| 2025-06-04 | 3.4200%           |
| 2025-06-05 | 3.4200%           |
| 2025-06-06 | 3.4100%           |
| 2025-06-09 | 3.4000%           |
| 2025-06-10 | 3.3900%           |
| 2025-06-11 | 3.3900%           |
| 2025-06-12 | 3.3900%           |
| 2025-06-13 | 3.3900%           |
| 2025-06-16 | 3.3900%           |
| 2025-06-17 | 3.3900%           |
| 2025-06-18 | 3.3900%           |
| 2025-06-20 | 3.3900%           |
| 2025-06-23 | 3.3900%           |
| 2025-06-24 | 3.3900%           |
| 2025-06-25 | 3.4000%           |
| 2025-06-26 | 3.4000%           |
| 2025-06-27 | 3.4100%           |
| 2025-06-30 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.3400%          | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $639701314.37

- **Number of Shares Outstanding:** 639887454.2600

- **Expense Reimbursement/Waiver:** 49683.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $3305016.07               | $4541025.56             |
| 2025-06-03 | $10404892.20              | $505100.67              |
| 2025-06-04 | $7902791.19               | $542691.67              |
| 2025-06-05 | $965105.51                | $1559806.76             |
| 2025-06-06 | $335052.77                | $3524813.65             |
| 2025-06-09 | $788304.89                | $3574664.05             |
| 2025-06-10 | $941779.95                | $1346330.83             |
| 2025-06-11 | $1737888.93               | $1415407.29             |
| 2025-06-12 | $404521.49                | $5599668.34             |
| 2025-06-13 | $18300907.96              | $430019.07              |
| 2025-06-16 | $751000.46                | $1592472.82             |
| 2025-06-17 | $1195759.20               | $3111782.12             |
| 2025-06-18 | $2091639.01               | $346514.00              |
| 2025-06-20 | $218021.40                | $4790471.95             |
| 2025-06-23 | $4284710.51               | $1024261.23             |
| 2025-06-24 | $1829878.45               | $362207.77              |
| 2025-06-25 | $1667738.46               | $3853542.78             |
| 2025-06-26 | $3431805.92               | $8006801.14             |
| 2025-06-27 | $1106240.65               | $10829842.05            |
| 2025-06-30 | $905533.71                | $109017839.61           |

**Total Gross Subscriptions (Month):** $62568588.73

**Total Gross Redemptions (Month):** $165975263.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.5400%           |
| 2025-06-03 | 3.5400%           |
| 2025-06-04 | 3.5400%           |
| 2025-06-05 | 3.5300%           |
| 2025-06-06 | 3.5300%           |
| 2025-06-09 | 3.5100%           |
| 2025-06-10 | 3.5100%           |
| 2025-06-11 | 3.5100%           |
| 2025-06-12 | 3.5100%           |
| 2025-06-13 | 3.5100%           |
| 2025-06-16 | 3.5100%           |
| 2025-06-17 | 3.5100%           |
| 2025-06-18 | 3.5100%           |
| 2025-06-20 | 3.5100%           |
| 2025-06-23 | 3.5100%           |
| 2025-06-24 | 3.5100%           |
| 2025-06-25 | 3.5200%           |
| 2025-06-26 | 3.5200%           |
| 2025-06-27 | 3.5300%           |
| 2025-06-30 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 82.5300%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1867757319.33

- **Number of Shares Outstanding:** 1868300798.1800

- **Expense Reimbursement/Waiver:** 98730.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $5647451.13               | $48344764.05            |
| 2025-06-03 | $29502925.55              | $8036310.38             |
| 2025-06-04 | $11316572.94              | $214898975.93           |
| 2025-06-05 | $2007397.11               | $15337816.83            |
| 2025-06-06 | $20553380.67              | $7523234.68             |
| 2025-06-09 | $241142934.41             | $7589490.37             |
| 2025-06-10 | $3926811.65               | $66030504.07            |
| 2025-06-11 | $1145990.92               | $9958782.74             |
| 2025-06-12 | $96823630.73              | $2223468.92             |
| 2025-06-13 | $21361656.16              | $14843645.68            |
| 2025-06-16 | $14094608.14              | $25163129.09            |
| 2025-06-17 | $41828990.92              | $10308431.58            |
| 2025-06-18 | $10644931.44              | $209558804.37           |
| 2025-06-20 | $1015915862.72            | $2602482.13             |
| 2025-06-23 | $92484385.29              | $181300487.71           |
| 2025-06-24 | $345109794.65             | $521852793.33           |
| 2025-06-25 | $22964135.34              | $501067606.94           |
| 2025-06-26 | $449624814.78             | $122992213.84           |
| 2025-06-27 | $122567949.92             | $13276793.15            |
| 2025-06-30 | $6270699.87               | $23076610.10            |

**Total Gross Subscriptions (Month):** $2554934924.34

**Total Gross Redemptions (Month):** $2005986345.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2300%           |
| 2025-06-03 | 4.2200%           |
| 2025-06-04 | 4.2200%           |
| 2025-06-05 | 4.2200%           |
| 2025-06-06 | 4.2100%           |
| 2025-06-09 | 4.2000%           |
| 2025-06-10 | 4.1900%           |
| 2025-06-11 | 4.1900%           |
| 2025-06-12 | 4.1900%           |
| 2025-06-13 | 4.1900%           |
| 2025-06-16 | 4.1900%           |
| 2025-06-17 | 4.1900%           |
| 2025-06-18 | 4.1900%           |
| 2025-06-20 | 4.1900%           |
| 2025-06-23 | 4.1900%           |
| 2025-06-24 | 4.1900%           |
| 2025-06-25 | 4.2000%           |
| 2025-06-26 | 4.2000%           |
| 2025-06-27 | 4.2100%           |
| 2025-06-30 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.3200%         | 0.0000%              |
| Broker-dealer                                       |  | 7.2200%          | 0.0000%              |
| Depository institution or other banking institution |  | 55.2300%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.0400%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.2900%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $9344433585.60

- **Number of Shares Outstanding:** 9347152623.0200

- **Expense Reimbursement/Waiver:** 624714.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $126711706.56             | $47978367.91            |
| 2025-06-03 | $64868369.45              | $54177744.79            |
| 2025-06-04 | $99765066.89              | $109138403.41           |
| 2025-06-05 | $76979642.49              | $97831641.83            |
| 2025-06-06 | $73342933.01              | $69504464.78            |
| 2025-06-09 | $61458297.82              | $97974061.57            |
| 2025-06-10 | $43884973.27              | $81110774.08            |
| 2025-06-11 | $112990089.95             | $89276571.44            |
| 2025-06-12 | $41898885.31              | $69092805.44            |
| 2025-06-13 | $159073788.66             | $168685088.52           |
| 2025-06-16 | $114622640.84             | $130764018.41           |
| 2025-06-17 | $75988815.08              | $90812664.45            |
| 2025-06-18 | $60917758.33              | $71473702.41            |
| 2025-06-20 | $94303509.95              | $44772140.93            |
| 2025-06-23 | $109802237.44             | $53058155.46            |
| 2025-06-24 | $38521495.04              | $71832416.16            |
| 2025-06-25 | $45936486.08              | $114302533.14           |
| 2025-06-26 | $57848636.40              | $81527025.49            |
| 2025-06-27 | $118125961.67             | $119935748.81           |
| 2025-06-30 | $70196317.91              | $138760446.25           |

**Total Gross Subscriptions (Month):** $1647237612.15

**Total Gross Redemptions (Month):** $1802008775.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2400%           |
| 2025-06-03 | 4.2400%           |
| 2025-06-04 | 4.2300%           |
| 2025-06-05 | 4.2300%           |
| 2025-06-06 | 4.2200%           |
| 2025-06-09 | 4.2100%           |
| 2025-06-10 | 4.2000%           |
| 2025-06-11 | 4.2000%           |
| 2025-06-12 | 4.2000%           |
| 2025-06-13 | 4.2000%           |
| 2025-06-16 | 4.2000%           |
| 2025-06-17 | 4.2000%           |
| 2025-06-18 | 4.2000%           |
| 2025-06-20 | 4.2000%           |
| 2025-06-23 | 4.2000%           |
| 2025-06-24 | 4.2000%           |
| 2025-06-25 | 4.2100%           |
| 2025-06-26 | 4.2100%           |
| 2025-06-27 | 4.2200%           |
| 2025-06-30 | 4.2500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 77.2100%         | 0.0000%              |
| Broker-dealer |  | 10.6800%         | 0.0000%              |
| Broker-dealer |  | 8.7500%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $140946369.21

- **Number of Shares Outstanding:** 140987381.7000

- **Expense Reimbursement/Waiver:** 11020.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $2410362.79               | $48542.42               |
| 2025-06-03 | $1579911.46               | $16173.07               |
| 2025-06-04 | $196928.07                | $0.02                   |
| 2025-06-05 | $1334379.37               | $0.00                   |
| 2025-06-06 | $4980033.72               | $0.00                   |
| 2025-06-09 | $6420.80                  | $4590294.29             |
| 2025-06-10 | $1813549.47               | $48623.68               |
| 2025-06-11 | $1232490.84               | $45157.33               |
| 2025-06-12 | $48365974.01              | $50331.16               |
| 2025-06-13 | $5302260.91               | $0.08                   |
| 2025-06-16 | $26.54                    | $7575378.89             |
| 2025-06-17 | $6230813.46               | $2.89                   |
| 2025-06-18 | $784.43                   | $6890645.61             |
| 2025-06-20 | $5211.99                  | $3210829.19             |
| 2025-06-23 | $231167.25                | $42286358.43            |
| 2025-06-24 | $4660871.09               | $199853.98              |
| 2025-06-25 | $3967641.02               | $324.43                 |
| 2025-06-26 | $7.88                     | $11783844.03            |
| 2025-06-27 | $3633.36                  | $5659867.52             |
| 2025-06-30 | $2375.77                  | $1894119.89             |

**Total Gross Subscriptions (Month):** $82324844.23

**Total Gross Redemptions (Month):** $84300346.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9400%           |
| 2025-06-03 | 3.9400%           |
| 2025-06-04 | 3.9300%           |
| 2025-06-05 | 3.9300%           |
| 2025-06-06 | 3.9200%           |
| 2025-06-09 | 3.9100%           |
| 2025-06-10 | 3.9000%           |
| 2025-06-11 | 3.9000%           |
| 2025-06-12 | 3.9000%           |
| 2025-06-13 | 3.9000%           |
| 2025-06-16 | 3.9000%           |
| 2025-06-17 | 3.9000%           |
| 2025-06-18 | 3.9000%           |
| 2025-06-20 | 3.9000%           |
| 2025-06-23 | 3.9000%           |
| 2025-06-24 | 3.9000%           |
| 2025-06-25 | 3.9100%           |
| 2025-06-26 | 3.9100%           |
| 2025-06-27 | 3.9200%           |
| 2025-06-30 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 16.4700%         | 0.0000%              |
| Depository institution or other banking institution |  | 81.4200%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $1674879097.21

- **Number of Shares Outstanding:** 1675366452.4800

- **Expense Reimbursement/Waiver:** 168923.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9997          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9997          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $117995356.18             | $0.00                   |
| 2025-06-03 | $1143100000.00            | $10985.68               |
| 2025-06-04 | $72500000.00              | $600000.00              |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $293250200.00             | $250000000.02           |
| 2025-06-09 | $0.00                     | $67000000.00            |
| 2025-06-10 | $3866435.00               | $210000000.00           |
| 2025-06-11 | $41200000.00              | $10100000.00            |
| 2025-06-12 | $1107000000.00            | $205.38                 |
| 2025-06-13 | $2000000.00               | $970500000.00           |
| 2025-06-16 | $0.00                     | $925450000.00           |
| 2025-06-17 | $247500000.10             | $0.00                   |
| 2025-06-18 | $0.00                     | $134950000.00           |
| 2025-06-20 | $0.00                     | $355250000.00           |
| 2025-06-23 | $59000000.00              | $131000000.00           |
| 2025-06-24 | $0.00                     | $189000000.00           |
| 2025-06-25 | $3000000.00               | $63000000.00            |
| 2025-06-26 | $256000000.00             | $182050000.00           |
| 2025-06-27 | $452000000.00             | $0.00                   |
| 2025-06-30 | $130000000.10             | $655500000.00           |

**Total Gross Subscriptions (Month):** $3928411991.38

**Total Gross Redemptions (Month):** $4144411191.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2400%           |
| 2025-06-03 | 4.2400%           |
| 2025-06-04 | 4.2300%           |
| 2025-06-05 | 4.2300%           |
| 2025-06-06 | 4.2200%           |
| 2025-06-09 | 4.2100%           |
| 2025-06-10 | 4.2000%           |
| 2025-06-11 | 4.2000%           |
| 2025-06-12 | 4.2000%           |
| 2025-06-13 | 4.2000%           |
| 2025-06-16 | 4.2000%           |
| 2025-06-17 | 4.2000%           |
| 2025-06-18 | 4.2000%           |
| 2025-06-20 | 4.2000%           |
| 2025-06-23 | 4.2000%           |
| 2025-06-24 | 4.2000%           |
| 2025-06-25 | 4.2100%           |
| 2025-06-26 | 4.2100%           |
| 2025-06-27 | 4.2200%           |
| 2025-06-30 | 4.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 36.8300%         | 36.8300%             |
| Non-financial corporation                           |  | 17.1100%         | 17.1100%             |
| Depository institution or other banking institution |  | 42.0700%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.430%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-001 HF     | 2053-01-20      | 5.4019%  |  | $4322882.95        | $4268697.84        | Agency Collateralized Mortgage Obligation |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $957590.00         | $971679.44         | U.S. Treasuries (including strips)        |
| FNMA MNAR XX.XXX HYBS7329 | 2032-12-01      | 5.4100%  |  | $3827694.65        | $3956512.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $21756.86          | $21305.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $21416.46          | $22208.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $2208195.15        | $2191809.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $954921.53         | $943590.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $6716496.85        | $6626010.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $511397.31         | $507182.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $6617437.91        | $5998372.91        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1362446.58        | $1292759.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $2680042.94        | $2658323.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1220602.84        | $1230545.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $6261891.09        | $6334601.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $26504.09          | $23006.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $10124938.50       | $9721155.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $71279.91          | $66355.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M     | 2053-04-20      | 5.5000%  |  | $1565934.82        | $1581258.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  |  | $15428309.82       | $15294049.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4153 | 2040-10-01      | 2.5000%  |  | $1542604.09        | $1399302.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $764566.50         | $713493.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $15823251.63       | $15583652.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $568262.72         | $606068.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5253108.09        | $5210073.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1323995.87        | $1315956.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $45579.74          | $44035.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2655930.07        | $2339520.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $924909.70         | $867567.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $192991.25         | $169804.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $2754826.77        | $2317536.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $271714.15         | $267239.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $457.56            | $468.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $6053883.53        | $5961275.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3489742.10        | $3182489.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1326822.48        | $1204641.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0393 | 2047-09-01      | 4.0000%  |  | $107300.45         | $101241.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $6650239.17        | $6560645.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $15701500.00       | $16182805.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $2828774.06        | $2901135.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $631156.92         | $601891.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1033367.13        | $973382.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $74813.54          | $70454.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $2965832.35        | $2747293.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3112 | 2052-10-01      | 5.0000%  |  | $113467.10         | $112021.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $831155.46         | $843772.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $6490047.85        | $5768183.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $618487.48         | $612452.76         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $15996000.00       | $16145375.97       | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Bank of America N.A., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $582884000.00
- **C.18.a - Value (excl. sponsor support):** $582884000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  |  | $594590632.51      | $594614416.14      | U.S. Treasuries (including strips) |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 5.17 FHOR 26-32 KV  | 2032-06-16      | 5.1700%  |  | $1147500.00        | $1151604.10        | Agency Debentures and Agency Strips |
| FCSB 5.23 FCOR 25-32 DT  | 2032-11-26      | 5.2300%  |  | $11711500.00       | $11748279.32       | Agency Debentures and Agency Strips |
| FCSB 2.69 FCOR 22-41 U   | 2041-11-29      | 2.6900%  |  | $8439000.00        | $6120295.21        | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677   | 2036-07-15      | 5.5000%  |  | $205000.00         | $227214.28         | Agency Debentures and Agency Strips |
| FCSB 5.34 FCOR 25-34 DF  | 2034-10-11      | 5.3400%  |  | $500.00            | $503.38            | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G   | 2041-04-01      | 2.7400%  |  | $1000.00           | $742.17            | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-41 F   | 2041-03-15      | 2.5800%  |  | $1669000.00        | $1209499.27        | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV  | 2036-07-14      | 2.3100%  |  | $2500000.00        | $1982664.17        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF | 2040-03-26      | 5.6250%  |  | $12640500.00       | $12765432.38       | Agency Debentures and Agency Strips |
| FCSB 5.82 FCOR 25-40 AE  | 2040-03-26      | 5.8200%  |  | $15000000.00       | $15192100.00       | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G   | 2045-03-06      | 5.7400%  |  | $5444500.00        | $5504180.80        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ  | 2033-03-03      | 4.9400%  |  | $12897500.00       | $13086435.48       | Agency Debentures and Agency Strips |
| FCSB 5.42 FCOR 25-33 EI  | 2033-08-12      | 5.4200%  |  | $16867000.00       | $17196912.90       | Agency Debentures and Agency Strips |
| FCSB 5.14 FCOR 25-31 EY  | 2031-01-30      | 5.1400%  |  | $19445500.00       | $19844029.04       | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-36 BL  | 2036-12-15      | 2.7400%  |  | $12844000.00       | $10382211.93       | Agency Debentures and Agency Strips |
| FCSB 2.80 FCOR 22-41 W   | 2041-12-16      | 2.8000%  |  | $3646500.00        | $2672552.27        | Agency Debentures and Agency Strips |
| FCSB 2.62 FCOR 22-36 BK  | 2036-12-16      | 2.6200%  |  | $24812500.00       | $19795236.06       | Agency Debentures and Agency Strips |
| FCSB 2.78 FCOR 22-36 BI  | 2036-12-01      | 2.7800%  |  | $3124500.00        | $2560675.99        | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T   | 2041-11-01      | 2.5900%  |  | $20181500.00       | $14435518.62       | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S  | 2041-10-21      | 2.3750%  |  | $6087500.00        | $4180816.37        | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L   | 2041-06-21      | 2.7000%  |  | $19537000.00       | $14190211.53       | Agency Debentures and Agency Strips |
| FCSB 2.42 FCOR 22-36 AR  | 2036-06-02      | 2.4200%  |  | $2755500.00        | $2186806.75        | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O   | 2041-08-09      | 2.4500%  |  | $13974000.00       | $9866983.18        | Agency Debentures and Agency Strips |
| FCSB 2.99 FCOR 22-34 AM  | 2034-07-18      | 2.9900%  |  | $4950000.00        | $4432452.75        | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN  | 2032-03-10      | 5.1800%  |  | $5070000.00        | $5149846.31        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS  | 2040-02-10      | 5.5200%  |  | $7990000.00        | $8141791.36        | Agency Debentures and Agency Strips |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.330%, 7/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNCL CL DC7177        | 2066-07-15      | 5.7500%  |  | $532650.00         | $551636.28         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8492        | 2059-09-15      | 5.4800%  |  | $588249.07         | $607480.37         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CS8936        | 2059-08-15      | 5.6900%  |  | $155221.30         | $163284.99         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CI8951        | 2064-10-15      | 4.3400%  |  | $318808.33         | $314675.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9362 M      | 2053-12-20      | 5.5000%  |  | $79158.29          | $79823.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9240 M      | 2053-10-20      | 5.0000%  |  | $15852321.24       | $15676800.82       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M      | 2054-08-20      | 6.5000%  |  | $22334124.49       | $23082007.47       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  |  | $1099254.59        | $1109687.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $54562719.83       | $48467827.61       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6153 M      | 2049-09-20      | 3.0000%  |  | $50730242.11       | $45025964.60       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSL0520  | 2054-09-01      | 7.0000%  |  | $20358263.98       | $21590588.16       | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02257 G  | 2041-07-01      | 5.0000%  |  | $548144.43         | $557328.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  |  | $16299.27          | $14335.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  |  | $76683.67          | $71381.11          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A90380 G  | 2039-12-01      | 5.5000%  |  | $226402.95         | $232412.72         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G  | 2039-01-01      | 6.5000%  |  | $4853.34           | $5104.50           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C03719 G  | 2041-10-01      | 3.5000%  |  | $19796.45          | $18672.39          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83066 G  | 2038-11-01      | 5.5000%  |  | $8959.50           | $9226.50           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04359 G  | 2038-06-01      | 5.5000%  |  | $12598.50          | $12963.73          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G  | 2039-01-01      | 5.5000%  |  | $7020.12           | $7232.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9424 M      | 2054-01-20      | 6.0000%  |  | $39276661.01       | $40173870.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5471  | 2054-09-01      | 6.0000%  |  | $33379773.59       | $34069510.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $2569023.74        | $2279351.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  |  | $58296.12          | $54500.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802  | 2049-10-01      | 3.0000%  |  | $1084084.77        | $950682.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  |  | $1229352.75        | $1078138.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3183  | 2047-11-01      | 4.0000%  |  | $2651630.72        | $2513080.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2495  | 2046-01-01      | 3.5000%  |  | $11719.62          | $10855.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2229  | 2045-04-01      | 3.5000%  |  | $200378.79         | $186107.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $1514391.95        | $1504389.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE8023  | 2040-11-01      | 5.0000%  |  | $65394.09          | $65916.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  |  | $18358.07          | $19075.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  |  | $2831621.14        | $2643360.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  |  | $7900692.17        | $7688384.78        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726300 X      | 2039-09-15      | 4.0000%  |  | $98388.36          | $92531.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5703 C      | 2055-04-20      | 6.5000%  |  | $517115.14         | $546707.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4386 C      | 2055-05-20      | 5.5000%  |  | $5398784.00        | $5450696.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7126 C      | 2055-06-20      | 6.0000%  |  | $1076768.33        | $1113655.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4871 C      | 2055-06-20      | 6.0000%  |  | $1455.00           | $1496.63           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8949        | 2060-04-15      | 5.3900%  |  | $664672.81         | $680961.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9405  | 2047-07-01      | 4.0000%  |  | $1886172.08        | $1787327.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2440  | 2047-01-01      | 3.5000%  |  | $46989.46          | $43322.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  |  | $29137.13          | $30865.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAT2060  | 2028-04-01      | 2.5000%  |  | $17543.44          | $17197.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  |  | $62860.13          | $58254.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328  | 2045-12-01      | 3.5000%  |  | $58806.18          | $54787.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131  | 2045-11-01      | 3.5000%  |  | $21757.02          | $20202.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  |  | $14776.18          | $13901.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422  | 2042-08-01      | 3.5000%  |  | $48135.75          | $45295.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1889  | 2042-04-01      | 4.0000%  |  | $395369.74         | $381792.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $6504789.89        | $6438673.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4351  | 2051-01-01      | 2.5000%  |  | $1530629.59        | $1275127.55        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q34990 G  | 2045-08-01      | 3.0000%  |  | $7140271.53        | $6379201.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997  | 2046-11-01      | 3.5000%  |  | $12523.02          | $11558.87          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q09949 G  | 2042-08-01      | 3.0000%  |  | $18574.30          | $16890.63          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G  | 2043-06-01      | 3.5000%  |  | $5514.93           | $5197.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0941  | 2052-04-01      | 3.0000%  |  | $856125.91         | $748377.04         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA0194        | 2059-09-15      | 5.2700%  |  | $496409.71         | $504672.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  |  | $5538.89           | $4891.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M      | 2049-11-20      | 3.0000%  |  | $17329501.84       | $15383687.62       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M      | 2051-08-20      | 2.5000%  |  | $2448.46           | $2082.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  |  | $1088.97           | $1005.75           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU2406        | 2065-01-15      | 5.4400%  |  | $666666.67         | $694738.15         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q36667 G  | 2045-10-01      | 3.5000%  |  | $376104.64         | $349683.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3112  | 2049-04-01      | 4.0000%  |  | $341313.68         | $323491.04         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4402        | 2059-07-15      | 5.8900%  |  | $574074.87         | $610520.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBU8868  | 2037-03-01      | 2.0000%  |  | $21154379.04       | $19307942.57       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9626  | 2054-12-01      | 4.5000%  |  | $10054730.13       | $9717313.50        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  |  | $663975.83         | $665813.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5327 C      | 2055-06-20      | 6.0000%  |  | $1784643.33        | $1842548.47        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q00876 G  | 2041-05-01      | 4.5000%  |  | $39425.50          | $39291.14          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2016-SB1 | 2036-01-25      | 12.2398% |  | $3869621.54        | $3518444.30        | Agency Mortgage-Backed Securities         |
| 03P0TFRESB MTG TR 2016-SB2 | 2036-11-25      | 4.6645%  |  | $7725804.53        | $7092002.54        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-07-25      | 7.5000%  |  | $21849805.97       | $17862449.42       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.2109%  |  | $6537.66           | $6230.18           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $26341916.54       | $25165808.53       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $16567172.90       | $16604196.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA      | 2050-12-20      | 5.0000%  |  | $24043165.86       | $24129547.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $16223296.30       | $16260119.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TD      | 2051-07-20      | 4.5000%  |  | $22165219.33       | $21803771.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H       | 2055-03-20      | 5.0000%  |  | $12468201.54       | $12329976.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 QT      | 2055-03-20      | 5.0000%  |  | $1986253.33        | $1878748.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 MN      | 2050-02-20      | 5.0000%  |  | $1290833.33        | $1279584.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LY      | 2055-03-20      | 5.0000%  |  | $9447271.67        | $8970248.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 CA      | 2052-11-20      | 5.0000%  |  | $12614879.24       | $12643171.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG      | 2050-01-20      | 5.0000%  |  | $14668835.18       | $14717591.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 5.4019%  |  | $79794370.00       | $79868380.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-143 FB      | 2054-09-20      | 5.4519%  |  | $31811.60          | $31806.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.5019%  |  | $55301549.17       | $55268550.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD      | 2053-08-20      | 5.6519%  |  | $5139967.70        | $5149353.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 AF      | 2053-08-20      | 5.3519%  |  | $20681006.45       | $20701059.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.3519%  |  | $14200240.07       | $14129489.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.4019%  |  | $42224456.67       | $42109627.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 5.1019%  |  | $50222274.17       | $49474975.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-030 FE      | 2050-03-20      | 4.8821%  |  | $8974334.36        | $8782419.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-200 FB      | 2054-12-20      | 5.4019%  |  | $43421717.41       | $43538023.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 AF       | 2049-10-20      | 4.8821%  |  | $6030624.27        | $5902148.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA       | 2049-08-20      | 4.0000%  |  | $6561103.78        | $5998778.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $15988585.35       | $16901471.39       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC100GN R12F100  | 2042-09-25      | 2.5000%  |  | $4900471.18        | $4385161.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LA      | 2051-12-20      | 5.0000%  |  | $28938136.17       | $29021268.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TN      | 2051-07-20      | 4.5000%  |  | $2546165.83        | $2428418.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  |  | $3285556.08        | $2624086.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034  | 2054-06-25      | 5.3052%  |  | $1452.84           | $1456.61           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  |  | $6938003.44        | $6955416.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-114 KF      | 2053-08-20      | 5.4519%  |  | $31671093.75       | $31791646.70       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029MF R25F029  | 2055-05-25      | 5.8052%  |  | $648802.91         | $651115.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-128 CF      | 2053-08-20      | 5.5019%  |  | $9566604.30        | $9603878.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FN      | 2053-08-20      | 5.5019%  |  | $12126631.05       | $12161571.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-083 FM      | 2051-05-20      | 2.5000%  |  | $7141641.90        | $5884216.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA      | 2052-02-20      | 5.0000%  |  | $47578675.45       | $47701322.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.9519%  |  | $12994514.21       | $13015140.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CY      | 2055-02-20      | 5.0000%  |  | $7265653.33        | $6933168.16        | Agency Collateralized Mortgage Obligation |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.320%, 7/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5468FM 11/25/54 | 2054-11-25      | 5.5052%  |  | $1075003.56        | $1071055.73        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5141AH 11/25/47 | 2047-11-25      | 2.2500%  |  | $1286311.23        | $1144888.39        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51 | 2051-08-25      | 1.5000%  |  | $4961123.93        | $3841032.79        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL032GA R25F032 | 2052-04-25      | 5.0000%  |  | $9691415.24        | $9697470.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 5.5552%  |  | $185082.88         | $184696.90         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014DY R25F014 | 2055-03-25      | 5.5000%  |  | $5596784.00        | $5360272.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL073FG R24F073 | 2054-10-25      | 5.4052%  |  | $31987.93          | $31716.50          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL052EA R24F052 | 2051-06-25      | 2.0000%  |  | $2804134.30        | $2299872.75        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC046B R24F046  | 2054-07-25      | 5.0000%  |  | $9413178.80        | $9408046.53        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010FA R24F010 | 2054-03-25      | 5.4052%  |  | $1597.60           | $1591.70           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL046CA R22F046 | 2049-03-25      | 4.5000%  |  | $6099470.58        | $5984953.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004MH R22F004 | 2048-09-25      | 3.0000%  |  | $1699.08           | $1595.89           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC092NB R20F092 | 2050-05-25      | 1.0000%  |  | $308378.31         | $227997.21         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC047KJ R20F047 | 2045-12-25      | 2.0000%  |  | $2095800.95        | $1877737.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045JL R20F045 | 2040-07-25      | 3.0000%  |  | $2172953.35        | $1971161.31        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033MA R19F033 | 2055-07-25      | 3.5000%  |  | $324242.99         | $319482.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060G R16F060  | 2046-09-25      | 1.7500%  |  | $526811.48         | $487697.16         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL051TP R12F051 | 2041-03-25      | 3.5000%  |  | $274602.75         | $272470.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC     | 2053-07-20      | 5.3519%  |  | $40583756.73       | $40381553.23       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3671FQ 12/15/36 | 2036-12-15      | 5.2683%  |  | $27871.73          | $28061.74          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3203CF 05/15/36 | 2036-05-15      | 4.9383%  |  | $41849.71          | $41637.14          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2948NE 03/15/35 | 2035-03-15      | 5.5000%  |  | $414036.07         | $428875.35         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2717LH 12/15/33 | 2033-12-15      | 5.5000%  |  | $427530.41         | $440938.43         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL062FP R02F062 | 2032-11-25      | 5.6197%  |  | $49980.61          | $50473.29          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC066FA R19F066 | 2059-11-25      | 4.8697%  |  | $1477509.25        | $1438754.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082F R06F082  | 2036-09-25      | 4.9897%  |  | $29.18             | $29.02             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014DA R19F014 | 2048-03-25      | 4.0000%  |  | $9602952.18        | $9481601.81        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5543HY 06/25/55 | 2055-06-25      | 5.0000%  |  | $8711271.20        | $7880362.08        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065JA R21F065 | 2046-01-25      | 2.0000%  |  | $7665997.85        | $6786793.07        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5114AD 08/25/47 | 2047-08-25      | 1.5000%  |  | $7323053.12        | $6293199.95        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL021BD R19F021 | 2057-09-25      | 3.0000%  |  | $3829766.10        | $3532536.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095 | 2054-12-25      | 5.7052%  |  | $2502824.32        | $2505681.01        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.7052%  |  | $1595.43           | $1601.88           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL032BY R25F032 | 2055-05-25      | 5.5000%  |  | $5957600.00        | $5735229.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016AL R16F016 | 2046-04-25      | 3.0000%  |  | $3521583.18        | $3180203.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 KL     | 2055-03-20      | 5.0000%  |  | $200800.00         | $190567.39         | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC REMIC SERIES   | 2033-08-25      | 4.5000%  |  | $1970078.40        | $1972564.64        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-086 DC     | 2066-04-16      | 5.0000%  |  | $4843337.54        | $4787197.34        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DM     | 2055-08-16      | 5.0000%  |  | $59419853.04       | $59466127.85       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB     | 2065-05-16      | 4.0000%  |  | $928957.60         | $705444.10         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB     | 2066-02-16      | 4.0000%  |  | $931047.20         | $648746.45         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B      | 2063-02-16      | 2.5000%  |  | $1436800.00        | $904084.69         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB     | 2065-05-16      | 4.0000%  |  | $694594.40         | $486649.66         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB     | 2066-07-16      | 4.0000%  |  | $1208000.00        | $845202.84         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E      | 2064-10-16      | 3.0000%  |  | $156800.00         | $105436.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M     | 2050-03-20      | 3.0000%  |  | $12996.01          | $11517.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7135 M     | 2051-01-20      | 2.0000%  |  | $9725573.94        | $7930224.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6153 M     | 2049-09-20      | 3.0000%  |  | $134.44            | $119.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  |  | $375093.97         | $333035.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  |  | $1126793.22        | $1060896.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  |  | $613094.92         | $577302.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAK7581 | 2042-08-01      | 3.0000%  |  | $242862.14         | $220318.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK1081 | 2042-01-01      | 3.5000%  |  | $522003.53         | $491476.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5355 | 2041-06-01      | 5.5000%  |  | $117176.50         | $120142.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  |  | $9205927.64        | $8755980.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  |  | $46737.10          | $45164.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6652 | 2052-01-01      | 2.5000%  |  | $4505937.52        | $3744091.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4561 | 2051-02-01      | 2.5000%  |  | $10944918.97       | $9077101.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1729 | 2049-11-01      | 3.5000%  |  | $3610970.79        | $3315150.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7687 | 2054-11-01      | 5.5000%  |  | $3383841.89        | $3428192.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ2179 | 2054-08-01      | 5.5000%  |  | $4327908.26        | $4393608.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8143 | 2052-03-01      | 2.0000%  |  | $464591.21         | $368095.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  |  | $656668.93         | $519471.82         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 757038 X     | 2040-12-15      | 4.0000%  |  | $138.22            | $131.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C     | 2053-09-20      | 6.0000%  |  | $45514.15          | $47192.91          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 749219 X     | 2041-03-15      | 4.5000%  |  | $87817.29          | $88172.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004747 M     | 2040-07-20      | 5.0000%  |  | $349321.29         | $354374.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  |  | $89228.46          | $94129.44          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9902       | 2060-06-15      | 6.1000%  |  | $4576642.40        | $4924009.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9583 C     | 2055-05-20      | 5.5000%  |  | $35933.81          | $36356.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8014 C     | 2055-05-20      | 5.5000%  |  | $3548220.60        | $3586699.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4356 C     | 2055-04-20      | 5.5000%  |  | $1067320.55        | $1077583.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0342 M     | 2040-05-20      | 6.0000%  |  | $796.28            | $819.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5326 C     | 2055-06-20      | 6.0000%  |  | $1356741.60        | $1398887.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1971 C     | 2055-06-20      | 6.5000%  |  | $1601328.00        | $1673338.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9223 C     | 2055-04-20      | 6.0000%  |  | $1574821.07        | $1619875.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4659 C     | 2055-04-20      | 6.5000%  |  | $1600799.84        | $1672784.78        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1748       | 2060-02-15      | 5.8500%  |  | $116005.61         | $122754.53         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF3876       | 2066-07-15      | 5.3500%  |  | $149873.60         | $149568.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2827 C     | 2054-07-20      | 7.0000%  |  | $912431.36         | $962499.10         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS0407       | 2065-06-15      | 5.4900%  |  | $292000.00         | $301354.95         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CQ2022       | 2065-03-15      | 5.9500%  |  | $800.00            | $850.15            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7509 X     | 2047-11-15      | 4.5000%  |  | $811.55            | $789.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8010 | 2052-03-01      | 2.0000%  |  | $1249559.90        | $988490.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  |  | $667894.01         | $528351.66         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  |  | $10972.79          | $10245.44          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V83709 G | 2043-01-01      | 3.5000%  |  | $1267106.09        | $1193560.02        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q07758 G | 2042-04-01      | 3.5000%  |  | $708192.61         | $667984.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  |  | $57434.10          | $55919.16          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  |  | $12960.25          | $12041.74          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  |  | $27566.71          | $24936.20          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07098 G | 2042-07-01      | 3.5000%  |  | $204470.22         | $192753.96         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  |  | $40762.84          | $42226.66          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02648 G | 2036-12-01      | 5.5000%  |  | $50144.62          | $51924.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  |  | $4651870.82        | $4808393.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0938 | 2055-03-01      | 6.0000%  |  | $6733072.15        | $6972071.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9626 | 2054-12-01      | 4.5000%  |  | $3026246.98        | $2924692.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $28424545.73       | $28571232.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8298 | 2054-04-01      | 6.0000%  |  | $7151612.75        | $7383456.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  |  | $3114128.60        | $3215067.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6714 | 2053-07-01      | 4.5000%  |  | $7753969.19        | $7514177.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5644 | 2053-02-01      | 5.5000%  |  | $17778921.05       | $17918442.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3444 | 2037-04-01      | 2.5000%  |  | $847.75            | $790.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  |  | $1577960.50        | $1495673.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY0131 | 2053-05-01      | 5.5000%  |  | $4854188.83        | $4893792.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3101 | 2052-03-01      | 2.0000%  |  | $1734627.73        | $1372213.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3083 | 2052-02-01      | 2.0000%  |  | $437489.72         | $346286.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3023 | 2052-02-01      | 2.0000%  |  | $1066521.55        | $843693.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  |  | $18712.78          | $17333.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101 | 2045-08-01      | 3.5000%  |  | $335660.01         | $311891.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  |  | $3536411.92        | $3661945.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB2697 | 2054-04-01      | 6.0000%  |  | $3282739.41        | $3392617.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  |  | $3679000.97        | $3195384.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV5046 | 2044-02-01      | 4.5000%  |  | $494484.37         | $486694.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  |  | $13329780.73       | $11833681.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M     | 2054-03-20      | 4.5000%  |  | $826.03            | $792.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M     | 2054-03-20      | 4.0000%  |  | $99239148.59       | $92471953.84       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9424 M     | 2054-01-20      | 6.0000%  |  | $1528107.20        | $1563014.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M     | 2053-01-20      | 5.5000%  |  | $976657.86         | $986694.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9728 M     | 2054-06-20      | 7.0000%  |  | $427017.92         | $443986.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV9187 | 2044-03-01      | 4.0000%  |  | $2904657.30        | $2787809.39        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745242 X     | 2040-07-15      | 4.5000%  |  | $38502.87          | $37530.29          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X     | 2043-05-15      | 2.5000%  |  | $165428.08         | $142901.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C     | 2053-05-20      | 6.0000%  |  | $1989713.47        | $2046617.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB8697 | 2054-07-01      | 5.5000%  |  | $3436303.89        | $3486510.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6132 | 2051-10-01      | 2.5000%  |  | $1582457.15        | $1319000.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7107 | 2053-09-01      | 5.5000%  |  | $4987754.85        | $5101368.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4654 M     | 2047-08-20      | 4.5000%  |  | $793667.54         | $775841.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $136698149.79      | $131158183.87      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  |  | $7035276.94        | $7285003.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV4128 | 2052-03-01      | 2.0000%  |  | $2924375.76        | $2313389.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921 | 2046-09-01      | 3.5000%  |  | $858.99            | $793.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  |  | $13907296.99       | $12073058.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5400 | 2044-04-01      | 4.0000%  |  | $3667267.32        | $3492706.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $426068.86         | $408801.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $2819280.45        | $2462990.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $4996131.87        | $5106962.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1073 | 2052-03-01      | 3.0000%  |  | $962082.92         | $833602.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  |  | $7260765.97        | $6969355.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7692 | 2054-11-01      | 5.5000%  |  | $7120554.55        | $7209957.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $35758610.62       | $35307615.08       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785334 X     | 2049-03-15      | 5.5000%  |  | $327088.04         | $341037.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  |  | $138877.31         | $129640.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8015 C     | 2055-05-20      | 5.5000%  |  | $84600.19          | $85673.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2553 | 2055-01-01      | 5.5000%  |  | $2852904.33        | $2869872.14        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9897       | 2060-06-15      | 5.9700%  |  | $4234128.80        | $4546379.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2481 C     | 2055-05-20      | 5.5000%  |  | $3105835.11        | $3137609.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7399 | 2054-12-01      | 4.5000%  |  | $7891358.09        | $7605091.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  |  | $6494928.62        | $6711478.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0012 | 2054-11-01      | 6.0000%  |  | $7504705.82        | $7673961.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2221 | 2055-04-01      | 6.0000%  |  | $3056714.48        | $3158436.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7956 C     | 2055-05-20      | 5.5000%  |  | $799.11            | $807.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0503 C     | 2055-03-20      | 5.5000%  |  | $1740234.02        | $1756967.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9692 | 2055-05-01      | 6.0000%  |  | $2689468.04        | $2784939.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2960 C     | 2055-06-20      | 6.0000%  |  | $212412.00         | $218488.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0318 M     | 2042-08-20      | 3.5000%  |  | $379582.77         | $353516.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  |  | $3086696.30        | $3196265.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  |  | $7841490.97        | $8107759.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2218 | 2055-05-01      | 6.0000%  |  | $4820839.33        | $4981268.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1636 | 2054-12-01      | 5.5000%  |  | $3299019.88        | $3347678.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  |  | $264143.51         | $251698.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890061 | 2036-06-01      | 5.5000%  |  | $569094.71         | $588328.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9994 | 2054-11-01      | 6.5000%  |  | $3008145.49        | $3136837.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  |  | $8802059.36        | $9001939.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6841 | 2054-01-01      | 6.0000%  |  | $8672893.71        | $8954011.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5361 | 2050-09-01      | 4.5000%  |  | $2774969.12        | $2734598.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9933 | 2051-11-01      | 3.0000%  |  | $9290934.00        | $8073790.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9921 | 2051-12-01      | 3.0000%  |  | $10241328.18       | $8899096.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7856 | 2051-06-01      | 3.5000%  |  | $4066379.75        | $3725078.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7105 | 2049-08-01      | 3.5000%  |  | $9579767.51        | $8814865.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $108965.17         | $92691.32          | Agency Mortgage-Backed Securities         |

### Security 6: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 068992007, C.3 - LEI: AC28XWWI3WIBK2824319
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 0.55 FHOR 21-26 5377 | 2026-02-12      | 0.5500%  |  | $14355000.00       | $14063268.12       | Agency Debentures and Agency Strips |
| FHLB 1.85 FHOR 22-36 BJ   | 2036-01-25      | 1.8500%  |  | $3420000.00        | $2597309.69        | Agency Debentures and Agency Strips |
| FHLB 2.90 FHOR 22-32 DJ   | 2032-12-27      | 2.9000%  |  | $2890000.00        | $2616781.33        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $4875000.00        | $4967613.63        | Agency Debentures and Agency Strips |
| FMAC FMZC 11/15/38 U4     | 2038-11-15      | 0.0000%  |  | $250000.00         | $129095.00         | Agency Debentures and Agency Strips |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  |  | $15000.00          | $12568.65          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04   | 2026-04-21      | 4.5100%  |  | $17000.00          | $17156.58          | Agency Debentures and Agency Strips |
| FMAC 6.75 FMPR GB 29 A    | 2029-09-15      | 0.0000%  |  | $25000.00          | $20985.25          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03   | 2026-03-24      | 4.4400%  |  | $19000.00          | $19013.87          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 4.4600%  |  | $5000.00           | $5018.79           | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $2202000.00        | $2234257.10        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CI 26/09   | 2026-09-03      | 4.5400%  |  | $31000.00          | $31131.81          | Agency Debentures and Agency Strips |
| FHLB 5.50 FHOR 25-34 MW   | 2034-12-26      | 5.5000%  |  | $715000.00         | $713380.60         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BR 26/07   | 2026-07-15      | 4.5200%  |  | $17000.00          | $17170.36          | Agency Debentures and Agency Strips |
| FHLB 2.35 FHOR 22-32 FM   | 2032-02-09      | 2.3500%  |  | $4100000.00        | $3683776.88        | Agency Debentures and Agency Strips |
| FHLB 2.09 FHOR 22-36 DH   | 2036-02-22      | 2.0900%  |  | $4470000.00        | $3468903.77        | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-29 HG   | 2029-03-27      | 4.9700%  |  | $1800000.00        | $1828247.70        | Agency Debentures and Agency Strips |
| FCSB 5.29 FCOR 25-36 BZ   | 2036-04-07      | 5.2900%  |  | $4691000.00        | $4662321.05        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF GR 25/11   | 2025-11-25      | 4.4550%  |  | $35000.00          | $35163.79          | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $5000000.00        | $5052136.11        | Agency Debentures and Agency Strips |
| REFC RFIN 07/15/25        | 2025-07-15      | 0.0000%  |  | $340000.00         | $339360.46         | Agency Debentures and Agency Strips |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  |  | $900000.00         | $771955.20         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BV 25/08   | 2025-08-07      | 4.4900%  |  | $29000.00          | $29197.34          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/25 7815 | 2025-12-16      | 4.4200%  |  | $1000000.00        | $1001784.67        | Agency Debentures and Agency Strips |
| REFC RFIN 04/15/27        | 2027-04-15      | 0.0000%  |  | $680000.00         | $632094.00         | Agency Debentures and Agency Strips |
| REFC RFIN 01/15/28        | 2028-01-15      | 0.0000%  |  | $497000.00         | $449919.19         | Agency Debentures and Agency Strips |
| FMAC FMIN 03/15/2031 E    | 2031-03-15      | 0.0000%  |  | $46000.00          | $36511.90          | Agency Debentures and Agency Strips |
| FMAC FMZC 12/11/2025 A    | 2025-12-11      | 0.0000%  |  | $312000.00         | $305922.24         | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  |  | $27273000.00       | $27272315.14       | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $8517000.00        | $8556876.59        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI   | 2034-06-05      | 5.4000%  |  | $19894000.00       | $19992515.09       | Agency Debentures and Agency Strips |
| FCSB 5.12 FCOR 25-31 FE   | 2031-08-01      | 5.1200%  |  | $16678000.00       | $16800051.46       | Agency Debentures and Agency Strips |
| FCSB 5.90 FCOR 25-40 AG   | 2040-04-23      | 5.9000%  |  | $150000.00         | $151209.83         | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $2812000.00        | $2839792.40        | Agency Debentures and Agency Strips |
| FCSB 5.82 FCOR 25-40 AE   | 2040-03-26      | 5.8200%  |  | $3340000.00        | $3382774.27        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 26/02   | 2026-02-09      | 4.4900%  |  | $20000.00          | $20131.98          | Agency Debentures and Agency Strips |
| FCSB 5.31 FCOR 25-35 BS   | 2035-09-25      | 5.3100%  |  | $18599000.00       | $18714192.91       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CO 26/06   | 2026-06-15      | 4.5250%  |  | $18000.00          | $18046.76          | Agency Debentures and Agency Strips |
| FCSB 5.67 FCOR 25-35 BR   | 2035-08-27      | 5.6700%  |  | $4184000.00        | $4249812.23        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BV 26/05   | 2026-05-26      | 4.5050%  |  | $33000.00          | $33156.04          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BU 26/01   | 2026-01-29      | 4.4300%  |  | $25000.00          | $25200.74          | Agency Debentures and Agency Strips |
| FCSB 5.23 FCOR 25-32 DT   | 2032-11-26      | 5.2300%  |  | $6475000.00        | $6495334.38        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 4.5250%  |  | $68000.00          | $68132.04          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 4.4700%  |  | $31000.00          | $31301.27          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FN 26/01   | 2026-01-13      | 4.4200%  |  | $1000000.00        | $1009501.94        | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $3010000.00        | $3042994.62        | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 25-39 BC   | 2039-03-04      | 5.7300%  |  | $5539000.00        | $5603049.30        | Agency Debentures and Agency Strips |
| FCSB 5.25 FCOR 26-34 DE   | 2034-03-03      | 5.2500%  |  | $6389000.00        | $6481528.69        | Agency Debentures and Agency Strips |
| FCSB 4.69 FCOR 26-29 IH   | 2029-02-13      | 4.6900%  |  | $21879000.00       | $22266740.85       | Agency Debentures and Agency Strips |
| FCSB 5.42 FCOR 25-33 EI   | 2033-08-12      | 5.4200%  |  | $5653000.00        | $5763570.80        | Agency Debentures and Agency Strips |
| FCSB 5.14 FCOR 25-31 EY   | 2031-01-30      | 5.1400%  |  | $2756000.00        | $2812483.30        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EE 25/12   | 2025-12-15      | 4.5500%  |  | $28000.00          | $28071.91          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EB 25/08   | 2025-08-13      | 4.5300%  |  | $78000.00          | $78472.40          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DF 25/07   | 2025-07-30      | 4.5450%  |  | $60000.00          | $60459.19          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AA 26/03   | 2026-03-18      | 4.4750%  |  | $79000.00          | $79126.53          | Agency Debentures and Agency Strips |
| FCSB 1 1/8 FCOR 21-29 ES  | 2029-06-01      | 1.1250%  |  | $600000.00         | $536757.75         | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $19835000.00       | $13810581.57       | Agency Debentures and Agency Strips |
| FCSB 2.23 FCOR 21-35 AH   | 2035-03-12      | 2.2300%  |  | $2000000.00        | $1619980.00        | Agency Debentures and Agency Strips |
| FCSB 2.99 FCOR 22-34 AM   | 2034-07-18      | 2.9900%  |  | $705000.00         | $631288.73         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/26 8170 | 2026-02-24      | 4.4100%  |  | $1000000.00        | $1000605.28        | Agency Debentures and Agency Strips |
| FHLB 5.25 FHOR 26-32 KZ   | 2032-06-25      | 5.2500%  |  | $13925000.00       | $13897973.90       | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $15475000.00       | $15525783.79       | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $6185000.00        | $6207121.00        | Agency Debentures and Agency Strips |
| FHLB 4.95 FHOR 26-33 IX   | 2033-04-14      | 4.9500%  |  | $325000.00         | $326285.38         | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-40 BK   | 2040-04-02      | 5.7500%  |  | $5150000.00        | $5194076.56        | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $7160000.00        | $7272761.25        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 11/25 7746 | 2025-11-04      | 4.4200%  |  | $1000000.00        | $1006833.17        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $16945000.00       | $17348225.10       | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-35 EK   | 2035-12-27      | 5.7500%  |  | $15685000.00       | $15654416.86       | Agency Debentures and Agency Strips |
| FHLB 6.00 FHOR 25-54 J    | 2054-10-23      | 6.0000%  |  | $150000.00         | $150671.35         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/25 6688 | 2025-12-08      | 4.5500%  |  | $50000.00          | $50170.03          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/25 6679 | 2025-12-08      | 4.5550%  |  | $65000.00          | $65222.54          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 08/25 6659 | 2025-08-25      | 4.5400%  |  | $60000.00          | $60279.30          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 08/25 6430 | 2025-08-21      | 4.5550%  |  | $60000.00          | $60310.27          | Agency Debentures and Agency Strips |

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.550%, 7/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWK25, C.4 - ISIN: US3130AWK257, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500002930.00
- **C.18.a - Value (excl. sponsor support):** $500002930.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 2.9900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.550%, 7/30/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWPA2, C.4 - ISIN: US3130AWPA24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $388846690.99
- **C.18.a - Value (excl. sponsor support):** $388846690.99
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.550%, 10/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $339967242.76
- **C.18.a - Value (excl. sponsor support):** $339967242.76
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.545%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $405031378.15
- **C.18.a - Value (excl. sponsor support):** $405031378.15
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.490%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194976145.48
- **C.18.a - Value (excl. sponsor support):** $194976145.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.490%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204087505.80
- **C.18.a - Value (excl. sponsor support):** $204087505.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.510%, 7/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23F0, C.4 - ISIN: US3130B23F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $330224178.90
- **C.18.a - Value (excl. sponsor support):** $330224178.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.525%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2EY7, C.4 - ISIN: US3130B2EY74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50044469.50
- **C.18.a - Value (excl. sponsor support):** $50044469.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.525%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170051450.56
- **C.18.a - Value (excl. sponsor support):** $170051450.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.475%, 12/12/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MJ1, C.4 - ISIN: US3130B2MJ16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255100401.15
- **C.18.a - Value (excl. sponsor support):** $255100401.15
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.455%, 9/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $824633008.34
- **C.18.a - Value (excl. sponsor support):** $824633008.34
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.535%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $415256031.12
- **C.18.a - Value (excl. sponsor support):** $415256031.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.575%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $418968625.63
- **C.18.a - Value (excl. sponsor support):** $418968625.63
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.335%, 1/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $794988147.42
- **C.18.a - Value (excl. sponsor support):** $794988147.42
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **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 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.370%, 2/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JJ1, C.4 - ISIN: US3130B4JJ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $689696489.43
- **C.18.a - Value (excl. sponsor support):** $689696489.43
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.410%, 10/9/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694740959.51
- **C.18.a - Value (excl. sponsor support):** $694740959.51
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.370%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KV2, C.4 - ISIN: US3130B4KV28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $409228900.44
- **C.18.a - Value (excl. sponsor support):** $409228900.44
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.420%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4LU3, C.4 - ISIN: US3130B4LU36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499472460.00
- **C.18.a - Value (excl. sponsor support):** $499472460.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.420%, 2/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MB4, C.4 - ISIN: US3130B4MB46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $538930784.34
- **C.18.a - Value (excl. sponsor support):** $538930784.34
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $783339149.72
- **C.18.a - Value (excl. sponsor support):** $783339149.72
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **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 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.350%, 3/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $668647425.81
- **C.18.a - Value (excl. sponsor support):** $668647425.81
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.500%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999337.00
- **C.18.a - Value (excl. sponsor support):** $49999337.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 3/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AZ1, C.4 - ISIN: US3130B5AZ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $681080827.68
- **C.18.a - Value (excl. sponsor support):** $681080827.68
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **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 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.340%, 4/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $704455766.22
- **C.18.a - Value (excl. sponsor support):** $704455766.22
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **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 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.390%, 12/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.4 - ISIN: US3130B5U556, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $339998776.00
- **C.18.a - Value (excl. sponsor support):** $339998776.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.395%, 12/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $364494674.66
- **C.18.a - Value (excl. sponsor support):** $364494674.66
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.465%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240749063.48
- **C.18.a - Value (excl. sponsor support):** $240749063.48
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.465%, 4/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UV8, C.4 - ISIN: US3130B5UV82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996582.50
- **C.18.a - Value (excl. sponsor support):** $249996582.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.510%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308772731.91
- **C.18.a - Value (excl. sponsor support):** $308772731.91
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.425%, 1/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $541585638.23
- **C.18.a - Value (excl. sponsor support):** $541585638.23
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.425%, 1/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $335070875.95
- **C.18.a - Value (excl. sponsor support):** $335070875.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.425%, 1/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344804504.98
- **C.18.a - Value (excl. sponsor support):** $344804504.98
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 5/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $669180861.95
- **C.18.a - Value (excl. sponsor support):** $669180861.95
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $693936156.29
- **C.18.a - Value (excl. sponsor support):** $693936156.29
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.445%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KN5, C.4 - ISIN: US3130B6KN59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489599704.54
- **C.18.a - Value (excl. sponsor support):** $489599704.54
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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 42: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.445%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KT2, C.4 - ISIN: US3130B6KT20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499889595.00
- **C.18.a - Value (excl. sponsor support):** $499889595.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $739643470.40
- **C.18.a - Value (excl. sponsor support):** $739643470.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 6/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $400004392.00
- **C.18.a - Value (excl. sponsor support):** $400004392.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.390%, 12/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $679700672.90
- **C.18.a - Value (excl. sponsor support):** $679700672.90
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.100%, 1/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $456208724.68
- **C.18.a - Value (excl. sponsor support):** $456208724.68
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.520%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95074186.45
- **C.18.a - Value (excl. sponsor support):** $95074186.45
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.550%, 7/21/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $167913631.80
- **C.18.a - Value (excl. sponsor support):** $167913631.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.550%, 8/4/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $143020217.34
- **C.18.a - Value (excl. sponsor support):** $143020217.34
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.545%, 9/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214936933.42
- **C.18.a - Value (excl. sponsor support):** $214936933.42
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.545%, 9/25/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $227085510.90
- **C.18.a - Value (excl. sponsor support):** $227085510.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 2/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3H2, C.4 - ISIN: US3133ER3H22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99995148.00
- **C.18.a - Value (excl. sponsor support):** $99995148.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $182898986.73
- **C.18.a - Value (excl. sponsor support):** $182898986.73
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139951301.70
- **C.18.a - Value (excl. sponsor support):** $139951301.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44969085.34
- **C.18.a - Value (excl. sponsor support):** $44969085.34
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.500%, 4/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $444889880.74
- **C.18.a - Value (excl. sponsor support):** $444889880.74
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $232987846.57
- **C.18.a - Value (excl. sponsor support):** $232987846.57
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 5/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107975023.89
- **C.18.a - Value (excl. sponsor support):** $107975023.89
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95017199.75
- **C.18.a - Value (excl. sponsor support):** $95017199.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $210041414.10
- **C.18.a - Value (excl. sponsor support):** $210041414.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.540%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112986946.55
- **C.18.a - Value (excl. sponsor support):** $112986946.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.515%, 9/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $46033939.26
- **C.18.a - Value (excl. sponsor support):** $46033939.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $301852646.30
- **C.18.a - Value (excl. sponsor support):** $301852646.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $176990641.79
- **C.18.a - Value (excl. sponsor support):** $176990641.79
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.500%, 6/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125945662.67
- **C.18.a - Value (excl. sponsor support):** $125945662.67
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 7/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170076166.80
- **C.18.a - Value (excl. sponsor support):** $170076166.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.510%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190024695.94
- **C.18.a - Value (excl. sponsor support):** $190024695.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.475%, 3/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80045332.00
- **C.18.a - Value (excl. sponsor support):** $80045332.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.510%, 7/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99966198.74
- **C.18.a - Value (excl. sponsor support):** $99966198.74
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.515%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349961396.77
- **C.18.a - Value (excl. sponsor support):** $349961396.77
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.510%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200134616.00
- **C.18.a - Value (excl. sponsor support):** $200134616.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.520%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244946301.95
- **C.18.a - Value (excl. sponsor support):** $244946301.95
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.520%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $329994612.84
- **C.18.a - Value (excl. sponsor support):** $329994612.84
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.520%, 8/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $358038711.41
- **C.18.a - Value (excl. sponsor support):** $358038711.41
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 1/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90050157.90
- **C.18.a - Value (excl. sponsor support):** $90050157.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.535%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $305021627.50
- **C.18.a - Value (excl. sponsor support):** $305021627.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.530%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252104036.06
- **C.18.a - Value (excl. sponsor support):** $252104036.06
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.455%, 8/28/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRN3, C.4 - ISIN: US3133ERRN35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119911308.97
- **C.18.a - Value (excl. sponsor support):** $119911308.97
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.540%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226040909.64
- **C.18.a - Value (excl. sponsor support):** $226040909.64
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147006520.92
- **C.18.a - Value (excl. sponsor support):** $147006520.92
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.530%, 9/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85084131.30
- **C.18.a - Value (excl. sponsor support):** $85084131.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.540%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $385055884.30
- **C.18.a - Value (excl. sponsor support):** $385055884.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.540%, 9/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172117563.72
- **C.18.a - Value (excl. sponsor support):** $172117563.72
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.535%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $201900189.79
- **C.18.a - Value (excl. sponsor support):** $201900189.79
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.535%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $179011590.66
- **C.18.a - Value (excl. sponsor support):** $179011590.66
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.525%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193082921.28
- **C.18.a - Value (excl. sponsor support):** $193082921.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.520%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80067918.40
- **C.18.a - Value (excl. sponsor support):** $80067918.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.530%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106104028.40
- **C.18.a - Value (excl. sponsor support):** $106104028.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.540%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $477091982.31
- **C.18.a - Value (excl. sponsor support):** $477091982.31
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $113940103.69
- **C.18.a - Value (excl. sponsor support):** $113940103.69
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $445814876.35
- **C.18.a - Value (excl. sponsor support):** $445814876.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 10/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $126039019.68
- **C.18.a - Value (excl. sponsor support):** $126039019.68
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.505%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193899189.50
- **C.18.a - Value (excl. sponsor support):** $193899189.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $559746148.92
- **C.18.a - Value (excl. sponsor support):** $559746148.92
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214755957.17
- **C.18.a - Value (excl. sponsor support):** $214755957.17
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 96: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.530%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $339171944.77
- **C.18.a - Value (excl. sponsor support):** $339171944.77
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 97: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.500%, 5/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $212128624.64
- **C.18.a - Value (excl. sponsor support):** $212128624.64
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 98: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.485%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $399802794.60
- **C.18.a - Value (excl. sponsor support):** $399802794.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.490%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $350211746.50
- **C.18.a - Value (excl. sponsor support):** $350211746.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 100: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.510%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105071560.65
- **C.18.a - Value (excl. sponsor support):** $105071560.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 101: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.530%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $341119626.10
- **C.18.a - Value (excl. sponsor support):** $341119626.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 102: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.530%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $253253556.60
- **C.18.a - Value (excl. sponsor support):** $253253556.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 103: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.530%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $237175164.09
- **C.18.a - Value (excl. sponsor support):** $237175164.09
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 104: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  4.550%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 442993002, C.4 - ISIN: US4429930021, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $269752629.60
- **C.18.a - Value (excl. sponsor support):** $269752629.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLQY0295 | 2055-04-01      | 6.0000%  |  | $1012008.09        | $1042867.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2180 | 2055-06-01      | 5.0000%  |  | $166.67            | $164.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $189.81            | $196.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2185 | 2055-06-01      | 7.0000%  |  | $175.00            | $186.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1710 | 2055-06-01      | 6.0000%  |  | $510069.83         | $523020.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0753 | 2055-06-01      | 6.0000%  |  | $178.33            | $182.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0060 | 2055-05-01      | 6.0000%  |  | $167.31            | $171.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9382 | 2055-05-01      | 6.0000%  |  | $166.53            | $170.45            | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $166.67            | $167.51            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $16.67             | $16.81             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $16.67             | $16.85             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $2844300.00        | $2887894.54        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $832616.67         | $849373.30         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $33.33             | $33.95             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $16971833.33       | $17636203.44       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $83.33             | $84.56             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $83.33             | $84.12             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $812516.67         | $828513.20         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $16.67             | $16.85             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $7041000.00        | $7021159.77        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $33.33             | $32.90             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $16.67             | $17.10             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $16.67             | $17.03             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $391783.33         | $407302.26         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $16.67             | $16.85             | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $4208333.33        | $4268444.50        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $1321283.33        | $1348668.45        | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $1564755.00        | $1559395.50        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $1946983.33        | $1988988.69        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $16.67             | $17.08             | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $12989846.74       | $12765743.54       | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $1059133.33        | $1086270.45        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $50.00             | $50.25             | U.S. Treasuries (including strips) |
| FNMA FNMS 06.000 CLDD7632 | 2055-05-01      | 6.0000%  |  | $170367.72         | $174378.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6832 | 2055-04-01      | 6.0000%  |  | $581046.14         | $594770.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5845 | 2055-04-01      | 6.0000%  |  | $166.35            | $169.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5844 | 2055-04-01      | 6.0000%  |  | $179478.42         | $183243.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6203 | 2055-04-01      | 6.5000%  |  | $174.73            | $184.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5122 | 2055-04-01      | 6.0000%  |  | $66129.13          | $67508.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $538278.29         | $544529.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5622 | 2054-06-01      | 5.5000%  |  | $1183117.79        | $1191625.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $1078521.10        | $1089781.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1589 | 2055-06-01      | 5.0000%  |  | $1620603.83        | $1599427.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5802 | 2055-06-01      | 6.0000%  |  | $254811.67         | $261893.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5812 | 2055-06-01      | 6.0000%  |  | $451780.50         | $463362.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5238 | 2055-05-01      | 6.0000%  |  | $496686.50         | $508384.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3424 | 2055-05-01      | 6.0000%  |  | $167.34            | $171.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2832 | 2055-05-01      | 6.5000%  |  | $333.40            | $347.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2737 | 2055-05-01      | 6.0000%  |  | $209737.57         | $214676.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2094 | 2055-04-01      | 6.0000%  |  | $337.56            | $345.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0744 | 2055-04-01      | 6.0000%  |  | $673707.70         | $687754.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0610 | 2055-04-01      | 6.0000%  |  | $336.03            | $344.28            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG9700 X     | 2048-07-15      | 4.5000%  |  | $108281.24         | $107784.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7954 | 2055-05-01      | 6.0000%  |  | $354103.90         | $361472.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2184 | 2055-06-01      | 7.0000%  |  | $232611.67         | $247933.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX6393 | 2055-02-01      | 7.0000%  |  | $74079.84          | $79829.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0608 | 2055-04-01      | 6.0000%  |  | $161.73            | $165.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3677 | 2055-05-01      | 6.0000%  |  | $333.04            | $340.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2887 | 2055-05-01      | 6.5000%  |  | $171.54            | $178.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2733 | 2055-05-01      | 6.0000%  |  | $184001.27         | $187827.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6814 | 2055-04-01      | 6.0000%  |  | $289897.28         | $296735.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0294 | 2055-04-01      | 6.0000%  |  | $347252.77         | $354510.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2917 | 2055-07-01      | 6.5000%  |  | $336688.83         | $350823.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0058 | 2055-05-01      | 6.5000%  |  | $167.38            | $175.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4974 | 2055-04-01      | 5.5000%  |  | $568.68            | $570.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2921 | 2055-07-01      | 6.0000%  |  | $1820975.00        | $1858682.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY3883 | 2055-05-01      | 6.0000%  |  | $166.51            | $170.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5811 | 2055-06-01      | 6.5000%  |  | $336.50            | $351.92            | Agency Mortgage-Backed Securities  |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $6166.67           | $5970.08           | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $33.33             | $30.00             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $33.33             | $29.03             | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $4134083.33        | $2999433.91        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $91666.67          | $64177.74          | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $2650000.00        | $1812586.75        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $1166650.00        | $843074.37         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $1499966.67        | $783993.95         | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $16.67             | $10.22             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $4166666.67        | $2451185.68        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $33.33             | $30.83             | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48            | 2048-02-15      | 1.0000%  |  | $2167250.00        | $1586897.91        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 46            | 2046-02-15      | 1.0000%  |  | $11277666.67       | $8515318.17        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $33.33             | $23.20             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $4166666.67        | $3414503.13        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  |  | $1736360.56        | $1455349.29        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1090350.00        | $940229.14         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  |  | $69.74             | $51.55             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $1666716.67        | $1670091.77        | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $16.67             | $16.63             | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $16.67             | $16.85             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $33.33             | $33.63             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $316.67            | $317.51            | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $16.79             | $16.94             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  |  | $4166666.67        | $4239722.91        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $43333.33          | $44517.90          | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $16.67             | $17.38             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $1499983.33        | $1527513.77        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/25     | 2025-07-31      | 4.3650%  |  | $2666666.67        | $2686573.12        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $166.67            | $170.59            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $50.00             | $49.78             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $16.67             | $16.71             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $8333333.33        | $8325781.42        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $16.67             | $17.02             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $16.67             | $16.81             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $783333.33         | $790362.38         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $5800000.00        | $5610560.82        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $16.67             | $16.34             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $2217100.00        | $2045627.27        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26      | 2026-04-15      | 0.1250%  |  | $1032024.88        | $1020545.21        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $414033.33         | $383528.60         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $8333183.33        | $7740125.71        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $16.67             | $16.67             | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  |  | $2835162.65        | $2721737.46        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $29833.33          | $29205.43          | U.S. Treasuries (including strips) |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $2424700.00        | $1927995.36        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $1182591.67        | $914205.99         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $833783.33         | $846765.28         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $1393533.33        | $1354177.86        | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $13032850.00       | $11846032.88       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $285166.67         | $287652.07         | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  |  | $1833333.33        | $1930557.75        | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  |  | $444166.67         | $471441.28         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $16.67             | $16.29             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $250.00            | $258.95            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $6833266.67        | $6967242.00        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $1388616.67        | $1202709.57        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $133.33            | $87.62             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $750621.99         | $734571.86         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $12499983.33       | $6152713.82        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $16.67             | $17.01             | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $66.67             | $31.74             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $3833300.00        | $3851280.09        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $349983.33         | $353791.55         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $13522933.33       | $10317470.74       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $16.67             | $16.90             | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $150.00            | $153.00            | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $1763000.00        | $1571331.49        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $312900.00         | $313611.28         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $166683.33         | $157021.71         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $2550400.00        | $2594343.39        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  |  | $1166666.67        | $1173838.05        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $16.67             | $16.92             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $100.00            | $101.81            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $7882283.33        | $4353446.17        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $4383333.33        | $3258876.15        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $7263866.67        | $7101728.08        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $66.67             | $49.71             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $20733.33          | $20420.05          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $4166666.67        | $4234650.62        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $116.67            | $115.08            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $1183016.67        | $730744.96         | U.S. Treasuries (including strips) |

### Security 106: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.330%, 7/31/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  |  | $2036052.63        | $1670716.92        | Agency Debentures and Agency Strips |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  |  | $419210.53         | $311706.51         | Agency Debentures and Agency Strips |
| FCSB 2.34 FCOR 22-36 BE   | 2036-10-14      | 2.3400%  |  | $3050526.32        | $2385420.06        | Agency Debentures and Agency Strips |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $1206315.79        | $917580.62         | Agency Debentures and Agency Strips |
| FCSB 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  |  | $21603947.37       | $14461203.48       | Agency Debentures and Agency Strips |
| FHLB 4.10 FHOR 23-33 CK   | 2033-10-24      | 4.1000%  |  | $6639473.68        | $6377856.29        | Agency Debentures and Agency Strips |
| FHLB 2.84 FHOR 22-42 P    | 2042-01-27      | 2.8400%  |  | $3947368.42        | $2946276.32        | Agency Debentures and Agency Strips |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  |  | $1578947.37        | $1276821.84        | Agency Debentures and Agency Strips |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  |  | $10105263.16       | $9221083.51        | Agency Debentures and Agency Strips |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $2640789.47        | $2535598.03        | Agency Debentures and Agency Strips |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $2993684.21        | $2419011.60        | Agency Debentures and Agency Strips |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  |  | $836052.63         | $832412.62         | Agency Debentures and Agency Strips |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $39882631.58       | $27582573.20       | Agency Debentures and Agency Strips |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $7746315.79        | $6176772.77        | Agency Debentures and Agency Strips |
| FMAC FEPC 06.000 CLQY0953 | 2055-04-01      | 6.0000%  |  | $3980281.88        | $4063057.14        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY0815 | 2055-04-01      | 6.0000%  |  | $2031028.88        | $2080046.41        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  |  | $239450671.83      | $248471523.57      | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  |  | $2302005.59        | $2221990.69        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  |  | $60905347.60       | $62413749.73       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM7846 | 2036-07-01      | 2.0000%  |  | $258597.86         | $237442.51         | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX SOCB7201 | 2053-09-01      | 5.3930%  |  | $9714.31           | $9872.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB5847 | 2053-03-01      | 5.5000%  |  | $66053798.68       | $66937106.80       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  |  | $1850818.74        | $1885195.03        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $2321028.87        | $2207651.76        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2393 | 2055-06-01      | 6.5000%  |  | $1263490.26        | $1317152.10        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE1255 | 2055-06-01      | 6.0000%  |  | $2140196.05        | $2194011.99        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $1815560.84        | $1888604.68        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD9022 | 2055-05-01      | 6.0000%  |  | $1848098.68        | $1904590.13        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD7519 | 2055-05-01      | 6.0000%  |  | $1700292.54        | $1735681.29        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6933 | 2055-05-01      | 6.0000%  |  | $1804489.86        | $1877440.57        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6461 | 2055-04-01      | 6.0000%  |  | $1956255.28        | $2002188.81        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD5746 | 2055-07-01      | 6.5000%  |  | $795.79            | $829.20            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC8670 | 2055-01-01      | 6.0000%  |  | $2097696.76        | $2147597.46        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC5085 | 2054-10-01      | 5.0000%  |  | $2290040.04        | $2256779.00        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $3319575.76        | $3244968.29        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSL1589 | 2055-06-01      | 5.0000%  |  | $9894290.53        | $9764999.64        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY6540 | 2055-06-01      | 6.0000%  |  | $1904739.47        | $1949170.06        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY6548 | 2055-06-01      | 6.5000%  |  | $1797236.84        | $1873233.21        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQY4974 | 2055-04-01      | 5.5000%  |  | $2030375.36        | $2037251.34        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY4081 | 2055-05-01      | 6.0000%  |  | $16367.81          | $16797.54          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB6987 | 2054-06-01      | 6.0000%  |  | $1764293.78        | $1829093.34        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQI6952 | 2054-05-01      | 7.0000%  |  | $1764571.22        | $1883974.27        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ9349 | 2054-11-01      | 5.5000%  |  | $1925073.62        | $1948801.22        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQG5542 | 2053-06-01      | 6.0000%  |  | $1987146.25        | $2046657.97        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQG3353 | 2053-05-01      | 4.5000%  |  | $2334836.49        | $2239785.30        | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $2217279.42        | $2090647.14        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  |  | $139185023.17      | $145298879.94      | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS9535 | 2045-04-01      | 3.5000%  |  | $2384441.65        | $2218571.42        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM4914 | 2047-11-01      | 3.5000%  |  | $2448991.79        | $2261152.76        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZM2292 | 2046-12-01      | 4.0000%  |  | $2038922.02        | $1933024.94        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  |  | $2100990.53        | $2110530.20        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC2337 | 2054-11-01      | 5.5000%  |  | $1686681.24        | $1712893.20        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  |  | $2421957.91        | $2171107.66        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQJ4047 | 2054-09-01      | 7.0000%  |  | $1755357.87        | $1876831.95        | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  |  | $27681.07          | $26373.88          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $2411981.85        | $2272182.04        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC3592 | 2054-10-01      | 5.5000%  |  | $1897912.98        | $1920398.61        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $83875114.82       | $79409790.08       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $101342638.00      | $102103068.17      | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ7552 | 2054-10-01      | 5.5000%  |  | $1998422.20        | $2026483.15        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI8416 | 2054-06-01      | 5.5000%  |  | $1879401.27        | $1904552.46        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE1682 | 2055-06-01      | 6.5000%  |  | $1588097.37        | $1649780.83        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD2560 | 2055-02-01      | 5.5000%  |  | $1834028.73        | $1856861.57        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY4725 | 2055-05-01      | 6.0000%  |  | $40881.65          | $41732.90          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD7955 | 2055-05-01      | 6.5000%  |  | $1590321.97        | $1653973.20        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $1913273.92        | $2046887.19        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY6375 | 2055-06-01      | 6.5000%  |  | $77523.95          | $81077.19          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD6203 | 2055-04-01      | 6.5000%  |  | $1566216.96        | $1655713.90        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  |  | $2023989.97        | $2001950.30        | Agency Mortgage-Backed Securities   |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $111710526.32      | $111936740.13      | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $34736526.32       | $35049542.30       | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $78.95             | $79.35             | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $157.89            | $159.21            | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $16159815.79       | $16335653.14       | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $2662894.74        | $2768374.62        | U.S. Treasuries (including strips)  |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $78.95             | $80.88             | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $1440315.79        | $1444284.69        | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $3947368.42        | $3997810.12        | U.S. Treasuries (including strips)  |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $10263157.89       | $9584781.12        | U.S. Treasuries (including strips)  |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $21647763.16       | $19086621.71       | U.S. Treasuries (including strips)  |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $78.95             | $77.17             | U.S. Treasuries (including strips)  |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $39473684.21       | $36565381.58       | U.S. Treasuries (including strips)  |
| USTR 2 7/8 NOTE N 25      | 2025-07-31      | 2.8750%  |  | $78.95             | $79.78             | U.S. Treasuries (including strips)  |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $78.95             | $77.29             | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $7956473.68        | $7995477.02        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $631.58            | $617.27            | U.S. Treasuries (including strips)  |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $78.95             | $73.01             | U.S. Treasuries (including strips)  |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $483078.95         | $467678.99         | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $552.63            | $551.07            | U.S. Treasuries (including strips)  |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $78947368.42       | $71058101.61       | U.S. Treasuries (including strips)  |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $12966315.79       | $11704355.71       | U.S. Treasuries (including strips)  |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $119429210.53      | $104016273.77      | U.S. Treasuries (including strips)  |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $78.95             | $57.28             | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  |  | $90.94             | $48.05             | U.S. Treasuries (including strips)  |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $78.95             | $43.60             | U.S. Treasuries (including strips)  |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $78.95             | $41.27             | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $125138842.11      | $82233974.46       | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $78.95             | $80.53             | U.S. Treasuries (including strips)  |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $1105105.26        | $837945.51         | U.S. Treasuries (including strips)  |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $112.04            | $86.61             | U.S. Treasuries (including strips)  |
| USTR 2 1/8 TRIB 40        | 2040-02-15      | 2.1250%  |  | $5856276.32        | $5793062.05        | U.S. Treasuries (including strips)  |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $9610973.68        | $10318351.44       | U.S. Treasuries (including strips)  |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $3947368.42        | $4133782.89        | U.S. Treasuries (including strips)  |
| USTR BILL 09/23/25        | 2025-09-23      | 0.0000%  |  | $1184.21           | $1172.43           | U.S. Treasuries (including strips)  |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $157.89            | $154.29            | U.S. Treasuries (including strips)  |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $3946184.21        | $3026423.38        | U.S. Treasuries (including strips)  |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $4832165.46        | $4748800.06        | U.S. Treasuries (including strips)  |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  |  | $4457921.05        | $4496774.54        | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $236.84            | $226.44            | U.S. Treasuries (including strips)  |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $315.79            | $323.93            | U.S. Treasuries (including strips)  |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $552.63            | $384.55            | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $25960578.95       | $27126414.76       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $78.95             | $72.67             | U.S. Treasuries (including strips)  |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $15982342.11       | $14746251.78       | U.S. Treasuries (including strips)  |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $157.89            | $140.73            | U.S. Treasuries (including strips)  |
| USTR BILL 08/21/25        | 2025-08-21      | 0.0000%  |  | $78.95             | $78.46             | U.S. Treasuries (including strips)  |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $8684210.53        | $8457797.59        | U.S. Treasuries (including strips)  |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $84236842.11       | $55961755.68       | U.S. Treasuries (including strips)  |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $394.74            | $382.53            | U.S. Treasuries (including strips)  |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $157.89            | $130.22            | U.S. Treasuries (including strips)  |

### Security 107: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.410%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  |  | $977474.51         | $939585.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4082 | 2054-10-01      | 5.5000%  |  | $2414046.60        | $2434026.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4550 | 2045-03-01      | 3.5000%  |  | $2777149.97        | $2582248.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4071 | 2052-06-01      | 5.0000%  |  | $3285941.78        | $3251694.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE3619 | 2052-06-01      | 4.5000%  |  | $822410.72         | $798611.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  |  | $14575440.07       | $12704779.51       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTSC0340 | 2042-09-01      | 3.0000%  |  | $82847.74          | $75453.88          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZA1247 | 2042-10-01      | 3.0000%  |  | $12860330.00       | $11642491.05       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91975 G | 2038-02-01      | 3.0000%  |  | $53582.26          | $50607.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  |  | $30101977.05       | $28890221.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2164 | 2051-11-01      | 3.0000%  |  | $227015.90         | $198951.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2696 | 2048-04-01      | 4.0000%  |  | $4151808.75        | $3934470.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH9934 | 2047-09-01      | 3.5000%  |  | $103042.07         | $95456.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CICB4756 | 2037-09-01      | 5.0000%  |  | $779803.80         | $791787.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0988 | 2055-03-01      | 5.5000%  |  | $28232131.62       | $28509612.71       | Agency Mortgage-Backed Securities |

### Security 108: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $73000000.00
- **C.18.a - Value (excl. sponsor support):** $73000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.500 CLRJ2472 | 2054-09-01      | 6.5000%  |  | $1823931.30        | $1896885.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  |  | $68164.92          | $67069.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  |  | $701569.51         | $716073.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $3425441.49        | $3537495.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  |  | $292937.20         | $245004.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2523 | 2052-01-01      | 2.5000%  |  | $424227.06         | $353423.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU8751 | 2052-06-01      | 5.0000%  |  | $2124914.82        | $2097838.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO5387 | 2049-12-01      | 3.5000%  |  | $345845.33         | $317411.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $111265.74         | $105417.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBC1635 | 2039-02-01      | 6.0000%  |  | $525865.89         | $551817.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2016 | 2055-06-01      | 6.0000%  |  | $4316856.00        | $4470097.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD9293 | 2055-05-01      | 5.0000%  |  | $1054779.69        | $1037069.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8840 | 2054-07-01      | 6.0000%  |  | $8718.60           | $8947.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3007 | 2054-05-01      | 6.0000%  |  | $3820100.86        | $3933100.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  |  | $69425.36          | $68627.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT4961 | 2043-05-01      | 3.5000%  |  | $48807.30          | $45958.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI2462 | 2041-05-01      | 5.0000%  |  | $39678.21          | $40262.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PRE6034 | 2050-04-01      | 3.5000%  |  | $23476.00          | $20923.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  |  | $84058.78          | $83361.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA7243 | 2052-04-01      | 2.5000%  |  | $1409701.07        | $1197969.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  |  | $120543.86         | $113250.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN5269 | 2036-02-01      | 2.0000%  |  | $5102746.08        | $4669625.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3245 | 2054-09-01      | 6.0000%  |  | $1624203.42        | $1672249.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH8499 | 2054-01-01      | 6.0000%  |  | $10449354.28       | $10786600.22       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $1124845.55        | $1138253.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8099 | 2052-08-01      | 5.0000%  |  | $4035393.34        | $4007980.02        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G61080 G | 2047-03-01      | 4.5000%  |  | $57634.60          | $55730.93          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC U41504 G | 2030-08-01      | 2.5000%  |  | $33112.51          | $31850.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4235 | 2053-11-01      | 6.0000%  |  | $134178.87         | $138138.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3787 | 2053-08-01      | 5.0000%  |  | $271917.03         | $269370.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $1854537.59        | $1924403.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7507 | 2049-11-01      | 3.0000%  |  | $393047.18         | $349766.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  |  | $653389.17         | $589472.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5092 | 2053-08-01      | 5.0000%  |  | $90821.02          | $89541.88          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD3097 | 2052-06-01      | 3.5000%  |  | $143957.21         | $129882.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2477 | 2053-03-01      | 5.5000%  |  | $198505.42         | $201125.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0744 | 2051-11-01      | 4.0000%  |  | $19870315.05       | $18540041.61       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB1091 | 2036-04-01      | 2.5000%  |  | $91331.00          | $87957.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA1067 | 2040-09-01      | 4.0000%  |  | $301817.66         | $291954.03         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  |  | $28489.27          | $28706.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ7208 | 2054-10-01      | 4.0000%  |  | $1014309.68        | $952103.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA0014 | 2053-09-01      | 5.5000%  |  | $514234.07         | $521596.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4127 | 2044-07-01      | 4.5000%  |  | $108545.44         | $106433.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4713 | 2047-04-01      | 3.5000%  |  | $97951.53          | $90287.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9729 | 2054-07-01      | 6.5000%  |  | $2430056.68        | $2541851.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $67716.98          | $61482.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB1611 | 2040-10-01      | 3.5000%  |  | $238077.74         | $224283.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  |  | $137876.26         | $141294.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CNAS8735 | 2027-01-01      | 2.0000%  |  | $51475.21          | $50614.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3160 | 2053-07-01      | 5.0000%  |  | $556268.58         | $553206.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $757157.10         | $744049.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAX3716 | 2027-05-01      | 3.5000%  |  | $202207.22         | $200784.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0593 | 2054-08-01      | 6.5000%  |  | $1156916.97        | $1210699.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  |  | $12012.90          | $10983.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $9063.28           | $9104.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1050 | 2054-09-01      | 5.5000%  |  | $1115289.08        | $1130566.93        | Agency Mortgage-Backed Securities |

### Security 109: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.000 CLRA7305 | 2052-05-01      | 4.0000%  |  | $1221794.75        | $1144592.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  |  | $184481.15         | $181921.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB7864 | 2054-07-01      | 5.5000%  |  | $2106680.46        | $2113913.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  |  | $9767.96           | $8894.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0190 | 2051-04-01      | 3.0000%  |  | $55768.94          | $48616.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6398 | 2054-09-01      | 6.0000%  |  | $27253891.79       | $28102069.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  |  | $35243.19          | $30684.33          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0716 | 2051-07-01      | 2.0000%  |  | $188474.40         | $152349.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1426 | 2053-11-01      | 6.5000%  |  | $627316.53         | $663535.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  |  | $35316041.64       | $29632591.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4076 | 2054-05-01      | 5.5000%  |  | $374317.24         | $375505.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7241 | 2051-04-01      | 2.0000%  |  | $28322.94          | $22823.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  |  | $18013.47          | $16013.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6318 | 2055-02-01      | 6.0000%  |  | $77397.00          | $79762.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  |  | $220700.73         | $216959.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  |  | $1208716.85        | $964784.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $5497.69           | $4568.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4804 | 2055-05-01      | 5.5000%  |  | $61969.56          | $62616.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7176 | 2055-02-01      | 6.0000%  |  | $75526.95          | $77742.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9282 | 2054-11-01      | 5.5000%  |  | $7464131.00        | $7520131.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  |  | $1102.53           | $1128.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY0356 | 2055-04-01      | 6.5000%  |  | $398720.09         | $417845.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX9455 | 2055-04-01      | 6.0000%  |  | $36384.30          | $37675.88          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8683 | 2055-03-01      | 6.0000%  |  | $41703.27          | $42888.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7781 | 2055-03-01      | 6.0000%  |  | $55843.08          | $57456.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $1309102.24        | $1221119.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CNMA4285 | 2031-03-01      | 2.0000%  |  | $11215.85          | $10719.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKAC5192 | 2039-12-01      | 4.0000%  |  | $34279.29          | $32795.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  |  | $1578.59           | $1601.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2599 | 2051-12-01      | 3.0000%  |  | $258067.36         | $226331.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM5802 | 2036-01-01      | 2.5000%  |  | $107207.09         | $100748.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2309 | 2049-03-01      | 3.5000%  |  | $317299.19         | $292222.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFA2160 | 2035-08-01      | 3.0000%  |  | $431421.78         | $419140.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2088 | 2055-06-01      | 4.5000%  |  | $6574407.11        | $6319629.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  |  | $26346616.31       | $27161025.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9070 | 2054-08-01      | 5.5000%  |  | $213470.44         | $214148.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6403 | 2053-06-01      | 5.5000%  |  | $13916836.77       | $14128102.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5481 | 2053-01-01      | 6.0000%  |  | $4736417.03        | $4934069.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4842 | 2052-10-01      | 5.5000%  |  | $6042.50           | $6099.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBY8653 | 2053-11-01      | 7.0000%  |  | $161063.61         | $171847.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  |  | $2102941.97        | $2057699.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRBM7757 | 2045-06-01      | 3.5000%  |  | $4189070.22        | $3899180.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $7710729.49        | $7310251.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2263 | 2055-07-01      | 6.5000%  |  | $413322.00         | $431924.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9867 | 2055-01-01      | 5.0000%  |  | $910395.83         | $895060.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8796 | 2054-08-01      | 6.5000%  |  | $1040082.96        | $1084431.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB7571 | 2054-07-01      | 7.0000%  |  | $174056.37         | $184925.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4630 | 2053-12-01      | 6.5000%  |  | $280198.96         | $297789.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4391 | 2053-11-01      | 7.0000%  |  | $236543.31         | $254868.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA3464 | 2053-11-01      | 7.0000%  |  | $432444.88         | $462204.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $3634461.80        | $3419248.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4774 | 2045-04-01      | 3.0000%  |  | $6767332.05        | $6035469.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $206805.90         | $194498.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  |  | $9505643.89        | $9796168.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  |  | $8982790.00        | $8908751.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $13955844.17       | $14569288.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $6455039.27        | $5450950.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  |  | $1045499.18        | $1082604.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3001 | 2053-05-01      | 6.0000%  |  | $10034211.00       | $10411129.41       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  |  | $1604.24           | $1621.34           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CTZA2511 | 2038-06-01      | 4.0000%  |  | $35797.72          | $35260.40          | Agency Mortgage-Backed Securities |

### Security 110: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $11451838.10       | $11587257.78       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $170650857.14      | $171787647.83      | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $8183476.19        | $8387233.18        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AU 25 | 2025-11-15      | 4.5000%  |  | $8135023.81        | $8185021.66        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  |  | $545757.14         | $517616.79         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $17935238.10       | $18101606.94       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $145194552.38      | $120237568.95      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $85538.10          | $42379.83          | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $34708561.90       | $20540546.51       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $2868852.38        | $2113474.23        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $33312295.24       | $23659431.56       | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $12724328.57       | $9805609.36        | U.S. Treasuries (including strips) |
| USTR 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  |  | $4345157.14        | $4658279.99        | U.S. Treasuries (including strips) |
| USTR 6 BOND 26        | 2026-02-15      | 6.0000%  |  | $10379861.90       | $10717806.24       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $179863619.05      | $101797125.23      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $37691866.67       | $36024972.13       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $12840614.29       | $12836436.33       | U.S. Treasuries (including strips) |

### Security 111: Societe Generale SA

- **C.1 - Title:** Societe Generale SA, REPO,  4.310%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 8336P1001, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $3621428.57        | $3101430.36        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $57810002.97       | $54235044.20       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $24342017.27       | $22946689.13       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $113783142.86      | $112338052.93      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $76800000.00       | $77226240.00       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $28571428.57       | $28490919.60       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $7142.86           | $7242.18           | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $285.71            | $291.55            | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $43993571.43       | $40702069.38       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $14845085.71       | $15511747.75       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $32114285.71       | $29811537.67       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $97142.86          | $98011.61          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $310085.71         | $321949.38         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $285.71            | $296.48            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $24883266.06       | $24641754.72       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $61229142.86       | $63654489.45       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $66660000.00       | $69576804.29       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $126023142.86      | $128635117.17      | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $7656271.70        | $7630047.91        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $35714000.00       | $36554157.07       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $30.17             | $29.40             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $57142857.14       | $57151027.31       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $114285714.29      | $111313769.83      | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $61514285.71       | $58929999.18       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  |  | $52402714.29       | $51819815.99       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $25714285.71       | $26156282.14       | U.S. Treasuries (including strips) |

### Security 112: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.410%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 NP901421 | 2036-10-01      | 6.0000%  |  | $79303.65          | $79887.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN1280 | 2049-06-01      | 3.5000%  |  | $2616471.85        | $2384606.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8903 | 2048-10-01      | 4.5000%  |  | $3804039.62        | $3693703.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8902 | 2048-10-01      | 4.5000%  |  | $4153784.12        | $4053777.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2043 | 2048-05-01      | 4.5000%  |  | $3456508.12        | $3376355.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0186 | 2057-02-01      | 4.5000%  |  | $214855.70         | $207749.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  |  | $433158.55         | $443594.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6157 | 2053-01-01      | 5.5000%  |  | $1157019.26        | $1176332.87        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q49665 G | 2047-08-01      | 4.0000%  |  | $3110283.49        | $2966595.31        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63561 G | 2049-05-01      | 3.5000%  |  | $2234466.29        | $2067125.87        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q27912 G | 2044-08-01      | 4.0000%  |  | $159.26            | $153.34            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0960 | 2034-05-01      | 4.8800%  |  | $8438000.00        | $8580873.15        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $9985313.89        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $50307783.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3162 | 2049-02-01      | 4.5000%  |  | $282245.73         | $279600.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4263 | 2047-09-01      | 4.5000%  |  | $4382071.93        | $4307598.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM0238 | 2045-10-01      | 4.0000%  |  | $2445487.47        | $2320650.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  |  | $154333.11         | $153732.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  |  | $268197.12         | $281717.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  |  | $104577.94         | $105771.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3202 | 2048-02-01      | 4.0000%  |  | $1508597.82        | $1434921.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2429 | 2048-10-01      | 4.0000%  |  | $24025702.79       | $22764214.57       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3827 | 2035-05-01      | 4.7700%  |  | $17535000.00       | $17658034.33       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3820 | 2035-06-01      | 4.7000%  |  | $28285000.00       | $28299428.49       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $13139357.92       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $9898002.37        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3216 | 2035-03-01      | 5.0900%  |  | $13683000.00       | $14083628.36       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ2842 | 2035-02-01      | 5.0400%  |  | $12463775.13       | $12847410.12       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3544 | 2035-04-01      | 5.0100%  |  | $21956710.82       | $22472953.34       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3484 | 2035-05-01      | 4.6700%  |  | $106360000.00      | $106253634.04      | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13393407.45       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V80615 G | 2043-11-01      | 4.0000%  |  | $13445515.53       | $12970676.69       | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  |  | $3.37              | $3.42              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG6539 | 2053-07-01      | 6.5000%  |  | $1049861.41        | $1111250.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2280 | 2048-08-01      | 4.5000%  |  | $13756070.50       | $13489546.63       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q50909 G | 2047-09-01      | 4.0000%  |  | $2761142.76        | $2629249.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  |  | $256977.86         | $261567.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  |  | $6175208.14        | $6103352.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6279 | 2049-05-01      | 4.5000%  |  | $2635339.73        | $2584859.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG0921 | 2053-04-01      | 5.0000%  |  | $757554.67         | $758271.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8729 | 2053-08-01      | 6.5000%  |  | $936368.28         | $989404.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  |  | $1346.29           | $1358.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  |  | $711.98            | $723.74            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3739 | 2035-05-01      | 4.6000%  |  | $10992471.05       | $10954641.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0184 | 2053-09-01      | 6.5000%  |  | $1187375.43        | $1256594.80        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $20341826.46       | Agency Mortgage-Backed Securities |
| FMAC FMAR 841934 G        | 2055-04-01      | 5.5290%  |  | $15558656.14       | $15732569.51       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3852 | 2035-05-01      | 4.7200%  |  | $14100000.00       | $14142415.93       | Agency Mortgage-Backed Securities |
| GNMA GNAR WB 787977 M     | 2052-06-20      | 2.0820%  |  | $20516933.80       | $19439014.55       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $15651135.23       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3549 | 2032-04-01      | 4.9200%  |  | $20853000.00       | $21449944.92       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3510 | 2032-04-01      | 4.6900%  |  | $18100000.00       | $18390795.61       | Agency Mortgage-Backed Securities |

### Security 113: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.410%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3400000000.00
- **C.18.a - Value (excl. sponsor support):** $3400000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $65054700.00       | $64978586.00       | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $52816500.00       | $53975234.33       | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $47442600.00       | $49682697.24       | U.S. Treasuries (including strips) |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $54327568.05       | $54500088.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $96665477.79       | $96972444.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  |  | $54247783.45       | $55401272.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2897 | 2037-02-01      | 3.0000%  |  | $80130971.77       | $76032806.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  |  | $70574001.02       | $69638879.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $65303198.14       | $59442069.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1871 | 2052-05-01      | 3.0000%  |  | $65784617.40       | $57504746.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9478 | 2051-11-01      | 2.5000%  |  | $90003112.15       | $75548242.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1943 | 2055-05-01      | 5.5000%  |  | $52976672.00       | $53685370.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  |  | $52786756.79       | $53337879.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0497 | 2055-01-01      | 4.5000%  |  | $16559771.79       | $15867159.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0244 | 2054-12-01      | 5.0000%  |  | $45275192.09       | $44782180.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9987 | 2055-02-01      | 6.0000%  |  | $75757689.21       | $78540294.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  |  | $101013422.78      | $102708181.14      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9933 | 2055-02-01      | 5.5000%  |  | $60779166.74       | $61028577.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  |  | $47610945.65       | $48705013.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9740 | 2055-01-01      | 5.5000%  |  | $71134771.94       | $71440406.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  |  | $67107046.85       | $68620668.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  |  | $78958113.56       | $82032356.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9805 | 2055-01-01      | 5.5000%  |  | $65797196.19       | $66677204.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  |  | $64811011.78       | $65076902.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  |  | $42979432.02       | $45070901.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  |  | $61879721.63       | $62522871.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  |  | $78130386.52       | $79139015.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  |  | $49542272.77       | $50166929.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  |  | $63588573.49       | $64553883.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $59096337.27       | $58771057.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6066 | 2053-04-01      | 5.0000%  |  | $77998510.56       | $77163831.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $58305334.62       | $57634577.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4389 | 2052-08-01      | 4.5000%  |  | $108720615.77      | $104709151.21      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1551 | 2051-09-01      | 2.5000%  |  | $126101871.94      | $105508917.85      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8855 | 2051-02-01      | 2.0000%  |  | $103539318.48      | $82311698.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8523 | 2051-01-01      | 2.0000%  |  | $120219961.44      | $95584620.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7280 | 2050-10-01      | 2.0000%  |  | $125384819.01      | $100750352.15      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  |  | $114296769.42      | $91573441.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  |  | $64573790.49       | $67100455.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $60651627.41       | $61200497.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $48950615.63       | $48103171.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1655 | 2051-09-01      | 2.0000%  |  | $112400905.24      | $90006723.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8501 | 2054-01-01      | 5.5000%  |  | $50796888.29       | $51003964.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7704 | 2050-11-01      | 2.0000%  |  | $72314774.19       | $58163214.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0709 | 2054-11-01      | 5.0000%  |  | $53523219.62       | $53188848.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $73906011.23       | $58614200.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  |  | $44208719.40       | $45259133.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0198 | 2054-10-01      | 5.5000%  |  | $67426085.52       | $68327879.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  |  | $63438642.18       | $64321743.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9844 | 2054-03-01      | 6.5000%  |  | $98194075.60       | $102371262.47      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0399 | 2055-05-01      | 5.5000%  |  | $68246917.41       | $69012003.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9615 | 2054-12-01      | 6.0000%  |  | $60573492.01       | $62033091.04       | Agency Mortgage-Backed Securities  |

### Security 114: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.9200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $763162100.00      | $773773721.71      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $756500000.00      | $768672085.00      | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $800000000.00      | $817259668.80      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $795961000.00      | $798730148.32      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $254946800.00      | $252732849.13      | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $71815500.00       | $53545421.35       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $1135205550.00     | $831217122.46      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $800000000.00      | $804068984.00      | U.S. Treasuries (including strips) |

### Security 115: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.300%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $252903500.00      | $256405587.54      | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $100000000.00      | $102139087.00      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AS 25 | 2025-09-15      | 3.5000%  |  | $25000000.00       | $25213090.75       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $100.00            | $100.02            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $73754000.00       | $74807490.48       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  |  | $51096000.00       | $51434667.66       | U.S. Treasuries (including strips) |

### Security 116: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.420%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $156637.73         | $142658.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $198208.10         | $169210.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  |  | $56731.41          | $53048.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $252771.79         | $230424.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS0989 | 2050-09-01      | 4.0000%  |  | $61870.13          | $58350.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $685.39            | $621.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $506982.39         | $443049.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0523 | 2052-02-01      | 2.5000%  |  | $307999.41         | $259065.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0497 | 2052-01-01      | 2.0000%  |  | $738.12            | $595.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  |  | $114545.03         | $94994.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $146292.11         | $124768.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0273 | 2051-12-01      | 2.5000%  |  | $74684.74          | $63147.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0191 | 2052-01-01      | 2.5000%  |  | $72224.05          | $60789.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  |  | $690.92            | $603.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $70606.61          | $69706.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $836.33            | $780.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $852.82            | $769.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $12648.58          | $12052.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $155793.07         | $129464.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $538857.79         | $486172.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $21738.11          | $18862.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $1598.20           | $1328.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $832.34            | $659.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  |  | $35588.36          | $35387.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL3433 | 2041-10-01      | 4.0000%  |  | $73.27             | $70.93             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $10629321.26       | $10008828.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9393 | 2042-04-01      | 3.5000%  |  | $232013.98         | $218470.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $232378.73         | $224301.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $72.49             | $68.29             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $69961.56          | $68698.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  |  | $36993.16          | $33604.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4352 | 2052-08-01      | 5.0000%  |  | $208291.68         | $207014.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $107751.87         | $107335.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAE0671 | 2036-09-01      | 5.5000%  |  | $119037.05         | $123729.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $4429551.73        | $4251062.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9774 | 2053-06-01      | 4.5000%  |  | $145786.79         | $140231.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2996 | 2052-04-01      | 2.5000%  |  | $317312.55         | $264051.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  |  | $692.50            | $604.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $83257.54          | $73833.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $4040379.19        | $3677744.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9273 | 2051-02-01      | 2.0000%  |  | $748.62            | $595.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4558 | 2052-09-01      | 5.0000%  |  | $177801.40         | $176732.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5020 | 2043-05-01      | 5.0000%  |  | $79592.92          | $79784.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5411 | 2044-06-01      | 6.0000%  |  | $343898.37         | $353549.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  |  | $14608748.81       | $13712081.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $283611.40         | $273420.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $81291.51          | $73343.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $191799.68         | $192779.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA1886 | 2038-06-01      | 4.5000%  |  | $2782029.69        | $2816971.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $14156.68          | $13406.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4722 | 2051-03-01      | 2.0000%  |  | $818903.51         | $656253.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  |  | $288311.55         | $252231.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  |  | $144073.83         | $134962.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  |  | $212.73            | $198.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $188194.84         | $172179.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $594285.80         | $528550.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  |  | $1293693.84        | $1182010.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2201 | 2048-08-01      | 4.5000%  |  | $2066.92           | $2012.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $1625.97           | $1408.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $67877.82          | $59668.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  |  | $700.00            | $563.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  |  | $89939.36          | $71860.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7289 | 2053-08-01      | 6.0000%  |  | $2942.53           | $3020.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  |  | $609113.12         | $602481.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $193937.99         | $163542.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $25956.02          | $27761.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  |  | $640756.20         | $647570.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $56.73             | $59.38             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3542 | 2049-05-01      | 4.0000%  |  | $62424.89          | $59197.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3048 | 2027-06-01      | 2.5000%  |  | $47.92             | $47.17             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV7723 | 2052-04-01      | 3.5000%  |  | $864.34            | $790.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $45040.78          | $40600.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $1695.70           | $1469.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  |  | $28371764.04       | $28801782.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $10642.92          | $9221.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX8427 | 2055-03-01      | 6.0000%  |  | $953.32            | $981.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CTMA5743 | 2045-05-01      | 6.5000%  |  | $800518.10         | $832771.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0680 | 2051-09-01      | 3.0000%  |  | $15806778.27       | $13855347.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $105034.09         | $104937.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $35226.15          | $31738.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9412 | 2051-11-01      | 2.5000%  |  | $67227.64          | $56429.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD4416 | 2046-07-01      | 3.5000%  |  | $104478.11         | $97146.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  |  | $14478673.95       | $14680225.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  |  | $5040089.20        | $4976754.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $6811.72           | $6552.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9468 | 2054-11-01      | 5.0000%  |  | $31644577.82       | $31212464.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  |  | $5968.21           | $6102.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $18273702.50       | $18348671.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  |  | $26965534.17       | $27573750.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $130609.48         | $134762.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $431036.09         | $456174.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8863 | 2054-07-01      | 6.0000%  |  | $590566.20         | $603245.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8819 | 2054-07-01      | 5.5000%  |  | $933.64            | $944.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  |  | $642780.09         | $668283.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  |  | $144.37            | $132.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3221 | 2027-12-01      | 3.0000%  |  | $156215.83         | $154188.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $16946.53          | $15538.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $154810.14         | $150598.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  |  | $38470.44          | $28949.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $13524369.22       | $12589827.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CVAB7231 | 2027-11-01      | 2.0000%  |  | $30527.88          | $29617.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $71186.78          | $69854.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB2242 | 2031-02-01      | 4.0000%  |  | $27101.16          | $26870.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0695 | 2031-04-01      | 4.0000%  |  | $31190.00          | $31068.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  |  | $642653.88         | $541933.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  |  | $1967877.00        | $1975342.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC6768 | 2051-09-01      | 3.0000%  |  | $710.03            | $618.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR2029 | 2043-02-01      | 3.5000%  |  | $191.58            | $178.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $230447.37         | $227173.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  |  | $25543.87          | $25708.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $37299.37          | $37118.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  |  | $8000.49           | $6994.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  |  | $162.89            | $157.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  |  | $412840.41         | $364495.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3079 | 2027-07-01      | 2.5000%  |  | $42.32             | $41.64             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  |  | $71924.10          | $73544.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $29493.35          | $29211.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $986048.96         | $818873.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $161665.89         | $134146.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $53531.15          | $50061.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  |  | $787.56            | $625.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6671 | 2053-06-01      | 5.5000%  |  | $32845.63          | $32993.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6339 | 2053-11-01      | 6.0000%  |  | $241069.97         | $246473.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  |  | $1664909.34        | $1568909.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  |  | $39775.94          | $40127.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $191831.20         | $191125.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7084 | 2052-08-01      | 4.0000%  |  | $4967048.05        | $4632429.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  |  | $19685.46          | $19810.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6043 | 2053-05-01      | 3.5000%  |  | $124369.25         | $112215.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5930 | 2053-07-01      | 4.5000%  |  | $983519.15         | $945166.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  |  | $19201048.58       | $20035413.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5600 | 2052-06-01      | 2.5000%  |  | $1689.20           | $1424.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  |  | $48749.07          | $44237.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5213 | 2053-07-01      | 6.0000%  |  | $4819879.55        | $4951979.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  |  | $1775.75           | $1538.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  |  | $20159.57          | $16718.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  |  | $85156.59          | $85481.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  |  | $2669.26           | $2635.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3061 | 2027-07-01      | 3.0000%  |  | $46.50             | $45.98             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA2939 | 2027-03-01      | 3.0000%  |  | $133081.87         | $131729.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  |  | $1273407.08        | $1174037.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CNMA2855 | 2026-12-01      | 2.0000%  |  | $59460.09          | $58512.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0777 | 2031-06-01      | 5.0000%  |  | $41989.98          | $42739.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTAC1600 | 2029-08-01      | 4.5000%  |  | $39109.07          | $39121.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWAB9717 | 2028-06-01      | 2.5000%  |  | $51131.33          | $50278.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  |  | $235.17            | $205.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTAB7517 | 2033-01-01      | 2.5000%  |  | $1554116.63        | $1477022.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4426 | 2047-10-01      | 3.5000%  |  | $299.70            | $275.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 4UZL1040 | 2034-10-01      | 5.5000%  |  | $93970.70          | $94138.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZI8552 | 2039-02-01      | 5.0000%  |  | $11.80             | $11.99             | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J31733 G | 2030-05-01      | 3.0000%  |  | $77814.08          | $76383.28          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C03520 G | 2040-09-01      | 4.0000%  |  | $36.02             | $34.88             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC C01490 G | 2033-02-01      | 5.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC J17743 G | 2027-01-01      | 3.0000%  |  | $71077.14          | $70464.93          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08803 G | 2048-03-01      | 3.0000%  |  | $1067.24           | $942.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  |  | $15339495.26       | $12886969.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $25286.57          | $24377.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $247774.14         | $232055.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6275 | 2050-07-01      | 2.0000%  |  | $62443.18          | $49916.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4979 | 2050-01-01      | 3.0000%  |  | $202594.54         | $177599.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $34406.94          | $32427.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4756 | 2049-12-01      | 3.0000%  |  | $1097547.28        | $974143.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  |  | $158905.19         | $143623.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4155 | 2048-02-01      | 3.5000%  |  | $38894.40          | $35982.20          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $679134.10         | $683751.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0493 | 2052-09-01      | 5.5000%  |  | $673.83            | $679.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $3910040.13        | $3755010.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8744 | 2052-08-01      | 5.0000%  |  | $2239730.92        | $2214461.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE7674 | 2052-08-01      | 4.0000%  |  | $829.39            | $774.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE6386 | 2052-07-01      | 4.5000%  |  | $805105.01         | $777220.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQE1356 | 2052-04-01      | 2.5000%  |  | $508072.59         | $421168.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD7594 | 2052-02-01      | 2.5000%  |  | $720.17            | $602.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $180653.07         | $178332.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  |  | $2487802.94        | $2644031.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1544591.15        | $1611317.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5512 | 2054-07-01      | 5.5000%  |  | $36168.88          | $36283.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4821 | 2054-06-01      | 6.5000%  |  | $744542.58         | $774278.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3724 | 2054-05-01      | 5.5000%  |  | $983.36            | $990.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  |  | $227581.46         | $206516.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  |  | $6013.15           | $5320.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $174180.93         | $137931.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $299802.90         | $306277.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5348 | 2034-03-01      | 4.0000%  |  | $584578.35         | $581963.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  |  | $905.41            | $908.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $719015.88         | $599884.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $1443443.62        | $1143107.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CKMA4322 | 2051-03-01      | 1.5000%  |  | $826.19            | $604.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4331 | 2031-05-01      | 1.5000%  |  | $35370.75          | $33265.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8626 | 2053-04-01      | 5.5000%  |  | $159471.12         | $160019.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  |  | $236617.30         | $247097.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  |  | $339419.12         | $338014.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7581 | 2053-03-01      | 5.0000%  |  | $97493.73          | $96200.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6118 | 2053-01-01      | 6.0000%  |  | $12336416.52       | $12627769.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX6086 | 2053-03-01      | 5.0000%  |  | $94587.37          | $93268.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX6067 | 2053-02-01      | 6.5000%  |  | $333514.83         | $353327.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4941 | 2053-01-01      | 5.5000%  |  | $724.47            | $732.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  |  | $97972.80          | $98803.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX3079 | 2052-11-01      | 5.0000%  |  | $86586.02          | $85437.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $101961.25         | $102662.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  |  | $150493.32         | $148290.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8764 | 2052-10-01      | 5.5000%  |  | $2351201.53        | $2387735.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  |  | $834.16            | $833.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7764 | 2052-08-01      | 5.0000%  |  | $587823.05         | $580029.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  |  | $199471.51         | $197120.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $823293.50         | $842561.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $6969862.28        | $5870567.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $5799.56           | $6244.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CNMA4226 | 2031-01-01      | 2.0000%  |  | $88061.07          | $84241.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $70648.18          | $56592.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  |  | $30688.51          | $31441.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $64078.02          | $57166.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $77901.33          | $72818.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5522 | 2050-04-01      | 4.0000%  |  | $137151.62         | $129344.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $164858.86         | $156287.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  |  | $1219.24           | $1193.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $12049871.25       | $12102752.79       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6131 | 2051-10-01      | 3.0000%  |  | $7671515.28        | $6721955.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS6625 | 2038-09-01      | 3.0000%  |  | $3923067.68        | $3738227.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB2845 | 2054-10-01      | 4.5000%  |  | $994.57            | $952.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB1086 | 2054-05-01      | 5.5000%  |  | $115973.29         | $116341.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0055 | 2054-04-01      | 5.5000%  |  | $2522.98           | $2531.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  |  | $308491.14         | $319303.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL745256 | 2036-02-01      | 6.0000%  |  | $90058.97          | $93714.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $23424.98          | $23797.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL735228 | 2035-02-01      | 5.5000%  |  | $36096.21          | $37271.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  |  | $114539.60         | $106022.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ7528 | 2030-08-01      | 3.0000%  |  | $220701.37         | $215937.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3300 | 2055-07-01      | 6.0000%  |  | $3011321.00        | $3092886.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3187 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1005.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1414 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1399 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1240 | 2055-06-01      | 6.0000%  |  | $1820414.00        | $1873004.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1245 | 2055-06-01      | 6.0000%  |  | $1114492.00        | $1145296.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7966 | 2055-05-01      | 6.0000%  |  | $1125070.39        | $1157035.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7568 | 2055-04-01      | 5.0000%  |  | $1381259.22        | $1363013.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5521 | 2055-06-01      | 6.0000%  |  | $1031064.05        | $1063216.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5474 | 2055-05-01      | 6.0000%  |  | $10748180.07       | $11041125.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $2668.87           | $2570.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD4600 | 2055-03-01      | 4.5000%  |  | $968.23            | $927.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1104 | 2051-11-01      | 2.5000%  |  | $73091.78          | $61534.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  |  | $1807.18           | $1733.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  |  | $3724797.65        | $3685626.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $1633.94           | $1416.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2664 | 2051-02-01      | 2.0000%  |  | $60865.98          | $48897.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  |  | $18174506.84       | $18639689.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $38765.24          | $39616.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZS2137 | 2035-03-01      | 7.0000%  |  | $68111.51          | $72163.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $372862.91         | $357304.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT3303 | 2051-08-01      | 2.5000%  |  | $683.88            | $576.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  |  | $27461481.85       | $28045102.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB2142 | 2054-06-01      | 6.5000%  |  | $1461137.33        | $1525506.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICB1231 | 2036-07-01      | 3.5000%  |  | $211640.35         | $204727.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  |  | $70037.37          | $59235.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  |  | $71330.93          | $65741.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $11929327.86       | $10508147.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $5704445.66        | $5832894.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  |  | $13393755.67       | $11733822.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2581 | 2052-08-01      | 4.0000%  |  | $17579896.21       | $16398372.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3985 | 2035-04-01      | 3.0000%  |  | $235405.13         | $225495.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  |  | $387005.83         | $395234.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  |  | $2156578.42        | $2173584.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  |  | $894257.69         | $909183.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6158 | 2052-07-01      | 4.0000%  |  | $165908.41         | $154877.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  |  | $2975759.48        | $2682020.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1623 | 2048-11-01      | 4.5000%  |  | $22617.43          | $22021.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5709 | 2054-07-01      | 6.0000%  |  | $275988.02         | $283188.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR2935 | 2036-03-01      | 1.5000%  |  | $57505.08          | $51158.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $47099.33          | $39351.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5447 | 2052-09-01      | 2.5000%  |  | $2224067.95        | $1852695.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $31293.65          | $30039.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  |  | $54615.43          | $56562.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $18252205.26       | $18713631.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5268 | 2052-12-01      | 4.5000%  |  | $175191.01         | $168126.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4333 | 2052-08-01      | 4.0000%  |  | $1703357.24        | $1601960.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3777 | 2052-05-01      | 3.5000%  |  | $460101.21         | $418360.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3614 | 2052-05-01      | 4.0000%  |  | $47565.63          | $44646.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $871908.10         | $843267.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $6041.65           | $5460.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  |  | $54616.91          | $51344.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3319 | 2052-04-01      | 4.0000%  |  | $1499.70           | $1407.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3312 | 2052-04-01      | 4.0000%  |  | $8518968.77        | $8033662.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3166 | 2052-03-01      | 3.0000%  |  | $763.72            | $667.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $73982.98          | $67472.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $300511.67         | $296651.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBW0656 | 2052-05-01      | 3.5000%  |  | $242002.09         | $218089.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  |  | $684.55            | $675.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9900 | 2052-05-01      | 4.0000%  |  | $181022.00         | $170057.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV9700 | 2052-06-01      | 2.5000%  |  | $195012.82         | $162160.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBV9862 | 2037-05-01      | 3.0000%  |  | $631.66            | $602.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8535 | 2052-05-01      | 3.0000%  |  | $53781.07          | $47181.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV8542 | 2052-05-01      | 3.5000%  |  | $68571.37          | $61867.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $166755.69         | $145675.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBV8991 | 2037-04-01      | 1.5000%  |  | $134379.55         | $119227.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  |  | $653.58            | $593.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $280347.41         | $243168.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  |  | $794.73            | $784.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  |  | $224514.99         | $221590.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW3311 | 2052-07-01      | 4.5000%  |  | $116712.10         | $112409.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1796 | 2054-06-01      | 6.5000%  |  | $22145302.22       | $23144412.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2841 | 2036-12-01      | 2.5000%  |  | $45516.68          | $42251.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $2058453.00        | $2066893.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3871 | 2054-10-01      | 5.5000%  |  | $1565612.22        | $1575424.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  |  | $73816.71          | $59397.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $147111.03         | $144781.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7301 | 2042-12-01      | 3.5000%  |  | $194.46            | $182.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6802 | 2042-11-01      | 3.5000%  |  | $155.09            | $145.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  |  | $1647443.64        | $1659805.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3250 | 2055-01-01      | 5.0000%  |  | $7757578.98        | $7634099.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2910 | 2054-11-01      | 5.5000%  |  | $7533875.44        | $7599725.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  |  | $2069346.34        | $2135150.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  |  | $92313.91          | $90858.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2472 | 2054-09-01      | 6.5000%  |  | $14787333.74       | $15378799.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $23929941.21       | $24541885.64       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2410 | 2054-09-01      | 5.5000%  |  | $25671818.90       | $25777164.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2158 | 2054-08-01      | 6.0000%  |  | $22456569.30       | $22996208.14       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  |  | $8120607.91        | $8459043.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1955 | 2054-07-01      | 5.5000%  |  | $983.47            | $992.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $353207.81         | $354888.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $995846.10         | $1005651.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $13573206.99       | $13779310.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  |  | $26471906.76       | $27231844.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4609 | 2049-01-01      | 3.0000%  |  | $820.33            | $741.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  |  | $716.40            | $729.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  |  | $5010436.47        | $4948897.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  |  | $502302.93         | $506909.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $37040.60          | $33720.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4214 | 2052-07-01      | 4.0000%  |  | $47966.65          | $45263.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  |  | $44681.86          | $39277.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3148 | 2050-02-01      | 4.0000%  |  | $474.61            | $447.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  |  | $33693.93          | $33168.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $99552.89          | $88033.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2523 | 2050-03-01      | 3.5000%  |  | $31913.24          | $29283.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2336 | 2050-01-01      | 4.0000%  |  | $222.88            | $210.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $104927.70         | $94592.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $37571.52          | $36928.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1572 | 2048-09-01      | 3.0000%  |  | $292.10            | $259.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  |  | $244.07            | $230.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $104513.56         | $91871.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $290241.48         | $278377.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  |  | $54343.52          | $48962.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD6582 | 2050-09-01      | 3.0000%  |  | $1661.39           | $1448.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6011 | 2054-07-01      | 6.0000%  |  | $16249327.77       | $16846122.24       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  |  | $977.07            | $961.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD5845 | 2052-11-01      | 3.5000%  |  | $2971274.10        | $2678985.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  |  | $3612.91           | $3752.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  |  | $43952.31          | $38173.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1814 | 2051-09-01      | 2.5000%  |  | $254148.83         | $211976.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1556 | 2051-09-01      | 2.5000%  |  | $355454.73         | $298855.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB1430 | 2051-08-01      | 4.0000%  |  | $10273.23          | $9624.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1377 | 2051-08-01      | 2.5000%  |  | $6193916.79        | $5217005.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  |  | $736.32            | $616.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  |  | $854251.45         | $681826.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1280 | 2051-08-01      | 2.5000%  |  | $115148.49         | $96352.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2438 | 2055-05-01      | 6.0000%  |  | $1047186.21        | $1078389.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY1636 | 2055-04-01      | 6.0000%  |  | $856.23            | $880.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0334 | 2055-04-01      | 6.0000%  |  | $1662823.22        | $1712011.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0175 | 2055-04-01      | 6.0000%  |  | $243766.68         | $251518.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0134 | 2055-04-01      | 6.0000%  |  | $996.11            | $1024.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0014 | 2055-04-01      | 6.5000%  |  | $1004463.28        | $1052034.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8841 | 2055-03-01      | 6.5000%  |  | $4044950.39        | $4217043.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3900 | 2030-01-01      | 3.0000%  |  | $110783.14         | $108561.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6078 | 2053-12-01      | 7.5000%  |  | $2225.06           | $2435.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1672 | 2051-09-01      | 2.5000%  |  | $18303403.12       | $15314345.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  |  | $158500.97         | $132375.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1256553.62        | $1271147.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0502 | 2050-08-01      | 3.0000%  |  | $7823620.16        | $6878226.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA5433 | 2048-06-01      | 3.5000%  |  | $183.51            | $168.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  |  | $51856.83          | $45267.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  |  | $825.23            | $794.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CNFM7937 | 2031-07-01      | 2.0000%  |  | $82361.27          | $78516.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $70918.72          | $66697.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $2057.87           | $1639.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1051676.39        | $1040617.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $855765.38         | $865359.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  |  | $23989141.39       | $24224200.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3155 | 2052-07-01      | 4.0000%  |  | $1002401.85        | $940874.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1275 | 2051-11-01      | 2.5000%  |  | $1464.77           | $1235.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH6713 | 2047-08-01      | 3.5000%  |  | $65774.74          | $60176.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1879 | 2048-04-01      | 3.0000%  |  | $780608.00         | $705510.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1862 | 2055-05-01      | 6.5000%  |  | $306454.80         | $319278.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1858 | 2055-01-01      | 5.0000%  |  | $3258241.63        | $3202036.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1118 | 2055-01-01      | 6.0000%  |  | $17402576.54       | $17977406.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  |  | $29763233.19       | $25005934.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  |  | $52880.13          | $50124.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $730562.28         | $747309.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9851 | 2053-10-01      | 6.5000%  |  | $1243802.10        | $1311226.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $284162.66         | $285119.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6343 | 2053-07-01      | 6.0000%  |  | $141749.25         | $145198.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4181 | 2053-06-01      | 5.0000%  |  | $321841.19         | $317440.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $929.37            | $919.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  |  | $48098.07          | $48310.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $7138878.72        | $7179638.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY2247 | 2053-05-01      | 5.0000%  |  | $365386.53         | $360164.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4340 | 2055-03-01      | 6.0000%  |  | $1070987.91        | $1093165.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4313 | 2055-03-01      | 5.5000%  |  | $996.29            | $1005.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  |  | $1171826.31        | $1175548.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3070 | 2055-03-01      | 6.5000%  |  | $1014188.90        | $1071360.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2508 | 2055-02-01      | 6.0000%  |  | $2614266.24        | $2682658.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  |  | $5494049.12        | $5709126.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  |  | $11151166.39       | $11491381.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $10010572.12       | $10162538.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  |  | $23655808.83       | $24208629.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  |  | $3728309.85        | $3757717.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  |  | $3210312.62        | $3175364.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5889803.34        | $5719352.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  |  | $11178593.50       | $11728480.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $54521.45          | $52835.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $81291.32          | $82076.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  |  | $51226.64          | $51737.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5137 | 2052-11-01      | 5.5000%  |  | $28170446.79       | $28416643.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  |  | $19680649.01       | $19955205.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  |  | $162225.85         | $155487.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4696 | 2052-09-01      | 5.5000%  |  | $2206.21           | $2262.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  |  | $1955967.01        | $1940033.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  |  | $16061109.47       | $16012007.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ7059 | 2052-01-01      | 2.0000%  |  | $75851.50          | $60043.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $78126.90          | $71694.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ2999 | 2050-10-01      | 2.5000%  |  | $80563.75          | $67643.25          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  |  | $21134430.22       | $21974357.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $67727.48          | $56894.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $86391.94          | $85188.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  |  | $141153.59         | $138961.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $118982.28         | $119874.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9534 | 2054-10-01      | 5.5000%  |  | $956.07            | $965.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9416 | 2053-03-01      | 5.0000%  |  | $196811.08         | $194061.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  |  | $155053.27         | $130228.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV3167 | 2052-05-01      | 3.5000%  |  | $150995.74         | $138056.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $61388.77          | $51076.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV2815 | 2052-02-01      | 3.5000%  |  | $791404.12         | $713980.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV2623 | 2052-07-01      | 4.5000%  |  | $78609.00          | $75433.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9286 | 2051-02-01      | 2.5000%  |  | $3393.90           | $2863.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9249 | 2051-02-01      | 2.0000%  |  | $13661406.79       | $10943116.23       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX3021 | 2055-01-01      | 5.0000%  |  | $20322900.04       | $19969561.59       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX2986 | 2054-12-01      | 4.5000%  |  | $282266.88         | $270461.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX1010 | 2054-11-01      | 7.0000%  |  | $1997593.74        | $2130343.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0149 | 2054-12-01      | 5.0000%  |  | $999.47            | $984.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAE9814 | 2025-12-01      | 3.5000%  |  | $28421.70          | $28352.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAE7758 | 2025-11-01      | 3.5000%  |  | $27197.80          | $27141.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAD9151 | 2040-08-01      | 5.0000%  |  | $129989.99         | $132004.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $2434.68           | $2352.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  |  | $789.59            | $779.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $878.33            | $728.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  |  | $525011.43         | $506827.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $3944.31           | $3582.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1046 | 2052-07-01      | 4.0000%  |  | $831.83            | $780.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1045 | 2052-06-01      | 3.5000%  |  | $831.57            | $757.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $2966.04           | $2702.86           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1041329.87        | $1055857.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0722 | 2051-10-01      | 3.0000%  |  | $12721402.60       | $11128309.84       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  |  | $360.96            | $349.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8614 | 2055-03-01      | 6.5000%  |  | $4749835.82        | $4970143.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8520 | 2055-03-01      | 5.5000%  |  | $996.51            | $1006.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7967 | 2055-03-01      | 6.0000%  |  | $997.47            | $1032.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $995.46            | $979.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7256 | 2055-03-01      | 6.0000%  |  | $996.67            | $1027.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5209 | 2054-04-01      | 5.5000%  |  | $44101.66          | $44643.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5086 | 2054-03-01      | 5.5000%  |  | $907.53            | $916.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  |  | $939.12            | $846.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $10760774.68       | $10806029.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7629 | 2054-04-01      | 5.5000%  |  | $29556.63          | $29809.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5921 | 2051-09-01      | 2.5000%  |  | $343597.98         | $288286.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8210 | 2052-01-01      | 2.0000%  |  | $199876.49         | $158690.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1331 | 2051-08-01      | 2.5000%  |  | $87955.31          | $73650.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  |  | $2086.13           | $2245.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  |  | $40452.59          | $37174.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBP1925 | 2050-04-01      | 5.0000%  |  | $291190.54         | $289010.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9173 | 2054-09-01      | 7.0000%  |  | $10744325.04       | $11514047.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $51930.29          | $47321.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $26994690.14       | $27343233.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $1148964.46        | $1109227.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $39366.79          | $36272.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8015 | 2053-07-01      | 6.0000%  |  | $317360.59         | $327088.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  |  | $133828.70         | $127369.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  |  | $77414.25          | $77899.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  |  | $111002.41         | $96480.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1022 | 2048-02-01      | 3.0000%  |  | $75780.53          | $68265.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  |  | $30918.45          | $24534.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $8448.74           | $7330.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $41503.68          | $37394.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $824.65            | $685.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3832 | 2053-01-01      | 6.0000%  |  | $718.45            | $734.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $108003.28         | $107038.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZK9968 | 2033-09-01      | 3.5000%  |  | $61961.98          | $60570.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3954 | 2052-08-01      | 3.5000%  |  | $330599.02         | $299663.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3835 | 2052-11-01      | 4.5000%  |  | $478503.79         | $458992.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $81679.73          | $74159.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  |  | $1036449.55        | $998453.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  |  | $343539.78         | $336754.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3426 | 2052-10-01      | 4.0000%  |  | $66043.93          | $61990.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3421 | 2052-12-01      | 5.0000%  |  | $833.55            | $825.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3395 | 2052-12-01      | 5.0000%  |  | $861.19            | $852.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $351111.11         | $318088.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $67920.74          | $68514.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3111 | 2052-09-01      | 5.0000%  |  | $442360.61         | $438707.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $808.75            | $780.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2973 | 2052-09-01      | 4.5000%  |  | $6336.70           | $6092.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA2854 | 2046-12-01      | 2.5000%  |  | $289.01            | $246.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 PLAB4662 | 2041-08-01      | 4.5000%  |  | $34827.67          | $34364.25          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  |  | $856.04            | $872.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5271 | 2054-05-01      | 5.5000%  |  | $900.01            | $912.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  |  | $31997.62          | $32369.13          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  |  | $4765070.93        | $4818490.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $2697.14           | $2236.81           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  |  | $19092295.70       | $19352037.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  |  | $2236197.39        | $2091184.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1936 | 2052-06-01      | 3.5000%  |  | $825.54            | $747.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1921 | 2052-12-01      | 4.5000%  |  | $814.14            | $785.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2639 | 2053-04-01      | 4.5000%  |  | $847.40            | $817.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1125 | 2051-07-01      | 2.5000%  |  | $22650765.83       | $19016244.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $157792.51         | $132460.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  |  | $47827.32          | $41515.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $817407.63         | $721586.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $69597.70          | $62248.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0403 | 2051-05-01      | 2.5000%  |  | $1116138.39        | $942835.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0267 | 2051-04-01      | 2.0000%  |  | $2180.24           | $1740.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  |  | $162093.50         | $141656.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  |  | $158404.16         | $142924.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $141155.91         | $136081.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV3089 | 2052-02-01      | 2.5000%  |  | $207245.92         | $174088.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  |  | $83981.47          | $84765.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2143 | 2052-06-01      | 3.5000%  |  | $138402.29         | $126215.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $78589.45          | $68255.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $153207.67         | $149153.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $2484.29           | $2241.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $163868.73         | $148702.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  |  | $3475.97           | $3534.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  |  | $33399.00          | $32618.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  |  | $287780.01         | $282475.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7581 | 2054-09-01      | 6.0000%  |  | $1134454.88        | $1162927.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $226163.54         | $198256.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1132 | 2051-07-01      | 2.5000%  |  | $18212228.53       | $15317374.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3403 | 2049-04-01      | 4.5000%  |  | $674.18            | $662.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  |  | $1882.27           | $1857.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $30738.62          | $24545.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  |  | $2807771.61        | $2566998.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ0332 | 2054-07-01      | 6.0000%  |  | $1549625.52        | $1597184.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  |  | $7837.42           | $7869.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CKMA3704 | 2049-06-01      | 3.5000%  |  | $102178.78         | $91071.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4277 | 2027-01-01      | 3.0000%  |  | $62315.33          | $61712.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $1032344.74        | $1027108.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2817 | 2036-11-01      | 2.5000%  |  | $59045.00          | $54829.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $47748.28          | $44333.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA2541 | 2031-02-01      | 2.5000%  |  | $836267.44         | $807490.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $124622.80         | $118510.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  |  | $131877.77         | $130764.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $495582.71         | $480240.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $189969.93         | $190382.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $69451.58          | $66187.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA2676 | 2026-07-01      | 2.5000%  |  | $35770.87          | $35432.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY2641 | 2053-05-01      | 5.0000%  |  | $15539.10          | $15364.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2603 | 2053-08-01      | 5.5000%  |  | $183038.36         | $183746.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIBY1327 | 2039-01-01      | 6.5000%  |  | $123324.16         | $128741.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $656511.87         | $647401.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $63241.13          | $50903.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6750 | 2051-06-01      | 2.5000%  |  | $352674.32         | $295223.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR6515 | 2051-04-01      | 2.0000%  |  | $184125.12         | $147572.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6352 | 2051-03-01      | 2.5000%  |  | $717.06            | $605.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5633 | 2051-03-01      | 2.0000%  |  | $694.90            | $558.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2668908.76        | $2254170.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQC6745 | 2051-08-01      | 4.5000%  |  | $1256.78           | $1217.73           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB5092 | 2050-11-01      | 2.5000%  |  | $624.22            | $526.86            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U59043 G | 2036-05-01      | 4.0000%  |  | $98414.43          | $97589.83          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC Z40125 G | 2035-03-01      | 6.0000%  |  | $283.04            | $294.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $80102.20          | $83973.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3913 | 2053-09-01      | 5.5000%  |  | $4775463.24        | $4821620.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  |  | $2580.43           | $2578.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4492 | 2053-09-01      | 6.0000%  |  | $2666.47           | $2727.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  |  | $18816164.82       | $18992219.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1671 | 2052-04-01      | 2.5000%  |  | $9009711.13        | $7554578.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $171277.37         | $169026.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $904357.16         | $937626.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  |  | $31517.08          | $31092.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $89229.00          | $88078.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $5015.06           | $4524.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP8608 | 2050-06-01      | 2.5000%  |  | $199215.57         | $167293.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  |  | $25815841.61       | $20591492.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP6679 | 2050-09-01      | 2.0000%  |  | $1266.56           | $1018.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $732791.95         | $687386.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $41916.39          | $40150.73          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  |  | $131.68            | $120.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4452 | 2053-04-01      | 6.5000%  |  | $5127.64           | $5437.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  |  | $675.05            | $564.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0849 | 2052-01-01      | 2.5000%  |  | $755.65            | $635.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8189 | 2037-11-01      | 4.0000%  |  | $650.89            | $638.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB1536 | 2040-06-01      | 3.5000%  |  | $53500.00          | $51698.95          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1226 | 2037-01-01      | 2.0000%  |  | $665250.55         | $610863.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $21732.92          | $22457.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  |  | $6896527.12        | $5525477.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8854 | 2051-02-01      | 2.0000%  |  | $1452.79           | $1154.94           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  |  | $85558.26          | $68534.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  |  | $17724.76          | $14197.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $23747.38          | $22252.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  |  | $30866341.70       | $24724714.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  |  | $8700.52           | $6882.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $116030.89         | $97161.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $3442.84           | $2748.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  |  | $2709844.16        | $2220386.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA7604 | 2050-11-01      | 3.0000%  |  | $160258.49         | $143103.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  |  | $36347781.16       | $28935527.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7451 | 2050-10-01      | 2.0000%  |  | $1946.27           | $1559.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  |  | $14889245.43       | $11884552.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  |  | $31999852.41       | $25638285.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $7209.52           | $5774.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $32198874.73       | $25814710.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAD6942 | 2040-06-01      | 5.0000%  |  | $32479.12          | $33207.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAD1596 | 2040-02-01      | 5.0000%  |  | $67120.19          | $68122.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  |  | $16632879.00       | $16804243.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  |  | $384050.70         | $359549.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 4LSH1002 | 2038-12-01      | 6.5000%  |  | $314171.22         | $324271.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3PSE9055 | 2052-03-01      | 2.0000%  |  | $118383.23         | $91302.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  |  | $4930655.64        | $5053179.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $818.15            | $843.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  |  | $44731.46          | $46829.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  |  | $1144.99           | $1179.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA8733 | 2053-03-01      | 6.5000%  |  | $771.00            | $804.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  |  | $84058.78          | $83361.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7029 | 2055-02-01      | 6.0000%  |  | $470075.31         | $484082.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6312 | 2055-02-01      | 6.0000%  |  | $1073662.52        | $1107805.35        | Agency Mortgage-Backed Securities  |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $15000.00          | $13934.88          | U.S. Treasuries (including strips) |
| FNMA FNMS 03.000 CLBO7242 | 2050-01-01      | 3.0000%  |  | $70486.64          | $61740.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5384 | 2049-12-01      | 3.5000%  |  | $276362.71         | $252016.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2256 | 2049-10-01      | 3.0000%  |  | $386.87            | $340.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $210.04            | $183.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO1290 | 2049-07-01      | 3.0000%  |  | $137728.26         | $122241.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  |  | $307.33            | $290.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN6683 | 2049-06-01      | 3.5000%  |  | $10817.16          | $9860.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN3949 | 2049-01-01      | 5.0000%  |  | $26698.42          | $26735.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLBM6653 | 2040-07-01      | 4.5000%  |  | $289386.59         | $286963.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4619 | 2052-09-01      | 4.5000%  |  | $807.38            | $774.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2930 | 2045-09-01      | 3.5000%  |  | $12866488.46       | $11963498.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  |  | $366.76            | $327.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY1379 | 2045-04-01      | 3.5000%  |  | $12153394.48       | $11300401.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  |  | $394595.40         | $387743.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  |  | $260425.25         | $251077.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $10598047.69       | $9970446.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $10926780.08       | $10279668.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $128.48            | $120.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $184.89            | $175.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  |  | $33898.27          | $32141.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $159280.31         | $141396.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $16394419.39       | $14567206.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $30871.25          | $29048.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5224 | 2052-11-01      | 4.5000%  |  | $915.15            | $878.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $859.75            | $863.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $8186.89           | $7098.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5168 | 2054-06-01      | 5.5000%  |  | $2234992.00        | $2265091.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1963 | 2055-06-01      | 6.0000%  |  | $1008.00           | $1030.73           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL0295 | 2052-09-01      | 3.5000%  |  | $971.46            | $880.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3008 | 2054-12-01      | 5.0000%  |  | $18154327.64       | $17998759.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6790 | 2055-02-01      | 5.5000%  |  | $1111249.63        | $1120034.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4193 | 2055-06-01      | 5.5000%  |  | $9014865.22        | $9046422.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3377 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1028.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $94088.81          | $84786.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX4181 | 2055-01-01      | 4.5000%  |  | $974.92            | $934.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX0179 | 2054-12-01      | 5.5000%  |  | $35323.28          | $35681.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  |  | $1090.60           | $865.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9633 | 2054-12-01      | 4.5000%  |  | $8999106.95        | $8622710.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4662 | 2055-03-01      | 5.5000%  |  | $5169376.97        | $5207369.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  |  | $995.53            | $954.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7128 | 2055-02-01      | 6.0000%  |  | $1143425.81        | $1182324.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  |  | $43267.39          | $43444.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  |  | $11622411.55       | $11932420.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  |  | $186382.41         | $155885.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $571.60            | $519.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9674 | 2049-06-01      | 3.5000%  |  | $605.19            | $557.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9696 | 2051-12-01      | 2.5000%  |  | $444501.76         | $371863.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9631 | 2051-11-01      | 3.0000%  |  | $747.23            | $657.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9419 | 2051-10-01      | 3.0000%  |  | $27837315.24       | $24199163.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9221 | 2051-10-01      | 4.0000%  |  | $229991.99         | $216031.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $50034.65          | $47401.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8864 | 2051-10-01      | 2.5000%  |  | $571375.39         | $481140.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  |  | $384101.94         | $322608.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  |  | $878021.40         | $890349.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $715.88            | $625.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $4243.55           | $4350.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6641 | 2052-09-01      | 3.5000%  |  | $2399446.80        | $2188498.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $766609.14         | $638764.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  |  | $889.29            | $801.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $6984.48           | $5548.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1250 | 2051-07-01      | 2.5000%  |  | $48897.43          | $41034.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  |  | $29951.88          | $27166.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $717057.13         | $621316.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTSC0477 | 2037-02-01      | 3.0000%  |  | $796.90            | $749.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0630 | 2053-04-01      | 5.5000%  |  | $62542.48          | $63106.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $110872.68         | $99994.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $8817504.95        | $8664854.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL8909 | 2030-09-01      | 3.0000%  |  | $68.20             | $67.08             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $16360.77          | $15496.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  |  | $1697978.24        | $1738185.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $3420.96           | $3436.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $27557.44          | $26451.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2785 | 2051-11-01      | 2.0000%  |  | $901.47            | $719.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  |  | $88364.08          | $87047.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8364 | 2046-11-01      | 3.5000%  |  | $24701639.84       | $22810246.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  |  | $104116.99         | $98703.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9867 | 2051-12-01      | 2.5000%  |  | $927803.26         | $780388.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $40939.38          | $39250.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  |  | $3222872.11        | $2974728.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $9950528.26        | $9993420.57        | Agency Mortgage-Backed Securities  |
| USTR BILL 12/18/25        | 2025-12-18      | 0.0000%  |  | $61500.00          | $60303.15          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $3632200.00        | $3663003.26        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $231200.00         | $225923.50         | U.S. Treasuries (including strips) |
| FNMA FNMS 06.000 CLDE2401 | 2055-06-01      | 6.0000%  |  | $1840306.00        | $1893471.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4702 | 2055-06-01      | 6.0000%  |  | $14936999.13       | $15368504.14       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9526 | 2055-04-01      | 6.0000%  |  | $2401931.55        | $2471799.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3439 | 2055-02-01      | 5.5000%  |  | $995.51            | $1008.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0328 | 2055-02-01      | 6.0000%  |  | $4681752.06        | $4816925.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2923 | 2054-11-01      | 6.0000%  |  | $13968141.56       | $14325884.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7967 | 2055-05-01      | 6.0000%  |  | $257223.47         | $262576.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFA1053 | 2037-04-01      | 2.0000%  |  | $5955.15           | $5457.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA2611 | 2031-05-01      | 2.5000%  |  | $298093.95         | $287294.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $100505.31         | $95612.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $172348.47         | $169400.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  |  | $28399.51          | $27375.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA1417 | 2043-04-01      | 3.0000%  |  | $167340.06         | $150630.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1328 | 2043-01-01      | 3.5000%  |  | $2109254.13        | $1963503.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWMA1302 | 2027-12-01      | 2.5000%  |  | $27219.30          | $26841.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $41650.33          | $41030.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $53933.61          | $54730.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995091 | 2035-02-01      | 5.5000%  |  | $48913.24          | $50250.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL988029 | 2038-08-01      | 5.0000%  |  | $103709.50         | $105532.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K0954987 | 2037-09-01      | 6.0000%  |  | $81829.64          | $82349.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CK932213 | 2039-11-01      | 5.5000%  |  | $25520.11          | $25475.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL930940 | 2039-04-01      | 5.0000%  |  | $115348.34         | $117140.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL899581 | 2037-07-01      | 6.0000%  |  | $19.70             | $20.68             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CI890822 | 2032-12-01      | 3.0000%  |  | $385817.32         | $375212.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $423044.02         | $446032.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  |  | $80315.82          | $81610.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKDA9397 | 2054-02-01      | 6.0000%  |  | $13784.76          | $13897.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0399 | 2055-05-01      | 5.5000%  |  | $4666062.91        | $4718372.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS9932 | 2054-10-01      | 7.0000%  |  | $16851154.62       | $17976118.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $14211840.75       | $14305788.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CJMA0940 | 2026-12-01      | 3.0000%  |  | $28152.26          | $27926.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1772 | 2054-06-01      | 5.5000%  |  | $7488.31           | $7544.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $23102112.01       | $23343310.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $105638.80         | $91629.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  |  | $815.95            | $761.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $774.00            | $643.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $1497.90           | $1242.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $4622.49           | $4021.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $1656.83           | $1313.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $5355.01           | $4841.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CTMA5768 | 2045-07-01      | 6.0000%  |  | $1000.00           | $1026.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  |  | $1016.00           | $1019.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $81024.04          | $79615.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $668983.19         | $682933.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  |  | $8225882.91        | $8391639.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5236 | 2053-12-01      | 4.0000%  |  | $909.65            | $847.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $20534941.90       | $20618653.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7324 | 2051-05-01      | 2.0000%  |  | $478681.09         | $384544.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM7005 | 2047-07-01      | 5.0000%  |  | $6408.83           | $6521.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM6460 | 2051-03-01      | 2.5000%  |  | $183892.22         | $154961.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  |  | $49247.00          | $45033.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFM5906 | 2041-01-01      | 2.0000%  |  | $131558.68         | $113172.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5904 | 2051-02-01      | 2.5000%  |  | $473.86            | $398.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $15961.56          | $14965.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $311221.05         | $305971.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $48972.62          | $44617.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $130393.71         | $127940.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  |  | $642.78            | $513.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8140 | 2054-10-01      | 5.0000%  |  | $1197.60           | $1177.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5457 | 2054-10-01      | 5.5000%  |  | $3398614.63        | $3447226.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  |  | $9344611.11        | $9447201.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8299 | 2054-01-01      | 7.5000%  |  | $2308.09           | $2490.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7630 | 2054-01-01      | 7.5000%  |  | $2084.92           | $2253.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  |  | $1695.67           | $1842.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  |  | $2669.58           | $2863.84           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5881 | 2053-11-01      | 7.0000%  |  | $1903.25           | $2048.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $559.77            | $512.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $583.21            | $518.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $8632540.78        | $8857041.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7923 | 2052-09-01      | 4.5000%  |  | $800.98            | $774.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  |  | $761.12            | $688.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $3032.20           | $2540.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  |  | $786.48            | $685.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7186 | 2052-04-01      | 4.0000%  |  | $1227163.05        | $1151848.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6135 | 2051-10-01      | 2.5000%  |  | $722.58            | $606.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  |  | $616.45            | $492.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3328 | 2050-08-01      | 2.0000%  |  | $594.58            | $473.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $799.30            | $707.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA1193 | 2049-08-01      | 4.0000%  |  | $2774.47           | $2621.70           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PQU8070 | 2052-02-01      | 3.5000%  |  | $2391234.36        | $2112893.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8142 | 2051-04-01      | 3.0000%  |  | $539.33            | $472.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  |  | $406.55            | $368.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8122 | 2051-01-01      | 2.5000%  |  | $177188.53         | $148158.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  |  | $823.75            | $720.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $944.76            | $958.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU0034 | 2051-08-01      | 4.0000%  |  | $283139.55         | $264359.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $122748.94         | $101833.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $69412.59          | $71773.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT3244 | 2051-07-01      | 2.5000%  |  | $119427.40         | $100536.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT2789 | 2051-08-01      | 2.5000%  |  | $105056.15         | $87971.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIZT1800 | 2034-03-01      | 4.0000%  |  | $77951.63          | $77872.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZT0539 | 2048-03-01      | 4.0000%  |  | $253.26            | $240.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $3374.97           | $3288.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS8675 | 2032-11-01      | 2.5000%  |  | $152.42            | $146.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7679 | 2032-03-01      | 3.0000%  |  | $158.53            | $154.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  |  | $6039.55           | $5326.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNZA7074 | 2029-04-01      | 4.5000%  |  | $116339.19         | $116845.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2423182.58        | $2372082.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $15619177.62       | $14465630.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7879 | 2046-09-01      | 3.0000%  |  | $33457201.87       | $29990522.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $1631153.38        | $1510280.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $23363324.66       | $20899210.39       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  |  | $623261.69         | $620040.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8867 | 2054-07-01      | 6.5000%  |  | $796.99            | $834.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8275 | 2049-06-01      | 3.5000%  |  | $50035.60          | $46074.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  |  | $62564.66          | $61953.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CQMA1612 | 2043-10-01      | 4.5000%  |  | $8029976.31        | $7883654.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  |  | $161116.38         | $147946.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $2715.02           | $2883.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4894 | 2052-10-01      | 5.0000%  |  | $56857.81          | $56378.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  |  | $542063.54         | $544831.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  |  | $138140.61         | $127361.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $4982.71           | $4186.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRMA1760 | 2044-01-01      | 4.5000%  |  | $16587312.82       | $16223652.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  |  | $565813.46         | $453431.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9051 | 2054-08-01      | 5.5000%  |  | $3764650.90        | $3836467.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $51187.08          | $49097.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1539 | 2054-05-01      | 6.5000%  |  | $811.13            | $844.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $902.05            | $951.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  |  | $804.85            | $813.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $182204.89         | $165947.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $52494.11          | $47978.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $65532.45          | $55120.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  |  | $226657.87         | $214859.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7675 | 2051-06-01      | 2.5000%  |  | $280536.30         | $236363.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $15772.70          | $14357.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $704.12            | $560.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  |  | $77503.22          | $71020.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $673.14            | $536.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  |  | $36690.07          | $27566.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  |  | $481.72            | $442.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $5437.36           | $5373.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  |  | $515.55            | $475.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2077 | 2038-07-01      | 4.0000%  |  | $2913670.29        | $2865942.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $3838545.21        | $3896037.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $576403.43         | $535352.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  |  | $8096536.44        | $6482031.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  |  | $3117.82           | $2850.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7405 | 2054-03-01      | 5.5000%  |  | $46075.82          | $46511.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $865.91            | $750.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  |  | $76286.09          | $61427.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $11945643.10       | $10036178.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $46689.32          | $37516.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  |  | $2542.48           | $2568.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  |  | $41648.87          | $41165.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  |  | $68340.85          | $64618.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3089 | 2050-07-01      | 2.5000%  |  | $567.83            | $477.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I3BF0319 | 2048-07-01      | 4.0000%  |  | $550396.47         | $523521.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2458 | 2054-09-01      | 6.0000%  |  | $431553.61         | $441273.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $602909.44         | $605134.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3972 | 2051-04-01      | 3.0000%  |  | $2171064.64        | $1930872.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $3020360.82        | $2962868.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $229965.33         | $201668.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  |  | $25189505.44       | $25809477.94       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $5833132.80        | $5732148.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  |  | $7122.44           | $5971.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5830 | 2053-12-01      | 7.5000%  |  | $1738.61           | $1893.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4150 | 2053-11-01      | 7.0000%  |  | $18542797.80       | $19983144.64       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  |  | $929.27            | $980.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  |  | $2076243.23        | $2124221.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  |  | $626.64            | $543.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3463 | 2033-09-01      | 4.0000%  |  | $93065.14          | $92989.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  |  | $103837.05         | $90890.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $599050.56         | $583397.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  |  | $30945940.63       | $31235519.01       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6378 | 2055-06-01      | 5.5000%  |  | $1000.00           | $1006.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8570 | 2055-01-01      | 5.5000%  |  | $2980.09           | $3018.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7743 | 2055-03-01      | 6.0000%  |  | $233967.26         | $240614.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $126717.06         | $127295.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0152 | 2054-11-01      | 5.0000%  |  | $311811.51         | $308397.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5135 | 2055-01-01      | 5.5000%  |  | $985.20            | $1000.11           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0611 | 2055-02-01      | 5.0000%  |  | $1002.40           | $989.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  |  | $2234753.75        | $2061062.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $30005955.08       | $30175445.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9644 | 2054-12-01      | 5.0000%  |  | $2900963.09        | $2872065.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  |  | $578514.95         | $581961.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1716 | 2055-01-01      | 5.5000%  |  | $859099.18         | $867137.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1504316.71        | $1441398.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5698 | 2055-05-01      | 4.5000%  |  | $983.16            | $942.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5266 | 2055-06-01      | 6.0000%  |  | $1156544.00        | $1189401.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8053 | 2055-03-01      | 5.5000%  |  | $673959.37         | $679850.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4932 | 2055-06-01      | 6.0000%  |  | $999.41            | $1030.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  |  | $98549.78          | $104004.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1530 | 2053-09-01      | 5.0000%  |  | $1217725.00        | $1203367.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5455 | 2055-01-01      | 4.5000%  |  | $972.30            | $931.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2791 | 2055-05-01      | 5.5000%  |  | $9963288.46        | $10049217.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CTSC0691 | 2042-03-01      | 1.5000%  |  | $11063996.00       | $9039399.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9623 | 2055-05-01      | 6.0000%  |  | $5492.54           | $5612.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  |  | $12298150.76       | $12791556.67       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7680 | 2055-03-01      | 6.0000%  |  | $187379.34         | $194030.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1757 | 2054-06-01      | 5.0000%  |  | $970.98            | $960.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ0693 | 2054-01-01      | 5.5000%  |  | $12313428.88       | $12432445.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0059 | 2053-10-01      | 5.0000%  |  | $25931294.06       | $25716343.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1590 | 2054-09-01      | 6.0000%  |  | $3583617.00        | $3722085.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  |  | $6589433.07        | $6319035.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  |  | $1003595.83        | $968836.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  |  | $46592.08          | $46517.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  |  | $879.23            | $729.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2821 | 2052-09-01      | 4.5000%  |  | $83907.56          | $80748.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $778.69            | $717.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6702 | 2053-07-01      | 6.0000%  |  | $10296795.45       | $10575234.52       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  |  | $2168779.32        | $2197785.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8917 | 2053-03-01      | 6.0000%  |  | $15358493.94       | $15818332.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4787793.49        | $4860484.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  |  | $34859.47          | $30345.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6184 | 2051-03-01      | 2.0000%  |  | $827837.14         | $666393.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  |  | $56067.20          | $57197.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $53371.70          | $53329.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $73416.21          | $66788.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  |  | $30868.64          | $28103.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3978 | 2050-07-01      | 4.0000%  |  | $139550.77         | $131130.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $84642.13          | $81600.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  |  | $32380.06          | $31493.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  |  | $29830.94          | $28575.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $30013.68          | $29503.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $110531.17         | $108613.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3467 | 2049-05-01      | 3.5000%  |  | $111610.47         | $102883.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA3350 | 2049-04-01      | 5.0000%  |  | $1471.96           | $1485.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $32150.14          | $31642.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  |  | $75923.66          | $77660.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2797 | 2048-12-01      | 4.5000%  |  | $95738.40          | $93209.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4159 | 2050-10-01      | 2.5000%  |  | $131941.89         | $109960.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  |  | $3368895.94        | $2685047.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  |  | $883244.71         | $663385.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  |  | $44962.08          | $44634.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $488.40            | $409.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  |  | $36700.21          | $29034.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $1487810.95        | $1248377.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  |  | $36115.90          | $32880.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4071 | 2040-07-01      | 2.0000%  |  | $463.67            | $401.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  |  | $232344.02         | $217602.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  |  | $309455.73         | $259974.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  |  | $6372500.37        | $6635986.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  |  | $6361.83           | $6446.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8974 | 2054-08-01      | 5.0000%  |  | $230151.11         | $227075.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7427 | 2053-11-01      | 6.5000%  |  | $147397.41         | $153834.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  |  | $849.49            | $876.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  |  | $68518.55          | $68293.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $883.03            | $889.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  |  | $43740594.17       | $44763176.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  |  | $80509.42          | $79628.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $15776.53          | $14841.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3468 | 2052-12-01      | 5.5000%  |  | $20306219.96       | $20591878.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $48734.70          | $49274.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2443 | 2052-08-01      | 4.0000%  |  | $31636816.42       | $29636016.26       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1292 | 2055-05-01      | 5.0000%  |  | $999.75            | $991.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1191 | 2055-05-01      | 6.0000%  |  | $997.14            | $1025.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $15987045.81       | $16348150.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1281 | 2054-04-01      | 6.5000%  |  | $13304514.17       | $13844758.75       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1220 | 2054-04-01      | 5.5000%  |  | $2246400.30        | $2262800.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $7267506.86        | $7295054.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $19555463.40       | $19803261.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $22106660.62       | $22644589.35       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1099 | 2054-03-01      | 5.0000%  |  | $19859298.99       | $19547841.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $18513724.07       | $18572515.44       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $462953.96         | $452219.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3KZA2892 | 2030-08-01      | 2.5000%  |  | $125660.05         | $120785.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZN4336 | 2049-03-01      | 5.0000%  |  | $143.10            | $143.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZN3753 | 2034-04-01      | 2.5000%  |  | $84586.58          | $80292.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0589 | 2055-02-01      | 5.0000%  |  | $292167.82         | $288809.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  |  | $3772662.86        | $3873745.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0334 | 2055-02-01      | 5.5000%  |  | $6957268.05        | $6993345.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL0293 | 2052-06-01      | 3.0000%  |  | $7494636.84        | $6508227.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  |  | $17855085.94       | $17950424.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6957 | 2055-07-01      | 6.0000%  |  | $1000.00           | $1021.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5692 | 2055-06-01      | 6.0000%  |  | $5110208.00        | $5262478.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5676 | 2055-06-01      | 6.0000%  |  | $1001.00           | $1030.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5493 | 2055-06-01      | 6.5000%  |  | $1051574.00        | $1101699.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5420 | 2055-05-01      | 6.0000%  |  | $1000.00           | $1025.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5060 | 2055-06-01      | 6.5000%  |  | $1000.00           | $1047.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5033 | 2055-06-01      | 6.0000%  |  | $998.55            | $1023.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4883 | 2055-05-01      | 6.0000%  |  | $999.13            | $1028.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4719 | 2055-05-01      | 6.0000%  |  | $137247.37         | $141442.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4718 | 2055-05-01      | 6.0000%  |  | $998.62            | $1030.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4684 | 2055-05-01      | 6.0000%  |  | $494048.58         | $508420.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  |  | $81719.26          | $73672.73          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $1522572.81        | $1605318.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $36813846.58       | $34716643.54       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD7557 | 2052-12-01      | 4.5000%  |  | $12410221.33       | $12026534.52       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $138487.14         | $121989.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $16257626.93       | $15039271.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  |  | $686.90            | $638.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5186 | 2045-06-01      | 3.5000%  |  | $14912458.72       | $13847328.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5173 | 2045-06-01      | 3.5000%  |  | $21598060.42       | $20073376.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5135 | 2045-06-01      | 3.5000%  |  | $15590178.82       | $14486354.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $190630.91         | $172081.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  |  | $29664.74          | $26656.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  |  | $69754.62          | $66928.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  |  | $736.65            | $553.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4231 | 2050-09-01      | 2.5000%  |  | $550.42            | $461.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $47522.94          | $37692.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5245 | 2047-12-01      | 3.5000%  |  | $1813906.92        | $1653665.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $302908.87         | $287827.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ7784 | 2036-03-01      | 1.5000%  |  | $195890.83         | $174473.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1780 | 2054-06-01      | 6.0000%  |  | $26415777.43       | $27475006.07       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4348 | 2053-12-01      | 6.5000%  |  | $772.77            | $810.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  |  | $761.44            | $715.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBW4979 | 2038-02-01      | 4.0000%  |  | $62964.79          | $61686.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $3021848.40        | $2733320.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $49564.02          | $48120.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $85283.54          | $84196.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0687 | 2042-11-01      | 3.5000%  |  | $71676.07          | $67430.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1601523.66        | $1517974.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4968 | 2053-07-01      | 6.0000%  |  | $1215924.96        | $1253440.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  |  | $455.73            | $428.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $3329505.01        | $3278071.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $1642.09           | $1677.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2395 | 2050-01-01      | 3.5000%  |  | $296.28            | $271.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  |  | $33221.27          | $32790.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $52769.29          | $51374.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  |  | $891638.75         | $812253.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA2734 | 2033-11-01      | 3.0000%  |  | $235641.63         | $227009.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $188689.36         | $188537.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2565574.67        | $2597836.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $227926.95         | $221999.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  |  | $104954.67         | $104886.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $46082.69          | $46078.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  |  | $17958374.67       | $17573616.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  |  | $124269.93         | $112925.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA0558 | 2047-10-01      | 4.5000%  |  | $575.94            | $566.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $205.17            | $187.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $7222755.26        | $7324867.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $5584.95           | $5537.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  |  | $46305.65          | $43463.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  |  | $224060.48         | $212376.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $18221910.63       | $14599360.38       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $2701.56           | $2243.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7914313.09        | $7367667.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0524 | 2052-04-01      | 3.5000%  |  | $10591902.49       | $9632238.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  |  | $6517307.20        | $6830471.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  |  | $5711.85           | $4773.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV1926 | 2052-01-01      | 3.5000%  |  | $189577.07         | $171447.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM4726 | 2034-11-01      | 3.0000%  |  | $32938.14          | $32217.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  |  | $5727566.60        | $4797787.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $22367.41          | $21996.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  |  | $1794526.76        | $1709975.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  |  | $12829692.87       | $12627442.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $70919.27          | $68941.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  |  | $313773.95         | $284887.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA2448 | 2030-11-01      | 3.0000%  |  | $70195.47          | $68669.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  |  | $28494426.83       | $25560260.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CNMA4285 | 2031-03-01      | 2.0000%  |  | $74559.92          | $71261.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $606884.28         | $614438.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $61049.54          | $51269.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $608055.50         | $617286.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  |  | $120.47            | $110.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9408 | 2054-11-01      | 5.5000%  |  | $944.25            | $956.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7740 | 2055-04-01      | 5.0000%  |  | $1325027.31        | $1310105.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  |  | $5971.24           | $6314.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1783 | 2054-06-01      | 6.0000%  |  | $8757569.34        | $8973297.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  |  | $25745.09          | $25919.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0913 | 2031-11-01      | 4.5000%  |  | $25298.28          | $25496.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CJMA0902 | 2026-11-01      | 3.0000%  |  | $78343.04          | $77570.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  |  | $23988.08          | $24136.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $26769.71          | $26643.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $29677.95          | $28588.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0243 | 2029-11-01      | 5.0000%  |  | $38738.19          | $39309.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  |  | $46065.18          | $46209.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  |  | $470064.02         | $471442.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  |  | $56.43             | $56.82             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $198795.61         | $182786.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $8978253.31        | $8822155.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $417139.39         | $418464.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $7267262.16        | $7337504.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $485282.03         | $489522.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $11341704.11       | $11660182.94       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $6298984.18        | $6549218.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  |  | $16621599.93       | $16970143.80       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  |  | $88489.12          | $87133.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $4602.17           | $4620.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $1775.22           | $1750.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $1804.34           | $1730.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  |  | $715.50            | $732.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $12757659.35       | $12567414.30       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $1647.57           | $1655.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $85475.20          | $84148.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $37885.37          | $37929.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $74212.10          | $70294.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $855.38            | $859.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  |  | $112947.99         | $111290.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  |  | $6088115.88        | $6081722.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1848707.08        | $1823551.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  |  | $801.23            | $824.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  |  | $9332610.40        | $9723162.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  |  | $693439.06         | $709410.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $93898.26          | $96852.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  |  | $903929.51         | $911874.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  |  | $8030183.70        | $8470519.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $1569892.02        | $1603389.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3175 | 2054-10-01      | 5.0000%  |  | $1490433.96        | $1469604.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2271 | 2054-09-01      | 6.0000%  |  | $1270303.50        | $1297492.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2031 | 2054-09-01      | 6.0000%  |  | $1274325.17        | $1311314.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  |  | $1200177.94        | $1264610.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC0444 | 2054-10-01      | 5.0000%  |  | $11465945.07       | $11271778.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9453 | 2054-09-01      | 6.5000%  |  | $116103.06         | $121743.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  |  | $59621.67          | $56091.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $1037.30           | $1012.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $91992.84          | $91928.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  |  | $30380.12          | $28684.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5334 | 2049-01-01      | 3.5000%  |  | $557744.26         | $509977.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9535 | 2054-10-01      | 5.0000%  |  | $1125283.37        | $1107025.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  |  | $54141.02          | $45084.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9047 | 2054-04-01      | 5.0000%  |  | $9357112.77        | $9293744.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8858 | 2035-02-01      | 3.0000%  |  | $3623113.64        | $3551882.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  |  | $76793.92          | $64099.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $99205.89          | $82275.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS8487 | 2054-01-01      | 4.5000%  |  | $45795.00          | $44208.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $92513.44          | $93064.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $457675.48         | $412383.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  |  | $183401.59         | $188030.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  |  | $20660569.09       | $21489354.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7927 | 2054-05-01      | 6.5000%  |  | $16398711.83       | $17339999.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $18633899.13       | $16561318.86       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  |  | $5435.88           | $4334.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $56324.91          | $50757.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  |  | $47894.87          | $40281.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  |  | $1583.48           | $1324.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4997 | 2045-05-01      | 3.5000%  |  | $94.94             | $88.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  |  | $817036.63         | $759017.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $321.41            | $299.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8211 | 2043-04-01      | 3.5000%  |  | $179.11            | $168.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR1420 | 2043-01-01      | 4.0000%  |  | $101.17            | $97.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  |  | $2337402.20        | $2118980.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9955 | 2042-07-01      | 3.5000%  |  | $14513875.15       | $13654486.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9952 | 2042-07-01      | 3.5000%  |  | $14680230.85       | $13814059.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $736159.71         | $707465.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO4101 | 2042-05-01      | 4.0000%  |  | $9702723.45        | $9324532.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $276.47            | $266.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  |  | $23806891.88       | $21989627.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  |  | $14549057.06       | $12974000.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7497 | 2040-09-01      | 3.5000%  |  | $359.36            | $338.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1425 | 2052-05-01      | 3.5000%  |  | $80657.24          | $73547.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1396 | 2052-04-01      | 4.0000%  |  | $61171.61          | $57686.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  |  | $52004.59          | $50497.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $8471.44           | $6837.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  |  | $16591.01          | $14502.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1092 | 2052-04-01      | 3.5000%  |  | $76553.78          | $69390.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $370887.61         | $327050.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL889210 | 2035-01-01      | 4.5000%  |  | $200524.52         | $198878.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  |  | $28052445.43       | $28378262.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $898.34            | $873.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $7030733.32        | $7066101.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3597.57           | $3641.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  |  | $2018.63           | $1604.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD3097 | 2052-06-01      | 3.5000%  |  | $36186.01          | $32648.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1381 | 2052-07-01      | 4.5000%  |  | $760.98            | $744.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  |  | $3759986.16        | $3696085.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIZT1896 | 2034-03-01      | 4.0000%  |  | $59257.07          | $59196.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  |  | $57631.82          | $56903.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $17014447.31       | $17259294.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6083 | 2053-10-01      | 6.0000%  |  | $4662880.11        | $4791726.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $40478.20          | $35274.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY1365 | 2054-02-01      | 6.0000%  |  | $1566629.73        | $1601241.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $7778438.58        | $8035308.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $220414.55         | $218917.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6989 | 2053-06-01      | 5.5000%  |  | $8451689.57        | $8488290.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  |  | $981.02            | $964.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  |  | $74414.28          | $59720.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM4416 | 2041-10-01      | 5.0000%  |  | $84991.57          | $86342.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $78361.52          | $77342.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $198125.07         | $198937.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  |  | $15445822.68       | $13707292.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9382 | 2053-04-01      | 5.5000%  |  | $66390.22          | $66678.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6695 | 2053-07-01      | 5.5000%  |  | $26303969.13       | $26805784.57       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2227 | 2054-08-01      | 6.5000%  |  | $29615696.65       | $30818274.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $97147.96          | $93108.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $5020.08           | $4955.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $3357.87           | $3314.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $8565.58           | $7727.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $853.55            | $740.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  |  | $960.84            | $866.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $1641.68           | $1361.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $67578.97          | $58623.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $96007.97          | $96399.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  |  | $77985.05          | $77324.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $69343.53          | $57705.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $150697.98         | $140561.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1312090.33        | $1361227.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5696 | 2055-02-01      | 4.5000%  |  | $994.14            | $952.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4890 | 2054-09-01      | 6.0000%  |  | $494753.56         | $512315.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  |  | $23616404.90       | $24148395.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $8480.71           | $6738.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $31254.62          | $31304.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $161179.82         | $158884.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3410 | 2033-07-01      | 3.5000%  |  | $65022.41          | $64097.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3409 | 2033-07-01      | 3.0000%  |  | $44315.78          | $43079.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $64025.39          | $62280.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3353 | 2033-04-01      | 4.0000%  |  | $53931.60          | $53908.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0709 | 2054-11-01      | 5.0000%  |  | $24775.60          | $24620.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $8344.36           | $7230.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0600 | 2055-02-01      | 5.5000%  |  | $1067036.62        | $1082312.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA0485 | 2054-09-01      | 6.5000%  |  | $959.87            | $998.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9952 | 2055-02-01      | 4.5000%  |  | $3320614.92        | $3182244.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6996 | 2050-09-01      | 2.5000%  |  | $267486.34         | $222434.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $1227.48           | $1031.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $582.54            | $467.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $37264.68          | $31215.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  |  | $32751.66          | $27631.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  |  | $84062.32          | $78884.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  |  | $17854379.08       | $15256529.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $143202.58         | $141155.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  |  | $168106.11         | $167425.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $3504964.87        | $3582716.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $3658590.60        | $3738908.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $197704.12         | $198866.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1976 | 2051-08-01      | 4.0000%  |  | $117342.46         | $111203.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM4486 | 2035-09-01      | 3.5000%  |  | $73640.53          | $71507.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3425 | 2048-06-01      | 3.0000%  |  | $39642.81          | $34934.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $32145.77          | $32290.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1104 | 2051-07-01      | 2.0000%  |  | $2339.27           | $1878.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3236 | 2052-06-01      | 3.5000%  |  | $42007.20          | $38158.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $43039.52          | $40144.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8408 | 2051-12-01      | 2.0000%  |  | $130589.55         | $105152.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $7456.68           | $6197.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $811.67            | $805.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $14549374.90       | $11573258.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB2913 | 2052-02-01      | 3.5000%  |  | $427576.62         | $385224.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $76696.20          | $60674.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995112 | 2036-07-01      | 5.5000%  |  | $138933.70         | $143457.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKMA4718 | 2052-07-01      | 5.0000%  |  | $101216.15         | $98580.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA3557 | 2029-01-01      | 4.0000%  |  | $1359501.01        | $1354974.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL931801 | 2039-08-01      | 5.0000%  |  | $90186.06          | $91522.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CKMA0216 | 2039-10-01      | 5.5000%  |  | $36276.40          | $36446.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $69178.44          | $70215.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  |  | $210647.00         | $207951.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT1265 | 2051-06-01      | 2.5000%  |  | $34782.25          | $28849.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $121480.79         | $120305.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  |  | $559992.10         | $542679.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $568921.37         | $517393.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2098 | 2050-12-01      | 3.0000%  |  | $15623326.37       | $13695512.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2114 | 2052-06-01      | 4.5000%  |  | $766.91            | $740.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1857 | 2052-05-01      | 2.5000%  |  | $28665.77          | $23971.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1820 | 2051-08-01      | 3.0000%  |  | $1274129.64        | $1118551.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2637 | 2052-05-01      | 2.5000%  |  | $1642.43           | $1373.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1555 | 2052-04-01      | 3.5000%  |  | $153744.06         | $139353.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  |  | $629536.79         | $575333.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7397 | 2054-03-01      | 6.0000%  |  | $138565.24         | $142612.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  |  | $563325.86         | $566576.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  |  | $902.47            | $934.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6698 | 2051-11-01      | 2.5000%  |  | $6145.49           | $5194.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6695 | 2050-08-01      | 2.5000%  |  | $1839023.94        | $1561371.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $62621.60          | $60808.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA4010 | 2030-05-01      | 2.5000%  |  | $99982.56          | $96857.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3956 | 2035-03-01      | 3.0000%  |  | $50432.20          | $48309.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $57736.43          | $57161.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLBU4846 | 2054-04-01      | 7.5000%  |  | $486529.11         | $523800.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1049220.18        | $1081284.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4486 | 2054-03-01      | 6.0000%  |  | $46199.68          | $47192.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2299 | 2051-10-01      | 2.0000%  |  | $55622.58          | $44180.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU2599 | 2052-01-01      | 2.5000%  |  | $131948.54         | $110756.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  |  | $40013.49          | $31690.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $25388895.29       | $20101279.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  |  | $7099736.90        | $5647436.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $37135618.13       | $29746599.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7023 | 2050-09-01      | 2.0000%  |  | $652.60            | $520.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $5100560.25        | $4851409.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3688 | 2047-02-01      | 3.5000%  |  | $181.39            | $168.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  |  | $648.94            | $618.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  |  | $849.46            | $830.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM3084 | 2032-08-01      | 4.0000%  |  | $27902.53          | $27917.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $48520.18          | $45970.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $3376836.09        | $3113329.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM1599 | 2032-03-01      | 3.5000%  |  | $435698.11         | $431627.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBK8390 | 2051-01-01      | 2.0000%  |  | $705.46            | $560.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  |  | $609.00            | $596.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $765548.60         | $643535.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  |  | $283824.87         | $287516.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  |  | $11833.26          | $10858.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBH8154 | 2047-11-01      | 3.0000%  |  | $76962.42          | $67961.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $32341.74          | $30651.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $2370678.55        | $2257061.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  |  | $107026.60         | $101456.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $129266.81         | $127073.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $188475.77         | $177390.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 U3BF0208 | 2042-02-01      | 3.5000%  |  | $11383332.06       | $10767259.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $2007555.56        | $1803944.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0148 | 2056-04-01      | 4.5000%  |  | $31092.23          | $30064.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $150739.97         | $155676.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1673698.50        | $1728524.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $199.45            | $209.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBE9375 | 2047-05-01      | 3.5000%  |  | $84394.41          | $76903.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $409299.72         | $345114.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $2028.83           | $1624.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH4101 | 2047-10-01      | 3.5000%  |  | $576487.58         | $530518.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $481340.43         | $494717.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5100 | 2033-07-01      | 5.0000%  |  | $63537.15          | $65004.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $48153691.07       | $48362223.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5024 | 2033-05-01      | 4.5000%  |  | $234439.81         | $236836.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $5162.46           | $5278.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $1006129.81        | $1030159.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $127750.00         | $128336.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $250192.86         | $246424.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $139733.20         | $134024.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  |  | $54418.82          | $50750.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  |  | $59101.36          | $57098.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $398638.05         | $394236.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $350344.03         | $338401.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4195 | 2047-09-01      | 3.5000%  |  | $278.95            | $254.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $9579.15           | $9081.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2460823.23        | $2333530.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBE1534 | 2047-02-01      | 3.5000%  |  | $81658.13          | $75269.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBD7006 | 2031-10-01      | 2.5000%  |  | $130.74            | $126.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $68040.74          | $62731.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $187533.81         | $173018.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $39765.70          | $38300.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $81885.51          | $72810.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC1747 | 2046-01-01      | 3.5000%  |  | $152.81            | $141.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $344284.14         | $276401.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR3286 | 2051-03-01      | 2.0000%  |  | $134125.60         | $107760.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR3257 | 2051-02-01      | 2.0000%  |  | $182757.32         | $146140.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR3256 | 2051-02-01      | 2.0000%  |  | $57933.68          | $47071.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR2026 | 2051-06-01      | 3.0000%  |  | $34203.83          | $29689.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2644 | 2051-02-01      | 2.0000%  |  | $59809.23          | $47936.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  |  | $784.21            | $650.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $2295187.90        | $1816873.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  |  | $115055.91         | $92539.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $85613.37          | $72098.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ7391 | 2036-03-01      | 1.5000%  |  | $51535.17          | $45724.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $291407.26         | $259978.50         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G03202 G | 2037-09-01      | 5.5000%  |  | $867.10            | $896.13            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC D98606 G | 2031-04-01      | 3.5000%  |  | $44.98             | $44.28             | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  |  | $43455.32          | $43495.95          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G01625 G | 2033-11-01      | 5.0000%  |  | $236.20            | $240.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  |  | $12486728.71       | $12534097.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3983 | 2035-04-01      | 2.0000%  |  | $267092.64         | $245266.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  |  | $481249.79         | $465606.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3898 | 2035-01-01      | 3.5000%  |  | $45081.06          | $43858.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  |  | $27573.22          | $25825.13          | Agency Mortgage-Backed Securities  |

### Security 117: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.8750 - 06/30/2030 | 2030-06-30      | 3.8750%  |  | $1892700.00        | $1896322.82        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50558464.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50558464.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50558464.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50558464.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50558464.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51163934.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50558464.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50558464.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50558464.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50558464.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $2530100.00        | $2558359.42        | U.S. Treasuries (including strips) |

### Security 118: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.210%, 7/10/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $683283797.28
- **C.18.a - Value (excl. sponsor support):** $683283797.28
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.135%, 9/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $761103955.95
- **C.18.a - Value (excl. sponsor support):** $761103955.95
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 120: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225504847.80
- **C.18.a - Value (excl. sponsor support):** $225504847.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 121: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $454965921.00
- **C.18.a - Value (excl. sponsor support):** $454965921.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 122: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $376381812.41
- **C.18.a - Value (excl. sponsor support):** $376381812.41
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 123: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.110%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $296767322.95
- **C.18.a - Value (excl. sponsor support):** $296767322.95
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 124: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.105%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $156764134.05
- **C.18.a - Value (excl. sponsor support):** $156764134.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 125: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $848892574.95
- **C.18.a - Value (excl. sponsor support):** $848892574.95
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 126: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1056019158.74
- **C.18.a - Value (excl. sponsor support):** $1056019158.74
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 127: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $684390329.29
- **C.18.a - Value (excl. sponsor support):** $684390329.29
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 128: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1678733254.56
- **C.18.a - Value (excl. sponsor support):** $1678733254.56
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 7/17/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3360797245.26
- **C.18.a - Value (excl. sponsor support):** $3360797245.26
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.180%, 7/17/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1744779799.44
- **C.18.a - Value (excl. sponsor support):** $1744779799.44
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 7/24/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $965422632.24
- **C.18.a - Value (excl. sponsor support):** $965422632.24
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $241700073.36
- **C.18.a - Value (excl. sponsor support):** $241700073.36
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 133: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.200%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1755000000.00
- **C.18.a - Value (excl. sponsor support):** $1755000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1704256226.74
- **C.18.a - Value (excl. sponsor support):** $1704256226.74
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 135: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.060%, 10/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1682776509.60
- **C.18.a - Value (excl. sponsor support):** $1682776509.60
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 136: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $623190873.00
- **C.18.a - Value (excl. sponsor support):** $623190873.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 137: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $155556171.40
- **C.18.a - Value (excl. sponsor support):** $155556171.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 138: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1612566770.60
- **C.18.a - Value (excl. sponsor support):** $1612566770.60
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 139: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497724782.50
- **C.18.a - Value (excl. sponsor support):** $497724782.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 140: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $844015050.00
- **C.18.a - Value (excl. sponsor support):** $844015050.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 141: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/11/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1687939664.40
- **C.18.a - Value (excl. sponsor support):** $1687939664.40
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 142: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.235%, 10/21/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2508784524.86
- **C.18.a - Value (excl. sponsor support):** $2508784524.86
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 143: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $336689569.44
- **C.18.a - Value (excl. sponsor support):** $336689569.44
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 144: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.365%, 7/31/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2510775491.49
- **C.18.a - Value (excl. sponsor support):** $2510775491.49
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.410%, 10/31/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1541537177.19
- **C.18.a - Value (excl. sponsor support):** $1541537177.19
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 146: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.485%, 1/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $312342248.40
- **C.18.a - Value (excl. sponsor support):** $312342248.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 147: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.390%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $769405116.89
- **C.18.a - Value (excl. sponsor support):** $769405116.89
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 148: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.445%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $720302631.03
- **C.18.a - Value (excl. sponsor support):** $720302631.03
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 149: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.338%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1754314848.00
- **C.18.a - Value (excl. sponsor support):** $1754314848.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 150: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.400%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2127810905.92
- **C.18.a - Value (excl. sponsor support):** $2127810905.92
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 151: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $288103000.00
- **C.18.a - Value (excl. sponsor support):** $288103000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF BT2045 C     | 2050-07-20      | 4.0000%  |  | $80307.58          | $75126.31          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS3213 C     | 2050-02-20      | 4.0000%  |  | $79520.68          | $74390.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR8838 C     | 2050-02-20      | 4.0000%  |  | $141286.14         | $132053.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR0797 C     | 2050-01-20      | 4.0000%  |  | $66890.68          | $62504.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV6680 C     | 2050-07-20      | 4.0000%  |  | $140593.67         | $130828.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ2720 C     | 2050-01-20      | 4.0000%  |  | $67977.31          | $63549.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ2719 C     | 2050-01-20      | 4.0000%  |  | $95530.08          | $89367.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP8023 C     | 2050-02-20      | 4.0000%  |  | $89171.18          | $83363.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7997 C     | 2050-02-20      | 4.0000%  |  | $96027.05          | $89950.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5594 C     | 2049-10-20      | 4.0000%  |  | $136528.98         | $127716.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6609 C     | 2048-08-20      | 5.0000%  |  | $48615.77          | $48346.52          | Agency Mortgage-Backed Securities |
| GNMA GNII ET CP4997 C     | 2062-08-20      | 5.5000%  |  | $235.04            | $234.67            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3715       | 2058-05-15      | 4.5500%  |  | $156.19            | $154.12            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3716       | 2058-05-15      | 4.5500%  |  | $312.39            | $308.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $6718133.17        | $6631118.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $6626552.67        | $6359310.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $9525665.09        | $9140837.75        | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  |  | $34065.02          | $36127.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3900 | 2048-12-01      | 4.5000%  |  | $6410873.72        | $6243062.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW5974 C     | 2050-07-20      | 4.0000%  |  | $37058.51          | $34645.42          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP2692       | 2066-12-15      | 5.4500%  |  | $142332.81         | $145374.50         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784072 X     | 2045-11-15      | 5.0000%  |  | $135279.51         | $133655.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2731 C     | 2050-10-20      | 4.0000%  |  | $219681.56         | $205371.99         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8488       | 2059-05-15      | 5.8000%  |  | $156933.64         | $165609.44         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ7772       | 2059-03-15      | 5.6600%  |  | $244505.08         | $256644.87         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN 699710       | 2044-07-15      | 5.4250%  |  | $123.27            | $123.48            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1755       | 2058-06-15      | 5.2400%  |  | $627.45            | $643.42            | Agency Mortgage-Backed Securities |
| GNMA GNII JM 005328 M     | 2042-03-20      | 3.5000%  |  | $14201.82          | $12750.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3735 M     | 2046-06-20      | 3.0000%  |  | $15340550.34       | $13762570.20       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2555 C     | 2052-02-20      | 5.0000%  |  | $347152.88         | $338983.95         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DF3876       | 2066-07-15      | 5.3500%  |  | $82028.69          | $81861.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5711 M     | 2049-01-20      | 4.5000%  |  | $3084557.31        | $3017471.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5017 C     | 2050-03-20      | 4.0000%  |  | $47403.18          | $44305.25          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9410 M     | 2054-01-20      | 5.5000%  |  | $38251.52          | $38261.07          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CJ1375       | 2058-02-15      | 5.0400%  |  | $156.13            | $158.06            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  |  | $6209321.77        | $5638184.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3044 C     | 2054-09-20      | 7.0000%  |  | $12701208.50       | $13222528.19       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP0907       | 2063-03-15      | 5.2000%  |  | $157.77            | $161.23            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC2079 C     | 2051-04-20      | 4.0000%  |  | $128676.84         | $120225.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT9181 C     | 2050-03-20      | 4.0000%  |  | $32267.62          | $30177.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  |  | $3824441.87        | $3597928.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  |  | $5532109.52        | $5171538.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  |  | $1045095.40        | $1017598.94        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CI8956       | 2058-04-15      | 4.3500%  |  | $155.86            | $152.03            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2740 C     | 2050-10-20      | 5.0000%  |  | $45742.75          | $45361.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8102 M     | 2052-06-20      | 5.0000%  |  | $2542036.80        | $2514500.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT0280 C     | 2050-01-20      | 4.0000%  |  | $65516.46          | $61248.99          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CX6385       | 2058-12-15      | 6.9800%  |  | $316.93            | $340.84            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS6535       | 2058-05-15      | 4.7600%  |  | $156.36            | $156.12            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN7606       | 2057-11-15      | 4.5000%  |  | $1551.57           | $1523.22           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CW8879       | 2058-11-15      | 6.7300%  |  | $59192.55          | $66180.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS3216 C     | 2050-02-20      | 4.0000%  |  | $96939.75          | $90590.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5915 C     | 2050-05-20      | 4.0000%  |  | $52349.57          | $48972.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M     | 2054-04-20      | 5.5000%  |  | $14425812.11       | $14522992.40       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  |  | $351119.41         | $298677.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  |  | $26385152.34       | $26583583.36       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5486 C     | 2052-06-20      | 5.5000%  |  | $125281.48         | $127007.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5595 C     | 2049-10-20      | 4.0000%  |  | $92810.74          | $86762.75          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA4282       | 2059-08-15      | 5.5700%  |  | $79112.51          | $82067.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK1814 C     | 2052-02-20      | 4.0000%  |  | $111661.73         | $104953.12         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA0297       | 2059-06-15      | 5.9800%  |  | $158.74            | $169.88            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5472 C     | 2052-06-20      | 5.5000%  |  | $129513.27         | $130899.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0567 C     | 2050-07-20      | 5.0000%  |  | $98446.14          | $99244.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  |  | $4958146.12        | $4446830.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS5756 C     | 2050-07-20      | 4.0000%  |  | $62221.37          | $58168.22          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CU2412       | 2058-08-15      | 5.4200%  |  | $157.26            | $163.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $6791979.01        | $6518554.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK3284 C     | 2052-02-20      | 4.0000%  |  | $149545.49         | $139913.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5592 C     | 2049-10-20      | 4.0000%  |  | $138166.44         | $129418.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1263 C     | 2054-04-20      | 7.5000%  |  | $1734533.17        | $1812947.37        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD4694       | 2060-01-15      | 4.7500%  |  | $839.76            | $828.36            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE7867 C     | 2054-12-20      | 7.5000%  |  | $504119.62         | $529369.80         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8448       | 2060-01-15      | 5.3600%  |  | $298200.97         | $305560.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6374 C     | 2055-03-20      | 6.0000%  |  | $378992.52         | $391696.48         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE9884       | 2060-03-15      | 5.7500%  |  | $159.72            | $168.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7259 | 2055-07-01      | 6.0000%  |  | $8020960.06        | $8222641.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $3201144.44        | $3217664.13        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG2849 C     | 2064-10-20      | 6.0000%  |  | $117996.55         | $120249.85         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF3879       | 2059-11-15      | 4.9800%  |  | $116459.92         | $116128.44         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CK5808       | 2059-12-15      | 4.9800%  |  | $308617.61         | $306869.80         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ0057       | 2060-03-15      | 5.8500%  |  | $159.73            | $169.24            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF2999       | 2060-01-15      | 5.6000%  |  | $156467.76         | $163174.92         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3656       | 2057-12-15      | 3.9700%  |  | $619.12            | $589.29            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3622       | 2057-10-15      | 4.1900%  |  | $154.66            | $149.07            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP0912       | 2063-04-15      | 4.9000%  |  | $157.53            | $158.46            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1754       | 2058-05-15      | 4.7900%  |  | $320.28            | $320.77            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1751       | 2058-04-15      | 4.9000%  |  | $156.32            | $157.45            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7591       | 2065-02-15      | 4.4700%  |  | $8063.04           | $7709.04           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN7019       | 2057-11-15      | 4.5000%  |  | $160.12            | $157.20            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN2463       | 2058-01-15      | 4.4500%  |  | $310.89            | $304.72            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9424 M     | 2054-01-20      | 6.0000%  |  | $26350455.78       | $26952388.01       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $5515951.29        | $5566673.53        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8143 M     | 2052-07-20      | 4.5000%  |  | $131.34            | $125.14            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8878 M     | 2053-05-20      | 5.0000%  |  | $6039268.30        | $5964971.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8875 M     | 2053-05-20      | 3.5000%  |  | $2969047.16        | $2707531.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7881 M     | 2052-02-20      | 2.5000%  |  | $768887.38         | $654048.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $24609918.65       | $21785233.21       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7256 M     | 2051-03-20      | 3.0000%  |  | $16393364.41       | $14531761.28       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  |  | $269625.83         | $244783.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9484 M     | 2054-02-20      | 3.5000%  |  | $3526339.23        | $3192601.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  |  | $108983.35         | $114209.71         | Agency Mortgage-Backed Securities |
| GNMA GNII JM 004337 M     | 2039-01-20      | 6.0000%  |  | $0.43              | $0.44              | Agency Mortgage-Backed Securities |
| GNMA GNII JM 004187 M     | 2038-07-20      | 5.5000%  |  | $0.48              | $0.48              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI7410       | 2060-07-15      | 5.5000%  |  | $160.22            | $165.74            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI5714 C     | 2065-04-20      | 6.5000%  |  | $159.94            | $164.19            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI2501       | 2060-07-15      | 5.7100%  |  | $160.06            | $168.10            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $6299352.12        | $6331860.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AW3570 C     | 2047-01-20      | 4.0000%  |  | $464012.51         | $446091.52         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ2408       | 2059-09-15      | 6.0400%  |  | $636.37            | $682.35            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY8212       | 2058-12-15      | 6.6400%  |  | $158.33            | $176.30            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CW2324       | 2061-11-15      | 5.7200%  |  | $5836.84           | $6152.03           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CU6224       | 2058-09-15      | 5.3700%  |  | $157.36            | $162.65            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CS8167       | 2065-06-15      | 5.3500%  |  | $160.06            | $167.48            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS8166       | 2058-04-15      | 4.9200%  |  | $156.33            | $157.55            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CS3803       | 2066-03-15      | 5.4000%  |  | $160.06            | $161.40            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS2714       | 2058-04-15      | 4.6700%  |  | $212029.22         | $210713.35         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR9630       | 2053-01-15      | 5.6700%  |  | $155.03            | $157.28            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR9627       | 2057-12-15      | 6.2500%  |  | $157.53            | $161.75            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4166       | 2058-09-15      | 5.1900%  |  | $157.25            | $160.61            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4162       | 2058-04-15      | 4.7300%  |  | $156.18            | $155.74            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR3471       | 2058-01-15      | 5.7000%  |  | $156.52            | $165.24            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR2284       | 2057-12-15      | 4.8200%  |  | $155.63            | $156.43            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ9709       | 2058-04-15      | 5.0000%  |  | $297024.79         | $298524.40         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ8774       | 2058-07-15      | 5.3500%  |  | $314.15            | $324.39            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ0047       | 2058-04-15      | 2.4000%  |  | $175167.53         | $149163.27         | Agency Mortgage-Backed Securities |
| GNMA GNII MH AD0856 C     | 2033-08-20      | 3.7500%  |  | $10970.41          | $10748.05          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN0102       | 2064-08-15      | 5.2700%  |  | $159.31            | $162.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5474 C     | 2052-06-20      | 5.5000%  |  | $279683.31         | $283708.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $10512462.07       | $8571452.75        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6530 M     | 2050-03-20      | 2.5000%  |  | $5254.84           | $4398.64           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6735       | 2060-06-15      | 5.8400%  |  | $70205.90          | $74423.90          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ7942       | 2060-06-15      | 5.9400%  |  | $160.06            | $170.88            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6458       | 2060-06-15      | 5.5100%  |  | $320.43            | $332.93            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DH1749       | 2060-02-15      | 5.8800%  |  | $44900.16          | $47344.87          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8450       | 2060-01-15      | 5.3600%  |  | $318.87            | $326.74            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG8449       | 2060-01-15      | 5.3600%  |  | $319.03            | $328.04            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7423 C     | 2055-02-20      | 7.5000%  |  | $1880457.26        | $2039485.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7422 C     | 2055-02-20      | 7.5000%  |  | $364329.15         | $395139.26         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE7028       | 2059-11-15      | 5.3600%  |  | $159.19            | $162.75            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE6508       | 2060-06-15      | 5.3900%  |  | $160.06            | $164.26            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE6507       | 2060-06-15      | 5.3900%  |  | $160.06            | $164.26            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE6501       | 2060-01-15      | 5.4400%  |  | $137731.52         | $141984.15         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE5560       | 2060-01-15      | 5.6900%  |  | $159.48            | $167.40            | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE4024       | 2066-07-15      | 5.3500%  |  | $326.52            | $325.85            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE0885 C     | 2064-09-20      | 7.0000%  |  | $7762520.89        | $8017782.77        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD8088       | 2060-05-15      | 6.4500%  |  | $159.96            | $175.59            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD2271       | 2060-04-15      | 5.7300%  |  | $135586.02         | $142347.94         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF9972       | 2059-11-15      | 4.9800%  |  | $122990.51         | $122640.44         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8501       | 2060-03-15      | 5.7200%  |  | $159.72            | $168.40            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5471 C     | 2052-06-20      | 5.5000%  |  | $142169.99         | $145003.09         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM0721 C     | 2050-03-20      | 3.5000%  |  | $21303.13          | $19193.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4021 C     | 2052-02-20      | 4.0000%  |  | $166050.36         | $155400.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK2670 C     | 2052-02-20      | 3.5000%  |  | $536499.65         | $490139.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK2669 C     | 2052-02-20      | 3.5000%  |  | $321545.78         | $292765.33         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CJ9612       | 2063-12-15      | 2.8700%  |  | $193042.77         | $167640.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1528 C     | 2052-05-20      | 5.0000%  |  | $182394.63         | $186835.35         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CG6827       | 2058-02-15      | 4.3500%  |  | $155.52            | $153.27            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CF1030       | 2058-01-15      | 5.3800%  |  | $156.27            | $161.51            | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA1671 C     | 2050-11-20      | 4.0000%  |  | $195726.60         | $182764.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA1670 C     | 2050-11-20      | 4.0000%  |  | $119479.09         | $111631.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ3276 C     | 2050-10-20      | 5.0000%  |  | $26740.75          | $26535.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2734 C     | 2050-10-20      | 4.0000%  |  | $213680.24         | $199300.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2733 C     | 2050-10-20      | 4.0000%  |  | $356167.07         | $332582.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2730 C     | 2050-10-20      | 4.0000%  |  | $191523.64         | $179151.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW2729 C     | 2050-10-20      | 4.0000%  |  | $340824.39         | $318625.89         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN BW0715       | 2062-10-15      | 2.9000%  |  | $312.63            | $274.41            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4719 M     | 2047-09-20      | 3.5000%  |  | $1363203.18        | $1248881.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3873 M     | 2046-08-20      | 3.0000%  |  | $1476317.05        | $1324303.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $4332879.21        | $3886955.17        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4479 M     | 2032-06-20      | 2.5000%  |  | $18.47             | $17.73             | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3278 M     | 2030-12-20      | 2.5000%  |  | $14.46             | $13.67             | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA0311 M     | 2042-08-20      | 3.0000%  |  | $14.56             | $12.78             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3100 | 2054-12-01      | 6.5000%  |  | $166.62            | $174.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV3679 | 2044-02-01      | 4.5000%  |  | $25171.24          | $24954.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAI7048 | 2041-07-01      | 5.0000%  |  | $56799.14          | $56620.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI4826 | 2041-06-01      | 5.5000%  |  | $36983.71          | $37510.38          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48952 G | 2047-06-01      | 4.0000%  |  | $438694.38         | $416413.19         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q60359 G | 2048-12-01      | 5.0000%  |  | $283805.43         | $284845.23         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q10517 G | 2042-08-01      | 4.5000%  |  | $22787.85          | $22475.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $6785481.24        | $6814017.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $6805513.45        | $6704028.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $6592634.94        | $6622898.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $6906040.91        | $6440796.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU8778 C     | 2050-06-20      | 4.0000%  |  | $46187.11          | $43151.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU1990 C     | 2050-07-20      | 4.0000%  |  | $155590.35         | $146551.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BU0785 C     | 2050-03-20      | 4.0000%  |  | $138312.76         | $129809.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5034 C     | 2050-03-20      | 5.0000%  |  | $47065.78          | $46884.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT5016 C     | 2050-03-20      | 4.0000%  |  | $49937.85          | $46703.33          | Agency Mortgage-Backed Securities |

### Security 152: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $322988000.00
- **C.18.a - Value (excl. sponsor support):** $322988000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA2636 M     | 2044-04-20      | 1.5000%  |  | $6225.76           | $4843.25           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE5659 C     | 2048-04-20      | 4.0000%  |  | $45605.19          | $42664.53          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE4664 X     | 2047-12-15      | 4.0000%  |  | $8205.17           | $7734.21           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  |  | $8403.37           | $7927.17           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  |  | $7509.21           | $7069.86           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  |  | $70926.00          | $62841.62          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  |  | $5991.25           | $5651.71           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD0560 C     | 2048-09-20      | 4.5000%  |  | $14461.55          | $14035.12          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC7280 X     | 2047-08-15      | 4.5000%  |  | $15382.72          | $14954.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1599 M     | 2044-01-20      | 3.0000%  |  | $9878.00           | $8966.92           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0698 M     | 2043-01-20      | 3.0000%  |  | $116492.89         | $106035.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0392 M     | 2042-09-20      | 3.5000%  |  | $8030.45           | $7478.17           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0223 M     | 2042-07-20      | 5.0000%  |  | $10262.09          | $10372.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0023 M     | 2042-04-20      | 4.0000%  |  | $18054.75          | $17268.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9963 M     | 2054-10-20      | 4.5000%  |  | $1697.06           | $1627.40           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9961 M     | 2054-10-20      | 3.5000%  |  | $102867.23         | $93144.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9907 M     | 2054-09-20      | 6.0000%  |  | $522979.52         | $533195.05         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  |  | $11361.02          | $10717.18          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  |  | $6856.22           | $6467.67           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA8278 X     | 2047-08-15      | 4.5000%  |  | $8115.54           | $7868.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  |  | $3004.50           | $2834.23           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA7567 C     | 2048-05-20      | 4.5000%  |  | $16116.95          | $15417.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA0591 C     | 2047-06-20      | 3.5000%  |  | $319929.16         | $288586.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO9062 C     | 2045-10-20      | 4.0000%  |  | $9466.69           | $8960.92           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO8675 C     | 2045-09-20      | 4.0000%  |  | $6473.52           | $6127.70           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9609 M     | 2054-04-20      | 7.5000%  |  | $52070.65          | $54381.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA5767 C     | 2042-11-20      | 3.0000%  |  | $100892.00         | $89220.98          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 777253 X     | 2043-03-15      | 2.5000%  |  | $24212.33          | $20915.36          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 764579 X     | 2041-08-15      | 5.0000%  |  | $2255.36           | $2279.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 763450 C     | 2031-05-20      | 5.0000%  |  | $33044.97          | $33347.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1373 | 2054-07-01      | 6.5000%  |  | $4621333.04        | $4848555.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1332 | 2054-04-01      | 5.0000%  |  | $4065236.51        | $4027583.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  |  | $1359277.78        | $1367797.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6900 | 2055-06-01      | 6.0000%  |  | $941460.19         | $965364.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6057 | 2055-01-01      | 6.0000%  |  | $352046.57         | $361912.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTRB5299 | 2044-05-01      | 6.5000%  |  | $15063.49          | $15630.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  |  | $245493.83         | $223089.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4983 | 2054-09-01      | 5.5000%  |  | $524824.61         | $527789.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9905 M     | 2054-09-20      | 5.0000%  |  | $13836.55          | $13630.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM5772 C     | 2052-04-20      | 3.5000%  |  | $5588.27           | $5017.59           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL4956 X     | 2052-03-15      | 3.5000%  |  | $29061.59          | $26409.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK9371 C     | 2052-04-20      | 3.5000%  |  | $20585.79          | $18483.35          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK1816 X     | 2052-03-15      | 3.5000%  |  | $92665.26          | $84127.21          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK1545 X     | 2051-12-15      | 3.5000%  |  | $373950.26         | $339823.36         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CH0095 X     | 2051-09-15      | 3.5000%  |  | $289078.38         | $267331.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4054 C     | 2050-12-20      | 2.0000%  |  | $13855.66          | $11151.47          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BW6022 X     | 2050-08-15      | 2.5000%  |  | $129945.28         | $109652.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV3232 C     | 2040-08-20      | 5.5000%  |  | $370185.62         | $380265.98         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  |  | $188967.41         | $167429.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR6257 C     | 2050-01-20      | 4.5000%  |  | $159211.48         | $153476.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2384 C     | 2049-12-20      | 2.5000%  |  | $137052.90         | $114807.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2330 C     | 2049-11-20      | 2.5000%  |  | $60044.11          | $50297.99          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1263 | 2054-08-01      | 7.0000%  |  | $252473.74         | $268712.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  |  | $50357.03          | $49705.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0665 | 2051-08-01      | 3.0000%  |  | $9824.92           | $8593.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  |  | $171091.83         | $163460.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  |  | $12346.31          | $11467.12          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM1091 | 2046-05-01      | 4.0000%  |  | $123967.45         | $117600.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL6516 | 2043-07-01      | 4.0000%  |  | $189738.50         | $182105.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2858 | 2042-03-01      | 3.5000%  |  | $149828.19         | $141034.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9608 M     | 2054-04-20      | 7.0000%  |  | $12096.23          | $12615.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9487 M     | 2054-02-20      | 5.0000%  |  | $90487.39          | $89346.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $866001.12         | $853476.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9366 M     | 2053-12-20      | 7.5000%  |  | $29482.18          | $30758.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005258 M     | 2041-12-20      | 3.5000%  |  | $436.67            | $407.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7056 M     | 2050-12-20      | 4.5000%  |  | $20143.87          | $19581.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9634 M     | 2033-12-20      | 3.5000%  |  | $9996.71           | $9751.52           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4295 M     | 2032-03-20      | 3.5000%  |  | $157251.28         | $155355.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AU0255 C     | 2046-08-20      | 3.0000%  |  | $2480.97           | $2187.59           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  |  | $29344.89          | $23562.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AI4167 C     | 2044-08-20      | 4.0000%  |  | $5723.32           | $5417.48           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780498 X     | 2027-01-15      | 7.5000%  |  | $2.04              | $2.06              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 484225 X     | 2028-08-15      | 6.5000%  |  | $15.91             | $16.07             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781029 X     | 2029-05-15      | 6.5000%  |  | $12.19             | $12.58             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 515395 X     | 2030-05-15      | 8.0000%  |  | $836.80            | $843.46            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 485850 X     | 2031-10-15      | 6.0000%  |  | $100.38            | $102.47            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7595 M     | 2051-08-20      | 5.5000%  |  | $100557.63         | $103545.15         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 555690 X     | 2032-01-15      | 6.0000%  |  | $29.99             | $30.46             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003199 M     | 2032-02-20      | 5.5000%  |  | $12561.49          | $13024.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003226 M     | 2032-04-20      | 5.5000%  |  | $4048.73           | $4212.00           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  |  | $77.67             | $80.91             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003415 M     | 2033-07-20      | 5.5000%  |  | $81.68             | $83.96             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5111 M     | 2033-04-20      | 3.5000%  |  | $5515051.46        | $5427177.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3313 M     | 2045-12-20      | 5.0000%  |  | $315783.34         | $318015.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7587 M     | 2051-09-20      | 1.5000%  |  | $11575.86          | $9012.68           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6606 M     | 2044-10-20      | 6.5000%  |  | $328239.09         | $350155.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6659 M     | 2050-05-20      | 4.5000%  |  | $283818.93         | $275869.16         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  |  | $1506416.46        | $1485097.32        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785255 X     | 2050-03-15      | 3.5000%  |  | $290012.81         | $263579.73         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 644912 X     | 2035-06-15      | 6.5000%  |  | $2135.52           | $2157.35           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782025 X     | 2035-12-15      | 6.5000%  |  | $4974.44           | $5157.61           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5822 M     | 2049-03-20      | 6.5000%  |  | $36621.19          | $38649.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6712 M     | 2050-06-20      | 4.0000%  |  | $8205.37           | $7723.24           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4872 M     | 2032-12-20      | 3.5000%  |  | $4842556.87        | $4768850.46        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 642030 X     | 2036-06-15      | 6.5000%  |  | $1276.72           | $1347.44           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618677 X     | 2036-10-15      | 6.0000%  |  | $606.67            | $639.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6221 M     | 2049-10-20      | 4.5000%  |  | $12569.53          | $12224.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004006 M     | 2037-07-20      | 6.0000%  |  | $3808.71           | $4086.42           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618743 X     | 2037-08-15      | 6.5000%  |  | $2186.61           | $2302.46           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4691 M     | 2032-09-20      | 3.5000%  |  | $2264317.69        | $2230917.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9724 M     | 2054-06-20      | 5.0000%  |  | $118258.83         | $116500.06         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676973 X     | 2038-05-15      | 5.0000%  |  | $519.92            | $522.87            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 686877 X     | 2038-06-15      | 6.0000%  |  | $1702.24           | $1756.19           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696456 X     | 2038-08-15      | 5.5000%  |  | $174.30            | $179.13            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697489 X     | 2038-09-15      | 6.0000%  |  | $267.57            | $280.66            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 686115 X     | 2038-09-15      | 6.0000%  |  | $92.52             | $95.57             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704054 X     | 2038-11-15      | 6.0000%  |  | $203.05            | $209.07            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2380 C     | 2049-12-20      | 2.5000%  |  | $133778.44         | $111650.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5623 M     | 2033-12-20      | 3.5000%  |  | $4631116.67        | $4551167.13        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 411081 X     | 2038-11-15      | 6.0000%  |  | $1980.90           | $2056.88           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704098 X     | 2038-12-15      | 6.0000%  |  | $2974.09           | $3125.84           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698465 X     | 2039-08-15      | 6.0000%  |  | $4827.91           | $4985.20           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004559 M     | 2039-10-20      | 5.0000%  |  | $32168.19          | $32751.94          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 722793 X     | 2039-10-15      | 6.0000%  |  | $88.29             | $91.04             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787236 C     | 2054-01-20      | 6.5000%  |  | $549121.32         | $573801.64         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  |  | $2145.07           | $2020.40           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737193 X     | 2040-04-15      | 5.0000%  |  | $8633.32           | $8766.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782932 X     | 2040-04-15      | 5.0000%  |  | $8750.98           | $8879.51           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782964 X     | 2040-01-15      | 6.0000%  |  | $3797.93           | $4004.69           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004747 M     | 2040-07-20      | 5.0000%  |  | $32782.11          | $33256.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004800 M     | 2040-09-20      | 4.0000%  |  | $2261.21           | $2162.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004855 M     | 2040-11-20      | 5.0000%  |  | $6872.39           | $6971.78           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783224 M     | 2040-12-20      | 5.0000%  |  | $299.98            | $304.29            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004979 M     | 2041-03-20      | 5.0000%  |  | $10420.48          | $10552.03          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738324 X     | 2041-05-15      | 5.0000%  |  | $1526.85           | $1543.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4809 M     | 2032-11-20      | 3.5000%  |  | $2767022.83        | $2725424.64        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700131 X     | 2039-01-15      | 6.0000%  |  | $423.04            | $436.20            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698772 X     | 2038-12-15      | 6.0000%  |  | $214.71            | $223.58            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 699277 X     | 2038-09-15      | 6.0000%  |  | $38.10             | $39.66             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689791 X     | 2038-08-15      | 6.0000%  |  | $2770.00           | $2872.72           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688024 X     | 2038-10-15      | 6.0000%  |  | $150.91            | $159.13            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687726 X     | 2038-07-15      | 6.0000%  |  | $2638.12           | $2742.67           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687381 X     | 2038-05-15      | 6.5000%  |  | $22718.79          | $24049.11          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 681638 X     | 2038-12-15      | 6.0000%  |  | $17225.57          | $18090.56          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677527 X     | 2037-11-15      | 6.0000%  |  | $2070.63           | $2144.16           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 675394 X     | 2038-05-15      | 6.5000%  |  | $6587.06           | $6899.43           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673101 X     | 2038-09-15      | 6.0000%  |  | $118933.78         | $124849.58         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673009 X     | 2038-08-15      | 6.0000%  |  | $2584.76           | $2725.43           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668585 X     | 2037-08-15      | 6.0000%  |  | $622.74            | $645.06            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 662065 X     | 2036-12-15      | 6.5000%  |  | $3939.46           | $4144.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6526 C     | 2055-04-20      | 6.0000%  |  | $484885.53         | $498757.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6475 C     | 2055-04-20      | 6.5000%  |  | $980358.64         | $1024442.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5652 C     | 2055-01-20      | 6.5000%  |  | $664489.17         | $694331.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4420 C     | 2054-12-20      | 5.5000%  |  | $228901.88         | $231792.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2924 C     | 2054-12-20      | 5.5000%  |  | $808317.24         | $816091.27         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD0815 X     | 2043-03-15      | 2.5000%  |  | $5822.99           | $5007.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0934 M     | 2043-04-20      | 3.5000%  |  | $14944.92          | $13907.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005083 M     | 2041-06-20      | 5.0000%  |  | $38059.53          | $38528.34          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783346 X     | 2040-12-15      | 6.0000%  |  | $35402.59          | $37070.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5651 M     | 2048-12-20      | 4.0000%  |  | $54518.50          | $51402.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE1191 C     | 2048-02-20      | 4.0000%  |  | $47148.98          | $44105.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4967 C     | 2050-09-20      | 3.5000%  |  | $2020.50           | $1838.97           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4560 M     | 2032-07-20      | 3.5000%  |  | $5622176.42        | $5540707.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7649 M     | 2051-10-20      | 2.5000%  |  | $89505.75          | $76137.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786843 C     | 2052-03-20      | 3.0000%  |  | $25212.44          | $22098.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AT3442 C     | 2046-06-20      | 3.0000%  |  | $6077.62           | $5373.86           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4589 M     | 2047-07-20      | 5.0000%  |  | $23852.52          | $23867.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9779 M     | 2054-07-20      | 5.5000%  |  | $202213.04         | $203256.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5712 M     | 2049-01-20      | 5.0000%  |  | $80626.43          | $80901.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8879 M     | 2053-05-20      | 5.5000%  |  | $983677.34         | $993012.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4840 M     | 2047-11-20      | 5.0000%  |  | $5733.46           | $5737.12           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7137 M     | 2051-01-20      | 3.0000%  |  | $602918.08         | $534801.40         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BF2343 X     | 2048-03-15      | 5.0000%  |  | $2519.47           | $2495.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM4908 | 2047-11-01      | 3.5000%  |  | $13273.44          | $12179.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  |  | $725473.37         | $649975.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  |  | $1691.98           | $1495.95           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5986 M     | 2049-06-20      | 4.0000%  |  | $73705.12          | $69402.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN8025 | 2036-10-01      | 2.5000%  |  | $51449.98          | $48120.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  |  | $530877.75         | $475654.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC2812 C     | 2047-11-20      | 4.0000%  |  | $5507.24           | $5124.72           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4944 C     | 2050-09-20      | 3.0000%  |  | $16572.91          | $14653.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4497 C     | 2054-11-20      | 5.5000%  |  | $408159.84         | $413664.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF3294 C     | 2054-11-20      | 5.5000%  |  | $774867.70         | $782182.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF3291 C     | 2054-11-20      | 5.5000%  |  | $1213412.24        | $1224560.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0938 C     | 2053-12-20      | 7.0000%  |  | $191373.68         | $200999.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0784 C     | 2054-01-20      | 7.0000%  |  | $654848.13         | $690918.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0782 C     | 2054-01-20      | 7.0000%  |  | $868717.94         | $909800.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5728 C     | 2054-01-20      | 7.0000%  |  | $313874.92         | $331864.63         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AQ0562 X     | 2046-12-15      | 4.0000%  |  | $469861.38         | $441861.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ0542 C     | 2046-10-20      | 4.0000%  |  | $3700.21           | $3459.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AJ4687 C     | 2044-08-20      | 4.0000%  |  | $6367.63           | $6027.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  |  | $6761147.21        | $6660235.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $6996.94           | $7033.05           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787299 C     | 2049-08-20      | 5.5000%  |  | $980222.99         | $997017.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786082 C     | 2051-11-20      | 3.0000%  |  | $46056.78          | $40438.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786077 C     | 2052-03-20      | 3.0000%  |  | $44869.95          | $39355.60          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785986 X     | 2051-10-15      | 3.0000%  |  | $120647.94         | $107191.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785707 C     | 2051-10-20      | 3.5000%  |  | $1173932.09        | $1048964.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785657 C     | 2051-10-20      | 2.5000%  |  | $22515.00          | $19037.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0023 M     | 2054-11-20      | 4.0000%  |  | $148489.28         | $138156.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0022 M     | 2054-11-20      | 3.5000%  |  | $303108.60         | $274421.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8880 C     | 2055-05-20      | 6.0000%  |  | $1021314.68        | $1050533.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8876 C     | 2055-05-20      | 5.5000%  |  | $78070.73          | $78821.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7856 C     | 2055-05-20      | 6.0000%  |  | $5743397.98        | $5907712.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7855 C     | 2055-05-20      | 6.0000%  |  | $5026006.94        | $5169797.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4182 C     | 2055-04-20      | 6.0000%  |  | $412113.26         | $423903.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3840 C     | 2055-05-20      | 6.0000%  |  | $6600700.66        | $6789542.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH0832 C     | 2051-10-20      | 3.0000%  |  | $72413.16          | $64028.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AU0271 C     | 2046-08-20      | 3.0000%  |  | $2828.02           | $2497.11           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4936 M     | 2033-01-20      | 3.5000%  |  | $5105750.87        | $5027323.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9170 M     | 2053-09-20      | 5.0000%  |  | $27855.17          | $27462.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5935 M     | 2049-05-20      | 6.0000%  |  | $1285.78           | $1351.18           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7253 M     | 2051-03-20      | 1.5000%  |  | $15297.06          | $11839.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BG8358 C     | 2048-06-20      | 4.0000%  |  | $8338.64           | $7810.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC2596 C     | 2047-10-20      | 4.0000%  |  | $5340.97           | $4969.88           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6599 M     | 2050-04-20      | 3.0000%  |  | $7851526.14        | $6956661.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $1978622.65        | $1613291.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2678 M     | 2045-03-20      | 3.5000%  |  | $177384.97         | $164359.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785622 C     | 2051-09-20      | 2.5000%  |  | $48230.80          | $40402.02          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785690 X     | 2050-04-15      | 4.5000%  |  | $68962.85          | $68131.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4266 M     | 2047-02-20      | 5.5000%  |  | $57398.10          | $59102.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5710 M     | 2049-01-20      | 4.0000%  |  | $33850.66          | $31879.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB2935 C     | 2051-04-20      | 3.0000%  |  | $901760.08         | $778404.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9326 M     | 2038-12-20      | 4.5000%  |  | $35796.90          | $35792.68          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784071 X     | 2041-06-15      | 6.0000%  |  | $13869.80          | $14616.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ3224 C     | 2049-09-20      | 4.5000%  |  | $85526.16          | $82602.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4381 M     | 2047-04-20      | 3.0000%  |  | $43953.69          | $39381.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF2570 C     | 2048-05-20      | 4.0000%  |  | $10240.29          | $9579.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2507 | 2047-01-01      | 3.0000%  |  | $11384.27          | $10176.83          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 786285 X     | 2041-03-15      | 5.0000%  |  | $47636.15          | $48882.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7052 C     | 2047-10-20      | 4.0000%  |  | $6404.06           | $5959.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB2606 C     | 2051-02-20      | 2.5000%  |  | $979529.00         | $818131.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9967 M     | 2054-10-20      | 6.5000%  |  | $237208.91         | $245152.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3835 C     | 2055-05-20      | 6.0000%  |  | $3972204.67        | $4089747.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3833 C     | 2055-05-20      | 6.0000%  |  | $4122349.56        | $4257555.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3590 C     | 2055-04-20      | 6.0000%  |  | $1871918.99        | $1925473.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0833 C     | 2055-05-20      | 6.5000%  |  | $322967.61         | $338281.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8356 C     | 2055-01-20      | 6.5000%  |  | $872499.74         | $911683.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8355 C     | 2055-01-20      | 6.5000%  |  | $1120860.12        | $1171242.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8249 C     | 2055-02-20      | 6.5000%  |  | $1742075.47        | $1820312.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6622 C     | 2055-04-20      | 5.5000%  |  | $375364.75         | $381047.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786335 C     | 2052-09-20      | 4.5000%  |  | $24011.65          | $23115.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785283 C     | 2051-01-20      | 2.5000%  |  | $18920.56          | $16098.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784800 C     | 2045-06-20      | 3.0000%  |  | $116722.10         | $105294.62         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784599 X     | 2048-03-15      | 5.0000%  |  | $47374.01          | $46731.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784295 C     | 2047-03-20      | 3.5000%  |  | $170197.70         | $155747.82         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783710 X     | 2041-06-15      | 6.0000%  |  | $16822.34          | $17672.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784433 C     | 2048-02-20      | 3.5000%  |  | $103414.42         | $94903.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 781425 M     | 2032-03-20      | 5.5000%  |  | $6016.10           | $6137.43           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780958 X     | 2029-01-15      | 6.0000%  |  | $35.22             | $36.00             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 780931 X     | 2028-12-15      | 7.0000%  |  | $1765.85           | $1819.17           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 564436 X     | 2031-10-15      | 6.5000%  |  | $73.21             | $76.91             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 515532 X     | 2030-11-15      | 8.0000%  |  | $10157.14          | $10264.86          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 491428 X     | 2029-08-15      | 6.7500%  |  | $114.88            | $116.87            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 737730 C     | 2040-12-20      | 4.0000%  |  | $59844.43          | $56570.47          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 733210 X     | 2040-06-15      | 5.0000%  |  | $3523.47           | $3538.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 724247 X     | 2039-08-15      | 5.0000%  |  | $5813.96           | $5852.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 723518 X     | 2039-12-15      | 5.0000%  |  | $5585.30           | $5619.47           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 717242 X     | 2039-04-15      | 5.0000%  |  | $9497.27           | $9553.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M     | 2054-09-20      | 5.5000%  |  | $201723.69         | $202915.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  |  | $266197.38         | $238508.78         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CH0109 X     | 2051-12-15      | 3.5000%  |  | $284323.19         | $258137.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  |  | $740742.74         | $663233.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3677 C     | 2055-04-20      | 6.5000%  |  | $1086076.18        | $1134912.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785043 M     | 2049-04-20      | 3.0000%  |  | $28553.27          | $25600.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4125 M     | 2046-12-20      | 2.5000%  |  | $39747.63          | $34600.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AU2016 C     | 2046-08-20      | 3.0000%  |  | $2435.13           | $2150.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE1642 C     | 2048-01-20      | 4.0000%  |  | $42064.53          | $40439.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY5733 C     | 2054-01-20      | 7.0000%  |  | $260992.43         | $274898.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB8811 C     | 2048-04-20      | 4.0000%  |  | $22251.21          | $21062.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $242433.96         | $239975.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV4905 C     | 2050-07-20      | 4.0000%  |  | $86110.55          | $80660.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2960 M     | 2045-07-20      | 3.0000%  |  | $618661.41         | $555413.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6474 C     | 2055-04-20      | 6.5000%  |  | $1290418.53        | $1348444.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1506 C     | 2055-02-20      | 6.5000%  |  | $1501195.94        | $1575374.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9909 M     | 2054-09-20      | 7.0000%  |  | $24225.03          | $25187.66          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785782 X     | 2050-02-15      | 3.0000%  |  | $492884.11         | $436519.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8801 M     | 2053-04-20      | 5.5000%  |  | $381201.65         | $384931.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3666 M     | 2046-05-20      | 5.0000%  |  | $271732.20         | $274662.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2754 M     | 2045-04-20      | 3.5000%  |  | $348480.34         | $322818.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BO3334 C     | 2049-06-20      | 4.5000%  |  | $129098.76         | $123948.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2824 M     | 2045-05-20      | 2.5000%  |  | $20324.47          | $17693.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI3299 C     | 2048-09-20      | 4.5000%  |  | $49370.40          | $47719.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  |  | $939.43            | $815.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2374 M     | 2044-11-20      | 5.0000%  |  | $25533.54          | $25808.89          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 485528 X     | 2031-06-15      | 6.5000%  |  | $20.26             | $20.92             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 480004 X     | 2028-12-15      | 6.0000%  |  | $180.16            | $184.00            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 609093 X     | 2038-05-15      | 7.5000%  |  | $18715.98          | $19035.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005238 M     | 2041-11-20      | 5.5000%  |  | $42406.77          | $43664.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005265 M     | 2041-12-20      | 3.0000%  |  | $1619.04           | $1475.72           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004882 M     | 2040-12-20      | 4.0000%  |  | $96453.76          | $92257.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  |  | $18167.18          | $17376.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  |  | $23829.78          | $24101.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004745 M     | 2040-07-20      | 4.0000%  |  | $3208.87           | $3069.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004578 M     | 2039-11-20      | 5.0000%  |  | $7797.06           | $7909.79           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003610 M     | 2034-09-20      | 5.5000%  |  | $278.53            | $286.78            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004494 M     | 2039-07-20      | 4.0000%  |  | $9894.15           | $9468.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003295 M     | 2032-10-20      | 5.5000%  |  | $9271.91           | $9651.12           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003214 M     | 2032-03-20      | 6.0000%  |  | $28.14             | $29.47             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002713 M     | 2029-02-20      | 6.0000%  |  | $11.13             | $11.43             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003569 M     | 2034-06-20      | 5.5000%  |  | $150.09            | $154.99            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002235 M     | 2026-06-20      | 8.5000%  |  | $1.89              | $1.91              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002631 M     | 2028-08-20      | 7.0000%  |  | $2348.89           | $2442.23           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 593879 X     | 2033-02-15      | 5.5000%  |  | $69.40             | $70.68             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 592498 X     | 2033-03-15      | 6.0000%  |  | $583.14            | $600.36            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 579210 X     | 2032-03-15      | 6.5000%  |  | $162.54            | $165.50            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5300 M     | 2033-07-20      | 3.5000%  |  | $9579599.25        | $9423254.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4357 M     | 2032-04-20      | 3.5000%  |  | $1946977.73        | $1919796.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005135 M     | 2026-08-20      | 3.5000%  |  | $72898.07          | $72595.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005056 M     | 2041-05-20      | 5.0000%  |  | $2157.88           | $2186.44           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005018 M     | 2041-04-20      | 5.0000%  |  | $21125.69          | $21270.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0783 C     | 2054-01-20      | 7.0000%  |  | $972362.93         | $1017538.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE1670 C     | 2048-06-20      | 4.0000%  |  | $12146.40          | $11677.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6432 C     | 2055-05-20      | 6.0000%  |  | $3490828.14        | $3590701.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3589 C     | 2055-04-20      | 6.0000%  |  | $522515.96         | $537464.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0109 C     | 2055-04-20      | 5.5000%  |  | $1071793.78        | $1082428.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3592 C     | 2055-04-20      | 6.5000%  |  | $491045.74         | $513126.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2461 C     | 2055-05-20      | 6.0000%  |  | $4676658.01        | $4810454.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787827 C     | 2053-08-20      | 6.5000%  |  | $863724.61         | $893822.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8353 C     | 2055-04-20      | 6.0000%  |  | $397108.56         | $408469.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8190 C     | 2055-01-20      | 6.5000%  |  | $1374777.16        | $1443674.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6367 C     | 2055-05-20      | 6.0000%  |  | $2500780.48        | $2572326.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0116 C     | 2055-04-20      | 6.0000%  |  | $1742825.27        | $1792686.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6369 C     | 2055-05-20      | 6.0000%  |  | $2664210.67        | $2743906.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7524 | 2055-07-01      | 6.5000%  |  | $1255485.73        | $1312336.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0118 C     | 2055-04-20      | 6.0000%  |  | $1259803.57        | $1295845.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3734 C     | 2055-04-20      | 6.0000%  |  | $3884363.79        | $4012898.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX9634 | 2055-03-01      | 5.0000%  |  | $147205.57         | $145300.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2488 C     | 2055-05-20      | 6.0000%  |  | $2129643.87        | $2190571.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $318667.10         | $320361.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5698 C     | 2055-03-20      | 6.5000%  |  | $900413.69         | $940901.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7412 C     | 2054-12-20      | 5.5000%  |  | $383610.73         | $388855.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1348 | 2055-05-01      | 6.0000%  |  | $305.27            | $316.10            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2398 C     | 2055-04-20      | 6.0000%  |  | $2145861.71        | $2207253.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7257 C     | 2055-03-20      | 6.0000%  |  | $7666981.02        | $7886328.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8875 C     | 2055-05-20      | 5.5000%  |  | $2173907.68        | $2194811.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004942 M     | 2026-02-20      | 3.5000%  |  | $149636.83         | $149327.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004871 M     | 2040-11-20      | 6.0000%  |  | $3517.12           | $3641.39           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 574829 X     | 2031-11-15      | 6.0000%  |  | $58.06             | $59.73             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 570456 X     | 2031-11-15      | 6.0000%  |  | $35.63             | $36.67             | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV8327 C     | 2046-09-20      | 3.0000%  |  | $2326.31           | $2054.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AG4152 C     | 2043-10-20      | 4.0000%  |  | $35881.65          | $34142.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AF0141 C     | 2043-02-20      | 4.0000%  |  | $12825.17          | $11697.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AD1712 C     | 2043-02-20      | 3.0000%  |  | $164989.66         | $145289.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6345 C     | 2055-05-20      | 5.5000%  |  | $92271.57          | $93158.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6361 C     | 2055-05-20      | 6.0000%  |  | $6579278.61        | $6767507.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5741 C     | 2055-04-20      | 5.5000%  |  | $368921.02         | $374281.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5748 C     | 2055-04-20      | 6.5000%  |  | $481397.60         | $503045.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3694 C     | 2055-04-20      | 5.5000%  |  | $389683.43         | $395392.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3493 C     | 2055-04-20      | 6.5000%  |  | $803254.54         | $839371.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2476 C     | 2055-05-20      | 6.0000%  |  | $6199493.22        | $6376856.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2462 C     | 2055-05-20      | 6.0000%  |  | $2080160.72        | $2139672.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2443 C     | 2055-04-20      | 5.5000%  |  | $3099970.28        | $3129778.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2469 C     | 2055-05-20      | 5.5000%  |  | $2501282.49        | $2525333.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0404 C     | 2055-03-20      | 6.5000%  |  | $600718.27         | $627732.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0117 C     | 2055-04-20      | 6.0000%  |  | $1918549.16        | $1973437.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0110 C     | 2055-04-20      | 5.5000%  |  | $452792.33         | $457146.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0367 M     | 2055-05-20      | 6.0000%  |  | $1196561.07        | $1219933.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0362 M     | 2055-05-20      | 3.5000%  |  | $82237.60          | $74454.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $6868826.52        | $6904273.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0258 M     | 2055-03-20      | 5.0000%  |  | $2528789.96        | $2491047.21        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 660070 X     | 2037-01-15      | 6.5000%  |  | $30396.21          | $32024.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0086 C     | 2054-12-20      | 5.5000%  |  | $1220110.98        | $1231845.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6630 C     | 2055-04-20      | 6.0000%  |  | $1137060.97        | $1169590.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3742 C     | 2055-04-20      | 5.5000%  |  | $553315.90         | $558636.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6473 C     | 2055-04-20      | 6.5000%  |  | $623034.63         | $651051.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6441 C     | 2055-05-20      | 6.0000%  |  | $2793346.66        | $2873262.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1662 C     | 2055-05-20      | 5.5000%  |  | $317787.12         | $320842.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6398 C     | 2055-05-20      | 6.0000%  |  | $2152433.62        | $2214013.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3491 C     | 2055-04-20      | 6.5000%  |  | $579190.29         | $605231.33         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658066 X     | 2036-08-15      | 6.5000%  |  | $23384.87          | $24704.74          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 656202 X     | 2036-08-15      | 6.5000%  |  | $227.12            | $237.92            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 654021 X     | 2039-02-15      | 6.5000%  |  | $29919.80          | $30491.00          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 648676 X     | 2036-01-15      | 6.5000%  |  | $1097.07           | $1117.97           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 646027 X     | 2037-09-15      | 6.0000%  |  | $2517.38           | $2607.58           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 623958 X     | 2035-12-15      | 5.0000%  |  | $122.43            | $123.65            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 615294 X     | 2033-07-15      | 6.5000%  |  | $14904.65          | $15318.24          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783353 X     | 2041-04-15      | 5.0000%  |  | $4587.05           | $4655.93           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783292 X     | 2040-12-15      | 6.0000%  |  | $5195.45           | $5475.48           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783158 M     | 2040-08-20      | 5.0000%  |  | $3429.38           | $3478.92           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783065 X     | 2040-08-15      | 5.0000%  |  | $741.51            | $752.93            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782962 X     | 2040-05-15      | 5.0000%  |  | $17620.04          | $17879.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV8326 C     | 2046-09-20      | 3.0000%  |  | $1961.69           | $1729.70           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV5041 C     | 2046-10-20      | 3.0000%  |  | $61118.77          | $54041.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AT4164 C     | 2046-07-20      | 3.0000%  |  | $7552.30           | $6659.22           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS9258 C     | 2046-07-20      | 3.0000%  |  | $2102.09           | $1856.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS9217 C     | 2046-05-20      | 3.0000%  |  | $2646.13           | $2333.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9418 C     | 2055-04-20      | 5.5000%  |  | $10897307.26       | $11002090.93       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8352 C     | 2055-04-20      | 6.0000%  |  | $402363.10         | $413874.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8349 C     | 2055-04-20      | 6.5000%  |  | $455658.67         | $476147.41         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782719 X     | 2039-07-15      | 5.0000%  |  | $1488449.71        | $1511367.04        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 781846 X     | 2034-09-15      | 6.5000%  |  | $141.32            | $146.62            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787808 C     | 2055-02-20      | 5.5000%  |  | $8695689.89        | $8777964.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787356 C     | 2052-03-20      | 2.5000%  |  | $44092.69          | $37283.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7320 C     | 2055-03-20      | 6.0000%  |  | $2367631.05        | $2435367.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6469 C     | 2055-05-20      | 6.0000%  |  | $2171620.25        | $2233748.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6451 C     | 2055-05-20      | 5.5000%  |  | $4955787.71        | $5003440.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6450 C     | 2055-05-20      | 5.5000%  |  | $2512571.70        | $2536731.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6438 C     | 2055-05-20      | 6.0000%  |  | $3785071.43        | $3893359.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6436 C     | 2055-05-20      | 6.0000%  |  | $4403118.43        | $4529088.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6428 C     | 2055-05-20      | 5.5000%  |  | $7757601.04        | $7832194.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6371 C     | 2055-05-20      | 6.0000%  |  | $1503909.45        | $1546935.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6368 C     | 2055-05-20      | 6.0000%  |  | $3461903.23        | $3560945.98        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ8599 X     | 2050-01-15      | 3.0000%  |  | $42743.62          | $37990.38          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP4046 C     | 2049-08-20      | 4.5000%  |  | $14847.29          | $14336.28          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO1629 X     | 2049-07-15      | 4.0000%  |  | $2147.52           | $2015.65           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO1489 X     | 2049-06-15      | 4.0000%  |  | $20954.55          | $19641.15          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN9283 X     | 2049-07-15      | 4.5000%  |  | $71347.67          | $69054.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM9692 C     | 2049-07-20      | 4.5000%  |  | $11345.68          | $10912.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM1222 C     | 2049-05-20      | 3.5000%  |  | $140247.87         | $126942.48         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BK0829 X     | 2048-12-15      | 5.5000%  |  | $52688.97          | $53010.40          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BJ2873 X     | 2048-11-15      | 5.5000%  |  | $18442.12          | $18674.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI0416 C     | 2048-11-20      | 4.5000%  |  | $25784.80          | $24910.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6398 C     | 2042-07-20      | 3.0000%  |  | $66771.19          | $59219.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BG5675 C     | 2048-07-20      | 4.0000%  |  | $10376.20          | $9975.38           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BG2455 C     | 2048-05-20      | 4.0000%  |  | $10846.94          | $10146.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BG2154 C     | 2048-03-20      | 4.0000%  |  | $7897.27           | $7592.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BG0167 C     | 2048-05-20      | 4.0000%  |  | $36397.93          | $34328.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF4832 C     | 2048-04-20      | 4.0000%  |  | $16172.04          | $15125.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF4747 C     | 2048-03-20      | 4.0000%  |  | $34587.55          | $32348.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $85837.91          | $86627.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9778 M     | 2054-07-20      | 5.0000%  |  | $82130.12          | $80900.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8723 M     | 2053-03-20      | 4.0000%  |  | $127867.16         | $119446.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8569 M     | 2053-01-20      | 5.0000%  |  | $24576.34          | $24309.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8566 M     | 2053-01-20      | 3.5000%  |  | $1068.43           | $969.95            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8485 M     | 2052-12-20      | 2.5000%  |  | $2480.82           | $2110.29           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8429 M     | 2052-11-20      | 5.5000%  |  | $22876.34          | $23197.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8351 M     | 2052-10-20      | 6.5000%  |  | $106189.83         | $110073.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8195 M     | 2051-11-20      | 1.5000%  |  | $4359.21           | $3419.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8149 M     | 2052-07-20      | 3.5000%  |  | $906520.68         | $822856.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7942 M     | 2052-03-20      | 5.5000%  |  | $249029.28         | $251497.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7934 M     | 2052-03-20      | 1.5000%  |  | $12702.75          | $9877.99           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7704 M     | 2051-11-20      | 2.0000%  |  | $182053.12         | $148460.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  |  | $136457.35         | $120741.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7588 M     | 2051-09-20      | 2.0000%  |  | $219384.18         | $178905.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $56238.12          | $54974.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5052 M     | 2033-03-20      | 3.5000%  |  | $1323161.97        | $1302334.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5019 M     | 2048-02-20      | 3.5000%  |  | $16943.61          | $15569.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5015 M     | 2047-12-20      | 1.5000%  |  | $12540.15          | $9753.30           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4901 M     | 2047-12-20      | 4.0000%  |  | $43163.05          | $40654.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4899 M     | 2047-12-20      | 3.0000%  |  | $268335.34         | $239965.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  |  | $524596.28         | $469185.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4718 M     | 2047-09-20      | 3.0000%  |  | $774996.71         | $693138.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4654 M     | 2047-08-20      | 4.5000%  |  | $20007.36          | $19557.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  |  | $15832.49          | $14874.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4625 M     | 2032-08-20      | 3.5000%  |  | $4518905.87        | $4453433.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4585 M     | 2047-07-20      | 3.0000%  |  | $82908.57          | $74233.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $345682.45         | $309602.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5400 M     | 2048-08-20      | 5.0000%  |  | $15428.78          | $15433.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  |  | $32012.83          | $31227.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  |  | $40530.03          | $38201.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5367 M     | 2033-08-20      | 3.5000%  |  | $7078899.90        | $6962044.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $84182.58          | $79370.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $836846.29         | $740530.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7421 M     | 2051-06-20      | 4.0000%  |  | $20070.46          | $18898.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7372 M     | 2051-05-20      | 5.0000%  |  | $623798.09         | $624195.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $121479.55         | $107536.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7320 M     | 2043-05-20      | 6.5000%  |  | $57029.61          | $60639.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7256 M     | 2051-03-20      | 3.0000%  |  | $952675.50         | $844491.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8046 M     | 2052-05-20      | 4.5000%  |  | $23957.33          | $23152.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  |  | $241352.20         | $219115.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  |  | $101027.77         | $89322.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6996 M     | 2050-11-20      | 3.0000%  |  | $3020245.19        | $2678494.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6999 M     | 2050-11-20      | 4.5000%  |  | $104924.89         | $102266.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6824 M     | 2050-08-20      | 5.0000%  |  | $8317.99           | $8322.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6544 M     | 2050-03-20      | 4.5000%  |  | $80015.25          | $77798.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6543 M     | 2050-03-20      | 4.0000%  |  | $37181.09          | $34989.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6541 M     | 2050-03-20      | 3.0000%  |  | $304275.90         | $269660.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6413 M     | 2050-01-20      | 5.0000%  |  | $190225.68         | $190289.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $45975.90          | $40840.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  |  | $48054.91          | $42666.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5988 M     | 2049-06-20      | 5.0000%  |  | $4561.62           | $4562.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5984 M     | 2049-06-20      | 3.0000%  |  | $4682.45           | $4192.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5934 M     | 2049-05-20      | 5.5000%  |  | $75025.50          | $76568.81          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5929 M     | 2049-05-20      | 3.0000%  |  | $24772.64          | $22140.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5881 M     | 2049-04-20      | 6.5000%  |  | $44907.77          | $47381.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5879 M     | 2049-04-20      | 5.5000%  |  | $109080.18         | $111453.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5768 M     | 2049-02-20      | 6.5000%  |  | $60516.83          | $63951.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5765 M     | 2049-02-20      | 5.0000%  |  | $2959.03           | $2958.79           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5737 M     | 2034-02-20      | 3.5000%  |  | $3416589.95        | $3356958.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5711 M     | 2049-01-20      | 4.5000%  |  | $300810.60         | $294268.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5683 M     | 2034-01-20      | 3.5000%  |  | $3877774.12        | $3811566.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $87042.26          | $85179.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5597 M     | 2048-11-20      | 5.0000%  |  | $143640.63         | $143666.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5593 M     | 2048-11-20      | 3.0000%  |  | $21789.70          | $19535.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5528 M     | 2048-10-20      | 4.0000%  |  | $64119.14          | $60454.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $17649.94          | $17209.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5466 M     | 2048-09-20      | 4.0000%  |  | $24978.12          | $23550.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5465 M     | 2048-09-20      | 3.5000%  |  | $33343.66          | $30604.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $28735.29          | $28837.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5236 M     | 2033-06-20      | 3.5000%  |  | $1877477.20        | $1846850.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5194 M     | 2048-05-20      | 5.0000%  |  | $14317.36          | $14322.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4324 M     | 2047-03-20      | 5.0000%  |  | $9649.02           | $9753.07           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4320 M     | 2047-03-20      | 3.0000%  |  | $511707.21         | $458302.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4294 M     | 2032-03-20      | 3.0000%  |  | $1841792.71        | $1801175.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4260 M     | 2047-02-20      | 2.5000%  |  | $25346.62          | $22064.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4195 M     | 2047-01-20      | 3.0000%  |  | $235115.97         | $210740.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4171 M     | 2032-01-20      | 3.5000%  |  | $886600.75         | $876120.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  |  | $188320.52         | $168899.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4067 M     | 2046-11-20      | 2.5000%  |  | $80817.41          | $70152.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3943 M     | 2039-04-20      | 6.5000%  |  | $28586.98          | $30236.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $221051.55         | $198278.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3801 M     | 2046-07-20      | 2.5000%  |  | $132441.01         | $115293.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3735 M     | 2046-06-20      | 3.0000%  |  | $139444.25         | $125100.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3734 M     | 2046-06-20      | 2.5000%  |  | $89278.86          | $77719.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4485 M     | 2032-06-20      | 3.5000%  |  | $1398960.97        | $1378871.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4456 M     | 2047-05-20      | 6.0000%  |  | $1262.70           | $1326.88           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4454 M     | 2047-05-20      | 5.0000%  |  | $11310.64          | $11317.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4426 M     | 2032-05-20      | 3.5000%  |  | $1694821.87        | $1672788.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF4034 C     | 2048-02-20      | 3.5000%  |  | $125224.52         | $112107.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF2893 C     | 2048-06-20      | 4.0000%  |  | $6019.98           | $5631.29           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF2862 C     | 2048-05-20      | 4.0000%  |  | $105564.72         | $98552.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF2407 C     | 2048-04-20      | 4.0000%  |  | $10951.55          | $10244.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE6454 C     | 2048-01-20      | 3.5000%  |  | $26930.99          | $24591.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3315 M     | 2045-12-20      | 6.0000%  |  | $319207.84         | $328975.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3309 M     | 2045-12-20      | 3.0000%  |  | $90778.19          | $81473.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3244 M     | 2045-11-20      | 3.5000%  |  | $113299.08         | $104931.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3243 M     | 2045-11-20      | 3.0000%  |  | $84643.88          | $75976.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3079 M     | 2030-09-20      | 3.5000%  |  | $95656.84          | $94716.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3039 M     | 2045-07-20      | 6.0000%  |  | $1303.52           | $1368.39           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3033 M     | 2045-08-20      | 3.0000%  |  | $46483.09          | $41632.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2961 M     | 2045-07-20      | 3.5000%  |  | $86708.48          | $80305.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2898 M     | 2039-02-20      | 6.5000%  |  | $27694.78          | $29006.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2826 M     | 2045-05-20      | 3.5000%  |  | $12629.61          | $11698.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3517 M     | 2045-06-20      | 1.5000%  |  | $5703.41           | $4437.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2372 M     | 2044-11-20      | 4.0000%  |  | $201.88            | $191.84            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2304 M     | 2044-10-20      | 4.0000%  |  | $2159.10           | $2051.74           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2222 M     | 2044-09-20      | 3.0000%  |  | $901.61            | $812.85            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1995 M     | 2044-06-20      | 3.5000%  |  | $69812.92          | $64420.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2677 M     | 2045-03-20      | 3.0000%  |  | $1394238.97        | $1253513.78        | Agency Mortgage-Backed Securities |

### Security 153: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $335000000.00
- **C.18.a - Value (excl. sponsor support):** $335000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF CB1022 C | 2051-02-20      | 2.0000%  |  | $8486972.74        | $6751642.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9139 C | 2054-04-20      | 6.0000%  |  | $5583747.25        | $5753718.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0256 M | 2055-03-20      | 4.0000%  |  | $8451359.68        | $7863290.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0341 M | 2040-05-20      | 5.5000%  |  | $48984.95          | $50092.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0368 M | 2055-05-20      | 6.5000%  |  | $64044734.30       | $66189343.39       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M | 2052-03-20      | 4.0000%  |  | $1957208.71        | $1828957.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0072 M | 2027-05-20      | 2.5000%  |  | $28523.88          | $28123.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9016 M | 2053-07-20      | 5.0000%  |  | $26975324.68       | $26624046.02       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0340 M | 2040-06-20      | 5.0000%  |  | $942577.55         | $951925.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0310 M | 2055-04-20      | 6.5000%  |  | $28531903.56       | $29487326.05       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0284 M | 2040-04-20      | 6.0000%  |  | $11392372.72       | $11777131.12       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0255 M | 2055-03-20      | 3.5000%  |  | $203716184.31      | $184436167.65      | Agency Mortgage-Backed Securities |

### Security 154: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0368 M | 2055-05-20      | 6.5000%  |  | $197414297.13      | $204024934.20      | Agency Mortgage-Backed Securities |

### Security 155: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.390%, 8/18/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $1640000000.00
- **C.18.a - Value (excl. sponsor support):** $1640000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 1.875 FNSM A 09/26    | 2026-09-24      | 1.8750%  |  | $5000.00           | $4896.75           | Agency Debentures and Agency Strips       |
| FNMA 0.75 FNSM A 10/27     | 2027-10-08      | 0.7500%  |  | $1300000.00        | $1217167.03        | Agency Debentures and Agency Strips       |
| FMAC 4.75 FMNT GB26-2933   | 2029-12-18      | 4.7500%  |  | $275000.00         | $276418.82         | Agency Debentures and Agency Strips       |
| FMAC 4.05 FMNT GB22-2563   | 2025-08-28      | 4.0500%  |  | $130000.00         | $131673.75         | Agency Debentures and Agency Strips       |
| FHLB 5.50 FHLB 36 G677     | 2036-07-15      | 5.5000%  |  | $200000.00         | $221672.47         | Agency Debentures and Agency Strips       |
| FMAC 0.375 FMNT GB 25 X3   | 2025-09-23      | 0.3750%  |  | $10000.00          | $9917.50           | Agency Debentures and Agency Strips       |
| FMAC FEPC 03.500 ZLSI2061  | 2050-09-01      | 3.5000%  |  | $1279101.00        | $1153364.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3245  | 2052-11-01      | 5.5000%  |  | $47213.20          | $47625.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS2369  | 2036-11-01      | 2.0000%  |  | $144565.53         | $132959.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2114  | 2052-06-01      | 4.5000%  |  | $227006.09         | $219313.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2694  | 2052-08-01      | 4.5000%  |  | $1570016.26        | $1516808.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2676  | 2052-06-01      | 3.0000%  |  | $1679.52           | $1456.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS1605  | 2048-05-01      | 4.5000%  |  | $3044.85           | $3036.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1107  | 2051-12-01      | 2.5000%  |  | $219502.88         | $184697.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9448  | 2051-10-01      | 2.0000%  |  | $1248753.20        | $990312.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM8426  | 2044-05-01      | 5.5000%  |  | $1409.66           | $1459.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7147  | 2050-08-01      | 3.5000%  |  | $159322.14         | $145659.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4083  | 2050-03-01      | 3.0000%  |  | $1846101.99        | $1632723.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3936  | 2035-08-01      | 2.5000%  |  | $49569.95          | $47455.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1695  | 2048-01-01      | 3.0000%  |  | $13066999.21       | $11651185.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA0678  | 2050-11-01      | 4.0000%  |  | $18371916.30       | $17290145.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFA0548  | 2052-06-01      | 1.5000%  |  | $1106822.03        | $831110.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0345  | 2055-02-01      | 5.5000%  |  | $4751.43           | $4790.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0181  | 2053-07-01      | 5.5000%  |  | $7620093.07        | $7659005.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIFA0058  | 2039-12-01      | 5.0000%  |  | $250747.20         | $253497.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0011  | 2054-12-01      | 6.0000%  |  | $419516.60         | $430534.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICB9392  | 2039-10-01      | 6.0000%  |  | $3348287.26        | $3481607.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8180  | 2054-03-01      | 6.5000%  |  | $38431395.00       | $39997709.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICB8931  | 2039-07-01      | 6.0000%  |  | $4509480.54        | $4661695.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB7000  | 2038-07-01      | 3.0000%  |  | $780622.85         | $743846.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821  | 2053-08-01      | 5.5000%  |  | $447794.45         | $450038.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6762  | 2053-07-01      | 6.0000%  |  | $51945.18          | $53115.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6348  | 2053-05-01      | 4.5000%  |  | $3442632.08        | $3303911.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5525  | 2053-01-01      | 6.0000%  |  | $7885.63           | $8086.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB4731  | 2037-09-01      | 3.0000%  |  | $2584521.74        | $2465899.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2401  | 2051-12-01      | 2.5000%  |  | $771732.42         | $640136.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9021  | 2053-08-01      | 6.5000%  |  | $74165.61          | $77574.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9114  | 2053-04-01      | 5.0000%  |  | $25153.56          | $24799.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0424  | 2052-11-01      | 5.5000%  |  | $127355.05         | $128720.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW1377  | 2052-12-01      | 4.0000%  |  | $1906012.23        | $1777160.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1694  | 2055-06-01      | 5.5000%  |  | $2071502.00        | $2097291.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU3754  | 2051-12-01      | 2.0000%  |  | $1766875.83        | $1418785.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU3058  | 2051-12-01      | 2.5000%  |  | $10479433.25       | $8687700.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1042  | 2051-10-01      | 2.0000%  |  | $1246046.19        | $989288.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT6823  | 2051-10-01      | 2.5000%  |  | $17756.14          | $14730.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ7422  | 2051-08-01      | 2.5000%  |  | $82181.63          | $68306.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ1844  | 2050-09-01      | 2.5000%  |  | $222408.34         | $185983.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP6618  | 2050-08-01      | 2.5000%  |  | $16220.50          | $13592.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0098  | 2038-02-01      | 5.5000%  |  | $6341.00           | $6563.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0434  | 2037-03-01      | 6.0000%  |  | $2297.16           | $2417.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAD0130  | 2039-08-01      | 6.5000%  |  | $1550.28           | $1629.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5747  | 2040-06-01      | 6.0000%  |  | $76598.47          | $79141.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5401  | 2054-04-01      | 3.5000%  |  | $107845.63         | $97160.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5135  | 2053-09-01      | 4.0000%  |  | $6355.38           | $5918.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039  | 2053-06-01      | 5.5000%  |  | $1841998.73        | $1850215.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4848  | 2037-11-01      | 2.0000%  |  | $399999.68         | $365086.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4649  | 2052-05-01      | 4.5000%  |  | $771666.94         | $740518.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  |  | $146391339.29      | $128003659.98      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  |  | $828.26            | $774.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBO4653  | 2049-11-01      | 4.5000%  |  | $239196.66         | $231586.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3865  | 2045-12-01      | 4.0000%  |  | $60270.76          | $58157.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4769  | 2048-08-01      | 5.0000%  |  | $65168.61          | $65424.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH7071  | 2047-12-01      | 4.5000%  |  | $1223.83           | $1185.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1493  | 2046-08-01      | 3.0000%  |  | $5404.41           | $4804.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3040  | 2055-06-01      | 6.0000%  |  | $5518420.00        | $5664577.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1382  | 2055-06-01      | 6.0000%  |  | $2716224.00        | $2784524.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0765  | 2055-06-01      | 6.0000%  |  | $4363072.00        | $4501819.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDD6991  | 2055-04-01      | 7.5000%  |  | $524758.18         | $566196.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD4985  | 2055-05-01      | 4.5000%  |  | $485423.88         | $465247.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4656  | 2055-03-01      | 5.5000%  |  | $3252637.05        | $3271009.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5347  | 2055-03-01      | 6.0000%  |  | $1290463.36        | $1321002.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4246  | 2055-03-01      | 6.0000%  |  | $1011462.62        | $1034705.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3665  | 2055-02-01      | 6.0000%  |  | $1646949.30        | $1702975.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3488  | 2055-03-01      | 6.5000%  |  | $1296762.72        | $1357077.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD1531  | 2055-01-01      | 4.5000%  |  | $2815165.02        | $2702648.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0191  | 2055-04-01      | 6.0000%  |  | $1781194.62        | $1851889.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3312  | 2033-03-01      | 3.0000%  |  | $76502.86          | $74434.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAB2503  | 2031-03-01      | 4.5000%  |  | $1553.17           | $1562.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1389  | 2040-08-01      | 4.5000%  |  | $4003.97           | $3998.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL934648  | 2038-11-01      | 7.0000%  |  | $36587.36          | $38763.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL889117  | 2035-10-01      | 5.0000%  |  | $5546.64           | $5627.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888832  | 2037-11-01      | 6.5000%  |  | $49179.48          | $52345.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888219  | 2037-03-01      | 5.5000%  |  | $5524.98           | $5713.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA9963  | 2054-02-01      | 6.0000%  |  | $2120136.34        | $2167170.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS9544  | 2038-03-01      | 2.0000%  |  | $1551504.58        | $1416083.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8574  | 2054-08-01      | 6.5000%  |  | $9540908.61        | $9960165.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7302  | 2054-02-01      | 5.0000%  |  | $199768.99         | $196913.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7283  | 2053-09-01      | 4.5000%  |  | $87845.16          | $85390.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6631  | 2052-07-01      | 2.5000%  |  | $69089.58          | $57432.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4746  | 2053-05-01      | 6.5000%  |  | $199099.44         | $206807.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFS3857  | 2043-03-01      | 5.5000%  |  | $2206230.62        | $2254062.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD0879  | 2040-01-01      | 6.0000%  |  | $1806264.14        | $1871662.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4819  | 2055-05-01      | 5.5000%  |  | $99865.09          | $100182.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1035  | 2054-09-01      | 5.5000%  |  | $2762965.51        | $2788822.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0754  | 2055-02-01      | 5.5000%  |  | $756143.27         | $765872.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB9833  | 2054-10-01      | 5.5000%  |  | $1314843.96        | $1336493.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDB6516  | 2039-08-01      | 5.5000%  |  | $1239752.80        | $1271463.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4448  | 2054-08-01      | 5.5000%  |  | $114468.17         | $114831.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB1041  | 2054-04-01      | 5.5000%  |  | $100565.89         | $100885.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6089  | 2053-12-01      | 7.5000%  |  | $548072.20         | $587001.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL826005  | 2035-07-01      | 5.0000%  |  | $69629.23          | $70780.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676  | 2035-07-01      | 5.0000%  |  | $20556.82          | $20883.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725773  | 2034-09-01      | 5.5000%  |  | $7536.25           | $7763.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV0692  | 2043-12-01      | 4.0000%  |  | $16985.34          | $16349.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAT5915  | 2043-06-01      | 4.0000%  |  | $138442.79         | $134699.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9994  | 2047-04-01      | 4.5000%  |  | $4755.94           | $4650.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAS9236  | 2044-02-01      | 3.0000%  |  | $2954.61           | $2678.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7587  | 2046-07-01      | 3.5000%  |  | $258969.51         | $239567.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8310  | 2044-03-01      | 3.5000%  |  | $15571.96          | $14649.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7566  | 2042-10-01      | 4.5000%  |  | $37672.22          | $37543.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CJAJ7712  | 2026-12-01      | 3.0000%  |  | $23123.52          | $22885.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH8174  | 2026-05-01      | 4.0000%  |  | $6204.73           | $6191.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL535249  | 2030-04-01      | 6.5000%  |  | $26006.04          | $27110.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  |  | $4148.50           | $4183.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256383  | 2026-08-01      | 5.5000%  |  | $1269.88           | $1273.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256600  | 2027-02-01      | 5.5000%  |  | $6775.64           | $6814.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL253951  | 2031-09-01      | 7.5000%  |  | $490.37            | $509.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8488  | 2052-03-01      | 3.0000%  |  | $245187.37         | $214729.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $768862.28         | $611114.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV6139  | 2029-01-01      | 3.5000%  |  | $1411.44           | $1392.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA2965  | 2027-04-01      | 2.5000%  |  | $47423.01          | $46733.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4211  | 2050-12-01      | 3.0000%  |  | $3147.94           | $2755.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732  | 2054-08-01      | 6.5000%  |  | $98872.67          | $103468.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7361  | 2050-06-01      | 5.0000%  |  | $1009616.75        | $1008357.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7420  | 2054-01-01      | 6.0000%  |  | $224915.52         | $230354.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB7879  | 2038-12-01      | 3.0000%  |  | $772698.46         | $736305.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT9485  | 2051-12-01      | 2.5000%  |  | $34455168.84       | $28840764.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTAD5542  | 2030-05-01      | 5.0000%  |  | $7081.68           | $7161.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL9679  | 2035-06-01      | 4.0000%  |  | $949635.23         | $934397.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110  | 2038-08-01      | 5.0000%  |  | $37086.96          | $37493.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS1563  | 2036-07-01      | 2.5000%  |  | $4242831.06        | $3968196.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1097  | 2052-04-01      | 3.0000%  |  | $4147.75           | $3625.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBR6743  | 2051-03-01      | 4.0000%  |  | $746996.16         | $705093.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5516  | 2054-11-01      | 5.5000%  |  | $2840092.67        | $2859429.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2321  | 2052-02-01      | 2.5000%  |  | $66199.06          | $55238.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBC5991  | 2031-04-01      | 3.0000%  |  | $1653.03           | $1610.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0108  | 2056-06-01      | 4.5000%  |  | $65756.97          | $63582.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8570  | 2046-05-01      | 3.5000%  |  | $4579.17           | $4247.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS5077  | 2042-08-01      | 3.0000%  |  | $149488.00         | $136459.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5274  | 2054-02-01      | 7.0000%  |  | $1057.43           | $1120.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6810  | 2051-04-01      | 3.0000%  |  | $8356604.13        | $7240886.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7817  | 2051-12-01      | 2.0000%  |  | $4180093.83        | $3306784.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1666  | 2051-09-01      | 2.5000%  |  | $152807.97         | $128264.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA5917  | 2054-01-01      | 6.0000%  |  | $1442054.97        | $1482469.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4065  | 2053-06-01      | 5.0000%  |  | $4961870.10        | $4880047.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8639  | 2054-07-01      | 7.0000%  |  | $100697.71         | $106688.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC1296  | 2054-09-01      | 5.0000%  |  | $6306864.20        | $6197703.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7278  | 2050-10-01      | 2.5000%  |  | $228868.20         | $190237.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY0172  | 2053-05-01      | 4.5000%  |  | $276295.54         | $265048.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS9744  | 2052-05-01      | 2.5000%  |  | $1010580.73        | $845372.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 U4BF0201  | 2051-08-01      | 4.0000%  |  | $117883.16         | $110956.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5531  | 2054-11-01      | 5.5000%  |  | $258317664.54      | $259137966.75      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4418  | 2036-09-01      | 2.0000%  |  | $770245.27         | $703933.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8680  | 2055-02-01      | 5.5000%  |  | $1190349.87        | $1206273.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2626  | 2055-03-01      | 6.0000%  |  | $2774561.78        | $2862788.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1690  | 2052-04-01      | 3.5000%  |  | $47200288.55       | $42914051.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0307  | 2055-03-01      | 5.5000%  |  | $44388415.86       | $44529373.76       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5759  | 2055-07-01      | 5.0000%  |  | $4956330.00        | $4870153.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3745  | 2055-02-01      | 6.0000%  |  | $1182848.40        | $1216090.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC6101  | 2055-04-01      | 6.0000%  |  | $3758324.45        | $3880151.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4655  | 2055-03-01      | 5.5000%  |  | $1115798.13        | $1121980.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6595  | 2054-11-01      | 5.5000%  |  | $1130127.42        | $1144219.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4941  | 2055-04-01      | 6.0000%  |  | $7852051.10        | $8070285.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFA0462  | 2039-09-01      | 6.0000%  |  | $17327156.03       | $17927582.41       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0173  | 2052-11-01      | 5.0000%  |  | $8673386.42        | $8646236.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1675  | 2055-05-01      | 5.5000%  |  | $180553453.23      | $181126991.38      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9338  | 2055-06-01      | 6.5000%  |  | $4584482.00        | $4796065.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD7268  | 2040-05-01      | 5.5000%  |  | $1046817.46        | $1076432.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIFA0190  | 2040-01-01      | 5.0000%  |  | $13537949.83       | $13693998.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4294  | 2055-03-01      | 6.0000%  |  | $9356051.74        | $9557200.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5679  | 2055-03-01      | 5.5000%  |  | $26496917.63       | $26646586.95       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES 33 | 2037-05-15      | 4.7183%  |  | $95186.20          | $93792.96          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54  | 2054-06-25      | 5.6552%  |  | $26826017.72       | $26837323.27       | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5827%  |  | $2751325.03        | $2599727.56        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00  | 2030-12-25      | 1.2486%  |  | $26050345.50       | $23808612.69       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04  | 2030-10-25      | 0.6800%  |  | $30185629.16       | $27970631.17       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052  | 2030-10-25      | 0.8780%  |  | $701760.13         | $679501.89         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL006A R20M006   | 2037-10-25      | 2.5000%  |  | $76404.71          | $68267.83          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004  | 2039-01-25      | 3.2730%  |  | $163270.05         | $151233.88         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-06-25      | 1.1200%  |  | $6664083.32        | $6247066.46        | Agency Mortgage-Backed Securities         |
| FMAC FRETE 2019-ML06 TR    | 2037-06-25      | 2.5430%  |  | $37093.11          | $31840.10          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2028-07-25      | 3.7100%  |  | $2689547.19        | $2634133.40        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2027-11-25      | 3.0300%  |  | $5127290.57        | $4978577.77        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 3.2000%  |  | $683292.40         | $656743.61         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2027-10-25      | 2.9600%  |  | $12153455.19       | $11826702.81       | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2016-SB2 | 2036-09-25      | 2.4700%  |  | $29380.96          | $28732.66          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2028-04-25      | 3.4700%  |  | $14077757.92       | $13727299.53       | Agency Mortgage-Backed Securities         |
| FMAC FESB MTG TR 2018-SB56 | 2028-10-25      | 3.7000%  |  | $4686694.21        | $4610287.17        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020--SB | 2030-04-25      | 1.3800%  |  | $4670409.90        | $4128360.57        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-10-25      | 4.6800%  |  | $11000000.00       | $11224543.00       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-09-25      | 4.4890%  |  | $5000000.00        | $4973295.70        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC K-512     | 2028-11-25      | 5.0000%  |  | $6925965.00        | $7124620.91        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.9400%  |  | $16576443.00       | $17143464.17       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-07-25      | 4.2840%  |  | $3250000.00        | $3270172.75        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-07-25      | 4.0500%  |  | $1120000.00        | $1088620.40        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-02-25      | 4.4300%  |  | $175000.00         | $174926.08         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-01-25      | 4.5580%  |  | $1831261.96        | $1848522.94        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-05-25      | 2.5800%  |  | $9838000.00        | $8797349.48        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-10-25      | 2.7110%  |  | $2181809.78        | $2045156.20        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2032-03-25      | 2.4000%  |  | $19214883.00       | $17055597.71       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-02-25      | 2.2500%  |  | $17627000.00       | $15534965.95       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 2.1080%  |  | $3750000.00        | $3359040.42        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-08-25      | 1.4060%  |  | $4000.00           | $3493.91           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-01-25      | 2.0690%  |  | $41000000.00       | $37537619.49       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.2820%  |  | $5542283.29        | $5444419.19        | Agency Mortgage-Backed Securities         |
| 03Y9BFHLMC SERIES FRESR 20 | 2027-11-25      | 3.0890%  |  | $288856.69         | $281890.44         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-03-25      | 3.2910%  |  | $200000.00         | $198141.02         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-01-25      | 3.4300%  |  | $155000.00         | $153586.10         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-05-25      | 2.5250%  |  | $87255279.00       | $86058226.35       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-03-25      | 2.6730%  |  | $194687.23         | $192577.26         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-01-25      | 2.7450%  |  | $10231148.97       | $10143531.97       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A1 R24M006  | 2027-07-25      | 3.0045%  |  | $54154026.00       | $53264150.47       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R23M005  | 2033-07-25      | 4.4500%  |  | $891932.92         | $898213.66         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S  | 2032-04-25      | 2.1529%  |  | $275000.00         | $238271.65         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2030-05-25      | 1.1300%  |  | $6237097.14        | $5478274.92        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-09-25      | 2.0310%  |  | $7950000.00        | $7476276.06        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-11-25      | 4.6480%  |  | $90271431.86       | $91677520.24       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0132A1 R21M01  | 2033-04-25      | 1.4890%  |  | $1282244.56        | $1174196.83        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-11-25      | 2.6500%  |  | $845370.99         | $795821.03         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $344277.19         | $313177.10         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-07-25      | 3.5000%  |  | $12731267.00       | $12049220.49       | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2031-04-25      | 1.4800%  |  | $3233693.71        | $2805317.32        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $5530000.00        | $5229129.90        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2019-SB6 | 2039-05-25      | 5.1260%  |  | $949563.00         | $947531.23         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2031-12-25      | 2.4000%  |  | $1779750.20        | $1641209.70        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004  | 2031-02-25      | 0.9590%  |  | $1103567.35        | $1060289.33        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2038-05-25      | 5.1260%  |  | $27502.53          | $27524.73          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2025-07-25      | 3.0100%  |  | $118248.63         | $118173.16         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006  | 2028-07-25      | 4.1900%  |  | $2626623.51        | $2633740.20        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-04-25      | 2.4500%  |  | $10232674.00       | $9089475.68        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-03-25      | 2.8490%  |  | $80000000.00       | $79082082.24       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-07-25      | 4.5080%  |  | $40000.00          | $40588.62          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014  | 2027-09-25      | 2.9715%  |  | $420024.88         | $409189.13         | Agency Mortgage-Backed Securities         |
| FMAC FKRM P011A1 09/25/31  | 2031-09-25      | 1.2040%  |  | $2931.21           | $2699.41           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-10-25      | 3.8000%  |  | $14355000.00       | $13807114.31       | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2027-11-25      | 0.8600%  |  | $3331646.66        | $3093309.91        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2019-SB5 | 2025-12-25      | 3.1900%  |  | $160086.08         | $159188.27         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-10-25      | 1.2280%  |  | $196841.99         | $186393.86         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-04-25      | 4.2500%  |  | $1000000.00        | $986868.61         | Agency Mortgage-Backed Securities         |
| 02MEVFHLMC REMIC SERIES K- | 2029-04-25      | 3.2980%  |  | $3000.00           | $2922.61           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-12-25      | 4.7240%  |  | $25232749.00       | $25769940.22       | Agency Mortgage-Backed Securities         |

### Security 156: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.420%, 7/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 GNCL CL DB6901       | 2064-08-15      | 6.1400%  |  | $2229.33           | $2354.70           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8512       | 2060-06-15      | 5.8400%  |  | $12666666.67       | $13427685.63       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8511       | 2060-06-15      | 5.8400%  |  | $12000000.00       | $12720965.33       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CZ6011       | 2066-07-15      | 5.9000%  |  | $2339406.00        | $2323483.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M     | 2047-03-20      | 3.0000%  |  | $27836005.42       | $24930891.45       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  |  | $191746.78         | $183726.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  |  | $999966.67         | $982580.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  |  | $270204.67         | $258902.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2838 | 2054-11-01      | 6.0000%  |  | $407773.91         | $416403.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0588 | 2055-03-01      | 3.5000%  |  | $681149.41         | $613720.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY5177 | 2055-06-01      | 4.5000%  |  | $196409.33         | $188194.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY4216 | 2055-05-01      | 5.0000%  |  | $704094.11         | $691961.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3686 | 2055-05-01      | 4.5000%  |  | $232281.00         | $222565.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3139 | 2055-05-01      | 4.5000%  |  | $291072.57         | $279263.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3488 | 2055-05-01      | 4.5000%  |  | $620420.64         | $594470.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY1220 | 2055-04-01      | 4.5000%  |  | $332574.69         | $318664.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX8208 | 2055-02-01      | 4.5000%  |  | $22497.19          | $21560.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3726 | 2050-10-01      | 2.0000%  |  | $352841.48         | $279140.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1787 | 2054-08-01      | 6.0000%  |  | $215954.57         | $220630.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148 | 2052-08-01      | 5.0000%  |  | $180475.37         | $179347.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0777 | 2052-04-01      | 3.5000%  |  | $333332.92         | $300315.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8711 | 2052-03-01      | 2.0000%  |  | $1234685.48        | $976732.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  |  | $46741.32          | $36977.39          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58636 G | 2048-09-01      | 4.0000%  |  | $197385.92         | $187798.54         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  |  | $292919.19         | $279860.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  |  | $466620.18         | $420381.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  |  | $333333.44         | $340234.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8149 | 2051-06-01      | 1.5000%  |  | $331739.86         | $249157.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  |  | $132201.32         | $119105.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2988 | 2052-05-01      | 3.5000%  |  | $160670.80         | $144904.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2107 | 2052-12-01      | 3.5000%  |  | $66666.38          | $60131.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  |  | $208288.03         | $204127.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787952 C     | 2055-05-20      | 5.5000%  |  | $34607683.07       | $35223719.07       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787933 C     | 2055-04-20      | 5.5000%  |  | $34565051.39       | $34999760.69       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9899       | 2060-06-15      | 6.0100%  |  | $24000000.00       | $25750329.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7044 C     | 2055-04-20      | 6.0000%  |  | $13970928.16       | $14443513.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6468 C     | 2055-05-20      | 6.0000%  |  | $13321487.20       | $13702606.07       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5975 C     | 2055-06-20      | 6.5000%  |  | $10666666.67       | $11002411.85       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5778 C     | 2055-04-20      | 6.5000%  |  | $10648205.76       | $11127024.81       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1910 C     | 2055-05-20      | 6.0000%  |  | $20000000.00       | $20768626.66       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0188 C     | 2055-04-20      | 6.0000%  |  | $12642309.68       | $13069952.66       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0159 C     | 2055-04-20      | 6.5000%  |  | $21294293.12       | $22147344.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  |  | $37780969.97       | $39046107.73       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX6490 | 2055-02-01      | 4.5000%  |  | $958786.38         | $918684.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX6403 | 2055-02-01      | 4.5000%  |  | $1047566.54        | $1003752.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX3049 | 2055-01-01      | 4.5000%  |  | $296221.24         | $283831.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX1807 | 2054-12-01      | 4.5000%  |  | $38207.04          | $36609.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR7693 | 2051-04-01      | 2.0000%  |  | $293399.64         | $232114.65         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495 | 2028-02-01      | 3.2690%  |  | $41909.03          | $40943.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  |  | $36472412.90       | $37693732.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0306 M     | 2055-04-20      | 4.5000%  |  | $26543075.20       | $25453481.96       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M     | 2055-02-20      | 4.5000%  |  | $13887741.28       | $13317663.39       | Agency Mortgage-Backed Securities         |
| FMAC FERM 5508ML 02/25/55 | 2055-02-25      | 5.0000%  |  | $1336510.00        | $1266900.25        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481AT 12/25/54 | 2054-12-25      | 0.1250%  |  | $30889914.67       | $24693511.92       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5472FE 11/25/54 | 2054-11-25      | 5.6552%  |  | $283309.87         | $283515.67         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5457DB 08/25/54 | 2054-08-25      | 4.7500%  |  | $146666.67         | $138332.98         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460CD 09/25/54 | 2054-09-25      | 4.5000%  |  | $146666.67         | $142379.45         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460BY 09/25/54 | 2054-09-25      | 4.7500%  |  | $124000.00         | $107564.84         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54 | 2054-07-25      | 0.1250%  |  | $401471.97         | $340856.41         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250JY 08/25/52 | 2052-08-25      | 3.2500%  |  | $285562.00         | $193453.13         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250BY 08/25/52 | 2052-08-25      | 3.2500%  |  | $285562.00         | $193453.13         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52 | 2052-03-25      | 3.0000%  |  | $1408337.40        | $1279382.52        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5195CA 12/25/47 | 2047-12-25      | 2.5000%  |  | $316782.18         | $282626.69         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4937MD 10/25/49 | 2049-10-25      | 2.5000%  |  | $139526.64         | $122492.23         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BG 01/25/49 | 2049-01-25      | 2.0000%  |  | $274305.41         | $235851.39         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49 | 2049-07-15      | 4.0000%  |  | $108666.67         | $85277.28          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4820YA 06/15/48 | 2048-06-15      | 3.5000%  |  | $347286.17         | $322036.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $19678437.60       | $19779989.28       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7173 C     | 2055-06-20      | 5.5000%  |  | $36000000.00       | $36346160.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1224 C     | 2055-06-20      | 6.0000%  |  | $14666666.67       | $14910695.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9745 C     | 2055-06-20      | 5.5000%  |  | $26000000.00       | $26321868.45       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9048 C     | 2055-06-20      | 6.5000%  |  | $24666666.67       | $25473269.41       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7111 C     | 2055-05-20      | 6.0000%  |  | $10648282.24       | $11008474.58       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4869 C     | 2055-05-20      | 6.5000%  |  | $12654723.14       | $13441063.73       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4693       | 2060-06-15      | 4.8600%  |  | $13333333.33       | $13157320.00       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3847 C     | 2055-05-20      | 6.0000%  |  | $12653772.51       | $13081803.23       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2298 C     | 2055-06-20      | 5.5000%  |  | $13333333.33       | $13461540.75       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2192 C     | 2055-06-20      | 5.5000%  |  | $20000000.00       | $20192311.12       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4989 C     | 2054-12-20      | 5.0000%  |  | $11251625.89       | $11127923.02       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5818 C     | 2054-12-20      | 7.0000%  |  | $13925656.22       | $14468504.61       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0009       | 2064-08-15      | 6.1400%  |  | $3336.67           | $3524.31           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0007       | 2064-08-15      | 6.1400%  |  | $4004.00           | $4229.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6107 | 2051-10-01      | 2.5000%  |  | $1081.42           | $896.86            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8128       | 2066-09-15      | 6.0900%  |  | $4669.33           | $4810.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399 | 2052-07-01      | 5.0000%  |  | $3480592.81        | $3432472.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  |  | $221702.90         | $204061.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9670 M     | 2054-05-20      | 6.5000%  |  | $41275008.33       | $42657147.85       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6905       | 2064-08-15      | 6.1400%  |  | $2954.00           | $3120.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRQ0020 | 2055-05-01      | 4.5000%  |  | $942523.10         | $903100.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  |  | $224390.39         | $221832.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093 | 2055-01-01      | 4.5000%  |  | $4533287.81        | $4345360.37        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC2112       | 2051-03-15      | 6.7400%  |  | $11333333.33       | $11951843.70       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7937 C     | 2055-01-20      | 6.0000%  |  | $13271191.07       | $13781207.36       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4606 C     | 2055-05-20      | 6.0000%  |  | $13320542.67       | $13771141.10       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY0893 | 2055-04-01      | 4.5000%  |  | $314389.62         | $301239.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787935 C     | 2055-04-20      | 5.5000%  |  | $25183689.66       | $25431863.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3141 | 2055-05-01      | 4.5000%  |  | $323865.39         | $310381.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3637 C     | 2055-04-20      | 5.5000%  |  | $13304829.20       | $13432762.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY3142 | 2055-05-01      | 4.5000%  |  | $446525.94         | $427849.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8379 | 2040-04-01      | 5.5000%  |  | $452407.17         | $462615.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7581 C     | 2055-06-20      | 6.5000%  |  | $20000000.00       | $20899342.22       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $127432.00         | $130063.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9754 C     | 2055-06-20      | 6.5000%  |  | $12666666.67       | $13298380.07       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1652 C     | 2055-05-20      | 6.0000%  |  | $15319074.87       | $15807176.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0364 M     | 2055-05-20      | 4.5000%  |  | $23292237.50       | $22336091.15       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7033 | 2054-11-01      | 5.0000%  |  | $533309.15         | $524076.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0143 C     | 2055-06-20      | 5.5000%  |  | $13333333.33       | $13461540.75       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9047 C     | 2055-06-20      | 6.0000%  |  | $16000000.00       | $16305509.33       | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $30527866.67       | $31066541.71       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $5322466.67        | $5375116.85        | U.S. Treasuries (including strips)        |
| FMAC FGRM 4813CJ 08/15/48 | 2048-08-15      | 3.0000%  |  | $51255.86          | $44093.76          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48 | 2048-01-15      | 3.0000%  |  | $90097.03          | $80862.78          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3631AP 08/15/39 | 2039-08-15      | 4.0000%  |  | $479867.85         | $476005.50         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3284ME 03/15/37 | 2037-03-15      | 5.5000%  |  | $249218.87         | $258934.06         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2787OH 04/15/34 | 2034-04-15      | 5.5000%  |  | $616129.73         | $636859.15         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2716DS 05/15/33 | 2033-05-15      | 5.5000%  |  | $127333.02         | $131201.08         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2561PH 02/15/33 | 2033-02-15      | 5.5000%  |  | $58548.77          | $60174.11          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AY 06/25/55 | 2055-06-25      | 5.0000%  |  | $1737076.67        | $1604248.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534CY 05/25/55 | 2055-05-25      | 5.0000%  |  | $4165333.33        | $3871959.65        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534AY 05/25/55 | 2055-05-25      | 5.0000%  |  | $1010888.00        | $869687.95         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534AV 04/25/36 | 2036-04-25      | 5.0000%  |  | $337202.69         | $339759.29         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5517GL 03/25/55 | 2055-03-25      | 5.0000%  |  | $3543111.33        | $3394601.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FE 03/25/55 | 2055-03-25      | 5.2552%  |  | $248368.17         | $245492.54         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5508NJ 02/25/55 | 2055-02-25      | 5.0000%  |  | $4046013.33        | $3882792.21        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4731LB 11/15/47 | 2047-11-15      | 3.0000%  |  | $316666.67         | $240863.85         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  |  | $88341.33          | $65508.43          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43 | 2043-04-15      | 3.0000%  |  | $7385.20           | $7205.27           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4247AY 09/15/43 | 2043-09-15      | 4.5000%  |  | $200000.00         | $188251.80         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43 | 2043-07-15      | 3.5000%  |  | $166666.67         | $156527.57         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4203DM 04/15/33 | 2033-04-15      | 3.0000%  |  | $54797.39          | $53547.07          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4180MB 10/15/42 | 2042-10-15      | 2.0000%  |  | $680151.47         | $636219.88         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4181TB 10/15/42 | 2042-10-15      | 2.5000%  |  | $29130.82          | $27703.79          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4157PM 01/15/43 | 2043-01-15      | 2.5000%  |  | $217400.00         | $160864.23         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139PA 11/15/41 | 2041-11-15      | 2.5000%  |  | $21102.90          | $20667.05          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42 | 2042-12-15      | 2.5000%  |  | $100000.00         | $73931.99          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4135BY 11/15/42 | 2042-11-15      | 2.0000%  |  | $218000.00         | $140636.40         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4119WU 10/15/32 | 2032-10-15      | 3.0000%  |  | $66666.67          | $63935.71          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4100PA 01/15/42 | 2042-01-15      | 3.0000%  |  | $753537.45         | $723679.03         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42 | 2042-07-15      | 2.5000%  |  | $185530.00         | $143168.65         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4019JC 05/15/41 | 2041-05-15      | 2.5000%  |  | $340407.73         | $332776.43         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27 | 2027-03-15      | 2.5000%  |  | $1641.99           | $1626.53           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41 | 2041-06-15      | 4.0000%  |  | $6101.77           | $5956.47           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3745VE 09/15/29 | 2029-09-15      | 4.0000%  |  | $8163.07           | $8139.16           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.7552%  |  | $403895.10         | $404627.90         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC089KE R15F089 | 2031-11-25      | 2.0000%  |  | $25259.37          | $24091.25          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534AC 03/25/43 | 2043-03-25      | 5.0000%  |  | $5551846.03        | $5557663.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534NT 05/25/55 | 2055-05-25      | 5.0000%  |  | $5514002.49        | $5411606.23        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  |  | $3033250.34        | $1816513.87        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 04.500 CLQX6525 | 2054-12-01      | 4.5000%  |  | $860252.55         | $824272.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2043 C     | 2055-06-20      | 6.0000%  |  | $15333333.33       | $15771994.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX6724 | 2055-02-01      | 6.0000%  |  | $314712.73         | $321240.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQX5321 | 2055-02-01      | 4.5000%  |  | $97061.86          | $93002.05          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE9891       | 2060-05-15      | 5.8700%  |  | $10666666.67       | $11331707.85       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4371 C     | 2055-06-20      | 6.0000%  |  | $20666666.67       | $21467258.88       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY0416 | 2055-03-01      | 4.5000%  |  | $214457.39         | $205528.46         | Agency Mortgage-Backed Securities         |
| FMAC FERA 5473BF 11/25/54 | 2054-11-25      | 5.6052%  |  | $301406.84         | $301249.65         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481NB 12/25/54 | 2054-12-25      | 5.0000%  |  | $384996.00         | $362696.17         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43 | 2043-01-15      | 3.0000%  |  | $245333.33         | $206979.31         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5517AL 03/25/55 | 2055-03-25      | 6.0000%  |  | $2982378.00        | $2882493.19        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4648ND 09/15/46 | 2046-09-15      | 3.0000%  |  | $1099154.67        | $978374.79         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3072EM 11/15/35 | 2035-11-15      | 5.5000%  |  | $334265.75         | $346171.47         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49 | 2049-11-25      | 3.0000%  |  | $457553.51         | $420615.97         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460EL 10/25/54 | 2054-10-25      | 4.7500%  |  | $168666.67         | $146360.06         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460CL 09/25/54 | 2054-09-25      | 4.7500%  |  | $111333.33         | $98647.95          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4039QB 05/15/27 | 2027-05-15      | 1.5000%  |  | $18195.62          | $17802.35          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4257EK 10/15/28 | 2028-10-15      | 2.5000%  |  | $13927.52          | $13799.79          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BA 01/25/49 | 2049-01-25      | 3.0000%  |  | $342881.77         | $310139.53         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5230PE 12/25/51 | 2051-12-25      | 2.0000%  |  | $66666.67          | $52746.81          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4283EW 12/15/43 | 2043-12-15      | 4.5000%  |  | $45570.06          | $44536.03          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5201CA 07/25/48 | 2048-07-25      | 2.5000%  |  | $150435.90         | $132947.71         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4113MW 09/15/42 | 2042-09-15      | 3.0000%  |  | $166000.00         | $140123.53         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549BC 10/25/51 | 2051-10-25      | 5.0000%  |  | $4339598.00        | $4230542.94        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 03806L 02/15/26 | 2026-02-15      | 3.5000%  |  | $34162.26          | $34068.46          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AB 06/25/53 | 2053-06-25      | 5.0000%  |  | $7794878.22        | $7790004.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5223NB 02/25/42 | 2042-02-25      | 3.5000%  |  | $1566666.67        | $1282640.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-006 AB     | 2039-11-20      | 3.0000%  |  | $692.59            | $687.67            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024AN R25F024 | 2055-03-25      | 5.0000%  |  | $2972021.01        | $2902189.75        | Agency Collateralized Mortgage Obligation |
| FMAC FKRA 0P015A 01/25/33 | 2033-01-25      | 4.4486%  |  | $332814.82         | $324106.24         | Agency Mortgage-Backed Securities         |

### Security 157: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $39828.00          | $40414.57          | U.S. Treasuries (including strips)        |
| GNMA GNRM 2024-151 PY     | 2054-07-20      | 4.5000%  |  | $135040.20         | $121626.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-151 PL     | 2054-07-20      | 4.5000%  |  | $90360.00          | $81081.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-126 GL     | 2054-08-20      | 3.0000%  |  | $229412.40         | $173474.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.4519%  |  | $26268.41          | $26228.89          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 KL     | 2051-05-20      | 3.0000%  |  | $50562.12          | $45175.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 GB     | 2054-06-20      | 5.0000%  |  | $196432.68         | $190932.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-051 PB     | 2053-07-20      | 5.0000%  |  | $1057.56           | $1032.25           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 CF     | 2054-02-20      | 5.5519%  |  | $4502.16           | $4515.48           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 AF     | 2054-02-20      | 5.5519%  |  | $10526.07          | $10530.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-136 PA     | 2053-06-20      | 7.0000%  |  | $640.17            | $658.90            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-152 T      | 2059-09-20      | 6.5000%  |  | $685.16            | $687.67            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-063 LM     | 2050-10-20      | 3.5000%  |  | $3600.00           | $2991.20           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL     | 2052-04-20      | 1.5000%  |  | $765360.00         | $498902.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-191 KT     | 2051-10-20      | 5.5000%  |  | $283498.58         | $286686.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-16O FB     | 2072-08-20      | 5.2019%  |  | $624431.20         | $623960.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-04O FC     | 2073-01-20      | 5.1519%  |  | $73356.40          | $73197.37          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-09O FA     | 2072-04-20      | 4.9719%  |  | $33858.34          | $33555.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O DF     | 2071-06-20      | 6.3019%  |  | $251313.11         | $254790.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-3O FT      | 2069-08-20      | 4.3700%  |  | $705.42            | $704.79            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-0O FT      | 2069-05-20      | 4.9274%  |  | $125623.80         | $126304.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FA     | 2070-01-20      | 5.1460%  |  | $102329.22         | $102041.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FT      | 2069-04-20      | 4.3500%  |  | $390.17            | $389.70            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-0O FA      | 2068-12-20      | 5.0460%  |  | $358982.32         | $356768.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  |  | $370321.76         | $372033.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-3O DF      | 2068-07-20      | 5.7854%  |  | $409251.55         | $410182.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O PF      | 2068-02-20      | 4.7460%  |  | $9494.97           | $9456.55           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-21 YA      | 2048-02-20      | 2.5000%  |  | $65152.16          | $55457.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-33 BT      | 2047-09-16      | 3.0000%  |  | $73174.35          | $66083.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-130 TA     | 2047-08-20      | 2.5000%  |  | $2482.80           | $2123.54           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-076 PA     | 2044-05-20      | 2.0000%  |  | $166735.64         | $160032.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-162 BY     | 2045-11-20      | 3.0000%  |  | $61994.04          | $55239.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-058 HL     | 2043-09-16      | 2.2500%  |  | $27663.41          | $26860.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-165 PD     | 2041-03-20      | 2.7500%  |  | $123372.20         | $120512.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-116 MA     | 2041-12-16      | 2.2500%  |  | $138.22            | $138.17            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-080 CD     | 2047-05-20      | 2.5000%  |  | $103239.72         | $87697.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FB      | 2066-01-20      | 5.2460%  |  | $63839.77          | $64075.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FK      | 2066-02-20      | 5.4960%  |  | $22735.07          | $22860.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-12-20      | 5.4460%  |  | $2323.98           | $2333.52           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1960%  |  | $13513.95          | $13553.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FV      | 2067-05-20      | 4.9460%  |  | $1545.75           | $1544.28           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-2O FM      | 2068-02-20      | 4.9775%  |  | $20638.84          | $20563.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H29 FA     | 2062-10-20      | 4.9610%  |  | $4757.54           | $4754.69           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H25 FA     | 2061-12-20      | 5.1460%  |  | $2753.15           | $2711.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H21 CF     | 2061-05-20      | 5.1460%  |  | $415.97            | $416.45            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H11 FA     | 2062-02-20      | 5.1460%  |  | $9870.57           | $9887.97           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF     | 2063-03-20      | 4.8460%  |  | $12071.22          | $11981.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H05 FB     | 2060-12-20      | 4.9460%  |  | $1001.66           | $1000.63           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H01 AF     | 2060-11-20      | 4.8960%  |  | $3441.15           | $3436.10           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H28 FE     | 2060-12-20      | 4.8460%  |  | $17412.76          | $17383.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-9O FE      | 2067-04-20      | 4.9219%  |  | $285911.47         | $286630.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 PL     | 2055-05-20      | 5.2500%  |  | $288960.12         | $273147.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 MY     | 2055-05-20      | 5.2500%  |  | $289293.84         | $275882.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 UA     | 2055-05-20      | 5.0000%  |  | $970746.90         | $938364.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PN     | 2055-01-20      | 5.5000%  |  | $131327.67         | $133309.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PM     | 2055-01-20      | 5.2500%  |  | $636682.76         | $643431.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PL     | 2055-01-20      | 5.2500%  |  | $172804.32         | $165113.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 VH     | 2036-06-20      | 4.0000%  |  | $300217.43         | $289325.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 GL     | 2055-04-20      | 5.0000%  |  | $147063.36         | $134138.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 NY     | 2055-03-20      | 5.0000%  |  | $641562.84         | $611932.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 WL     | 2055-03-20      | 5.2500%  |  | $246186.12         | $226241.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QN     | 2053-02-20      | 4.5000%  |  | $323137.68         | $306924.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GV     | 2036-04-20      | 4.5000%  |  | $564641.40         | $551193.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 UB     | 2055-03-20      | 5.0000%  |  | $203204.64         | $198588.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 PQ     | 2055-03-20      | 5.0000%  |  | $5400.00           | $4759.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 EL     | 2055-03-20      | 5.0000%  |  | $209040.00         | $197932.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GL     | 2055-03-20      | 5.0000%  |  | $466320.00         | $440151.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-68 PA      | 2048-08-20      | 4.0000%  |  | $8649.84           | $8224.69           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-18 TP      | 2049-02-20      | 3.5000%  |  | $9834.04           | $8852.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-20 LH      | 2048-09-20      | 3.5000%  |  | $72000.00          | $55366.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-20O FA     | 2070-04-20      | 4.7960%  |  | $154063.81         | $151853.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O JF     | 2071-04-20      | 5.8019%  |  | $490743.62         | $496351.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FM     | 2070-08-20      | 4.8460%  |  | $15637.78          | $15590.14          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FA     | 2070-07-20      | 4.8960%  |  | $43900.78          | $43406.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 AY     | 2055-03-20      | 5.5000%  |  | $81492.00          | $74822.66          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 CY     | 2055-02-20      | 5.0000%  |  | $560361.72         | $523212.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 CB     | 2055-02-20      | 5.0000%  |  | $230299.08         | $217542.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 HG     | 2050-01-20      | 5.2500%  |  | $67650.38          | $67943.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 NY     | 2055-02-20      | 5.0000%  |  | $151905.84         | $143337.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 LC     | 2051-02-20      | 4.0000%  |  | $492047.73         | $474288.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MJ     | 2053-09-20      | 4.5000%  |  | $197756.97         | $197050.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW     | 2053-03-20      | 5.0000%  |  | $581966.62         | $585595.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 HL     | 2055-01-20      | 5.5000%  |  | $87964.32          | $85683.19          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 ML     | 2055-01-20      | 5.0000%  |  | $450215.88         | $427418.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 DL     | 2055-01-20      | 5.0000%  |  | $163234.20         | $154587.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 LB     | 2055-01-20      | 5.5000%  |  | $572714.04         | $559517.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 KL     | 2055-01-20      | 5.5000%  |  | $187233.12         | $177177.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-197 NL     | 2054-12-20      | 4.5000%  |  | $515075.76         | $448041.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-197 GY     | 2054-12-20      | 5.0000%  |  | $701469.12         | $666920.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-197 PA     | 2053-09-20      | 4.5000%  |  | $37348.62          | $36936.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 WL     | 2054-10-20      | 4.5000%  |  | $102326.64         | $88714.13          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 PL     | 2054-10-20      | 4.5000%  |  | $346766.52         | $311059.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 DU     | 2052-07-20      | 5.0000%  |  | $349819.27         | $350788.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-04O HF     | 2072-02-20      | 5.1219%  |  | $22175.24          | $22120.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-105 D      | 2051-06-20      | 5.5000%  |  | $449506.92         | $445855.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 HM     | 2050-04-20      | 2.6000%  |  | $13360.37          | $11450.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-159 P      | 2049-09-20      | 2.5000%  |  | $714606.13         | $610998.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-90 FA      | 2049-07-20      | 4.0000%  |  | $3758.90           | $3414.85           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O FD      | 2069-01-20      | 5.1660%  |  | $39675.66          | $39374.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 A       | 2048-07-20      | 0.1461%  |  | $31680.00          | $17650.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 5.2039%  |  | $6600000.00        | $6639801.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-110 LJ     | 2051-05-20      | 4.5000%  |  | $180627.00         | $167650.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-006 LA     | 2048-12-20      | 3.5000%  |  | $25138.05          | $23049.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 EN     | 2054-08-20      | 5.0000%  |  | $369020.76         | $362962.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GN     | 2051-07-20      | 4.5000%  |  | $327344.40         | $312352.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 PM     | 2053-10-20      | 5.0000%  |  | $463392.00         | $449481.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 WB     | 2055-02-20      | 5.2500%  |  | $295601.76         | $282932.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FT      | 2068-10-20      | 4.8460%  |  | $259.47            | $258.56            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 LY     | 2055-01-20      | 4.0000%  |  | $214649.88         | $182416.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 DL     | 2054-11-20      | 5.0000%  |  | $88483.92          | $77081.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PK     | 2055-02-20      | 4.5000%  |  | $324577.20         | $284892.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-126 JK     | 2052-05-20      | 4.5000%  |  | $231264.65         | $227636.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 CN     | 2052-11-20      | 5.0000%  |  | $38833.44          | $37402.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-098 FM     | 2051-06-20      | 2.5000%  |  | $20264.82          | $16814.84          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-051 PM     | 2053-07-20      | 5.0000%  |  | $1058.52           | $1032.50           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MY     | 2055-01-20      | 5.0000%  |  | $576454.80         | $557001.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-16O FE     | 2066-06-20      | 6.2971%  |  | $139197.27         | $140131.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 BL     | 2055-01-20      | 6.0000%  |  | $582494.16         | $589151.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-102 PY     | 2042-08-20      | 2.0000%  |  | $48000.00          | $38354.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 YJ     | 2053-06-20      | 3.5000%  |  | $103080.00         | $88221.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JL     | 2055-04-20      | 4.5000%  |  | $40560.00          | $35741.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 AL     | 2055-04-20      | 5.1000%  |  | $181737.96         | $170285.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PY     | 2055-04-20      | 5.2500%  |  | $195709.32         | $179175.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 HY     | 2054-09-20      | 4.5000%  |  | $359383.80         | $327317.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 GC     | 2051-10-20      | 3.5000%  |  | $47836.28          | $45802.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 BL     | 2054-08-20      | 4.5000%  |  | $186850.32         | $171721.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-08O KF     | 2074-05-20      | 5.1519%  |  | $17658.10          | $17594.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC      | 2068-06-20      | 4.6274%  |  | $10974.20          | $10924.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-095 FW     | 2054-06-20      | 5.4019%  |  | $36396.15          | $36330.03          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 MN     | 2064-06-20      | 5.0000%  |  | $30000.00          | $29442.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-19O FT     | 2070-11-20      | 6.0260%  |  | $43630.55          | $44028.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-136 KA     | 2042-03-20      | 4.0000%  |  | $54362.05          | $54184.19          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 NL     | 2054-10-20      | 5.0000%  |  | $19042.08          | $17772.18          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-08O FE     | 2072-03-20      | 5.0783%  |  | $32582.04          | $32399.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-19O FK     | 2065-08-20      | 5.0460%  |  | $3615.48           | $1029.96           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 WA     | 2050-05-20      | 0.8383%  |  | $446039.88         | $190741.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H28 FA     | 2062-09-20      | 5.0260%  |  | $36.15             | $36.11             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 PL     | 2055-01-20      | 5.7500%  |  | $9531.48           | $9125.34           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 KB     | 2055-01-20      | 5.5000%  |  | $486679.92         | $460169.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O FE      | 2067-12-20      | 5.0662%  |  | $132166.01         | $132655.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-20O FD     | 2074-11-20      | 5.1019%  |  | $94162.30          | $93893.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-188 CG     | 2043-12-20      | 4.0000%  |  | $181274.20         | $172904.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK      | 2034-09-20      | 4.0000%  |  | $15.82             | $15.78             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-034 MB     | 2052-02-20      | 3.0000%  |  | $4003.99           | $3700.52           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H06 FA     | 2061-02-20      | 4.8960%  |  | $34978.05          | $34938.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 BV     | 2036-02-20      | 3.5000%  |  | $190888.52         | $178789.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-04 MA      | 2046-01-20      | 3.0000%  |  | $70359.58          | $64874.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-119 JE     | 2049-09-20      | 3.0000%  |  | $227.68            | $201.55            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H10 FC     | 2060-05-20      | 5.4363%  |  | $8769.85           | $8806.16           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-010 AG     | 2060-05-16      | 2.2500%  |  | $3895.92           | $3292.67           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2014-017 AM     | 2048-06-16      | 3.5353%  |  | $426.60            | $409.05            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-031 AW     | 2057-10-16      | 4.5000%  |  | $96363.84          | $93588.37          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-196 BE     | 2064-10-16      | 3.0000%  |  | $379200.00         | $254275.85         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-090 AC     | 2066-07-16      | 2.0000%  |  | $49083.35          | $41343.94          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-165 BD     | 2064-08-16      | 3.2500%  |  | $24282.72          | $14378.29          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-056 E      | 2065-11-16      | 4.5000%  |  | $35847.96          | $28083.54          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-056 B      | 2065-11-16      | 4.0000%  |  | $180000.00         | $145248.34         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005 | 2034-01-25      | 2.4244%  |  | $179400.00         | $151731.62         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  |  | $504498.40         | $422398.74         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL02GA1 R21M02G | 2031-03-25      | 1.1980%  |  | $114952.58         | $105649.59         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $1455.44           | $1435.05           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0031A1 R21M00 | 2033-11-25      | 1.0000%  |  | $714.02            | $712.23            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $278114.21         | $257078.50         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2971%  |  | $125437.66         | $116627.40         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $52287.69          | $49812.17          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R19M004 | 2031-02-25      | 3.6100%  |  | $7388.26           | $7159.51           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL007A1 R21M007 | 2031-03-25      | 1.7826%  |  | $63846.43          | $60687.78          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC008ADP R19M00 | 2029-04-25      | 4.1374%  |  | $6247.60           | $6180.69           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052 | 2030-10-25      | 0.8780%  |  | $87115.05          | $84351.96          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA1 R22M02S | 2032-09-25      | 3.8756%  |  | $13269.97          | $13245.44          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-53 A       | 2044-09-16      | 2.2500%  |  | $81661.10          | $79127.85          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001  | 2032-04-25      | 3.5477%  |  | $176901.39         | $170745.06         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-038 AH     | 2064-04-16      | 1.8000%  |  | $77745.81          | $59471.97          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD     | 2047-11-16      | 2.7868%  |  | $43903.15          | $40182.66          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-065 AH     | 2062-12-16      | 1.6500%  |  | $8051.47           | $5965.90           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E      | 2064-10-16      | 3.0000%  |  | $331200.00         | $222708.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787936 C     | 2055-04-20      | 5.5000%  |  | $3100319.72        | $3130651.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787935 C     | 2055-04-20      | 5.5000%  |  | $1929410.44        | $1948423.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787460 C     | 2041-12-20      | 5.0000%  |  | $12149237.41       | $12088597.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI0038 C     | 2065-03-20      | 6.5000%  |  | $2386787.81        | $2450228.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0411 M     | 2055-06-20      | 5.5000%  |  | $2520000.00        | $2523723.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1168 C     | 2065-06-20      | 7.0000%  |  | $2880000.00        | $2974696.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1167 C     | 2065-06-20      | 6.5000%  |  | $4800000.00        | $4927584.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9701 C     | 2065-06-20      | 6.5000%  |  | $3240000.00        | $3326119.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9595 C     | 2065-05-20      | 6.5000%  |  | $2040000.00        | $2094223.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9584 C     | 2065-06-20      | 6.5000%  |  | $2040000.00        | $2094223.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5099 C     | 2065-05-20      | 6.5000%  |  | $2039205.34        | $2093407.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2321 C     | 2065-06-20      | 5.5000%  |  | $3120000.00        | $3115025.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2303 C     | 2055-06-20      | 6.0000%  |  | $1818717.84        | $1870750.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG1657 C     | 2065-02-20      | 6.0000%  |  | $4002065.43        | $4100249.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8566 C     | 2065-01-20      | 6.0000%  |  | $5110264.13        | $5195326.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9908 M     | 2054-09-20      | 6.5000%  |  | $26547566.40       | $27436541.16       | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CN5012 C     | 2047-12-20      | 3.5000%  |  | $3663101.87        | $3300493.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778372 C     | 2042-02-20      | 3.5000%  |  | $43272.65          | $39343.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778370 C     | 2042-01-20      | 3.5000%  |  | $104160.68         | $94706.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778374 C     | 2042-03-20      | 3.5000%  |  | $55167.57          | $50175.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  |  | $62437.19          | $55203.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CO9990 C     | 2045-08-20      | 3.5000%  |  | $2386623.63        | $2150542.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CO9984 C     | 2042-09-20      | 3.5000%  |  | $2530377.53        | $2280187.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK9525 C     | 2065-05-20      | 6.5000%  |  | $1920000.00        | $1971033.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8858 C     | 2065-02-20      | 6.0000%  |  | $8207309.46        | $8323757.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8723 C     | 2065-01-20      | 6.0000%  |  | $7682191.70        | $7791189.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787839 C     | 2055-02-20      | 5.5000%  |  | $6803007.50        | $6888361.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2323 C     | 2065-06-20      | 6.5000%  |  | $2400000.00        | $2463792.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9617 C     | 2065-06-20      | 6.5000%  |  | $3240000.00        | $3326119.56        | Agency Mortgage-Backed Securities         |

### Security 158: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $8114693.31        | $7361679.53        | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $561977.11         | $516057.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4987627.26        | $4413584.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $13715005.09       | $13083733.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $93544349.54       | $72145248.07       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $174108130.00      | $162401302.52      | Agency Mortgage-Backed Securities         |

### Security 159: BMO Bank, N.A.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4020006.89        | $3557330.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $123098.43         | $117432.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  |  | $139604.26         | $128195.96         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $18238007.20       | $17011704.88       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $4501483.78        | $4083762.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $36346221.59       | $31902661.74       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $83429667.20       | $73063994.58       | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $85053357.15       | $78103600.05       | Agency Mortgage-Backed Securities         |

### Security 160: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.420%, 7/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DI1538 C     | 2055-03-20      | 7.0000%  |  | $7267375.54        | $7550657.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1417 C     | 2055-03-20      | 7.0000%  |  | $1696773.33        | $1796095.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1313 C     | 2055-04-20      | 6.0000%  |  | $2128819.03        | $2211275.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0401 C     | 2055-03-20      | 7.0000%  |  | $933848.66         | $982121.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0215 C     | 2055-04-20      | 5.5000%  |  | $5551147.13        | $5650554.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0188 C     | 2055-04-20      | 6.0000%  |  | $498643.57         | $515510.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0159 C     | 2055-04-20      | 6.5000%  |  | $346427.39         | $360305.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0056 C     | 2055-04-20      | 6.0000%  |  | $8415274.28        | $8699932.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0054 C     | 2055-04-20      | 6.0000%  |  | $8511134.04        | $8799034.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0053 C     | 2055-04-20      | 5.5000%  |  | $3695148.14        | $3761319.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0064 C     | 2055-04-20      | 5.5000%  |  | $1255088.37        | $1267156.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0005 C     | 2055-03-20      | 7.0000%  |  | $1259484.80        | $1325510.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0025 C     | 2055-03-20      | 7.0000%  |  | $901802.80         | $936954.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3102 C     | 2055-02-20      | 7.0000%  |  | $953144.92         | $990299.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3060 C     | 2055-02-20      | 6.5000%  |  | $1016042.78        | $1070766.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH2908 C     | 2055-02-20      | 6.5000%  |  | $931851.74         | $969180.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH2763 C     | 2055-04-20      | 7.0000%  |  | $867327.60         | $901135.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH2107 C     | 2055-06-20      | 5.5000%  |  | $1114816.73        | $1126221.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9357 C     | 2055-03-20      | 6.5000%  |  | $1549385.84        | $1623521.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9379 C     | 2055-04-20      | 5.5000%  |  | $2682459.57        | $2717480.57        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DC3838 H     | 2074-06-20      | 5.0780%  |  | $517606.90         | $522592.56         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC2117 H     | 2074-04-20      | 6.6810%  |  | $654921.66         | $687209.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC0877 C     | 2064-04-20      | 7.5000%  |  | $284417.70         | $294959.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB9425 C     | 2054-05-20      | 8.0000%  |  | $486137.21         | $518373.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC7099 C     | 2054-08-20      | 5.0000%  |  | $1011769.64        | $989189.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9331 C     | 2055-03-20      | 5.5000%  |  | $833216.21         | $848136.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8420 C     | 2055-04-20      | 5.5000%  |  | $1972877.07        | $2008204.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8244 C     | 2055-03-20      | 7.0000%  |  | $1410715.01        | $1465697.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE0271 C     | 2054-12-20      | 5.5000%  |  | $935109.19         | $951857.51         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD9257 H     | 2074-08-20      | 6.7340%  |  | $514786.09         | $541935.47         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD9246 H     | 2074-06-20      | 6.8440%  |  | $583748.21         | $616085.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD7812 C     | 2054-09-20      | 5.0000%  |  | $848758.99         | $829812.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD5565 C     | 2054-07-20      | 8.0000%  |  | $885537.61         | $944397.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD4865 C     | 2054-09-20      | 6.5000%  |  | $140907.15         | $147698.33         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2188 H     | 2074-08-20      | 6.5470%  |  | $1264146.19        | $1297975.27        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD2187 H     | 2074-08-20      | 7.5610%  |  | $1144813.86        | $1212785.76        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2179 H     | 2074-06-20      | 6.5320%  |  | $831447.69         | $854051.52         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD2177 H     | 2074-06-20      | 7.5880%  |  | $1071916.35        | $1131788.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC9389 C     | 2054-12-20      | 6.5000%  |  | $1045423.26        | $1090169.58        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8247 H     | 2074-05-20      | 6.9350%  |  | $550028.33         | $583563.76         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8241 H     | 2074-05-20      | 6.8800%  |  | $1681381.64        | $1779589.98        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8260 H     | 2074-06-20      | 6.9180%  |  | $1685253.74        | $1789066.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9492 M     | 2054-02-20      | 7.5000%  |  | $217533.06         | $227211.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0759 C     | 2055-02-20      | 6.0000%  |  | $405263.53         | $420960.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0679 C     | 2055-01-20      | 5.5000%  |  | $371642.75         | $378297.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0270 C     | 2055-01-20      | 5.0000%  |  | $1178175.39        | $1174170.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0120 C     | 2055-01-20      | 5.5000%  |  | $467398.37         | $475767.87         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DH0785 H     | 2075-01-20      | 5.9720%  |  | $701130.06         | $743851.24         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG9019 H     | 2074-11-20      | 7.2470%  |  | $720706.83         | $753141.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8937 C     | 2055-02-20      | 5.5000%  |  | $619079.76         | $630165.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8919 C     | 2055-01-20      | 5.5000%  |  | $504027.95         | $513053.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5914 C     | 2055-02-20      | 7.0000%  |  | $403605.88         | $419337.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5699 C     | 2054-12-20      | 5.5000%  |  | $366542.70         | $373107.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6297 C     | 2055-05-20      | 6.0000%  |  | $1169025.15        | $1208570.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8041 M     | 2052-05-20      | 2.0000%  |  | $478517.49         | $390145.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  |  | $650549.19         | $590610.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6868 M     | 2050-09-20      | 4.0000%  |  | $1186769.08        | $1116064.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  |  | $931373.20         | $845304.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $262774.87         | $232985.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6337 M     | 2049-12-20      | 2.5000%  |  | $187946.03         | $160113.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7194 M     | 2051-02-20      | 3.0000%  |  | $342963.57         | $304102.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6468 C     | 2055-05-20      | 6.0000%  |  | $355673.33         | $365848.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6445 C     | 2055-05-20      | 5.5000%  |  | $12854738.60       | $13084935.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7305 C     | 2049-10-20      | 3.5000%  |  | $932948.24         | $844435.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP5492 C     | 2049-12-20      | 3.5000%  |  | $1013013.11        | $942153.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BN8603 C     | 2049-05-20      | 5.0000%  |  | $190207.65         | $187955.93         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0278 X     | 2050-08-15      | 3.5000%  |  | $1590027.84        | $1475039.32        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0273 X     | 2050-08-15      | 4.5000%  |  | $884892.24         | $880834.12         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0272 X     | 2050-08-15      | 4.0000%  |  | $719386.63         | $693716.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9673 M     | 2054-05-20      | 8.0000%  |  | $483471.62         | $500288.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8299 C     | 2055-06-20      | 5.5000%  |  | $1313074.50        | $1325700.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7710 C     | 2055-06-20      | 5.5000%  |  | $8478756.86        | $8537833.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7596 C     | 2055-06-20      | 7.5000%  |  | $2848676.25        | $2971524.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6352 C     | 2055-05-20      | 6.0000%  |  | $10242497.13       | $10588963.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6110 C     | 2055-04-20      | 6.0000%  |  | $12868018.63       | $13278023.72       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6109 C     | 2055-04-20      | 6.0000%  |  | $9309867.45        | $9556218.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6103 C     | 2055-04-20      | 7.0000%  |  | $913152.90         | $968390.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6102 C     | 2055-03-20      | 7.0000%  |  | $852732.10         | $885971.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5847 C     | 2055-04-20      | 7.0000%  |  | $1237803.37        | $1286052.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5788 C     | 2055-03-20      | 6.0000%  |  | $3381283.92        | $3495660.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5744 C     | 2055-04-20      | 6.0000%  |  | $1702155.46        | $1764957.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5750 C     | 2055-04-20      | 6.5000%  |  | $872754.29         | $909001.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5745 C     | 2055-04-20      | 6.0000%  |  | $1800629.10        | $1861537.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5693 C     | 2055-03-20      | 7.0000%  |  | $1605413.43        | $1698400.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5690 C     | 2055-03-20      | 7.0000%  |  | $1217139.09        | $1300280.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5688 C     | 2055-03-20      | 6.0000%  |  | $4925008.32        | $5091603.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5414 C     | 2055-04-20      | 7.0000%  |  | $552071.67         | $582699.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6229 C     | 2055-03-20      | 6.5000%  |  | $2820837.56        | $2933843.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5053 C     | 2055-06-20      | 6.0000%  |  | $3114276.55        | $3233965.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA8483 C     | 2051-03-20      | 6.5000%  |  | $165548.82         | $170654.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7785 C     | 2055-04-20      | 7.0000%  |  | $873897.10         | $920779.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7804 C     | 2055-05-20      | 7.0000%  |  | $1029545.14        | $1083833.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7767 C     | 2055-04-20      | 7.0000%  |  | $866728.80         | $913221.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7231 C     | 2065-05-20      | 6.5000%  |  | $521826.09         | $535696.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6736 C     | 2055-05-20      | 5.5000%  |  | $1163154.40        | $1180054.52        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0265 X     | 2050-07-15      | 3.5000%  |  | $575489.06         | $533865.35         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BN0261 X     | 2050-06-15      | 4.0000%  |  | $882884.43         | $851383.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BL9363 C     | 2049-10-20      | 3.5000%  |  | $970089.71         | $878045.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BJ9859 C     | 2048-04-20      | 3.5000%  |  | $462082.21         | $421967.21         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BH1045 H     | 2068-05-20      | 7.8030%  |  | $885559.58         | $948607.46         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CO1908 X     | 2052-08-15      | 6.0000%  |  | $1061028.70        | $1134486.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN9840 C     | 2039-01-20      | 6.5000%  |  | $1081268.34        | $1140515.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB8774 C     | 2047-09-20      | 4.0000%  |  | $828634.43         | $771830.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB3665 C     | 2047-10-20      | 4.0000%  |  | $161840.48         | $150896.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9725 M     | 2054-06-20      | 5.5000%  |  | $966401.79         | $978990.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9714 M     | 2054-06-20      | 6.5000%  |  | $8925683.57        | $9140668.57        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 469778 X     | 2026-09-15      | 3.5000%  |  | $270321.71         | $269511.67         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 479370 X     | 2026-10-15      | 3.5000%  |  | $166008.58         | $165098.26         | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783431 X     | 2026-09-15      | 3.5000%  |  | $396622.56         | $395050.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  |  | $781541.74         | $690993.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR1530 C     | 2049-10-20      | 3.5000%  |  | $383711.42         | $347303.51         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC2123 H     | 2074-05-20      | 6.6820%  |  | $696769.09         | $731324.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT0433 C     | 2050-03-20      | 4.0000%  |  | $247944.46         | $230723.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV5777 C     | 2053-12-20      | 8.0000%  |  | $1053163.08        | $1102118.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7656 C     | 2041-05-20      | 5.0000%  |  | $638421.79         | $636673.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $1024479.27        | $871472.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  |  | $14129100.29       | $12376197.02       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB2703 C     | 2054-03-20      | 5.0000%  |  | $1136152.68        | $1110623.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC7778 C     | 2042-12-20      | 3.7400%  |  | $167785.01         | $154759.82         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738489 X     | 2026-07-15      | 3.5000%  |  | $159113.14         | $158482.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7680 C     | 2049-11-20      | 3.5000%  |  | $1264087.14        | $1159713.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6747 C     | 2054-11-20      | 5.5000%  |  | $319236.83         | $322306.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7111 C     | 2055-05-20      | 6.0000%  |  | $374655.08         | $387328.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5146 C     | 2065-05-20      | 6.5000%  |  | $9008665.30        | $9248116.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5134 C     | 2065-05-20      | 6.5000%  |  | $8120796.18        | $8336647.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5015 C     | 2065-05-20      | 6.5000%  |  | $11687748.44       | $11998410.09       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787935 C     | 2055-04-20      | 5.5000%  |  | $614454.31         | $620509.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787683 C     | 2054-11-20      | 5.5000%  |  | $331685.73         | $336301.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787116 C     | 2053-04-20      | 5.5000%  |  | $9121700.67        | $9293522.09        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738713 X     | 2026-09-15      | 3.5000%  |  | $397892.44         | $396338.85         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738380 X     | 2026-06-15      | 3.5000%  |  | $124805.33         | $124311.03         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738880 X     | 2026-10-15      | 3.5000%  |  | $133291.61         | $132605.35         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738877 X     | 2026-10-15      | 3.5000%  |  | $453624.38         | $451288.87         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737942 X     | 2026-02-15      | 3.5000%  |  | $166589.40         | $166242.14         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737840 X     | 2026-01-15      | 3.5000%  |  | $238296.43         | $237916.69         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738040 X     | 2026-03-15      | 3.5000%  |  | $183604.45         | $183209.04         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 734140 X     | 2026-01-15      | 3.5000%  |  | $216954.55         | $216608.82         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 734422 X     | 2026-05-15      | 3.5000%  |  | $164143.93         | $163567.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AY6491 C     | 2047-03-20      | 4.0000%  |  | $1504009.81        | $1399522.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AY6447 C     | 2047-02-20      | 4.0000%  |  | $1038125.13        | $966014.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9682 C     | 2055-05-20      | 6.5000%  |  | $2977481.90        | $3154639.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7581 C     | 2055-06-20      | 6.5000%  |  | $414469.80         | $433107.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6706 C     | 2055-06-20      | 6.0000%  |  | $1803932.48        | $1864952.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6704 C     | 2055-06-20      | 7.0000%  |  | $1204524.07        | $1270608.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6695 C     | 2055-06-20      | 7.0000%  |  | $1334133.39        | $1386139.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6365 C     | 2055-06-20      | 5.5000%  |  | $5413655.00        | $5465710.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6348 C     | 2055-06-20      | 5.5000%  |  | $2343728.84        | $2370441.62        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ4335 H     | 2074-01-20      | 6.7370%  |  | $821028.62         | $855283.73         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2176 H     | 2074-06-20      | 6.4760%  |  | $2356187.44        | $2426637.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB5119 C     | 2054-04-20      | 6.5000%  |  | $281803.96         | $293244.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4636 C     | 2054-02-20      | 8.0000%  |  | $604106.70         | $637429.49         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BP9899 H     | 2069-10-20      | 6.5760%  |  | $1052626.44        | $1100004.58        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2178 H     | 2074-06-20      | 6.5780%  |  | $541004.66         | $555107.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0644 C     | 2054-03-20      | 6.5000%  |  | $1189321.49        | $1227117.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP8088 C     | 2050-03-20      | 3.5000%  |  | $310861.96         | $281380.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7215 C     | 2054-02-20      | 8.0000%  |  | $951903.05         | $1015007.02        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7730 H     | 2074-01-20      | 6.5330%  |  | $472057.30         | $486722.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  |  | $166443.55         | $147735.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3173 M     | 2045-10-20      | 3.5000%  |  | $217987.67         | $201888.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2783 C     | 2041-09-20      | 4.5000%  |  | $644905.33         | $624624.99         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4111 H     | 2074-02-20      | 6.5570%  |  | $743786.20         | $766253.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  |  | $12986781.56       | $13257183.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1422 | 2032-03-01      | 2.5000%  |  | $12646248.46       | $12156887.82       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9367 M     | 2053-12-20      | 8.0000%  |  | $973780.97         | $1022859.95        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DA4463 H     | 2074-02-20      | 6.7920%  |  | $605236.10         | $636192.41         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BY2825 X     | 2050-10-15      | 3.5000%  |  | $873177.96         | $810021.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS0976 C     | 2049-12-20      | 3.5000%  |  | $638149.86         | $581559.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9670 M     | 2054-05-20      | 6.5000%  |  | $451704.01         | $466829.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3886 C     | 2036-06-20      | 6.5000%  |  | $929583.18         | $987792.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2742 C     | 2040-09-20      | 5.5000%  |  | $775983.09         | $797115.87         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3413 H     | 2074-06-20      | 6.7570%  |  | $742927.66         | $770092.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6869 M     | 2050-09-20      | 4.5000%  |  | $805278.57         | $785871.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6347 C     | 2055-06-20      | 5.5000%  |  | $3635172.64        | $3670126.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7173 C     | 2055-06-20      | 5.5000%  |  | $374582.95         | $378184.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7154 C     | 2055-06-20      | 5.0000%  |  | $1297953.27        | $1283321.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7153 C     | 2055-05-20      | 5.0000%  |  | $1041563.45        | $1030110.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7582 C     | 2055-06-20      | 6.5000%  |  | $8985484.48        | $9389526.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7134 C     | 2055-06-20      | 6.5000%  |  | $1473466.98        | $1532494.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6051 C     | 2055-05-20      | 6.5000%  |  | $2771804.55        | $2859391.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5854 C     | 2055-05-20      | 6.5000%  |  | $944480.07         | $985791.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5650 C     | 2055-06-20      | 5.5000%  |  | $1138870.09        | $1149820.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7192 M     | 2051-02-20      | 2.0000%  |  | $178857.73         | $145929.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5929 M     | 2049-05-20      | 3.0000%  |  | $793742.02         | $709404.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  |  | $285511.72         | $255799.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA6442 C     | 2054-03-20      | 6.5000%  |  | $559455.61         | $576959.36         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DA4456 H     | 2074-01-20      | 7.0240%  |  | $976011.73         | $1035795.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA3375 C     | 2054-03-20      | 5.0000%  |  | $1057134.24        | $1033381.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA0220 C     | 2054-01-20      | 8.5000%  |  | $622446.92         | $677533.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8436 C     | 2054-03-20      | 6.5000%  |  | $965140.96         | $995598.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7904 C     | 2054-04-20      | 5.0000%  |  | $862693.04         | $843306.41         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7753 H     | 2074-02-20      | 6.5680%  |  | $519965.99         | $534691.63         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7752 H     | 2074-02-20      | 6.4860%  |  | $72122.92          | $74104.17          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ7738 H     | 2074-01-20      | 6.8430%  |  | $1987131.01        | $2094713.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5556 C     | 2054-03-20      | 6.5000%  |  | $683536.67         | $705107.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA7787 C     | 2054-03-20      | 5.0000%  |  | $1065501.81        | $1053580.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4606 C     | 2054-03-20      | 6.5000%  |  | $149087.54         | $153568.69         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ4334 H     | 2074-01-20      | 6.9070%  |  | $316935.23         | $335084.52         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.9519%  |  | $39601541.95       | $39888941.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-151 FD     | 2054-09-20      | 5.4719%  |  | $47760827.92       | $47785375.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FS     | 2065-04-20      | 5.4519%  |  | $285616428.09      | $286943231.50      | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF CZ1367 C     | 2054-04-20      | 8.0000%  |  | $957218.68         | $1020751.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BL9378 C     | 2050-01-20      | 3.5000%  |  | $717715.35         | $649639.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB3450 | 2050-08-01      | 2.0000%  |  | $16440320.25       | $13138957.81       | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ4356 H     | 2074-02-20      | 6.8890%  |  | $2290405.38        | $2416202.20        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB8279 H     | 2074-05-20      | 7.1340%  |  | $469861.05         | $490270.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8696 M     | 2038-07-20      | 5.5000%  |  | $537142.84         | $539908.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787460 C     | 2041-12-20      | 5.0000%  |  | $706273.91         | $702748.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CM2632 C     | 2036-09-20      | 6.0000%  |  | $633990.28         | $670016.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $1170195.28        | $1096036.76        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE1249 H     | 2074-09-20      | 6.8390%  |  | $558018.60         | $590422.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7563 C     | 2049-11-20      | 3.5000%  |  | $683420.92         | $618573.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9728 C     | 2053-12-20      | 8.0000%  |  | $960109.92         | $1004754.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7740 C     | 2049-11-20      | 3.5000%  |  | $183539.04         | $166803.85         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE5024 H     | 2067-12-20      | 6.8970%  |  | $1206719.89        | $1259051.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786610 M     | 2037-12-20      | 2.5000%  |  | $212610.63         | $196129.88         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3381 H     | 2074-04-20      | 6.8820%  |  | $2065673.13        | $2177053.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ9533 C     | 2049-11-20      | 3.5000%  |  | $444076.73         | $401938.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC9228 C     | 2054-11-20      | 5.0000%  |  | $995042.82         | $981604.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2698 C     | 2055-06-20      | 6.0000%  |  | $1618392.61        | $1649294.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ7305 C     | 2049-10-20      | 4.0000%  |  | $451356.05         | $420966.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP0106 C     | 2034-08-20      | 6.5000%  |  | $798026.16         | $830890.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3024 C     | 2053-12-20      | 8.0000%  |  | $307737.50         | $322064.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9309 M     | 2053-11-20      | 7.5000%  |  | $354378.51         | $369935.26         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD5672 H     | 2074-06-20      | 6.8440%  |  | $2021783.24        | $2132439.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8042 M     | 2052-05-20      | 2.5000%  |  | $310399.75         | $264038.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7960 C     | 2055-04-20      | 6.5000%  |  | $1308534.63        | $1360953.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9503 C     | 2055-04-20      | 6.0000%  |  | $10682168.72       | $11085477.56       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7218 C     | 2054-02-20      | 8.0000%  |  | $539386.93         | $569145.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7217 C     | 2054-02-20      | 8.0000%  |  | $663687.57         | $700150.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7216 C     | 2054-01-20      | 8.0000%  |  | $657634.81         | $693907.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9663 C     | 2055-05-20      | 6.0000%  |  | $12158914.53       | $12570206.02       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9666 C     | 2055-05-20      | 6.0000%  |  | $11608352.58       | $12046629.80       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5033 C     | 2055-01-20      | 5.5000%  |  | $497613.50         | $498425.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5038 C     | 2055-01-20      | 6.5000%  |  | $1114648.90        | $1159301.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4755 C     | 2055-02-20      | 4.5000%  |  | $965730.31         | $916960.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3562 C     | 2054-12-20      | 6.5000%  |  | $1064493.72        | $1112013.91        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG2107 H     | 2074-11-20      | 7.4890%  |  | $1326440.15        | $1399064.40        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG2095 H     | 2074-10-20      | 7.5530%  |  | $1596464.98        | $1692968.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2640 C     | 2055-02-20      | 5.5000%  |  | $1115629.34        | $1135263.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9675 C     | 2055-05-20      | 6.0000%  |  | $1361029.31        | $1399967.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0910 C     | 2054-12-20      | 5.5000%  |  | $1105869.28        | $1125677.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0484 C     | 2055-01-20      | 5.5000%  |  | $402681.81         | $409892.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0437 C     | 2054-12-20      | 5.5000%  |  | $412109.16         | $419490.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0841 C     | 2055-01-20      | 6.5000%  |  | $893118.57         | $933005.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0802 C     | 2054-12-20      | 6.5000%  |  | $815457.15         | $859320.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0770 C     | 2054-12-20      | 5.5000%  |  | $970331.94         | $987712.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9625 C     | 2054-12-20      | 5.5000%  |  | $729524.44         | $736988.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $1142999.12        | $1025365.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2959 M     | 2045-07-20      | 2.5000%  |  | $148309.70         | $129113.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC8195 C     | 2043-02-20      | 3.7400%  |  | $126320.99         | $115717.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB1870 C     | 2042-09-20      | 3.7400%  |  | $238147.33         | $219348.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB1605 C     | 2042-09-20      | 3.7400%  |  | $146501.11         | $135209.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA2867 | 2032-01-01      | 2.0000%  |  | $14246437.62       | $13491107.32       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY1495 C     | 2054-01-20      | 5.0000%  |  | $876784.59         | $863093.41         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8259 H     | 2074-06-20      | 7.4230%  |  | $1067449.91        | $1125297.96        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DA4468 H     | 2074-03-20      | 6.6490%  |  | $572597.90         | $600553.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA6096 C     | 2054-03-20      | 6.5000%  |  | $294877.85         | $304508.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX4342 C     | 2053-11-20      | 8.0000%  |  | $958862.63         | $1003431.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB8131 C     | 2054-06-20      | 5.0000%  |  | $857682.43         | $838409.26         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3396 H     | 2074-05-20      | 7.0690%  |  | $2392197.67        | $2526552.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO5097 C     | 2052-07-20      | 4.5000%  |  | $1104473.45        | $1064617.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8608 C     | 2055-06-20      | 6.5000%  |  | $910218.50         | $949195.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7937 C     | 2055-01-20      | 6.0000%  |  | $221103.43         | $229600.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  |  | $905290.77         | $842293.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0065 C     | 2055-04-20      | 5.5000%  |  | $12545133.40       | $12665761.83       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2574 C     | 2055-04-20      | 7.0000%  |  | $858848.59         | $892326.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4115 C     | 2055-04-20      | 6.0000%  |  | $1188068.69        | $1228257.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7787 C     | 2055-04-20      | 7.0000%  |  | $840634.33         | $873403.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4200 C     | 2055-06-20      | 5.5000%  |  | $1138727.98        | $1150377.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0438 C     | 2054-12-20      | 5.5000%  |  | $653338.12         | $665039.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7892 C     | 2065-04-20      | 6.5000%  |  | $7849878.62        | $8058529.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4869 C     | 2055-05-20      | 6.5000%  |  | $552988.84         | $587350.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8939 C     | 2055-02-20      | 6.5000%  |  | $838014.54         | $879807.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9592 C     | 2055-05-20      | 6.0000%  |  | $4170404.80        | $4327864.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4680 C     | 2055-04-20      | 6.0000%  |  | $1107317.99        | $1144774.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6659 C     | 2055-06-20      | 6.0000%  |  | $1714387.43        | $1774485.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9745 C     | 2055-06-20      | 5.5000%  |  | $306120.34         | $309909.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9415 C     | 2055-06-20      | 6.5000%  |  | $1182368.64        | $1235536.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AA0291 C     | 2042-05-20      | 3.7400%  |  | $234922.92         | $216677.81         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 762876 X     | 2026-04-15      | 3.5000%  |  | $144201.18         | $143983.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0016 | 2054-11-01      | 5.5000%  |  | $12499085.69       | $12546464.17       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7252 | 2055-07-01      | 6.0000%  |  | $12166564.52       | $12497243.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5759 | 2055-07-01      | 5.0000%  |  | $10774522.77       | $10587183.75       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4126 M     | 2046-12-20      | 3.0000%  |  | $661713.51         | $593473.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1933 | 2051-09-01      | 4.0000%  |  | $14001925.98       | $13252700.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $13233332.09       | $13104290.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1423 | 2055-04-01      | 5.0000%  |  | $12569545.45       | $12356840.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0793 | 2051-06-01      | 2.5000%  |  | $15276279.83       | $12741301.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBP5637 | 2035-06-01      | 2.0000%  |  | $16578644.81       | $15214406.54       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7214 C     | 2054-01-20      | 8.0000%  |  | $699042.96         | $737389.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9591 C     | 2054-12-20      | 5.5000%  |  | $748391.45         | $761795.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9454 C     | 2054-12-20      | 5.5000%  |  | $415382.91         | $422822.65         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DF8414 H     | 2074-11-20      | 6.8790%  |  | $619958.20         | $659020.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9599 C     | 2054-12-20      | 6.5000%  |  | $1164615.55        | $1218747.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4760 C     | 2055-05-20      | 5.5000%  |  | $1202440.25        | $1214002.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7553 C     | 2054-11-20      | 6.0000%  |  | $1076590.97        | $1108373.37        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DF6340 H     | 2074-09-20      | 6.8660%  |  | $767494.67         | $811184.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5674 C     | 2055-02-20      | 5.0000%  |  | $847235.49         | $834590.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5417 C     | 2054-11-20      | 5.0000%  |  | $921764.19         | $901192.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4989 C     | 2054-12-20      | 5.0000%  |  | $301101.61         | $297791.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4244 C     | 2054-10-20      | 4.5000%  |  | $996355.84         | $944379.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2738 C     | 2055-02-20      | 5.5000%  |  | $393188.40         | $400229.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2534 C     | 2055-01-20      | 6.5000%  |  | $1004581.27        | $1047780.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5052 C     | 2055-06-20      | 6.5000%  |  | $2889427.55        | $3019356.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4111 C     | 2055-05-20      | 5.5000%  |  | $1211635.98        | $1233333.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9457 C     | 2055-04-20      | 6.0000%  |  | $13506596.81       | $14016542.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1494 C     | 2055-05-20      | 7.0000%  |  | $1154616.41        | $1220789.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9671 C     | 2065-06-20      | 6.5000%  |  | $7976626.50        | $8188646.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787952 C     | 2055-05-20      | 5.5000%  |  | $444191.49         | $452098.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2672 C     | 2055-01-20      | 6.5000%  |  | $1164532.66        | $1217609.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9341 C     | 2055-03-20      | 6.0000%  |  | $3427556.41        | $3543498.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6640 C     | 2055-06-20      | 6.0000%  |  | $1622299.48        | $1677175.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9773 C     | 2054-12-20      | 5.0000%  |  | $874577.54         | $868533.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5349 | 2045-06-01      | 5.0000%  |  | $12449774.89       | $12487196.15       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9630 C     | 2054-12-20      | 6.5000%  |  | $335854.57         | $350538.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0202 M     | 2055-02-20      | 4.0000%  |  | $335690.28         | $312332.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1081 C     | 2055-05-20      | 6.0000%  |  | $1048873.48        | $1084353.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0353 C     | 2055-05-20      | 7.0000%  |  | $938957.72         | $990478.23         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DG9018 H     | 2074-11-20      | 5.8680%  |  | $1514441.32        | $1596280.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2379 C     | 2055-05-20      | 7.0000%  |  | $991444.61         | $1030090.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4113 C     | 2055-05-20      | 6.0000%  |  | $1388454.40        | $1438618.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3902 C     | 2055-01-20      | 7.0000%  |  | $583569.73         | $613271.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1518 C     | 2055-03-20      | 5.5000%  |  | $3512093.98        | $3563769.36        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DC1910 H     | 2074-10-20      | 5.9950%  |  | $2254014.91        | $2398441.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5975 C     | 2055-06-20      | 6.5000%  |  | $799725.57         | $824897.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6370 C     | 2055-06-20      | 6.0000%  |  | $3732359.86        | $3858615.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7044 C     | 2055-04-20      | 6.0000%  |  | $401552.87         | $415135.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9357 C     | 2055-02-20      | 5.5000%  |  | $386737.84         | $393662.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6685 C     | 2055-03-20      | 7.0000%  |  | $1361357.48        | $1438750.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3391 C     | 2055-04-20      | 6.5000%  |  | $1074760.29        | $1124473.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4362 C     | 2055-04-20      | 6.0000%  |  | $1406032.36        | $1454975.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4328 C     | 2055-04-20      | 7.0000%  |  | $1385885.07        | $1439906.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4326 C     | 2055-04-20      | 7.0000%  |  | $1134340.95        | $1197411.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4325 C     | 2055-04-20      | 6.5000%  |  | $996803.66         | $1051895.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4116 C     | 2055-05-20      | 6.0000%  |  | $1253450.02        | $1295845.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4114 C     | 2055-05-20      | 6.0000%  |  | $1015615.98        | $1051490.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4112 C     | 2055-05-20      | 5.5000%  |  | $1314213.12        | $1337747.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4110 C     | 2055-05-20      | 5.5000%  |  | $1270394.51        | $1293144.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4109 C     | 2055-05-20      | 5.5000%  |  | $1190617.17        | $1211938.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4039 C     | 2055-04-20      | 6.5000%  |  | $1341585.88        | $1410135.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4152 C     | 2055-04-20      | 7.0000%  |  | $949302.82         | $1004291.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4151 C     | 2055-04-20      | 7.0000%  |  | $860841.68         | $911229.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4176 C     | 2055-04-20      | 7.0000%  |  | $954747.98         | $991963.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3847 C     | 2055-05-20      | 6.0000%  |  | $619402.22         | $640354.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3637 C     | 2055-04-20      | 5.5000%  |  | $138858.67         | $140193.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2828 C     | 2055-06-20      | 6.0000%  |  | $7755520.39        | $7977400.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2298 C     | 2055-06-20      | 5.5000%  |  | $376239.55         | $379857.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2281 C     | 2055-06-20      | 6.5000%  |  | $853816.20         | $898073.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2261 C     | 2055-06-20      | 6.5000%  |  | $337891.57         | $353085.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2192 C     | 2055-06-20      | 5.5000%  |  | $374378.61         | $377978.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2154 C     | 2055-05-20      | 5.5000%  |  | $848538.54         | $863733.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2122 C     | 2055-05-20      | 7.0000%  |  | $893164.01         | $940668.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2071 C     | 2055-03-20      | 7.0000%  |  | $917592.23         | $953358.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1993 C     | 2055-05-20      | 6.0000%  |  | $1162867.52        | $1202204.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1594 C     | 2055-04-20      | 6.0000%  |  | $869539.83         | $898954.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1593 C     | 2055-04-20      | 6.5000%  |  | $888542.14         | $924138.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2280 C     | 2055-06-20      | 6.5000%  |  | $438681.25         | $460612.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1593 C     | 2055-04-20      | 7.0000%  |  | $1164105.67        | $1232244.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9693 C     | 2055-06-20      | 6.0000%  |  | $3851253.48        | $3981527.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1594 C     | 2055-04-20      | 7.0000%  |  | $1463431.19        | $1543728.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0712 C     | 2054-12-20      | 5.5000%  |  | $619766.94         | $630867.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4115 C     | 2055-05-20      | 6.0000%  |  | $3299210.08        | $3410800.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5574 C     | 2055-04-20      | 5.5000%  |  | $938970.59         | $955785.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9394 C     | 2055-04-20      | 6.5000%  |  | $3075549.38        | $3258551.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1595 C     | 2055-04-20      | 7.0000%  |  | $1914379.62        | $1989003.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1565 C     | 2055-04-20      | 7.0000%  |  | $855015.05         | $888344.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8246 C     | 2055-01-20      | 5.5000%  |  | $464933.15         | $473258.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF8867 C     | 2055-02-20      | 7.0000%  |  | $1078873.78        | $1131805.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3315 C     | 2055-03-20      | 7.0000%  |  | $2126480.11        | $2209361.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9407 C     | 2055-04-20      | 7.0000%  |  | $1130608.70        | $1190847.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9408 C     | 2055-04-20      | 7.0000%  |  | $3976161.76        | $4131148.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0500 C     | 2055-02-20      | 5.5000%  |  | $1253971.38        | $1276425.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7921 C     | 2055-04-20      | 7.0000%  |  | $1902594.80        | $1976759.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2678 C     | 2055-01-20      | 6.5000%  |  | $852078.06         | $888719.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6688 C     | 2055-03-20      | 7.0000%  |  | $1587270.66        | $1673997.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1652 C     | 2055-05-20      | 6.0000%  |  | $798830.68         | $824283.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8001 C     | 2055-06-20      | 6.0000%  |  | $303716.18         | $313989.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4033 C     | 2055-04-20      | 6.0000%  |  | $1963935.81        | $2033308.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0362 M     | 2055-05-20      | 3.5000%  |  | $1800588.55        | $1630178.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6673 C     | 2055-06-20      | 6.0000%  |  | $992945.45         | $1009466.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3938 C     | 2055-04-20      | 6.5000%  |  | $1095815.36        | $1139714.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5512 | 2055-06-01      | 6.0000%  |  | $12963523.88       | $13315850.85       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1541 C     | 2055-04-20      | 7.0000%  |  | $955595.17         | $992845.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4371 C     | 2055-06-20      | 6.0000%  |  | $532182.77         | $552798.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2866 C     | 2055-06-20      | 6.5000%  |  | $886787.41         | $937051.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2727 C     | 2055-05-20      | 6.0000%  |  | $929505.73         | $960947.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2497 C     | 2055-05-20      | 7.0000%  |  | $1004992.45        | $1044166.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1232 C     | 2055-06-20      | 6.0000%  |  | $1162489.55        | $1201812.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1230 C     | 2055-06-20      | 6.0000%  |  | $888136.23         | $920904.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1224 C     | 2055-06-20      | 6.0000%  |  | $394129.89         | $400687.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1071 C     | 2055-05-20      | 6.0000%  |  | $1173100.98        | $1212781.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0459 C     | 2055-05-20      | 6.0000%  |  | $905213.98         | $935834.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0357 C     | 2055-05-20      | 6.5000%  |  | $1003304.28        | $1050882.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0143 C     | 2055-06-20      | 5.5000%  |  | $778218.48         | $785701.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0079 C     | 2055-06-20      | 5.5000%  |  | $1224253.48        | $1239183.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0078 C     | 2055-06-20      | 5.5000%  |  | $910391.73         | $922388.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0023 C     | 2055-05-20      | 7.0000%  |  | $1195911.07        | $1242528.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4037 C     | 2055-04-20      | 6.0000%  |  | $1629302.70        | $1684411.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4036 C     | 2055-04-20      | 6.0000%  |  | $1194931.51        | $1235348.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4035 C     | 2055-04-20      | 6.0000%  |  | $1079705.83        | $1116225.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4034 C     | 2055-04-20      | 6.0000%  |  | $2365712.76        | $2445729.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4030 C     | 2055-04-20      | 5.5000%  |  | $1162299.19        | $1183113.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7213 C     | 2054-02-20      | 8.0000%  |  | $347142.16         | $364396.66         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CY5084 H     | 2074-01-20      | 6.8000%  |  | $1909575.04        | $2011251.26        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CY5068 H     | 2073-12-20      | 6.8800%  |  | $1707636.14        | $1799373.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY4285 C     | 2050-11-20      | 5.0000%  |  | $468443.76         | $457922.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3718 C     | 2053-12-20      | 8.0000%  |  | $417115.02         | $436505.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3042 C     | 2053-12-20      | 8.0000%  |  | $384387.09         | $402255.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4117 C     | 2055-05-20      | 6.0000%  |  | $2545798.94        | $2631906.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5647 C     | 2055-03-20      | 7.0000%  |  | $2660015.21        | $2814083.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0145 M     | 2055-01-20      | 4.5000%  |  | $417164.82         | $400040.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5196 C     | 2055-01-20      | 4.5000%  |  | $881819.14         | $835814.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3921 C     | 2055-03-20      | 6.0000%  |  | $4406757.95        | $4542840.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4118 C     | 2055-05-20      | 6.0000%  |  | $1631824.61        | $1687018.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787839 C     | 2055-02-20      | 5.5000%  |  | $505395.53         | $511736.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4108 C     | 2055-05-20      | 5.5000%  |  | $1045375.66        | $1064095.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9432 C     | 2055-04-20      | 6.5000%  |  | $1025218.20        | $1075467.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6913 C     | 2055-03-20      | 7.0000%  |  | $889333.51         | $942251.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0508 C     | 2055-05-20      | 7.0000%  |  | $921938.09         | $975899.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7150 C     | 2055-05-20      | 7.0000%  |  | $3186246.59        | $3310449.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1082 C     | 2055-02-20      | 7.0000%  |  | $960605.02         | $1046182.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9652 C     | 2055-05-20      | 5.5000%  |  | $3757166.32        | $3806214.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7117 C     | 2055-04-20      | 6.5000%  |  | $992930.71         | $1038187.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4264 C     | 2054-11-20      | 5.0000%  |  | $993476.27         | $971303.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7911 C     | 2054-12-20      | 6.5000%  |  | $847212.38         | $881138.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0935 | 2055-04-01      | 6.0000%  |  | $14734347.01       | $15177472.66       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1755 C     | 2055-03-20      | 7.0000%  |  | $2318206.85        | $2408570.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7590 C     | 2055-06-20      | 7.0000%  |  | $8239360.14        | $8560529.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2389 C     | 2055-04-20      | 7.0000%  |  | $1802128.34        | $1890544.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9057 | 2054-11-01      | 5.0000%  |  | $14530980.32       | $14295211.93       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7152 C     | 2055-06-20      | 5.0000%  |  | $1061894.11        | $1053898.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5749 C     | 2055-04-20      | 6.5000%  |  | $1702760.10        | $1770972.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6488 C     | 2055-05-20      | 6.5000%  |  | $5710271.56        | $5939025.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9048 C     | 2055-06-20      | 6.5000%  |  | $742961.68         | $767256.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX5276 C     | 2053-11-20      | 5.0000%  |  | $828857.46         | $810236.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX3302 C     | 2053-11-20      | 5.0000%  |  | $854027.02         | $834841.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV5776 C     | 2053-12-20      | 8.0000%  |  | $1057113.76        | $1106297.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1021 C     | 2053-06-20      | 5.5000%  |  | $1060854.45        | $1080671.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS8208 C     | 2054-05-20      | 5.0000%  |  | $836871.42         | $825286.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3929 C     | 2053-01-20      | 5.0000%  |  | $745797.36         | $742621.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1540 C     | 2055-04-20      | 7.0000%  |  | $1098367.14        | $1173392.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1539 C     | 2055-04-20      | 7.0000%  |  | $922391.55         | $980885.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9703 C     | 2065-06-20      | 6.5000%  |  | $8683635.11        | $8914447.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9697 C     | 2065-06-20      | 6.5000%  |  | $8489045.39        | $8714685.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9659 C     | 2065-06-20      | 6.5000%  |  | $12740797.80       | $13079449.61       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9932 | 2055-02-01      | 5.5000%  |  | $13185800.37       | $13227672.61       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9206 | 2054-12-01      | 5.0000%  |  | $13177264.32       | $12997642.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5734 | 2054-11-01      | 5.0000%  |  | $14169395.55       | $13942781.27       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8591 | 2032-01-01      | 2.0000%  |  | $14857900.17       | $14106255.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8687 | 2045-03-01      | 4.5000%  |  | $12590415.06       | $12329982.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5714 | 2044-08-01      | 4.0000%  |  | $13228476.71       | $12610551.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIQO3718 | 2040-06-01      | 5.0000%  |  | $13694669.57       | $13845006.61       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4528 | 2051-02-01      | 2.5000%  |  | $16504757.08       | $13702627.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9754 C     | 2055-06-20      | 6.5000%  |  | $769217.39         | $807579.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8997 | 2054-11-01      | 5.0000%  |  | $2898160.53        | $2847671.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5099 | 2052-07-01      | 4.0000%  |  | $15253861.17       | $14231077.91       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS7930 | 2033-01-01      | 3.0000%  |  | $15124376.56       | $14645942.12       | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC G16067 G | 2031-11-01      | 2.5000%  |  | $13055501.55       | $12586546.49       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7644 C     | 2036-05-20      | 5.5000%  |  | $745276.79         | $767315.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4038 C     | 2055-04-20      | 6.0000%  |  | $1470455.94        | $1520191.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0428 C     | 2055-02-20      | 5.5000%  |  | $748041.85         | $766145.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  |  | $817138.82         | $844501.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7702 C     | 2055-06-20      | 5.5000%  |  | $8643911.41        | $8727027.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9604 C     | 2055-05-20      | 6.5000%  |  | $1137349.30        | $1205023.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6850 C     | 2055-03-20      | 7.0000%  |  | $1448028.87        | $1504471.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5489 C     | 2055-04-20      | 7.0000%  |  | $875978.65         | $927253.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6199 C     | 2055-02-20      | 5.5000%  |  | $396313.67         | $398420.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $231231.50         | $232424.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9299 C     | 2055-03-20      | 6.0000%  |  | $5905861.11        | $6128832.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0068 M     | 2039-12-20      | 6.0000%  |  | $569745.24         | $594787.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7400 C     | 2054-12-20      | 5.5000%  |  | $578907.70         | $589276.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4040 C     | 2055-04-20      | 6.5000%  |  | $1402750.61        | $1462810.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4399 C     | 2054-12-20      | 5.0000%  |  | $1103789.98        | $1094834.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0243 C     | 2055-04-20      | 6.0000%  |  | $13397018.04       | $13850190.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5243 C     | 2055-04-20      | 6.5000%  |  | $988846.52         | $1052717.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3205 C     | 2054-12-20      | 6.5000%  |  | $126163.30         | $131833.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH1044 C     | 2054-12-20      | 6.5000%  |  | $935816.54         | $979486.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5689 C     | 2055-03-20      | 6.5000%  |  | $2324971.32        | $2418109.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6346 C     | 2055-06-20      | 5.5000%  |  | $3793454.43        | $3829930.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6287 | 2055-06-01      | 5.5000%  |  | $12136602.09       | $12175154.69       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2451 C     | 2055-05-20      | 6.0000%  |  | $11009841.32       | $11382263.88       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0540 C     | 2055-05-20      | 6.0000%  |  | $912286.15         | $943146.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4682 C     | 2055-05-20      | 6.5000%  |  | $950420.68         | $1012681.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9532 C     | 2055-05-20      | 6.0000%  |  | $7759148.12        | $8052097.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9128 C     | 2055-05-20      | 6.5000%  |  | $945562.98         | $1003737.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0126 C     | 2055-03-20      | 6.5000%  |  | $584117.05         | $622560.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9077 C     | 2055-03-20      | 7.0000%  |  | $869616.97         | $920520.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8762 C     | 2055-02-20      | 7.0000%  |  | $364664.36         | $386543.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8761 C     | 2055-02-20      | 7.0000%  |  | $348608.67         | $373445.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7493 C     | 2055-04-20      | 7.0000%  |  | $950364.16         | $1002508.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7492 C     | 2055-04-20      | 7.0000%  |  | $965772.69         | $1022304.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7989 C     | 2055-01-20      | 5.5000%  |  | $491107.25         | $499901.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9669 C     | 2065-06-20      | 6.5000%  |  | $8443799.43        | $8668236.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9388 C     | 2055-06-20      | 6.5000%  |  | $1175210.82        | $1225532.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9387 C     | 2055-06-20      | 6.5000%  |  | $1032802.02        | $1078927.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9047 C     | 2055-06-20      | 6.0000%  |  | $243367.50         | $248014.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8666 C     | 2055-05-20      | 6.5000%  |  | $1088320.58        | $1148471.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8604 C     | 2055-06-20      | 6.0000%  |  | $972054.75         | $1004932.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8594 C     | 2055-06-20      | 5.5000%  |  | $970960.73         | $980297.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2756 C     | 2035-05-20      | 5.5000%  |  | $623928.34         | $635619.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2741 C     | 2042-07-20      | 4.0000%  |  | $897613.48         | $854134.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9909 M     | 2054-09-20      | 7.0000%  |  | $385529.51         | $400849.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9908 M     | 2054-09-20      | 6.5000%  |  | $584872.42         | $604457.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM5273 C     | 2048-03-20      | 3.5000%  |  | $8518977.23        | $7675636.34        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF1754 H     | 2074-08-20      | 6.4460%  |  | $1713231.09        | $1752175.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF0787 C     | 2055-02-20      | 7.0000%  |  | $698943.13         | $743269.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE8282 C     | 2054-09-20      | 5.0000%  |  | $1016097.20        | $993419.72         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE8045 H     | 2074-10-20      | 7.4590%  |  | $1312912.50        | $1381850.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE6810 C     | 2039-11-20      | 4.0000%  |  | $776542.10         | $759310.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5818 C     | 2054-12-20      | 7.0000%  |  | $426292.66         | $442910.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5038 C     | 2054-08-20      | 5.0000%  |  | $1141724.79        | $1124687.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5037 C     | 2054-08-20      | 7.5000%  |  | $836282.07         | $884609.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE3137 C     | 2054-10-20      | 4.5000%  |  | $959797.65         | $909730.77         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE2751 H     | 2074-07-20      | 7.5590%  |  | $1338399.52        | $1412587.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE1921 C     | 2054-09-20      | 7.0000%  |  | $1173663.27        | $1219416.06        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE1240 H     | 2074-09-20      | 6.7330%  |  | $2291538.23        | $2414955.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3952 C     | 2055-03-20      | 5.5000%  |  | $3862352.52        | $3906370.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3839 C     | 2055-03-20      | 7.0000%  |  | $2274546.47        | $2363201.22        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DI4403 H     | 2075-02-20      | 5.9580%  |  | $780309.91         | $826873.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3042 C     | 2055-06-20      | 7.0000%  |  | $954647.93         | $991860.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3544 C     | 2055-05-20      | 6.5000%  |  | $1680451.39        | $1775701.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3543 C     | 2055-05-20      | 6.0000%  |  | $2698714.80        | $2795305.40        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DJ1279 H     | 2075-04-20      | 6.9220%  |  | $2237522.83        | $2362373.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0249 C     | 2055-04-20      | 6.5000%  |  | $501050.50         | $532183.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4150 C     | 2055-04-20      | 6.5000%  |  | $897800.43         | $933766.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6945 C     | 2055-03-20      | 7.0000%  |  | $842609.45         | $875454.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4354 C     | 2055-02-20      | 5.5000%  |  | $981064.91         | $998632.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3421 C     | 2054-12-20      | 5.0000%  |  | $1092499.16        | $1068115.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3795 C     | 2055-02-20      | 7.0000%  |  | $1194553.47        | $1241117.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2418 C     | 2055-04-20      | 5.5000%  |  | $5999403.19        | $6106831.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5796 C     | 2055-03-20      | 6.5000%  |  | $1070390.02        | $1113269.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6104 C     | 2055-04-20      | 6.5000%  |  | $2067338.65        | $2154725.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1539 C     | 2055-03-20      | 6.5000%  |  | $2747545.30        | $2899405.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4212 C     | 2055-06-20      | 6.0000%  |  | $1118254.36        | $1150245.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6480 C     | 2055-05-20      | 5.5000%  |  | $12293971.95       | $12514126.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2322 C     | 2065-06-20      | 7.0000%  |  | $1555370.68        | $1606512.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0428 M     | 2055-06-20      | 7.5000%  |  | $1207158.64        | $1261567.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9109 C     | 2055-02-20      | 5.5000%  |  | $409371.18         | $416701.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1546 C     | 2055-04-20      | 5.5000%  |  | $864177.02         | $879651.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5778 C     | 2055-04-20      | 6.5000%  |  | $486988.93         | $508887.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8592 C     | 2055-06-20      | 5.5000%  |  | $841918.18         | $850013.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8605 C     | 2055-06-20      | 6.0000%  |  | $1150515.00        | $1189429.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2448 C     | 2055-05-20      | 5.5000%  |  | $8282555.31        | $8430875.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2409 C     | 2055-04-20      | 6.5000%  |  | $4273437.78        | $4444632.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2396 C     | 2055-04-20      | 6.0000%  |  | $6827829.94        | $7058797.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2375 C     | 2055-04-20      | 6.5000%  |  | $6470653.00        | $6739392.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1911 C     | 2055-05-20      | 6.5000%  |  | $4271823.22        | $4484868.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1910 C     | 2055-05-20      | 6.0000%  |  | $252245.82         | $261939.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1907 C     | 2055-05-20      | 6.5000%  |  | $2915385.76        | $3060782.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1618 C     | 2055-04-20      | 7.0000%  |  | $3725731.26        | $3870963.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1612 C     | 2055-03-20      | 7.0000%  |  | $1551085.73        | $1636184.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3473 C     | 2055-04-20      | 6.5000%  |  | $1013225.97        | $1057976.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CK6093 C     | 2043-11-20      | 3.0000%  |  | $932943.29         | $825019.16         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2141 X     | 2051-12-15      | 3.5000%  |  | $1927719.92        | $1788277.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9119 C     | 2052-04-20      | 3.5000%  |  | $881859.18         | $796791.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9118 C     | 2052-04-20      | 3.5000%  |  | $1030706.99        | $930887.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9121 C     | 2052-04-20      | 3.5000%  |  | $640543.40         | $582962.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF9204 C     | 2044-10-20      | 3.5000%  |  | $1016213.98        | $924290.77         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CD3254 X     | 2051-05-15      | 3.5000%  |  | $1582249.59        | $1467804.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6944 C     | 2055-03-20      | 7.0000%  |  | $1096365.13        | $1159870.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6942 C     | 2055-03-20      | 7.0000%  |  | $888690.57         | $945048.56         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DH5824 H     | 2075-01-20      | 7.5030%  |  | $1061629.11        | $1115649.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5523 C     | 2055-02-20      | 5.5000%  |  | $1161646.42        | $1180664.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5145 C     | 2055-03-20      | 7.0000%  |  | $881775.26         | $934830.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4829 C     | 2055-06-20      | 6.5000%  |  | $945055.68         | $987263.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4807 C     | 2055-06-20      | 6.0000%  |  | $1011525.34        | $1047256.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4739 C     | 2055-06-20      | 5.5000%  |  | $983386.00         | $993204.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4550 C     | 2055-04-20      | 6.0000%  |  | $1082475.44        | $1119091.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4537 C     | 2055-04-20      | 6.5000%  |  | $843517.47         | $882741.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4532 C     | 2055-04-20      | 6.0000%  |  | $1141876.77        | $1180502.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7959 C     | 2055-04-20      | 6.0000%  |  | $2112389.30        | $2183843.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7958 C     | 2055-04-20      | 5.5000%  |  | $380789.54         | $387608.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7918 C     | 2055-04-20      | 7.0000%  |  | $982364.47         | $1040463.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7917 C     | 2055-04-20      | 6.5000%  |  | $1402089.27        | $1462128.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7834 C     | 2055-04-20      | 6.0000%  |  | $4042190.33        | $4178926.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7499 C     | 2065-04-20      | 6.0000%  |  | $1907963.06        | $1935033.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8044 C     | 2055-04-20      | 6.0000%  |  | $7865664.72        | $8090680.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7994 C     | 2055-06-20      | 6.5000%  |  | $849748.73         | $899422.58         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BZ1957 H     | 2070-10-20      | 6.6500%  |  | $867215.94         | $922544.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ1666 C     | 2043-03-20      | 5.0000%  |  | $370582.94         | $369569.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY6435 C     | 2050-10-20      | 3.5000%  |  | $122712.12         | $111640.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9328 C     | 2055-04-20      | 5.5000%  |  | $433062.81         | $440817.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK4856 C     | 2065-06-20      | 6.5000%  |  | $330794.30         | $339586.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7580 C     | 2055-01-20      | 6.5000%  |  | $869576.34         | $915182.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0215 C     | 2055-03-20      | 7.0000%  |  | $1035474.96        | $1116331.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0027 M     | 2054-11-20      | 6.0000%  |  | $420501.52         | $428715.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0420 M     | 2055-06-20      | 3.5000%  |  | $1969610.91        | $1783203.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3024 C     | 2055-03-20      | 7.0000%  |  | $1554526.00        | $1629010.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2573 C     | 2055-04-20      | 6.5000%  |  | $882420.88         | $927510.04         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT1010 X     | 2050-07-15      | 3.5000%  |  | $2804087.81        | $2601283.41        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT1001 X     | 2050-06-15      | 3.5000%  |  | $2001362.62        | $1856604.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS1020 C     | 2049-12-20      | 3.5000%  |  | $441480.71         | $399605.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR2741 C     | 2049-11-20      | 3.5000%  |  | $654859.10         | $596766.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR2728 C     | 2049-12-20      | 4.0000%  |  | $501807.65         | $466938.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ3216 C     | 2049-09-20      | 3.5000%  |  | $370962.36         | $337782.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB2964 C     | 2051-04-20      | 3.5000%  |  | $1261728.53        | $1162234.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7822 C     | 2050-01-20      | 3.5000%  |  | $644462.49         | $583338.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6851 C     | 2055-03-20      | 7.0000%  |  | $1689241.62        | $1771189.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6849 C     | 2055-03-20      | 7.0000%  |  | $1674890.78        | $1740177.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6776 C     | 2055-03-20      | 7.0000%  |  | $922831.92         | $958803.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6721 C     | 2055-04-20      | 6.0000%  |  | $3737528.17        | $3863955.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6687 C     | 2055-03-20      | 7.0000%  |  | $1611933.58        | $1697520.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6686 C     | 2055-03-20      | 7.0000%  |  | $1095472.72        | $1154161.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6684 C     | 2055-03-20      | 7.0000%  |  | $1515603.39        | $1607168.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6648 C     | 2055-03-20      | 7.0000%  |  | $1073874.85        | $1128333.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6647 C     | 2055-03-20      | 7.0000%  |  | $953387.20         | $1007327.83        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB5001 H     | 2074-03-20      | 6.9850%  |  | $1283294.43        | $1364212.49        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB4996 H     | 2074-04-20      | 7.1320%  |  | $1140748.76        | $1208949.08        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB4986 H     | 2074-03-20      | 6.9340%  |  | $1641553.17        | $1730843.59        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4983 H     | 2074-03-20      | 6.5750%  |  | $511206.71         | $525381.51         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB4978 H     | 2074-03-20      | 6.9190%  |  | $1975221.76        | $2084136.20        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4127 H     | 2074-04-20      | 6.4600%  |  | $1505652.00        | $1545435.68        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4125 H     | 2074-04-20      | 6.5430%  |  | $477772.59         | $490655.51         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4124 H     | 2074-04-20      | 6.5790%  |  | $762915.15         | $785585.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M     | 2055-06-20      | 6.0000%  |  | $596604.82         | $608258.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $21488.59          | $21164.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0422 M     | 2055-06-20      | 4.5000%  |  | $685499.00         | $657355.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0364 M     | 2055-05-20      | 4.5000%  |  | $718540.33         | $689044.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M     | 2055-05-20      | 4.0000%  |  | $4420208.98        | $4112616.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  |  | $541438.41         | $559569.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $4182257.62        | $4203840.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0305 M     | 2055-04-20      | 4.0000%  |  | $3577812.96        | $3328840.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  |  | $209809.74         | $213908.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0257 M     | 2055-03-20      | 4.5000%  |  | $8364461.59        | $8021100.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  |  | $716482.59         | $705788.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M     | 2055-02-20      | 4.5000%  |  | $759820.37         | $728630.51         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4114 H     | 2074-02-20      | 6.4880%  |  | $1602483.33        | $1649020.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB4099 C     | 2054-06-20      | 7.5000%  |  | $851108.83         | $900293.28         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3448 H     | 2074-08-20      | 6.8240%  |  | $2196355.23        | $2319203.05        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3422 H     | 2074-06-20      | 7.0060%  |  | $614187.25         | $652064.69         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3412 H     | 2074-06-20      | 6.8650%  |  | $2346951.87        | $2482633.98        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3431 H     | 2074-07-20      | 6.8500%  |  | $2448844.33        | $2588583.28        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3390 H     | 2074-04-20      | 7.1480%  |  | $761658.50         | $818702.07         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3397 H     | 2074-05-20      | 6.7830%  |  | $813738.39         | $848457.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0900 C     | 2054-03-20      | 6.5000%  |  | $726961.17         | $747679.65         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4117 H     | 2074-03-20      | 6.6150%  |  | $912880.98         | $940172.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA9626 C     | 2054-04-20      | 5.0000%  |  | $1242064.92        | $1227366.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 680436 C     | 2049-01-20      | 5.0000%  |  | $176843.14         | $175565.94         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 678203 X     | 2039-02-15      | 5.5000%  |  | $111672.12         | $116310.26         | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783427 X     | 2026-09-15      | 3.5000%  |  | $223608.81         | $222726.77         | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783419 X     | 2026-09-15      | 3.5000%  |  | $1088865.85        | $1084899.60        | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783259 X     | 2026-03-15      | 3.5000%  |  | $232327.51         | $231957.75         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 759096 X     | 2026-01-15      | 3.5000%  |  | $180235.64         | $180024.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787946 C     | 2055-05-20      | 5.0000%  |  | $827915.97         | $821555.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787936 C     | 2055-04-20      | 5.5000%  |  | $645651.85         | $651968.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3983 C     | 2055-02-20      | 5.5000%  |  | $368228.60         | $374822.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3242 C     | 2055-01-20      | 6.5000%  |  | $876140.53         | $919835.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $3547157.50        | $3566016.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0030 M     | 2054-11-20      | 7.5000%  |  | $305715.79         | $319204.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2663 C     | 2055-06-20      | 5.5000%  |  | $9653691.86        | $9746517.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8715 C     | 2055-06-20      | 6.0000%  |  | $6991948.86        | $7108283.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8694 C     | 2055-06-20      | 6.5000%  |  | $10565515.66       | $10898066.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8309 C     | 2055-06-20      | 6.5000%  |  | $3499145.50        | $3716568.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M     | 2053-12-20      | 7.5000%  |  | $176636.77         | $184281.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9243 M     | 2053-10-20      | 6.5000%  |  | $736661.87         | $762184.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9168 M     | 2053-09-20      | 4.0000%  |  | $242868.41         | $226773.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  |  | $587043.07         | $606700.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8617 M     | 2038-12-20      | 5.5000%  |  | $296426.10         | $305206.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8572 M     | 2053-01-20      | 6.5000%  |  | $452240.20         | $468771.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8399 M     | 2037-11-20      | 5.5000%  |  | $270831.56         | $280917.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $420919.58         | $406941.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9590 C     | 2055-05-20      | 6.0000%  |  | $5876719.95        | $6075513.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9580 C     | 2055-05-20      | 5.5000%  |  | $5567049.88        | $5639730.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9578 C     | 2055-05-20      | 5.5000%  |  | $8002496.60        | $8145801.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9546 C     | 2055-05-20      | 6.5000%  |  | $2869210.46        | $3039928.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9530 C     | 2055-05-20      | 6.0000%  |  | $5097850.92        | $5270292.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9501 C     | 2055-04-20      | 6.0000%  |  | $5584746.16        | $5773657.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9488 C     | 2055-04-20      | 5.5000%  |  | $6246612.27        | $6358467.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9460 C     | 2055-04-20      | 6.5000%  |  | $1916943.95        | $2031000.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9456 C     | 2055-04-20      | 6.0000%  |  | $2629040.18        | $2717970.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9406 C     | 2055-03-20      | 7.0000%  |  | $976421.65         | $1031127.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9361 C     | 2055-03-20      | 6.5000%  |  | $3913270.24        | $4146114.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8982 M     | 2036-11-20      | 3.0000%  |  | $201023.90         | $188340.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M     | 2052-03-20      | 2.5000%  |  | $208457.12         | $177322.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7883 M     | 2052-02-20      | 3.5000%  |  | $126523.68         | $114983.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1588 C     | 2055-04-20      | 7.0000%  |  | $1510241.96        | $1569111.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1543 C     | 2055-03-20      | 6.0000%  |  | $2236356.70        | $2312004.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1521 C     | 2055-02-20      | 5.5000%  |  | $758552.40         | $772018.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1520 C     | 2055-03-20      | 6.5000%  |  | $4007567.41        | $4229050.08        | Agency Mortgage-Backed Securities         |

### Security 161: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $603167.77         | $610099.11         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095KL R24F095 | 2054-12-25      | 5.5000%  |  | $720000.00         | $690052.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  |  | $189722.52         | $190739.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.5519%  |  | $4001923.20        | $4010203.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6019%  |  | $1037900.51        | $1041939.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL023BD R22F023 | 2052-05-25      | 3.0000%  |  | $206566.10         | $198750.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FC      | 2069-06-20      | 5.0960%  |  | $3366259.36        | $3351358.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 AV     | 2036-06-20      | 5.0000%  |  | $3569866.67        | $3665784.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $3426098.64        | $3337175.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $444613.07         | $432147.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $1609899.14        | $1407438.58        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5555ET 07/25/55 | 2055-07-25      | 5.0000%  |  | $5495684.27        | $5493204.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  |  | $1008731.71        | $1014978.40        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL044BA R25F044 | 2051-09-25      | 5.0000%  |  | $1713234.35        | $1708573.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-048 FE     | 2053-03-20      | 5.3019%  |  | $1289334.64        | $1281184.42        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL056BV R25F056 | 2036-07-25      | 5.5000%  |  | $1600000.00        | $1639061.69        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  |  | $3160661.24        | $3114616.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  |  | $2922813.96        | $2883764.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $41640.73          | $36003.50          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024PY R25F024 | 2055-03-25      | 5.0000%  |  | $3750000.00        | $3564497.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $652494.26         | $654608.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FH     | 2054-11-20      | 5.3519%  |  | $3597590.99        | $3602942.85        | Agency Collateralized Mortgage Obligation |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.6408%  |  | $2123199.37        | $2003809.57        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $617428.71         | $559425.33         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1529%  |  | $2584145.37        | $2457060.62        | Agency Mortgage-Backed Securities         |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  |  | $3926504.33        | $3888794.18        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  |  | $124306.80         | $100804.28         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $73583.02          | $70013.95          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $5409.42           | $5257.80           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 UF     | 2064-12-20      | 5.5019%  |  | $925856.54         | $914569.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  |  | $847904.53         | $809503.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 JE     | 2054-11-20      | 4.5000%  |  | $1322694.36        | $1279443.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5019%  |  | $1250058.73        | $1251772.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  |  | $3102032.72        | $2438596.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4019%  |  | $4001923.20        | $3989939.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5019%  |  | $4039921.93        | $4043474.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7019%  |  | $2676397.47        | $2690825.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.5519%  |  | $2645733.40        | $2664650.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 5.3019%  |  | $3155177.07        | $3134503.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.3819%  |  | $631035.41         | $628772.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.3519%  |  | $3155177.07        | $3140308.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.3519%  |  | $1400088.86        | $1394178.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $1671306.72        | $1602157.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  |  | $1599999.98        | $1137955.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $1261185.30        | $1235332.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $1785892.50        | $1762976.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $1789301.91        | $1722626.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5019%  |  | $3995460.82        | $4037674.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $4285393.53        | $3759713.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $244582.73         | $215340.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $4281990.20        | $3674210.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8875%  |  | $727435.86         | $693510.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FA     | 2069-11-20      | 5.0330%  |  | $2632588.64        | $2646625.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.8321%  |  | $3143708.36        | $3059498.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.8821%  |  | $4326692.28        | $4220373.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NT     | 2055-06-20      | 5.0000%  |  | $1893207.20        | $1900217.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.8821%  |  | $2141964.00        | $2091529.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.7519%  |  | $3980207.07        | $3950195.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4460%  |  | $1532850.31        | $1534784.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 6.2671%  |  | $1419400.57        | $1429960.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FA      | 2069-04-20      | 5.1719%  |  | $3779711.80        | $3794269.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-19O FA     | 2069-12-20      | 5.1460%  |  | $3891203.57        | $3880473.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.3519%  |  | $3992302.44        | $3988248.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9960%  |  | $1587766.45        | $1587340.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7960%  |  | $62407.09          | $62213.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  |  | $200022.16         | $200946.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  |  | $1393813.96        | $1400920.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5019%  |  | $3548238.36        | $3566807.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-044 LT     | 2055-03-20      | 5.0000%  |  | $3710776.84        | $3695253.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 KF     | 2055-04-20      | 5.1019%  |  | $3099887.60        | $3093189.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.2519%  |  | $528296.15         | $526724.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 JB     | 2055-03-20      | 5.0000%  |  | $2648800.27        | $2515308.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 5.9971%  |  | $2122384.10        | $2129574.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.6612%  |  | $1294539.03        | $1303143.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.6612%  |  | $1099828.89        | $1107790.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $606853.68         | $576581.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $343381.76         | $330040.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3460%  |  | $633714.68         | $635507.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3660%  |  | $898590.09         | $902732.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4460%  |  | $678659.89         | $682276.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3960%  |  | $1627686.20        | $1635806.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3560%  |  | $919806.87         | $923506.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3460%  |  | $2648361.22        | $2659717.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1960%  |  | $490891.37         | $492336.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0460%  |  | $1394602.37        | $1396155.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0860%  |  | $1206673.98        | $1208558.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  |  | $277142.02         | $278308.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL087NH R05F087 | 2025-10-25      | 5.0000%  |  | $65.33             | $65.38             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5555DT 07/25/55 | 2055-07-25      | 5.0000%  |  | $8333333.33        | $8329573.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549CT 06/25/55 | 2055-06-25      | 5.0000%  |  | $7291861.50        | $7166687.78        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 5.5552%  |  | $3638679.74        | $3625502.45        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05512C 03/25/55 | 2055-03-25      | 5.0000%  |  | $3874763.36        | $3838211.86        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  |  | $1255397.34        | $979474.43         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53 | 2053-08-25      | 6.0000%  |  | $2666666.67        | $2739915.56        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  |  | $3027501.01        | $2997431.87        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $305772.71         | $288831.82         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $1085108.90        | $974458.11         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $6363.08           | $6136.13           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AT R25F055 | 2055-07-25      | 5.0000%  |  | $16087715.47       | $16116653.69       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055PT R25F055 | 2055-07-25      | 5.0000%  |  | $8333333.33        | $8329514.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045AT R25F045 | 2055-06-25      | 5.0000%  |  | $5569915.68        | $5466943.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL044BV R25F044 | 2036-12-25      | 5.0000%  |  | $1326121.17        | $1335309.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5529CB 04/25/55 | 2055-04-25      | 5.0000%  |  | $1733333.33        | $1607981.75        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7052%  |  | $2452840.92        | $2455625.84        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029KE R25F029 | 2052-05-25      | 4.5000%  |  | $2602045.04        | $2566272.13        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  |  | $430933.60         | $406367.27         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.5552%  |  | $7494723.68        | $7473225.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL039FC R24F039 | 2054-06-25      | 5.6052%  |  | $9939010.93        | $9964837.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $9355093.33        | $9739674.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3019%  |  | $3024678.40        | $3005371.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.2352%  |  | $3758705.26        | $3747074.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $206580.18         | $200164.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  |  | $2666666.67        | $2674329.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3960%  |  | $1615249.52        | $1623881.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6960%  |  | $911523.60         | $921247.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $615847.33         | $585357.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1019%  |  | $2211180.54        | $2206037.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-044 AT     | 2055-03-20      | 5.0000%  |  | $2648038.13        | $2631010.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.1060%  |  | $1504394.27        | $1507143.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435DT 07/25/54 | 2054-07-25      | 0.1250%  |  | $1340771.40        | $1033180.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 5.4512%  |  | $1407291.49        | $1412438.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0860%  |  | $1194104.20        | $1195991.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3460%  |  | $767341.41         | $771127.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-097 CB     | 2053-07-20      | 6.0000%  |  | $2666666.67        | $2762635.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9460%  |  | $942695.47         | $941550.01         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517HF 03/25/55 | 2055-03-25      | 5.6552%  |  | $3718870.81        | $3717808.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 UK     | 2055-05-20      | 5.0000%  |  | $3118400.13        | $2960904.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.5019%  |  | $4259335.87        | $4263349.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  |  | $3962231.71        | $3996846.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6019%  |  | $3816355.67        | $3828373.63        | Agency Collateralized Mortgage Obligation |

### Security 162: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.7019%  |  | $4281039.45        | $4293466.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 5.3519%  |  | $5657145.12        | $5658500.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FJ     | 2054-11-20      | 5.5519%  |  | $3794813.40        | $3804661.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 5.4519%  |  | $748766.57         | $748392.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF     | 2054-11-20      | 5.4019%  |  | $629182.49         | $627274.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-113 GC     | 2052-04-20      | 4.0000%  |  | $1719859.13        | $1672731.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-026 FB     | 2054-02-20      | 5.3619%  |  | $1584445.77        | $1582210.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FA     | 2053-10-20      | 5.4819%  |  | $1520973.97        | $1529352.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 BF     | 2053-08-20      | 5.5019%  |  | $2173397.12        | $2181752.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 5.3519%  |  | $1357888.36        | $1358056.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 5.3019%  |  | $2377417.02        | $2377002.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF     | 2053-07-20      | 5.3519%  |  | $261533.84         | $261973.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $800000.00         | $826809.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $399999.80         | $412798.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 5.4519%  |  | $1307923.14        | $1305981.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-063 LB     | 2053-05-20      | 6.0000%  |  | $3069380.00        | $3152429.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 5.2519%  |  | $8616952.70        | $8457615.31        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLSD7316 | 2053-08-01      | 5.5000%  |  | $1035532.49        | $1047555.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7288 | 2055-01-01      | 5.0000%  |  | $3179565.35        | $3153428.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3239 | 2052-04-01      | 3.0000%  |  | $14312.23          | $12575.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  |  | $4676.28           | $3744.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5706 | 2050-05-01      | 2.5000%  |  | $21860.23          | $18403.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  |  | $16805.41          | $16333.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4427 | 2049-10-01      | 3.0000%  |  | $333305.47         | $291413.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  |  | $585.08            | $568.98            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 5.1519%  |  | $1339941.34        | $1307136.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $1182715.97        | $1121439.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 NF     | 2052-05-20      | 4.5000%  |  | $783402.52         | $742908.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $299454.00         | $256713.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $14596218.20       | $12546563.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.8321%  |  | $1129262.51        | $1097357.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.7321%  |  | $2003326.78        | $1912186.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-177 EF     | 2052-10-20      | 5.4019%  |  | $156764.01         | $153942.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.8321%  |  | $2052794.65        | $2005899.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-093 FA     | 2053-06-20      | 5.3019%  |  | $2655834.72        | $2654338.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-168 J      | 2054-07-20      | 5.0000%  |  | $395862.29         | $393640.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-096 FA     | 2053-07-20      | 5.3519%  |  | $677699.84         | $677783.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.7262%  |  | $344335.74         | $338281.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 5.3819%  |  | $1074383.62        | $1075251.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 FE     | 2053-09-20      | 5.6519%  |  | $2054393.08        | $2070536.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-013 FD     | 2054-01-20      | 5.3619%  |  | $1377529.76        | $1377804.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 5.3619%  |  | $154353.11         | $152398.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 BF     | 2053-07-20      | 5.3019%  |  | $1219859.71        | $1219161.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 FK     | 2053-08-20      | 5.5519%  |  | $2173397.12        | $2184427.50        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  |  | $774.19            | $784.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  |  | $97.34             | $88.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  |  | $1505.92           | $1382.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  |  | $2883.68           | $2498.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  |  | $9361.60           | $8559.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV8463 | 2052-04-01      | 2.5000%  |  | $410545.62         | $340864.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV3950 | 2052-02-01      | 4.0000%  |  | $1537.73           | $1438.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4707 | 2054-07-01      | 6.0000%  |  | $4562032.92        | $4659036.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU1350 | 2052-02-01      | 3.0000%  |  | $168306.11         | $145956.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1028 | 2051-11-01      | 2.0000%  |  | $2259.12           | $1828.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM5010 | 2050-09-01      | 4.5000%  |  | $1228.38           | $1195.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5000 | 2050-07-01      | 3.5000%  |  | $581.80            | $530.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  |  | $373.13            | $357.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  |  | $2638.05           | $2487.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  |  | $316.64            | $299.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1639 | 2048-02-01      | 4.0000%  |  | $21591.12          | $20467.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1623 | 2047-02-01      | 3.0000%  |  | $360.11            | $321.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1546 | 2048-12-01      | 4.5000%  |  | $119.41            | $116.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  |  | $30742.22          | $29099.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT0304 | 2041-05-01      | 5.5000%  |  | $4519.07           | $4644.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  |  | $6925.62           | $6825.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZT0799 | 2031-09-01      | 5.0000%  |  | $242.81            | $244.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9409 | 2045-06-01      | 3.5000%  |  | $420.53            | $391.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  |  | $1162.33           | $1079.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS9771 | 2046-06-01      | 4.0000%  |  | $4426.89           | $4204.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8693 | 2033-04-01      | 3.0000%  |  | $1776.29           | $1727.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7568 | 2029-01-01      | 4.0000%  |  | $3.88              | $3.86              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7463 | 2031-06-01      | 3.5000%  |  | $2384.20           | $2359.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS7254 | 2030-11-01      | 3.0000%  |  | $855.40            | $837.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6911 | 2026-06-01      | 4.5000%  |  | $26.14             | $26.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6724 | 2026-03-01      | 4.5000%  |  | $3.59              | $3.59              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6609 | 2026-09-01      | 4.5000%  |  | $178.74            | $178.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS6210 | 2026-02-01      | 4.0000%  |  | $47.58             | $47.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4713 | 2047-04-01      | 3.5000%  |  | $99823.22          | $92012.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ1415 | 2041-09-01      | 4.5000%  |  | $23.88             | $23.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  |  | $127165.34         | $132475.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL4242 | 2041-10-01      | 5.0000%  |  | $50.89             | $51.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  |  | $42.10             | $41.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  |  | $1441.59           | $1249.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $5745.88           | $5881.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL890607 | 2043-08-01      | 5.0000%  |  | $244.37            | $248.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1430 | 2052-04-01      | 3.5000%  |  | $6207585.25        | $5626713.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8068 | 2054-05-01      | 5.5000%  |  | $34525.41          | $34735.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI4668 | 2035-10-01      | 5.0000%  |  | $3727.42           | $3791.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  |  | $4371.80           | $3982.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3547 | 2033-12-01      | 3.0000%  |  | $1356.98           | $1317.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1692 | 2052-10-01      | 5.0000%  |  | $4648.49           | $4609.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  |  | $73781.21          | $58631.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $45658.72          | $36283.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIZK5355 | 2028-04-01      | 2.0000%  |  | $54493.49          | $53062.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL850566 | 2036-01-01      | 5.0000%  |  | $14.67             | $14.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL852693 | 2036-04-01      | 6.0000%  |  | $438.84            | $455.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  |  | $29685.21          | $25875.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7389 | 2029-03-01      | 4.0000%  |  | $26.98             | $26.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  |  | $1838.49           | $1851.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889643 | 2038-03-01      | 6.0000%  |  | $13.18             | $13.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7387 | 2029-07-01      | 4.0000%  |  | $52.17             | $52.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL971036 | 2039-02-01      | 4.5000%  |  | $289.13            | $288.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6083 | 2053-10-01      | 2.5000%  |  | $817495.10         | $681017.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC1877 | 2039-09-01      | 4.5000%  |  | $886.65            | $885.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  |  | $45308.83          | $45989.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3008 | 2047-05-01      | 4.5000%  |  | $507.26            | $491.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9393 | 2042-04-01      | 3.5000%  |  | $1970.65           | $1855.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  |  | $1011.26           | $877.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $822.94            | $758.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH6827 | 2026-03-01      | 4.0000%  |  | $19.44             | $19.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0706 | 2031-04-01      | 4.5000%  |  | $2816.42           | $2835.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2462 | 2041-05-01      | 5.0000%  |  | $3967.82           | $4026.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1366 | 2033-03-01      | 3.0000%  |  | $583.28            | $561.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $22.90             | $22.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  |  | $16794.09          | $16978.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $206794.23         | $198439.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  |  | $6472.97           | $5465.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  |  | $6.57              | $6.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  |  | $2924878.59        | $2887755.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7659 | 2052-07-01      | 3.5000%  |  | $12824.38          | $11589.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  |  | $5781232.01        | $4609498.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD5622 | 2052-02-01      | 2.5000%  |  | $2437.14           | $2049.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  |  | $72723.98          | $70837.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2077 | 2049-12-01      | 3.0000%  |  | $1287.56           | $1145.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2349 | 2038-09-01      | 5.5000%  |  | $15401.17          | $15834.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  |  | $368254.51         | $319789.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $101.33            | $95.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7365 | 2048-07-01      | 4.5000%  |  | $16.58             | $16.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6101 | 2025-08-01      | 4.5000%  |  | $2.83              | $2.83              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $9386.56           | $9240.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $8777.53           | $7486.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIRR0007 | 2040-07-01      | 4.0000%  |  | $625461.60         | $612584.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  |  | $2956853.52        | $3082798.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  |  | $124245.42         | $127048.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0799 | 2055-03-01      | 5.0000%  |  | $10082076.92       | $9906787.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX9807 | 2055-04-01      | 5.0000%  |  | $2275554.76        | $2236166.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAE6384 | 2026-01-01      | 4.0000%  |  | $21.03             | $21.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAE0981 | 2041-03-01      | 3.5000%  |  | $1116.36           | $1051.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0217 | 2040-08-01      | 4.5000%  |  | $108.53            | $108.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  |  | $44.79             | $43.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD3812 | 2040-04-01      | 5.0000%  |  | $6987.94           | $7090.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1045 | 2040-02-01      | 4.5000%  |  | $196398.40         | $196131.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $13324.56          | $13637.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $9029.27           | $9057.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  |  | $929197.51         | $775500.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4112 | 2035-08-01      | 3.0000%  |  | $30854.50          | $29555.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  |  | $5008.77           | $4560.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4004 | 2050-03-01      | 5.0000%  |  | $14611.43          | $14528.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3908 | 2050-01-01      | 4.5000%  |  | $92427.15          | $89489.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $2707.03           | $2466.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  |  | $229.85            | $209.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3658 | 2034-05-01      | 3.5000%  |  | $41.76             | $41.10             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1859 | 2049-12-01      | 3.0000%  |  | $43.75             | $38.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  |  | $1223.82           | $1064.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  |  | $124720.97         | $127296.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  |  | $1572.51           | $1461.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1859 | 2052-11-01      | 5.5000%  |  | $953.34            | $964.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  |  | $1469833.47        | $1501257.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8045 | 2035-05-01      | 2.5000%  |  | $42164.20          | $39489.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  |  | $3411145.19        | $3118954.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4925 | 2050-11-01      | 3.0000%  |  | $15562.79          | $13681.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $2303.99           | $2322.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $140915.63         | $138683.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  |  | $122076.67         | $102544.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ0860 | 2054-02-01      | 7.0000%  |  | $2711796.09        | $2894481.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4169 | 2050-11-01      | 2.0000%  |  | $3626.51           | $2890.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $538433.79         | $540835.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5385 | 2054-02-01      | 6.0000%  |  | $16648.07          | $17119.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7016 | 2053-08-01      | 5.5000%  |  | $2351413.18        | $2369040.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8085 | 2036-01-01      | 2.5000%  |  | $2314.91           | $2162.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZK3063 | 2026-03-01      | 4.0000%  |  | $34.51             | $34.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  |  | $30702.98          | $24630.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZJ5596 | 2032-01-01      | 6.0000%  |  | $48.24             | $49.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3204 | 2041-06-01      | 5.0000%  |  | $3364.93           | $3388.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7997 | 2054-05-01      | 6.0000%  |  | $219025.44         | $223890.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS9382 | 2043-09-01      | 3.0000%  |  | $5391.17           | $4880.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4976 | 2054-02-01      | 5.5000%  |  | $102039.96         | $102390.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL6039 | 2032-08-01      | 4.0000%  |  | $1163.02           | $1153.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA3601 | 2034-01-01      | 4.5000%  |  | $5781.28           | $5860.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $97344.14          | $87977.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $87728.85          | $69705.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3465 | 2038-09-01      | 4.0000%  |  | $23029.21          | $22685.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3389 | 2038-06-01      | 4.0000%  |  | $8182.03           | $8062.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3377 | 2048-05-01      | 3.0000%  |  | $1386.70           | $1222.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3310 | 2038-03-01      | 4.0000%  |  | $2154.67           | $2123.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0846 | 2040-12-01      | 4.0000%  |  | $406.22            | $393.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9550 | 2039-12-01      | 4.5000%  |  | $29.53             | $29.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI2237 | 2034-07-01      | 5.5000%  |  | $476.37            | $489.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $6957.00           | $5825.47           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  |  | $74.32             | $69.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $67415.92          | $61406.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8021 | 2049-09-01      | 2.5000%  |  | $221932.50         | $185557.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  |  | $598.57            | $579.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6920 | 2047-04-01      | 4.0000%  |  | $180136.14         | $173681.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6694 | 2048-06-01      | 4.0000%  |  | $1289173.18        | $1241216.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6691 | 2053-02-01      | 4.0000%  |  | $1106454.38        | $1043422.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6669 | 2053-05-01      | 5.0000%  |  | $609543.95         | $604035.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6097 | 2053-05-01      | 4.5000%  |  | $350098.34         | $336758.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6072 | 2050-03-01      | 4.0000%  |  | $826659.97         | $781913.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4547 | 2053-12-01      | 6.0000%  |  | $2915028.52        | $2981005.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3243 | 2051-12-01      | 3.0000%  |  | $1963953.31        | $1742035.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3189 | 2053-06-01      | 6.0000%  |  | $100428.87         | $103195.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  |  | $23313.13          | $20259.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD2896 | 2051-10-01      | 4.0000%  |  | $76271.03          | $71218.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  |  | $3117.86           | $3027.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  |  | $3048020.95        | $2705794.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4946 | 2048-09-01      | 5.0000%  |  | $12635.44          | $12533.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3900 | 2048-04-01      | 4.0000%  |  | $39237.86          | $37133.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $83995.96          | $88400.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $11867.49          | $10997.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $16573.48          | $16915.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2901 | 2053-05-01      | 5.0000%  |  | $11007.14          | $10868.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  |  | $304.30            | $279.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7206 | 2054-02-01      | 5.5000%  |  | $10277.38          | $10410.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3240 | 2048-01-01      | 4.5000%  |  | $24597.97          | $23902.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1857 | 2049-03-01      | 4.5000%  |  | $605186.69         | $596085.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI0512 | 2033-08-01      | 4.5000%  |  | $56.47             | $56.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  |  | $4341.42           | $3776.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $3302.25           | $2872.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $119066.19         | $103338.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZA0863 | 2032-12-01      | 6.0000%  |  | $614.13            | $638.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  |  | $4929.49           | $5041.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5658 | 2050-05-01      | 2.5000%  |  | $283448.41         | $237831.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $115.57            | $100.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZS2393 | 2032-09-01      | 7.5000%  |  | $859.00            | $898.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6964 | 2026-07-01      | 4.5000%  |  | $18.72             | $18.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $80.02             | $75.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4438 | 2049-07-01      | 4.0000%  |  | $12762.56          | $12280.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  |  | $6946184.30        | $5834662.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD2788 | 2052-10-01      | 4.0000%  |  | $2238065.26        | $2104838.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  |  | $16165.54          | $16340.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3510 | 2053-06-01      | 6.0000%  |  | $258345.80         | $264166.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBR5765 | 2051-04-01      | 5.0000%  |  | $117342.90         | $116377.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2362 | 2050-09-01      | 2.0000%  |  | $7244.09           | $5764.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $55.76             | $50.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $49021.93          | $43197.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBK1989 | 2048-04-01      | 3.5000%  |  | $65699.67          | $59838.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9314 | 2047-09-01      | 3.5000%  |  | $2825.42           | $2603.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  |  | $13812.09          | $12851.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC5313 | 2046-03-01      | 3.5000%  |  | $3321.04           | $3040.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2817 | 2046-09-01      | 3.0000%  |  | $562.28            | $499.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1155 | 2046-06-01      | 3.0000%  |  | $2582.99           | $2310.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBA6884 | 2046-01-01      | 4.5000%  |  | $30.55             | $29.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBA4738 | 2045-12-01      | 4.0000%  |  | $38600.26          | $36713.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB6905 | 2054-07-01      | 6.0000%  |  | $2672115.82        | $2729008.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL847053 | 2035-12-01      | 5.0000%  |  | $47.58             | $47.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL825392 | 2035-06-01      | 5.5000%  |  | $9965.13           | $10271.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782335 | 2034-05-01      | 5.5000%  |  | $1318.96           | $1329.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759424 | 2034-01-01      | 5.5000%  |  | $717.21            | $737.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL755617 | 2034-01-01      | 5.5000%  |  | $214.97            | $218.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  |  | $1120.58           | $1159.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  |  | $2560.46           | $2686.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL6720 | 2034-06-01      | 4.0000%  |  | $285.36            | $282.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  |  | $36.00             | $35.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL1174 | 2026-11-01      | 4.0000%  |  | $140.95            | $140.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $684415.83         | $568759.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4929 | 2048-03-01      | 3.5000%  |  | $5754757.25        | $5323768.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4347 | 2051-05-01      | 3.5000%  |  | $18410.48          | $16586.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1158 | 2046-02-01      | 3.5000%  |  | $25.15             | $23.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  |  | $326.10            | $283.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9408 | 2039-11-01      | 4.5000%  |  | $87.93             | $87.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  |  | $516797.29         | $495936.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8314 | 2039-07-01      | 5.0000%  |  | $8228.80           | $8319.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $1377614.03        | $1408490.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH1717 | 2053-10-01      | 5.5000%  |  | $2811856.95        | $2854545.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFS7070 | 2041-09-01      | 4.0000%  |  | $4550.30           | $4459.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA5062 | 2053-06-01      | 3.0000%  |  | $704.71            | $610.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4212 | 2047-12-01      | 5.0000%  |  | $2910.72           | $2960.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  |  | $250.18            | $230.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  |  | $8623.18           | $8935.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  |  | $1011.24           | $975.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8231 | 2038-05-01      | 5.5000%  |  | $733.50            | $750.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6309 | 2052-08-01      | 5.0000%  |  | $28221.64          | $27765.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS4333 | 2045-01-01      | 3.0000%  |  | $241833.28         | $216279.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $5959.63           | $5429.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8104 | 2046-10-01      | 3.0000%  |  | $52505.74          | $46892.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7253 | 2046-05-01      | 4.5000%  |  | $97.89             | $95.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQC0832 | 2051-04-01      | 3.5000%  |  | $110678.12         | $101459.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0914 | 2040-12-01      | 4.0000%  |  | $2844.96           | $2751.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1362 | 2043-07-01      | 3.5000%  |  | $3014.33           | $2835.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1083 | 2026-07-01      | 4.5000%  |  | $55.15             | $55.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  |  | $246.32            | $247.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0814 | 2040-06-01      | 6.5000%  |  | $2216.53           | $2359.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAK9445 | 2042-03-01      | 4.0000%  |  | $2742061.52        | $2647897.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8194 | 2041-08-01      | 4.5000%  |  | $263.77            | $262.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  |  | $1363.31           | $1357.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH9016 | 2026-03-01      | 4.0000%  |  | $188.05            | $187.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801 | 2026-02-01      | 3.5000%  |  | $10.58             | $10.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  |  | $1839.79           | $1834.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555330 | 2033-04-01      | 5.5000%  |  | $3706.09           | $3796.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL190396 | 2039-06-01      | 4.5000%  |  | $86.83             | $86.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB1117 | 2039-04-01      | 6.0000%  |  | $89167.65          | $92369.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3129 | 2037-09-01      | 4.0000%  |  | $1100.81           | $1085.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $20578.04          | $18959.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  |  | $24485.31          | $21648.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2863 | 2047-01-01      | 3.0000%  |  | $6322.91           | $5610.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2217 | 2045-03-01      | 4.0000%  |  | $1938.22           | $1843.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  |  | $912.09            | $914.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  |  | $8381.42           | $8342.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAB2800 | 2026-04-01      | 3.5000%  |  | $8.39              | $8.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7937 | 2037-01-01      | 4.5000%  |  | $136.81            | $136.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  |  | $155.15            | $163.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $33.57             | $35.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL986148 | 2038-01-01      | 5.5000%  |  | $13643.72          | $14121.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL962062 | 2038-03-01      | 5.0000%  |  | $8266.31           | $8411.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL946803 | 2037-09-01      | 6.5000%  |  | $290.40            | $306.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $124400.12         | $98516.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  |  | $2726.80           | $2526.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS9389 | 2048-06-01      | 4.0000%  |  | $629168.37         | $603458.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $29613.29          | $30234.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8075 | 2050-02-01      | 3.0000%  |  | $1204080.66        | $1071274.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3907 | 2050-01-01      | 4.0000%  |  | $166095.66         | $156435.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  |  | $676.58            | $613.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  |  | $84443.12          | $86757.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  |  | $98609.91          | $85684.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  |  | $102.44            | $100.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2513 | 2052-08-01      | 4.5000%  |  | $89438.31          | $85748.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3703 | 2026-11-01      | 3.0000%  |  | $561.52            | $556.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  |  | $2178604.70        | $2154885.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2747 | 2047-03-01      | 3.5000%  |  | $3132.43           | $2910.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1768 | 2048-06-01      | 4.0000%  |  | $3462.65           | $3336.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  |  | $359.78            | $369.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0424 | 2055-02-01      | 6.0000%  |  | $190395.60         | $196374.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0432 | 2052-05-01      | 2.5000%  |  | $3869688.32        | $3237078.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3251 | 2055-01-01      | 5.5000%  |  | $959628.06         | $971038.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7311 | 2053-02-01      | 4.5000%  |  | $814761.06         | $784728.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1819 | 2055-05-01      | 6.5000%  |  | $2562672.24        | $2666027.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL944145 | 2037-08-01      | 6.0000%  |  | $1076.38           | $1108.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  |  | $57.54             | $60.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  |  | $92.01             | $80.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0636 | 2037-08-01      | 3.0000%  |  | $18573.31          | $17698.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI9800 | 2054-06-01      | 5.5000%  |  | $426502.49         | $427856.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB0449 | 2041-01-01      | 2.0000%  |  | $649242.44         | $562927.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  |  | $956522.03         | $946108.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932474 | 2040-02-01      | 4.5000%  |  | $231.35            | $230.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL910434 | 2037-01-01      | 6.0000%  |  | $1190.30           | $1238.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CI890306 | 2026-04-01      | 4.0000%  |  | $10.74             | $10.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2319 | 2053-02-01      | 4.5000%  |  | $3223.06           | $3104.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1957 | 2052-03-01      | 3.0000%  |  | $1468623.55        | $1277679.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1819 | 2052-10-01      | 5.5000%  |  | $16937.70          | $17134.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  |  | $1374.50           | $1212.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0503 | 2048-04-01      | 4.0000%  |  | $406341.69         | $388023.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  |  | $8718.40           | $8181.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8351 | 2040-01-01      | 5.0000%  |  | $2880.56           | $2910.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8349 | 2040-01-01      | 4.5000%  |  | $1686.30           | $1679.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $5723.01           | $5852.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8308 | 2039-06-01      | 5.0000%  |  | $6787.32           | $6857.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8304 | 2039-05-01      | 5.5000%  |  | $10449.61          | $10694.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  |  | $4613.65           | $4661.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8318 | 2039-08-01      | 5.0000%  |  | $1264.27           | $1278.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  |  | $13346.01          | $13492.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  |  | $1054.06           | $1018.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8108 | 2036-06-01      | 2.5000%  |  | $6751.38           | $6314.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  |  | $21070.29          | $19687.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745275 | 2036-02-01      | 5.0000%  |  | $305.71            | $310.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL708305 | 2033-06-01      | 4.5000%  |  | $274.51            | $272.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ6973 | 2045-11-01      | 4.0000%  |  | $28.63             | $26.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8351 | 2045-05-01      | 4.0000%  |  | $96.36             | $91.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV2359 | 2044-01-01      | 4.0000%  |  | $1373.48           | $1323.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  |  | $2226.21           | $2094.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  |  | $64.00             | $62.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7838 | 2046-08-01      | 3.0000%  |  | $811.14            | $723.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7726 | 2046-08-01      | 3.0000%  |  | $67262.28          | $60043.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  |  | $590.84            | $564.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5121 | 2045-06-01      | 4.0000%  |  | $1844.09           | $1751.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS1062 | 2028-11-01      | 3.0000%  |  | $303.79            | $298.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9188 | 2043-03-01      | 2.5000%  |  | $472.97            | $416.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0150 | 2042-06-01      | 4.0000%  |  | $1165.78           | $1123.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO7977 | 2027-06-01      | 3.0000%  |  | $32.02             | $31.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAO6572 | 2027-06-01      | 4.0000%  |  | $827.84            | $825.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  |  | $105.53            | $105.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL9264 | 2036-10-01      | 4.0000%  |  | $5855.46           | $5759.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8299 | 2046-11-01      | 3.0000%  |  | $5290.29           | $4743.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6889 | 2045-02-01      | 4.5000%  |  | $461.55            | $453.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6853 | 2029-11-01      | 3.5000%  |  | $1302.20           | $1285.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6614 | 2052-01-01      | 2.5000%  |  | $517801.68         | $430005.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5832 | 2051-09-01      | 2.5000%  |  | $106497.92         | $89518.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  |  | $1629896.31        | $1353015.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  |  | $4003.91           | $3478.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3523 | 2050-09-01      | 2.0000%  |  | $3369.29           | $2667.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6739 | 2053-06-01      | 5.5000%  |  | $19309.17          | $19517.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  |  | $1243.23           | $1178.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4667 | 2046-06-01      | 3.0000%  |  | $603.60            | $536.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  |  | $19989.59          | $17745.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4643 | 2045-12-01      | 4.0000%  |  | $86.04             | $81.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4641 | 2045-12-01      | 3.0000%  |  | $1448.75           | $1282.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630 | 2045-09-01      | 3.5000%  |  | $40.67             | $37.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4627 | 2045-08-01      | 4.0000%  |  | $12783.92          | $12141.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  |  | $5260.71           | $4884.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  |  | $390.41            | $366.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4086 | 2044-07-01      | 4.5000%  |  | $211.68            | $208.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3671 | 2042-12-01      | 4.0000%  |  | $18468.35          | $17739.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS3287 | 2039-09-01      | 6.5000%  |  | $16315.17          | $17226.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS3073 | 2040-05-01      | 5.5000%  |  | $865.54            | $890.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3509 | 2042-02-01      | 5.0000%  |  | $15046.55          | $15268.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2267 | 2034-12-01      | 5.5000%  |  | $8477.47           | $8739.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1876 | 2038-02-01      | 5.5000%  |  | $4527.23           | $4658.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1639 | 2037-09-01      | 6.0000%  |  | $1922.46           | $2023.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888832 | 2037-11-01      | 6.5000%  |  | $1229.49           | $1308.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888024 | 2035-06-01      | 6.5000%  |  | $3678.75           | $3818.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  |  | $1205.97           | $1225.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0094 | 2055-03-01      | 5.0000%  |  | $5205751.97        | $5118439.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS8159 | 2037-07-01      | 2.5000%  |  | $25641.90          | $24125.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7890 | 2047-07-01      | 5.0000%  |  | $7058.70           | $7171.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7294 | 2044-05-01      | 5.5000%  |  | $66225.76          | $68737.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1193 | 2053-04-01      | 5.5000%  |  | $41312.81          | $41444.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8517 | 2052-08-01      | 4.5000%  |  | $735.89            | $711.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0764 | 2052-04-01      | 3.0000%  |  | $10320.75          | $8945.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6092 | 2052-01-01      | 2.5000%  |  | $4356974.20        | $3626731.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD5204 | 2052-01-01      | 2.5000%  |  | $111394.98         | $92386.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLQC1899 | 2046-05-01      | 1.5000%  |  | $3506481.99        | $2693827.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2765 | 2050-09-01      | 2.5000%  |  | $3482846.00        | $2921093.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA0127 | 2049-06-01      | 3.5000%  |  | $2825.33           | $2575.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4017 | 2053-10-01      | 6.0000%  |  | $161588.38         | $166227.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3900 | 2053-08-01      | 5.5000%  |  | $49997.69          | $50264.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4419 | 2052-06-01      | 3.0000%  |  | $3408616.79        | $2994611.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4418 | 2050-06-01      | 3.0000%  |  | $194838.12         | $173128.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $2886073.75        | $2835895.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  |  | $404.70            | $418.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $102.49            | $93.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  |  | $130.24            | $129.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM2235 | 2028-12-01      | 4.5000%  |  | $20.96             | $20.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  |  | $10.40             | $10.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  |  | $15173.34          | $13470.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNFA2090 | 2032-03-01      | 1.5000%  |  | $2000000.00        | $1847514.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1071 | 2036-05-01      | 5.5000%  |  | $437.16            | $452.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS0892 | 2035-06-01      | 6.0000%  |  | $21676.14          | $22555.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS0847 | 2035-04-01      | 5.0000%  |  | $239.08            | $242.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6616 | 2053-06-01      | 6.0000%  |  | $16798.25          | $17155.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  |  | $149525.70         | $129742.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6402 | 2053-11-01      | 6.0000%  |  | $994210.02         | $1025758.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  |  | $1698553.59        | $1771318.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $3081.17           | $3044.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5930 | 2053-07-01      | 4.5000%  |  | $3728.98           | $3583.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  |  | $16577.57          | $16751.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  |  | $87543.21          | $86996.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5093 | 2037-04-01      | 2.5000%  |  | $12453.15          | $11719.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  |  | $3629.41           | $3009.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS5314 | 2052-05-01      | 2.0000%  |  | $1789.52           | $1416.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5302 | 2053-07-01      | 5.0000%  |  | $697818.90         | $690481.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1043 | 2046-12-01      | 3.0000%  |  | $457485.54         | $406785.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0525 | 2051-07-01      | 3.0000%  |  | $631158.24         | $556545.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0893 | 2052-04-01      | 2.5000%  |  | $1158294.92        | $974260.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  |  | $783402.40         | $818163.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7745 | 2053-12-01      | 6.0000%  |  | $1611.50           | $1651.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  |  | $1066.63           | $1072.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  |  | $2955690.13        | $2984169.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  |  | $529.44            | $521.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7095 | 2053-09-01      | 5.0000%  |  | $146753.65         | $145345.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5586 | 2053-01-01      | 6.0000%  |  | $5626.20           | $5787.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0198 | 2038-09-01      | 5.5000%  |  | $3565.92           | $3690.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  |  | $1841.24           | $1860.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $952.88            | $955.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5452 | 2044-08-01      | 5.0000%  |  | $148949.49         | $149775.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $1659067.62        | $1664336.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5266 | 2039-02-01      | 5.0000%  |  | $6907.50           | $6983.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  |  | $330.07            | $318.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $1336447.09        | $1342207.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $60020.11          | $57585.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $943991.82         | $929334.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $628677.66         | $631563.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $24794.49          | $21491.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $1129.69           | $1053.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $17830.70          | $16087.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  |  | $1737.06           | $1622.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  |  | $10908.30          | $11154.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  |  | $58468.27          | $58653.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA5866 | 2038-12-01      | 4.0000%  |  | $38041.08          | $37439.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CNZA3884 | 2026-09-01      | 2.5000%  |  | $2684.69           | $2655.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2215 | 2031-08-01      | 4.0000%  |  | $1320.82           | $1314.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA1918 | 2026-01-01      | 5.0000%  |  | $63.65             | $63.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZA2619 | 2026-04-01      | 4.0000%  |  | $9.54              | $9.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $61347.28          | $58873.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZA2576 | 2025-10-01      | 3.5000%  |  | $2.26              | $2.26              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN4336 | 2049-03-01      | 5.0000%  |  | $22495.27          | $22480.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3XZN0195 | 2027-09-01      | 3.0000%  |  | $21544.06          | $21264.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM6968 | 2048-06-01      | 4.0000%  |  | $258.11            | $244.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3937 | 2047-08-01      | 3.5000%  |  | $11325.96          | $10432.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $1298.00           | $1302.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $95408.99          | $95711.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  |  | $7714.76           | $7878.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  |  | $320575.09         | $327539.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  |  | $2211.44           | $2121.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $3349.00           | $3210.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $4142.14           | $3863.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $696.90            | $649.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $31566176.56       | $26250239.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $608062.35         | $505393.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8179 | 2051-11-01      | 3.0000%  |  | $967.86            | $842.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $5894029.66        | $4889474.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  |  | $2348.43           | $2047.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  |  | $78452.18          | $68654.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7540 | 2051-05-01      | 2.5000%  |  | $139023.55         | $117520.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  |  | $2349.77           | $2191.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $1412.69           | $1318.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL8581 | 2044-10-01      | 4.0000%  |  | $10427.45          | $9850.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL5916 | 2043-05-01      | 3.5000%  |  | $2424.17           | $2280.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK9051 | 2032-11-01      | 3.0000%  |  | $9960.25           | $9686.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZK3462 | 2026-08-01      | 3.5000%  |  | $19.53             | $19.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZJ3686 | 2029-06-01      | 6.0000%  |  | $111.98            | $114.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ1245 | 2041-02-01      | 4.5000%  |  | $7.34              | $7.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0307 | 2040-08-01      | 4.5000%  |  | $148.86            | $148.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0180 | 2040-07-01      | 4.5000%  |  | $5016.52           | $5007.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  |  | $488.48            | $450.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5288 | 2053-07-01      | 5.5000%  |  | $271157.65         | $274549.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  |  | $4047.23           | $3392.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  |  | $118062.34         | $103997.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1822 | 2052-05-01      | 3.5000%  |  | $719950.70         | $659521.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  |  | $450333.39         | $374057.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1219 | 2051-07-01      | 3.5000%  |  | $179053.90         | $162983.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $165991.13         | $144164.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS1677 | 2040-03-01      | 3.0000%  |  | $4731.76           | $4486.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0649 | 2051-12-01      | 2.5000%  |  | $230013.37         | $191928.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS0065 | 2050-12-01      | 4.5000%  |  | $190826.93         | $185715.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9579 | 2051-07-01      | 2.0000%  |  | $5867.33           | $4655.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8821 | 2051-09-01      | 3.0000%  |  | $239055.01         | $208909.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8677 | 2050-07-01      | 3.5000%  |  | $27097.22          | $24809.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8577 | 2051-08-01      | 3.0000%  |  | $232507.65         | $205361.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $12169.89          | $10635.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  |  | $19137.98          | $15863.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5888 | 2044-07-01      | 5.0000%  |  | $4047.83           | $4061.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  |  | $142618.25         | $120870.94         | Agency Mortgage-Backed Securities         |

### Security 163: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $222281250.00
- **C.18.a - Value (excl. sponsor support):** $222281250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41118750.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41118750.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41118750.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $25000000.00       | $20789450.00       | Agency Debentures and Agency Strips |

### Security 164: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.330%, 8/25/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNAR XX.XXX HYAN6110 | 2027-07-01      | 3.0000%  |  | $793000.00         | $777192.87         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  |  | $201898.86         | $191277.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  |  | $249461.22         | $223681.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  |  | $120841.68         | $112527.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $209081.47         | $190617.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  |  | $338295.99         | $351914.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  |  | $8185125.11        | $8679695.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5349 | 2054-10-01      | 5.5000%  |  | $9297780.23        | $9422152.51        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  |  | $939469.40         | $869403.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2630 | 2047-02-01      | 4.0000%  |  | $765715.32         | $720769.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  |  | $101986.69         | $86840.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  |  | $135354.58         | $127872.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $928660.35         | $855249.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  |  | $5213853.27        | $4736146.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $302271.49         | $270392.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $10305740.47       | $10554568.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $12037089.96       | $12126460.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  |  | $18812.87          | $18270.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  |  | $128693.27         | $119455.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $19689113.22       | $17646558.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  |  | $448641.86         | $376825.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN4824 | 2036-01-01      | 2.0000%  |  | $102527.89         | $94574.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  |  | $242688.73         | $195191.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  |  | $96594.20          | $87994.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $9787413.77        | $9300570.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $239.93            | $233.19            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM5292 | 2032-06-01      | 3.2184%  |  | $287676.85         | $274373.32         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  |  | $713969.44         | $673828.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $210435.22         | $198802.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $3308016.56        | $3210126.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9719 | 2040-08-01      | 5.5000%  |  | $86433.87          | $88833.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  |  | $90191.96          | $92979.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD8286 | 2040-06-01      | 6.0000%  |  | $75455.84          | $77660.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD6725 | 2040-06-01      | 6.0000%  |  | $70178.61          | $72354.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  |  | $97798.45          | $100132.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  |  | $147224.64         | $150949.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD5214 | 2040-06-01      | 4.5000%  |  | $104200.11         | $103150.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  |  | $165937.46         | $170136.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $889731.96         | $817592.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH0794 | 2047-04-01      | 3.5000%  |  | $182044.55         | $168252.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $576410.51         | $457393.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $81868.98          | $80479.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  |  | $48372.16          | $43494.59          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  |  | $238733.44         | $239742.46         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.4900%  |  | $661017.35         | $661804.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD4220 | 2040-08-01      | 5.5000%  |  | $31524.86          | $32164.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  |  | $115050.59         | $118934.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  |  | $527508.00         | $443006.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3801 | 2052-06-01      | 3.0000%  |  | $1580017.30        | $1388114.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4272 | 2029-01-01      | 1.8000%  |  | $1560000.00        | $1442990.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  |  | $464.66            | $467.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  |  | $74253.26          | $73724.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  |  | $384132.01         | $310937.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  |  | $1032561.56        | $933154.22         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  |  | $144908.53         | $148082.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  |  | $207654.04         | $188573.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  |  | $18964545.37       | $15878177.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  |  | $15667943.29       | $12510666.45       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5961 | 2054-04-01      | 5.0000%  |  | $3945391.77        | $3904942.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $704257.68         | $611229.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $144212.02         | $136523.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  |  | $306522.33         | $247025.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  |  | $271441.63         | $254781.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  |  | $572530.56         | $552703.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  |  | $37335.96          | $32344.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $8306.34           | $7887.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  |  | $1497798.01        | $1190719.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $16226521.20       | $16338249.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $148422.81         | $139778.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9706 | 2051-10-01      | 3.0000%  |  | $657517.95         | $571380.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  |  | $533162.78         | $485206.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $139952.44         | $131979.66         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $1302196.13        | $1279672.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $10087050.77       | $10139690.61       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3315 | 2040-03-01      | 6.0000%  |  | $55026.70          | $56732.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  |  | $449720.62         | $476475.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1685 | 2040-08-01      | 6.0000%  |  | $68669.33          | $70775.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  |  | $157255.09         | $163289.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $98999186.83       | $97285290.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $102455156.61      | $100832654.00      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $590489.82         | $593123.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $6837432.61        | $6757077.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $13269195.09       | $13122673.69       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  |  | $184433.86         | $177245.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $2882648.77        | $2683456.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8668 | 2048-09-01      | 4.0000%  |  | $289623.31         | $272924.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  |  | $149188.66         | $145193.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $6637943.61        | $6252758.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  |  | $2636158.76        | $2566941.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $302329.52         | $287840.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  |  | $1921664.99        | $1829986.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $1131461.29        | $1125854.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3703 | 2026-11-01      | 3.0000%  |  | $54072.29          | $53594.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3535 | 2026-09-01      | 3.0000%  |  | $65630.63          | $65093.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  |  | $77686.80          | $80237.44          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $48.14             | $48.16             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $34.34             | $36.18             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $592.92            | $608.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  |  | $131777.56         | $136962.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  |  | $2146983.96        | $2114757.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  |  | $3885448.14        | $3640106.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  |  | $111012.03         | $107992.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIZS8482 | 2028-03-01      | 2.0000%  |  | $75439.73          | $73458.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $5238342.19        | $5277611.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  |  | $20269073.51       | $16286608.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  |  | $776898.42         | $673607.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  |  | $3536106.92        | $2833479.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $637401.68         | $603601.68         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  |  | $92560.45          | $90435.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  |  | $2732837.42        | $2747596.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  |  | $3357543.39        | $3576491.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0194 | 2054-07-01      | 6.5000%  |  | $3743344.59        | $3915351.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $91528.03          | $79410.24          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9040%  |  | $4823498.03        | $4871273.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  |  | $6374561.47        | $6250735.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  |  | $98154405.27       | $96832734.41       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $8461991.35        | $8535869.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX3632 | 2055-01-01      | 6.5000%  |  | $1763925.68        | $1841132.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  |  | $3357045.87        | $3548874.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5514 | 2055-01-01      | 5.5000%  |  | $10685325.78       | $10788626.76       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  |  | $1918112.64        | $1963415.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $1118930.04        | $1043728.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  |  | $3795852.86        | $3546669.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  |  | $5391719.85        | $4519985.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $470211.00         | $445083.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  |  | $180770.32         | $179157.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  |  | $199522.47         | $192118.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  |  | $1257199.26        | $1208196.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  |  | $524073.04         | $537325.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  |  | $162216.57         | $166317.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  |  | $101700.28         | $103147.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  |  | $96544.76          | $100539.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC5122 | 2039-10-01      | 6.0000%  |  | $85269.56          | $88189.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  |  | $95465.12          | $99030.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC3020 | 2039-09-01      | 4.5000%  |  | $319176.14         | $318480.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  |  | $869293.85         | $817819.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB3320 | 2039-11-01      | 7.0000%  |  | $25308.95          | $26814.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $65164.38          | $61331.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $9899.12           | $8802.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $1371181.45        | $1355190.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8127 | 2055-05-01      | 5.5000%  |  | $2738310.20        | $2762244.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  |  | $2505899.26        | $2513856.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  |  | $1310515.18        | $1366432.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1943 | 2055-02-01      | 5.5000%  |  | $3490718.90        | $3521229.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $12903.96          | $13195.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9992 | 2055-02-01      | 6.0000%  |  | $233329.42         | $239958.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $10310.52          | $10971.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  |  | $1544900.20        | $1616180.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  |  | $2711529.61        | $2825362.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  |  | $3279770.76        | $3314013.40        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841974 G        | 2050-02-01      | 6.1520%  |  | $2469255.53        | $2561064.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  |  | $885495.74         | $915441.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1324 | 2048-06-01      | 4.0000%  |  | $44613186.94       | $43259097.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD4056 | 2055-03-01      | 4.5000%  |  | $2698965.31        | $2586075.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $322026.57         | $341532.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $4325019.19        | $4485197.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $9836239.73        | $10410628.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $81746855.42       | $84181876.22       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $715085.30         | $721498.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $10444034.05       | $11047042.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $84406521.20       | $84824380.41       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  |  | $3481873.84        | $3625829.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  |  | $3611875.70        | $3745631.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  |  | $6050768.47        | $6425995.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  |  | $349043.66         | $350907.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5895 | 2053-03-01      | 5.0000%  |  | $87234688.87       | $86613732.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  |  | $225480.38         | $232822.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $17769911.27       | $17826340.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1760 | 2054-10-01      | 5.5000%  |  | $1786819.68        | $1803541.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $271631.44         | $288738.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1977 | 2054-09-01      | 6.0000%  |  | $3556464.91        | $3637969.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $1165554.64        | $1244966.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $3877188.26        | $3961867.35        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 6.2050%  |  | $835.39            | $861.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  |  | $16566.93          | $16308.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  |  | $920255.05         | $930004.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  |  | $873464.40         | $941142.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $18600302.78       | $18779992.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  |  | $6304509.45        | $6412193.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  |  | $5788800.77        | $5821493.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $4347741.27        | $4305345.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $2786446.50        | $2864395.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $5990358.95        | $6162098.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  |  | $4708978.94        | $4192177.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  |  | $276640.27         | $247311.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $5452.82           | $5393.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  |  | $167645.27         | $172683.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  |  | $263601.21         | $279283.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1222 | 2040-07-01      | 4.5000%  |  | $113250.54         | $113026.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  |  | $118172.64         | $122344.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995243 | 2038-08-01      | 4.5000%  |  | $116760.87         | $116973.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  |  | $377244.55         | $394569.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  |  | $31642.16          | $32574.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  |  | $90603.50          | $93309.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  |  | $172685.88         | $177051.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL948102 | 2037-11-01      | 6.0000%  |  | $25141.86          | $25651.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL931797 | 2039-08-01      | 4.5000%  |  | $59220.37          | $59164.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  |  | $175099.26         | $179527.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4951 | 2052-10-01      | 5.0000%  |  | $17303373.22       | $17345278.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $2212620.50        | $2187730.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $65025770.88       | $64342010.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $3992.28           | $3876.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $14856896.83       | $15254427.76       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9438 | 2053-07-01      | 5.5000%  |  | $4367819.43        | $4405992.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $2360337.74        | $2376082.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $5180771.28        | $5339408.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $2443375.15        | $2279014.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $1145230.65        | $1068258.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $317360.91         | $275306.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $24972.66          | $22189.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $216.98            | $200.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $2919699.13        | $2600323.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $20328355.77       | $18897512.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $27108217.57       | $25143968.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $104322.46         | $94530.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $46362078.01       | $42000642.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  |  | $842883.39         | $762745.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9246 | 2044-08-01      | 4.5000%  |  | $113512.26         | $113311.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  |  | $88368.21          | $85772.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $7833602.08        | $7371282.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  |  | $104944.08         | $106274.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1647 | 2041-07-01      | 4.5000%  |  | $146094.50         | $144514.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  |  | $139340.55         | $140878.56         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  |  | $499890.12         | $517771.41         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.7920%  |  | $101.55            | $105.63            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462208 | 2033-09-01      | 6.4050%  |  | $33190.20          | $33305.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  |  | $5019794.80        | $4707469.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3124 | 2052-03-01      | 3.5000%  |  | $11279069.82       | $10305341.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3101 | 2052-03-01      | 2.0000%  |  | $120743.48         | $97045.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  |  | $85254.44          | $74487.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  |  | $62303.16          | $54054.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2455 | 2051-12-01      | 4.0000%  |  | $1427369.32        | $1347188.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  |  | $67924.91          | $56776.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  |  | $385780.05         | $349207.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1312 | 2051-08-01      | 2.5000%  |  | $101716253.49      | $85394953.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  |  | $210857.72         | $183544.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0906 | 2051-06-01      | 2.5000%  |  | $157944498.71      | $132169834.32      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0505 | 2051-05-01      | 2.5000%  |  | $784920.42         | $661891.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0355 | 2051-05-01      | 2.5000%  |  | $80680553.16       | $67723892.81       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  |  | $245496.76         | $224100.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  |  | $5999484.64        | $6033373.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ4700 | 2054-09-01      | 6.5000%  |  | $122850.10         | $128324.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $2246516.15        | $2318991.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  |  | $7941265.23        | $8193744.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  |  | $55025.02          | $58479.11          | Agency Mortgage-Backed Securities         |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $268493.33         | $164659.02         | U.S. Treasuries (including strips)        |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1529%  |  | $8666666.67        | $7509167.13        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $1731.60           | $1626.28           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $77693.76          | $76605.53          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  |  | $4333333.33        | $3687090.33        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7465%  |  | $1950000.00        | $1628133.60        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5827%  |  | $2600000.00        | $2229703.30        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2863%  |  | $2147860.00        | $1838533.68        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $162227.73         | $146441.83         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.6802%  |  | $3287152.40        | $3120611.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  |  | $1274667.37        | $1310377.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $32471360.86       | $32132904.66       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $2487663.18        | $2455964.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  |  | $115414.29         | $96061.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  |  | $384082.09         | $359792.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  |  | $746.93            | $619.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  |  | $3565019.38        | $2856244.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  |  | $3091216.54        | $2908717.99        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  |  | $172025.31         | $168663.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $656686.52         | $550082.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $94724.51          | $79480.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  |  | $5114009.81        | $4707852.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  |  | $5311852.15        | $5353140.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  |  | $180739.56         | $170508.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $3528326.21        | $3231831.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5371 | 2050-03-01      | 4.0000%  |  | $110687.19         | $103744.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  |  | $460.59            | $416.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $196736.39         | $180575.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $4995272.32        | $4739250.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $15432779.62       | $14620895.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  |  | $708337.97         | $748235.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $3696136.79        | $3656579.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  |  | $1288542.12        | $1373236.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  |  | $7390748.30        | $7479293.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  |  | $545096.79         | $561950.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  |  | $167118.69         | $157251.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2857 | 2054-12-01      | 5.0000%  |  | $16591730.46       | $16403211.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $54648425.01       | $57234777.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $4782066.68        | $4828292.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4689 | 2055-05-01      | 6.0000%  |  | $18966223.08       | $19412978.79       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX8621 | 2055-03-01      | 6.0000%  |  | $3257663.38        | $3354032.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  |  | $1824142.27        | $1901320.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5824 | 2055-02-01      | 6.5000%  |  | $7482152.29        | $7834233.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  |  | $1682336.30        | $1728370.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  |  | $1031606.17        | $1061613.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  |  | $355293.92         | $344375.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  |  | $99844.57          | $103686.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0088 | 2051-04-01      | 2.0000%  |  | $1457173.32        | $1167264.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0841 | 2051-06-01      | 2.5000%  |  | $18709169.74       | $15749246.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  |  | $45875992.07       | $36755620.56       | Agency Mortgage-Backed Securities         |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.6552%  |  | $20856373.94       | $20863933.12       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6552%  |  | $2937432.96        | $2932399.49        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4052%  |  | $97378.73          | $97510.07          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 5.3552%  |  | $1470.99           | $1464.76           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.6552%  |  | $10187771.28       | $10194163.49       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8052%  |  | $2999170.03        | $3020926.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2052%  |  | $7241268.76        | $7199160.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4519%  |  | $959.97            | $958.58            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2052%  |  | $844.42            | $843.77            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.8052%  |  | $126712121.72      | $127155395.44      | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLCA9092 | 2050-09-01      | 3.5000%  |  | $4089637.04        | $3780036.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8723 | 2051-01-01      | 2.0000%  |  | $35614785.49       | $28534249.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  |  | $220722.62         | $176840.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  |  | $21212324.89       | $16991604.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  |  | $397727.61         | $366081.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  |  | $18464672.19       | $14793897.41       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $134807.78         | $107984.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $2216353.97        | $1762996.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $208856.39         | $167335.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  |  | $26396526.61       | $21013485.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  |  | $28780622.28       | $23058778.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE4835 | 2040-10-01      | 6.0000%  |  | $41620.76          | $42990.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  |  | $121970.36         | $126527.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  |  | $163428.32         | $167966.32         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $1172.96           | $1083.64           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  |  | $400028.36         | $392313.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $275197.10         | $288496.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  |  | $3935503.73        | $4017375.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $559748.12         | $445252.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1580373.29        | $1603765.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  |  | $270179.78         | $227712.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $557931.45         | $467186.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  |  | $617274.77         | $516513.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3023 | 2052-10-01      | 5.0000%  |  | $1331101.10        | $1330198.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $4786988.93        | $3969964.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  |  | $1773.86           | $1540.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  |  | $186751.09         | $181325.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $4317090.56        | $3644288.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  |  | $5790296.69        | $4609470.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $58619922.86       | $49964333.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $10253178.80       | $8183985.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $1056170.38        | $1024361.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7593 | 2030-12-01      | 3.5000%  |  | $92181.40          | $91908.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS7609 | 2030-01-01      | 2.5000%  |  | $124984.18         | $122646.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $631.46            | $629.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2797082.82        | $2738097.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  |  | $257939.94         | $263674.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $5449891.38        | $5192935.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  |  | $170912.12         | $175235.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930264 | 2038-12-01      | 6.0000%  |  | $64002.29          | $66065.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930261 | 2038-11-01      | 6.0000%  |  | $81190.36          | $83744.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  |  | $318636.44         | $334251.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  |  | $143042.67         | $147599.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  |  | $233231.03         | $241209.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  |  | $11844661.60       | $12322358.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  |  | $7892929.21        | $6999368.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $2507780.56        | $2468841.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  |  | $1614404.27        | $1628692.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  |  | $2639597.87        | $2510973.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3167 | 2051-11-01      | 3.0000%  |  | $339763.74         | $297173.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1533 | 2052-04-01      | 3.0000%  |  | $1250738.65        | $1095725.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  |  | $308079.66         | $247493.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  |  | $519970.48         | $432720.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  |  | $467423.29         | $391322.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  |  | $161748.82         | $130658.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  |  | $185083.24         | $148717.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  |  | $801906.42         | $637626.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  |  | $385570.14         | $324341.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $893988.22         | $841060.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM3595 | 2040-06-01      | 3.0000%  |  | $149351.33         | $140444.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  |  | $387023.93         | $325080.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1969 | 2051-10-01      | 3.5000%  |  | $15895102.60       | $14659678.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB3666 | 2026-10-01      | 3.0000%  |  | $39340.56          | $38988.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  |  | $29617548.91       | $23662203.55       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  |  | $272196.98         | $262433.94         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  |  | $79549.73          | $77547.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $2575639.29        | $2439898.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $23806052.57       | $19941470.57       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  |  | $3876189.20        | $3568925.84        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $32933333.33       | $29310190.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  |  | $2850329.67        | $2288812.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $25946.00          | $22931.77          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $733.48            | $749.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902653 | 2036-11-01      | 6.0000%  |  | $60624.01          | $62392.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  |  | $5218638.43        | $4689298.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8704 | 2048-10-01      | 4.0000%  |  | $1462445.70        | $1373002.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $2127770.64        | $2140280.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  |  | $863861.75         | $909269.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  |  | $435227.22         | $430488.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0064 | 2051-04-01      | 2.5000%  |  | $13132595.74       | $10997076.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  |  | $128328.61         | $131574.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  |  | $192985.30         | $200773.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  |  | $167683.95         | $173270.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  |  | $116969.16         | $101811.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA9194 | 2039-08-01      | 6.0000%  |  | $64612.88          | $66537.65          | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $65.71             | $67.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC8580 | 2040-01-01      | 6.0000%  |  | $41292.79          | $42381.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  |  | $101729.84         | $105301.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3367 | 2040-05-01      | 6.0000%  |  | $73780.61          | $76043.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  |  | $726143.19         | $746295.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAP0452 | 2027-07-01      | 3.0000%  |  | $120695.68         | $119321.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5023 | 2040-08-01      | 5.5000%  |  | $57100.21          | $57933.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  |  | $199523.12         | $210986.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  |  | $161906.12         | $165107.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  |  | $23465998.99       | $24371137.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAP7534 | 2027-09-01      | 2.5000%  |  | $58252.83          | $57286.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  |  | $4309235.04        | $4011464.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU2599 | 2052-01-01      | 2.5000%  |  | $6283.26           | $5274.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $4107323.54        | $4088236.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $2214016.50        | $2203046.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  |  | $705423.71         | $748046.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  |  | $1051040.10        | $950428.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $88026.34          | $86659.53          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $866.67            | $884.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  |  | $140087.75         | $135947.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $2575023.46        | $2572319.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $63993477.35       | $64510772.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  |  | $180436.53         | $183275.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $43174893.86       | $42531060.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  |  | $13213002.61       | $10586206.31       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $3396976.56        | $3279322.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  |  | $5576792.17        | $6015400.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  |  | $119060.43         | $95603.27          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS2653 | 2028-08-01      | 1.3900%  |  | $1562252.10        | $1445087.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2664 | 2051-02-01      | 2.0000%  |  | $348153.43         | $279696.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  |  | $237236.93         | $198265.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $12128521.01       | $9651405.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  |  | $456097.13         | $466214.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  |  | $4581504.80        | $3669895.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0907 | 2051-06-01      | 2.5000%  |  | $156250938.09      | $131522178.54      | Agency Mortgage-Backed Securities         |

### Security 165: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.320%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CIRR0010 | 2040-07-01      | 5.5000%  |  | $940534.40         | $961761.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3054 | 2054-12-01      | 5.0000%  |  | $804559.96         | $793184.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3011 | 2054-12-01      | 5.0000%  |  | $1988335.85        | $1960840.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  |  | $7566314.21        | $7447052.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  |  | $130179.44         | $130954.99         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4519%  |  | $774.58            | $773.46            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $532866.07         | $517553.46         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 7.0431%  |  | $1589.45           | $1598.82           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.1552%  |  | $30195372.80       | $30027063.67       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2052%  |  | $1558.93           | $1557.72           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.0552%  |  | $3775372.34        | $3809463.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.8552%  |  | $770148.64         | $776414.74         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5518FC 03/25/55 | 2055-03-25      | 5.6252%  |  | $9074377.35        | $9066303.65        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.7903%  |  | $1012277.97        | $1026168.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7252%  |  | $2110549.44        | $2108348.47        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  |  | $5863276.80        | $3249721.82        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.1552%  |  | $18168353.89       | $18082054.14       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5545FA 06/25/55 | 2055-06-25      | 5.8552%  |  | $37056003.55       | $37829999.58       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.9552%  |  | $4816542.69        | $4851655.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.5552%  |  | $43251168.97       | $43073603.50       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6552%  |  | $38257204.58       | $38191648.57       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.6552%  |  | $10944514.72       | $10962282.48       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.1552%  |  | $17411982.56       | $17309861.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.1552%  |  | $13495473.81       | $13441505.36       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8197%  |  | $6002699.51        | $5972238.18        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4052%  |  | $24284148.60       | $24316901.07       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $21964381.76       | $15683319.01       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.8145%  |  | $480570.83         | $475980.02         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2522351.43        | $2447343.42        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $645835.51         | $643846.84         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8052%  |  | $25042241.79       | $25109912.78       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5052%  |  | $37644628.80       | $37495164.83       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.6552%  |  | $16029502.42       | $16039559.97       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL013FA R25F013 | 2055-03-25      | 5.6052%  |  | $8248028.15        | $8235206.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9152%  |  | $85750768.00       | $84337051.94       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.1552%  |  | $9309116.28        | $9257227.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8052%  |  | $2994274.39        | $3015995.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7052%  |  | $24854938.33       | $24954367.66       | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53 | 2053-09-25      | 5.6552%  |  | $8333697.53        | $8369411.10        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2052%  |  | $8649120.45        | $8598825.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.1552%  |  | $20993598.47       | $20877377.80       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $213776.93         | $214892.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1757 | 2054-06-01      | 5.0000%  |  | $10000.29          | $9895.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $154557.79         | $146467.03         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  |  | $3465600.00        | $3441924.18        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  |  | $6975200.00        | $7397095.74        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  |  | $4507356.12        | $4649634.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  |  | $378058.81         | $401503.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  |  | $2395079.00        | $2461476.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  |  | $617254.35         | $639920.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX2892 | 2052-12-01      | 5.0000%  |  | $1364939.53        | $1353372.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9849 | 2052-09-01      | 5.0000%  |  | $474137.98         | $470535.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  |  | $982.67            | $970.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW7332 | 2052-09-01      | 3.5000%  |  | $157522.08         | $141916.28         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0420%  |  | $6209286.27        | $6124691.30        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0890%  |  | $11437261.55       | $11302346.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6300 | 2052-08-01      | 5.0000%  |  | $593.98            | $586.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1082 | 2054-10-01      | 6.5000%  |  | $2131092.10        | $2250350.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1670 | 2055-05-01      | 4.5000%  |  | $2100157.60        | $2023867.27        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49334 G | 2047-07-01      | 4.5000%  |  | $265785.49         | $258347.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  |  | $4202890.30        | $4117088.29        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  |  | $15400000.00       | $14190080.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0194 | 2054-07-01      | 6.5000%  |  | $3423983.18        | $3581315.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4349 | 2051-01-01      | 2.5000%  |  | $134951.56         | $113600.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $2199950.19        | $2252397.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1191 | 2055-05-01      | 6.0000%  |  | $5962171.51        | $6129722.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2260 | 2055-04-01      | 6.0000%  |  | $3045830.41        | $3137623.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2836 | 2054-11-01      | 5.0000%  |  | $1056770.87        | $1038475.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  |  | $865700.96         | $902709.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $398708.42         | $393777.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX1397 | 2054-12-01      | 6.0000%  |  | $628450.63         | $642555.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8530 | 2055-05-01      | 5.5000%  |  | $900295.81         | $905938.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1947 | 2052-09-01      | 3.5000%  |  | $6649096.80        | $5999017.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5697 | 2055-05-01      | 4.0000%  |  | $17159.36          | $15978.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL1434 | 2048-03-01      | 3.5000%  |  | $2425885.16        | $2249893.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2857 | 2054-12-01      | 5.0000%  |  | $9138895.36        | $9035057.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  |  | $1253048.18        | $1308889.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  |  | $3959616.80        | $3589192.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0435 | 2054-10-01      | 5.5000%  |  | $324302.94         | $327688.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6656 | 2055-06-01      | 6.0000%  |  | $5333326.40        | $5443957.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4932 | 2055-06-01      | 6.0000%  |  | $2105063.96        | $2170708.98        | Agency Mortgage-Backed Securities         |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $277760.00         | $281622.20         | U.S. Treasuries (including strips)        |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1052%  |  | $32914053.01       | $32673749.22       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.8000%  |  | $829.84            | $823.88            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.9953%  |  | $219.86            | $221.22            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 7.2202%  |  | $977502.90         | $1006122.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5133%  |  | $409798.28         | $423902.64         | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLQY4718 | 2055-05-01      | 6.0000%  |  | $2057274.98        | $2122697.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY0645 | 2055-04-01      | 6.0000%  |  | $106889.18         | $109574.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5863 | 2055-02-01      | 6.0000%  |  | $26877.76          | $27610.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX0353 | 2054-12-01      | 6.5000%  |  | $1984246.95        | $2099970.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  |  | $3287188.72        | $3234356.29        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0361 G        | 2054-07-01      | 5.9540%  |  | $7766866.10        | $7972519.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  |  | $8228.84           | $7669.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $9703485.46        | $9596337.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $24984.55          | $23301.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $1947976.06        | $1923154.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4750 | 2052-07-01      | 2.0000%  |  | $1771754.52        | $1403816.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $35160.39          | $29234.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  |  | $5979382.04        | $4752592.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CKMA0185 | 2039-08-01      | 5.5000%  |  | $60365.81          | $60260.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB6337 | 2027-10-01      | 2.5000%  |  | $987075.98         | $970694.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA8899 | 2054-01-01      | 7.0000%  |  | $550337.63         | $585430.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9884 | 2054-08-01      | 6.0000%  |  | $5420557.18        | $5560913.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  |  | $742.75            | $658.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $202876.86         | $204649.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  |  | $9436.47           | $7825.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2296 | 2052-01-01      | 3.5000%  |  | $134917.18         | $122430.11         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48625 G | 2047-06-01      | 4.5000%  |  | $315208.59         | $307674.48         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48273 G | 2047-05-01      | 4.5000%  |  | $291216.62         | $286627.92         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  |  | $119262.24         | $118669.71         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  |  | $212128.72         | $189879.10         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  |  | $96656.43          | $94270.94          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $576557.71         | $543399.56         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02207 G | 2041-07-01      | 5.0000%  |  | $63155.88          | $63072.56          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02027 G | 2041-07-01      | 5.0000%  |  | $69819.85          | $69727.74          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  |  | $183838.28         | $185176.40         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  |  | $178447.85         | $179570.78         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00424 G | 2041-05-01      | 5.5000%  |  | $10363.94          | $10641.84          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00422 G | 2041-04-01      | 5.5000%  |  | $73628.84          | $75422.04          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  |  | $107462.60         | $110077.55         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00443 G | 2041-04-01      | 5.5000%  |  | $74449.64          | $76426.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  |  | $45871950.34       | $47328078.94       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  |  | $76651.14          | $71471.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $78420032.86       | $79104683.35       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $336104.20         | $331786.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $790387.33         | $778114.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $3913445.29        | $3972857.48        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841704 G        | 2054-01-01      | 6.0100%  |  | $5277225.79        | $5427021.90        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $541.36            | $555.58            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $50.07             | $50.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $597501.74         | $592010.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  |  | $163432.55         | $158660.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $40593.08          | $38189.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $400777.75         | $354334.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $1758134.66        | $1626379.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  |  | $13633857.97       | $12640323.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $20528.27          | $19104.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3643 | 2044-10-01      | 4.0000%  |  | $4657881.81        | $4440308.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $123.09            | $114.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  |  | $2895864.36        | $2695744.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $552813.93         | $523545.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  |  | $176832.95         | $171072.48         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  |  | $194659.13         | $180141.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8840 | 2046-06-01      | 4.5000%  |  | $413995.68         | $405684.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9728 | 2045-02-01      | 4.0000%  |  | $410735.59         | $394594.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL5080 | 2043-06-01      | 3.0000%  |  | $64574.80          | $58461.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $3665006.49        | $3876598.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  |  | $75509.61          | $76940.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $482975.19         | $490078.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $505689.57         | $481846.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $43287.63          | $40992.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  |  | $333931.22         | $338843.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  |  | $204269.25         | $185266.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  |  | $79668.08          | $80017.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  |  | $64671.00          | $65662.59          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  |  | $193509.19         | $196828.22         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $450373.92         | $450505.87         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A83512 G | 2038-12-01      | 5.0000%  |  | $56804.81          | $56474.48          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $515880.18         | $485933.05         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $247.33            | $254.50            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  |  | $190997.53         | $194707.14         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $177395.06         | $183430.63         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $96.66             | $100.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  |  | $2100004.72        | $1978287.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  |  | $154070.54         | $157970.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4799 | 2041-06-01      | 5.5000%  |  | $68117.01          | $69690.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  |  | $118249.12         | $118498.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  |  | $127204.08         | $130142.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2889 | 2041-05-01      | 5.5000%  |  | $61103.93          | $61984.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  |  | $145856.50         | $149546.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  |  | $152024.38         | $155868.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  |  | $202130.50         | $207243.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  |  | $127486.61         | $130712.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  |  | $167903.51         | $172152.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $25614.64          | $26652.05          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.7920%  |  | $899925.31         | $936126.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $48242.51          | $48746.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  |  | $5786646.63        | $5874479.57        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $12743848.00       | $12523426.86       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $14275200.00       | $14566904.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  |  | $421.27            | $423.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  |  | $1488030.10        | $1324197.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  |  | $1971849.71        | $1806146.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN8937 | 2049-06-01      | 3.5000%  |  | $283994.44         | $262390.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  |  | $589.00            | $557.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  |  | $77053.61          | $73330.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN0346 | 2048-12-01      | 5.0000%  |  | $5785683.24        | $5794869.62        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9040%  |  | $4435914.10        | $4479850.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKBM5480 | 2048-04-01      | 3.0000%  |  | $2717374.94        | $2365435.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  |  | $16008750.05       | $14015780.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  |  | $5095124.74        | $4961072.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $1512190.76        | $1469778.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $686649.32         | $667390.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  |  | $1873939.78        | $1781421.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  |  | $167985.04         | $170057.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $19261.34          | $19766.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $27662.17          | $28032.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $64920511.20       | $65621299.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  |  | $62748.24          | $65886.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $446607.40         | $449586.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $431883.80         | $416925.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $11778393.38       | $11344218.24       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $2430193.10        | $2340611.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6704 | 2052-02-01      | 3.0000%  |  | $39290.07          | $34413.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4527 | 2051-02-01      | 2.5000%  |  | $94061.30          | $78764.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $374591.68         | $386668.34         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $11858241.79       | $10934651.42       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6995%  |  | $1159209.45        | $1143957.45        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1529%  |  | $4564000.00        | $3954442.94        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5827%  |  | $3109625.44        | $2938285.68        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5827%  |  | $4687368.00        | $4019784.58        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  |  | $743.28            | $725.02            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2863%  |  | $1672.80           | $1431.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $338766.84         | $335235.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $680569.60         | $605609.39         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $582042.01         | $549824.38         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  |  | $211033.56         | $201378.40         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  |  | $1100000.00        | $1017000.78        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49383 G | 2047-07-01      | 4.5000%  |  | $382975.08         | $372598.75         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49212 G | 2047-06-01      | 4.5000%  |  | $342463.04         | $335376.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $2954669.51        | $2856940.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  |  | $2283012.38        | $2108178.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $104982.08         | $93347.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  |  | $1236485.60        | $1262134.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2030 | 2055-06-01      | 5.5000%  |  | $849044.00         | $856989.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2667 | 2055-06-01      | 6.0000%  |  | $1498538.40        | $1535387.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6216 | 2055-04-01      | 6.0000%  |  | $26980.06          | $27897.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2883 | 2055-03-01      | 6.5000%  |  | $1408438.01        | $1464724.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0038 | 2055-01-01      | 6.5000%  |  | $1385719.69        | $1445490.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9680 | 2054-12-01      | 5.5000%  |  | $3355800.26        | $3378077.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  |  | $293606.04         | $296490.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  |  | $3047092.96        | $3084741.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8641 | 2054-07-01      | 7.0000%  |  | $58032.30          | $61484.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7684 | 2054-07-01      | 6.0000%  |  | $3994914.38        | $4090426.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  |  | $2109749.49        | $2207806.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5168 | 2054-06-01      | 5.5000%  |  | $2992446.32        | $3032747.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  |  | $1385441.24        | $1419466.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  |  | $1009568.63        | $1070152.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  |  | $190763.66         | $198715.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  |  | $3137249.76        | $3248525.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $1265607.60        | $1306440.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4772 | 2054-01-01      | 7.0000%  |  | $974225.93         | $1034631.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  |  | $341560.24         | $349093.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  |  | $184312.50         | $190018.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  |  | $111874.77         | $115437.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  |  | $125179.56         | $126480.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  |  | $230563.90         | $238708.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  |  | $166494.12         | $168521.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $114452.42         | $102381.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $4530502.92        | $4044292.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $195540.94         | $181816.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $88.54             | $84.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  |  | $2242053.14        | $2161097.58        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6199%  |  | $2288859.88        | $2319781.62        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $37437.17          | $33794.26          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  |  | $127595.44         | $121244.62         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5399%  |  | $3795617.75        | $3591644.79        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5174%  |  | $10200060.00       | $8837301.67        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $185409.48         | $171385.66         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3594%  |  | $4600000.00        | $3979670.45        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052 | 2030-10-25      | 0.8780%  |  | $716282.78         | $693563.93         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $283327.56         | $269913.66         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $6645480.00        | $6241287.14        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.2004%  |  | $1423608.37        | $1322306.84        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1491684.35        | $1417564.79        | Agency Mortgage-Backed Securities         |
| FNMA MNRM RC019A2 R19M019 | 2029-09-25      | 2.5600%  |  | $326336.78         | $314504.86         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R19M006 | 2029-01-25      | 3.4500%  |  | $1995836.21        | $1962342.42        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  |  | $57020.67          | $56863.26          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1624%  |  | $5238576.73        | $5143036.44        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003 | 2026-02-25      | 2.7020%  |  | $2841929.12        | $2811814.94        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9715%  |  | $6226251.19        | $6065627.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CJAJ5332 | 2026-11-01      | 3.0000%  |  | $24489.63          | $24262.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $569894.00         | $494190.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  |  | $6086572.62        | $5858656.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  |  | $39889833.20       | $40071992.35       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $134530.90         | $139540.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD8208 | 2047-04-01      | 4.0000%  |  | $1404622.69        | $1332107.95        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  |  | $15116042.60       | $14170361.98       | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $1190.42           | $1147.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5105 | 2048-12-01      | 5.0000%  |  | $6730636.77        | $6743746.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  |  | $201295.15         | $209570.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH2705 | 2047-05-01      | 4.5000%  |  | $72569.06          | $70991.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 K0679879 | 2029-09-01      | 7.5000%  |  | $17607.84          | $17942.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  |  | $390093.94         | $369731.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $738670.20         | $699740.97         | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $21.39             | $21.62             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $131.36            | $132.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $23948.82          | $21166.61          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $1984.14           | $2090.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  |  | $702973.49         | $627201.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  |  | $2052584.81        | $2069759.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $2869427.94        | $2803850.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $31271593.76       | $31455456.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $875421.21         | $840117.22         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A78954 G | 2036-05-01      | 6.0000%  |  | $26081.25          | $26636.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $12254260.25       | $10444843.84       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  |  | $55502.10          | $58228.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $8799798.88        | $8365345.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $76223.13          | $75184.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $6846849.69        | $6331031.61        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $58.98             | $60.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $296676.84         | $279389.02         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  |  | $234608.53         | $240897.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  |  | $118921.22         | $113878.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  |  | $72492.93          | $70123.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK7160 | 2048-07-01      | 4.0000%  |  | $6532872.66        | $6189179.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $514511.78         | $492547.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  |  | $157897.66         | $161020.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1220 | 2054-04-01      | 5.5000%  |  | $7288579.95        | $7341790.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  |  | $258831.21         | $265381.34         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  |  | $96206.81          | $98673.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4726 | 2041-07-01      | 5.5000%  |  | $58672.71          | $60171.54          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  |  | $160556.05         | $162381.86         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02092 G | 2041-07-01      | 5.5000%  |  | $76734.88          | $78772.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CJMA4369 | 2036-06-01      | 1.5000%  |  | $1193445.65        | $1049836.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $3811787.76        | $3053337.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  |  | $1782.31           | $1432.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  |  | $1942397.87        | $2017322.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $318060.21         | $299603.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  |  | $2915892.06        | $2336533.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  |  | $389850.26         | $353094.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  |  | $1491486.89        | $1421813.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  |  | $2302813.00        | $1845004.82        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  |  | $7788517.76        | $8010708.16        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  |  | $1185802.31        | $1106946.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $1315730.89        | $1304950.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS7143 | 2052-04-01      | 2.0000%  |  | $1043575.77        | $829236.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  |  | $1388180.08        | $1353020.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1285 | 2052-02-01      | 3.5000%  |  | $54098.21          | $49262.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9498 | 2048-05-01      | 4.5000%  |  | $176071.58         | $175491.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9413 | 2051-11-01      | 4.0000%  |  | $44977.18          | $41998.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9067 | 2051-10-01      | 2.5000%  |  | $2034651.63        | $1687967.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7407 | 2051-04-01      | 2.5000%  |  | $762850.13         | $633595.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM6134 | 2040-03-01      | 3.0000%  |  | $31293.62          | $29445.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM5545 | 2035-12-01      | 2.5000%  |  | $190870.67         | $178754.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $1313828.43        | $1343530.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5709 | 2053-02-01      | 6.5000%  |  | $538.60            | $570.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  |  | $2674482.18        | $2147606.82        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  |  | $9600000.00        | $8384658.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  |  | $8347456.81        | $7753634.03        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  |  | $127690.06         | $120511.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $163946.00         | $152383.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $526470.27         | $501221.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  |  | $2524189.62        | $2020338.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $1337015.99        | $1263108.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $221794.89         | $186445.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9102 | 2048-03-01      | 4.0000%  |  | $1192666.10        | $1130732.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  |  | $2121075.85        | $2009484.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $4736896.62        | $3769438.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $14327.38          | $12925.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $12096749.73       | $9599023.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $4972757.59        | $4723722.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $398076.47         | $416409.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  |  | $325648.80         | $307223.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $4933526.15        | $4557781.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  |  | $363779.85         | $376383.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7723 | 2054-06-01      | 6.0000%  |  | $216616.35         | $222543.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $39720.05          | $37816.43          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49246 G | 2047-07-01      | 4.5000%  |  | $191303.13         | $187304.90         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1240%  |  | $3515092.95        | $3555905.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $1566360.34        | $1458123.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  |  | $73333.95          | $75033.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3033295.09        | $3070151.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  |  | $512513.73         | $528810.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5961 | 2054-04-01      | 5.0000%  |  | $161085.23         | $159433.75         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.4073%  |  | $89510.63          | $88778.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  |  | $5500892.84        | $5342874.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $468794.29         | $457854.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  |  | $293861.04         | $279376.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH8026 | 2047-10-01      | 4.5000%  |  | $38595.99          | $37587.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0613 | 2051-05-01      | 3.0000%  |  | $1701728.62        | $1475032.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  |  | $1237711.46        | $1252925.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  |  | $3043498.11        | $2806651.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0171 | 2057-01-01      | 4.0000%  |  | $36043.05          | $33632.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1193347.70        | $1136155.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  |  | $2760348.60        | $2717145.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  |  | $2195428.79        | $2242960.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLCB0297 | 2051-05-01      | 1.5000%  |  | $42172542.64       | $31745943.76       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  |  | $2763480.24        | $2213677.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA9529 | 2049-05-01      | 4.0000%  |  | $1700751.04        | $1614377.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $23583869.33       | $18895162.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  |  | $6682085.64        | $5352518.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  |  | $8828538.09        | $7073425.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $2115753.56        | $1688773.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $9229175.58        | $7341339.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  |  | $3316818.92        | $2664337.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $9768024.49        | $7826152.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  |  | $21862303.50       | $17583853.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  |  | $18749196.99       | $15065375.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $398.48            | $361.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $3612077.55        | $3308545.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2335 | 2048-09-01      | 4.0000%  |  | $7135920.21        | $6721767.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6421 | 2050-07-01      | 3.0000%  |  | $63819.69          | $55556.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $1021472.96        | $999931.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2015 | 2053-05-01      | 6.0000%  |  | $993239.85         | $1016071.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  |  | $3431810.36        | $3372655.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $1138859.88        | $1210031.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  |  | $568288.25         | $604356.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $453683.15         | $402659.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4737 | 2050-09-01      | 3.5000%  |  | $109018.88         | $99252.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1085 | 2051-04-01      | 2.5000%  |  | $1874825.35        | $1566568.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2632 | 2048-11-01      | 4.0000%  |  | $4579640.27        | $4310981.27        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $10756810.40       | $10570757.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLBU1325 | 2052-02-01      | 1.5000%  |  | $745305.76         | $559482.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  |  | $14354039.63       | $13783641.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $3871925.94        | $3822987.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  |  | $18547753.64       | $17686418.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0895 | 2053-09-01      | 6.0000%  |  | $2477107.02        | $2536434.56        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  |  | $4461794.10        | $4373328.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  |  | $50159.16          | $45330.16          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  |  | $20506947.24       | $18969211.02       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM5292 | 2032-06-01      | 3.2184%  |  | $579821.56         | $553007.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $129256.77         | $119892.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4009 | 2053-03-01      | 5.5000%  |  | $5870159.92        | $5910115.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $576104.34         | $593221.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA9320 | 2054-02-01      | 7.5000%  |  | $730576.59         | $798347.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $4948909.15        | $4695263.80        | Agency Mortgage-Backed Securities         |

### Security 166: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.300%, 7/23/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3749000000.00
- **C.18.a - Value (excl. sponsor support):** $3749000000.00
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLBM5477 | 2049-02-01      | 4.5000%  |  | $25406.73          | $24738.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR3912 | 2043-02-01      | 3.0000%  |  | $352442.05         | $318337.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR2896 | 2043-01-01      | 3.0000%  |  | $616672.59         | $556873.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR2574 | 2043-02-01      | 3.5000%  |  | $256042.18         | $241015.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1206 | 2042-12-01      | 3.0000%  |  | $558173.42         | $507971.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP6245 | 2042-10-01      | 3.0000%  |  | $383103.47         | $349126.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4137 | 2041-10-01      | 3.5000%  |  | $554080.74         | $521445.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI9002 | 2054-06-01      | 5.0000%  |  | $69811.36          | $68650.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI0015 | 2054-02-01      | 6.5000%  |  | $971975.16         | $1018271.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5150 | 2033-05-01      | 5.0000%  |  | $141324.16         | $144563.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  |  | $33518.86          | $31837.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1999 | 2036-05-01      | 2.0000%  |  | $204537.60         | $188753.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5125 | 2041-09-01      | 2.0000%  |  | $108088.05         | $92777.49          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60278 G | 2045-10-01      | 4.0000%  |  | $631191.69         | $604310.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1023 | 2049-07-01      | 3.5000%  |  | $92056.22          | $84795.70          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q39181 G | 2046-03-01      | 4.0000%  |  | $957039.52         | $910356.31         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q13205 G | 2042-11-01      | 3.0000%  |  | $25227.84          | $22888.57          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  |  | $7666975.64        | $7220232.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4492 | 2053-09-01      | 6.0000%  |  | $4665.07           | $4772.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $3837.08           | $3461.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $477739.49         | $458472.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $1210.34           | $1194.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $27918.12          | $24193.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $1901.54           | $1576.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  |  | $7835406.98        | $6797111.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8227 | 2052-07-01      | 4.0000%  |  | $20574.16          | $19191.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $254354.90         | $211732.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $115382.83         | $100380.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $232391.78         | $229855.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $134511.71         | $133097.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8201 | 2052-12-01      | 4.5000%  |  | $8557044.80        | $8211656.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $2091.92           | $2014.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CTRB5347 | 2045-04-01      | 6.5000%  |  | $1020371.56        | $1061897.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $1225.00           | $1115.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $1805.23           | $1583.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  |  | $150129.46         | $151278.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5367 | 2054-04-01      | 5.5000%  |  | $54732.63          | $55315.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $1609.86           | $1351.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  |  | $27634.21          | $26525.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  |  | $28898.94          | $25254.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  |  | $2463.42           | $2135.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $67261.20          | $56321.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA2012 | 2050-01-01      | 3.5000%  |  | $66618.70          | $60700.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN3041 | 2035-08-01      | 2.0000%  |  | $97380.72          | $89422.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6018 | 2054-10-01      | 5.5000%  |  | $26182.23          | $26330.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ4532 | 2054-09-01      | 6.5000%  |  | $67956.35          | $70557.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $1430518.73        | $1254703.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $28754.19          | $27922.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $4073.19           | $3235.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $128895.22         | $102414.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $69167.91          | $69277.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA2093 | 2029-11-01      | 3.0000%  |  | $26174.76          | $25687.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $1868.20           | $1793.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA0156 | 2029-08-01      | 5.0000%  |  | $28939.54          | $29350.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB2077 | 2041-01-01      | 4.0000%  |  | $45135.36          | $43510.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0431 | 2055-05-01      | 5.5000%  |  | $1089062.79        | $1095215.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8852 | 2052-04-01      | 2.5000%  |  | $2830.81           | $2347.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8762 | 2054-08-01      | 6.5000%  |  | $4445.21           | $4645.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  |  | $381551.95         | $401580.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5301 | 2054-04-01      | 6.0000%  |  | $42561.24          | $43806.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2088 | 2052-06-01      | 3.5000%  |  | $204398.44         | $184191.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  |  | $463686.57         | $384734.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1446 | 2052-08-01      | 4.5000%  |  | $58466.45          | $56167.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0789 | 2051-12-01      | 2.0000%  |  | $29784.18          | $24205.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTSC0657 | 2041-04-01      | 3.0000%  |  | $2159265.14        | $1999666.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB1067 | 2038-07-01      | 3.0000%  |  | $29838.96          | $28432.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $1463980.13        | $1346553.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0532 | 2042-06-01      | 4.0000%  |  | $2209753.78        | $2123611.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0755 | 2046-02-01      | 3.5000%  |  | $21552.55          | $19888.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2419 | 2054-08-01      | 6.0000%  |  | $926369.77         | $948508.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ0865 | 2054-08-01      | 5.5000%  |  | $155854.76         | $156559.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8298 | 2054-01-01      | 7.5000%  |  | $1092169.49        | $1182806.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  |  | $2479612.53        | $2669426.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH6935 | 2053-11-01      | 5.5000%  |  | $26282.56          | $26366.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1077 | 2053-09-01      | 6.0000%  |  | $1131927.57        | $1176236.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  |  | $90044.71          | $92103.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  |  | $25810.63          | $26614.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3963 | 2053-06-01      | 5.0000%  |  | $198007.26         | $195870.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8190 | 2053-02-01      | 6.0000%  |  | $120604.76         | $123361.82         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G61886 G | 2048-11-01      | 5.0000%  |  | $26027.50          | $26129.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  |  | $3388.19           | $2937.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6597 | 2052-08-01      | 3.5000%  |  | $133617.09         | $120380.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  |  | $275234.15         | $256556.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5613 | 2052-01-01      | 2.5000%  |  | $329942.80         | $273625.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5495 | 2047-03-01      | 2.5000%  |  | $274425.24         | $233396.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  |  | $3861.19           | $3484.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  |  | $107791.24         | $108694.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZJ6130 | 2032-05-01      | 7.0000%  |  | $26858.01          | $28455.87          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G18535 G | 2029-12-01      | 3.5000%  |  | $48853.48          | $48371.66          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02404 G | 2036-10-01      | 5.5000%  |  | $47282.51          | $48951.61          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61545 G | 2036-10-01      | 5.5000%  |  | $316071.34         | $327485.80         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G01625 G | 2033-11-01      | 5.0000%  |  | $230.56            | $234.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  |  | $3691.21           | $3554.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5349 | 2052-10-01      | 4.0000%  |  | $282436.76         | $264697.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  |  | $440760.17         | $444802.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFS4047 | 2042-12-01      | 3.5000%  |  | $485467.29         | $456372.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  |  | $2405.16           | $2323.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2142 | 2052-06-01      | 3.5000%  |  | $61465.73          | $56194.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS0015 | 2050-01-01      | 4.0000%  |  | $3865.89           | $3662.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7694 | 2051-06-01      | 3.0000%  |  | $216365.91         | $189977.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $14630.81          | $13317.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6400 | 2051-03-01      | 2.0000%  |  | $52184.88          | $41895.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFM5534 | 2041-01-01      | 2.0000%  |  | $320207.49         | $277636.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  |  | $3720.55           | $3387.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  |  | $228965.49         | $220090.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1564 | 2049-07-01      | 5.0000%  |  | $122374.60         | $122468.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $1223.48           | $1113.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1453 | 2054-08-01      | 6.5000%  |  | $1121347.36        | $1166600.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  |  | $6788797.35        | $7058150.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  |  | $122795.44         | $128760.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM1231 | 2031-11-01      | 3.5000%  |  | $20247.70          | $20048.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  |  | $17490.61          | $16617.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBE7197 | 2047-03-01      | 4.5000%  |  | $68382.83          | $66515.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE1870 | 2055-06-01      | 5.5000%  |  | $1495642.56        | $1500393.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0456 | 2055-06-01      | 5.0000%  |  | $1302603.28        | $1280156.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9921 | 2055-05-01      | 5.5000%  |  | $878318.80         | $883552.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  |  | $7085261.54        | $6982785.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3656 | 2055-03-01      | 5.5000%  |  | $4667.47           | $4728.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2257 | 2055-02-01      | 5.5000%  |  | $1262856.22        | $1272137.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1663 | 2055-02-01      | 5.5000%  |  | $490810.29         | $495100.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7936 | 2054-08-01      | 5.5000%  |  | $1183769.55        | $1199000.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2561 | 2054-06-01      | 5.5000%  |  | $1036862.25        | $1052974.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8189 | 2045-04-01      | 4.0000%  |  | $374829.64         | $355163.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7054 | 2044-07-01      | 4.0000%  |  | $62133.46          | $58870.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $32223.86          | $31675.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0475 | 2055-05-01      | 5.5000%  |  | $966585.07         | $969654.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2016 | 2043-04-01      | 3.0000%  |  | $60765.21          | $54922.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  |  | $34948.27          | $33136.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS5082 | 2045-06-01      | 4.0000%  |  | $82083.39          | $77935.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR8257 | 2043-04-01      | 3.5000%  |  | $377712.97         | $355346.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR6969 | 2043-02-01      | 3.0000%  |  | $466629.06         | $420894.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR7097 | 2043-05-01      | 3.0000%  |  | $124392.63         | $112328.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6463 | 2053-06-01      | 5.5000%  |  | $45248.78          | $45774.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  |  | $28284.00          | $26403.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $128487.45         | $123339.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $1615.57           | $1550.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  |  | $176870.85         | $159578.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  |  | $43160.99          | $39114.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  |  | $3144.40           | $2608.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  |  | $550455.16         | $513856.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1793 | 2051-10-01      | 2.5000%  |  | $264284.94         | $219177.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7228 | 2050-10-01      | 2.5000%  |  | $381686.88         | $322049.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  |  | $1482163.65        | $1179904.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $75108.87          | $75765.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6719 | 2053-02-01      | 5.5000%  |  | $58722.41          | $59404.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  |  | $178725.42         | $161014.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $468752.61         | $478447.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  |  | $41354.98          | $38517.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $216672.15         | $213240.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $142389.91         | $143043.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4944 | 2038-03-01      | 4.5000%  |  | $4871.51           | $4853.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $1189.07           | $1195.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $3164.43           | $2951.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  |  | $2585.06           | $2331.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  |  | $16598.15          | $16035.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $292835.89         | $281005.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  |  | $215868.37         | $201349.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $1236.65           | $1027.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4571 | 2042-03-01      | 2.5000%  |  | $56182.54          | $50034.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  |  | $34552.95          | $33107.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  |  | $2624.62           | $2379.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  |  | $1992.39           | $1740.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  |  | $2371.94           | $2159.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4042 | 2035-06-01      | 2.0000%  |  | $2496.25           | $2292.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2408 C     | 2065-04-20      | 6.5000%  |  | $13337695.36       | $13692212.78       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3488 | 2055-02-01      | 5.5000%  |  | $8166780.84        | $8237648.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2527 | 2054-07-01      | 5.5000%  |  | $1817705.01        | $1823477.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $354971.70         | $363609.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  |  | $4766621.35        | $4714716.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6470 | 2055-06-01      | 5.5000%  |  | $750.55            | $758.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2573 | 2055-05-01      | 6.0000%  |  | $766464.98         | $789302.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9460 | 2055-04-01      | 6.0000%  |  | $162722.94         | $167571.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX8224 | 2055-02-01      | 5.0000%  |  | $1245922.69        | $1228688.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX7388 | 2055-03-01      | 5.5000%  |  | $897846.19         | $908191.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX7195 | 2055-02-01      | 5.5000%  |  | $779507.44         | $789211.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5135 | 2055-01-01      | 5.5000%  |  | $10341.05          | $10497.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX3772 | 2055-01-01      | 5.0000%  |  | $1059708.45        | $1041284.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1038 | 2054-12-01      | 5.5000%  |  | $1361963.57        | $1378794.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX0630 | 2054-12-01      | 5.5000%  |  | $768354.15         | $777563.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0715 | 2040-12-01      | 4.0000%  |  | $838004.43         | $810617.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5706 | 2045-05-01      | 5.5000%  |  | $1072257.35        | $1090293.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  |  | $3578.00           | $3236.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $542934.66         | $563388.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAV0123 | 2044-06-01      | 3.5000%  |  | $25503.32          | $23781.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  |  | $52298.39          | $50183.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  |  | $127661.16         | $131252.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6596 | 2053-10-01      | 3.5000%  |  | $377332.83         | $340179.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $168483.04         | $149144.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CNRD5059 | 2031-06-01      | 1.5000%  |  | $20447.47          | $19214.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD3984 | 2051-05-01      | 2.0000%  |  | $2057.27           | $1627.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5202 | 2042-11-01      | 5.0000%  |  | $211812.64         | $212951.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG6746 | 2053-06-01      | 6.5000%  |  | $24755.31          | $25930.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  |  | $4503688.77        | $4110589.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $3424.04           | $3380.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  |  | $209327734.06      | $167711938.46      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  |  | $29029.49          | $27312.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR2581 | 2043-02-01      | 3.0000%  |  | $704621.84         | $637606.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $76203.10          | $73137.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $30585.63          | $28525.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK8765 | 2032-06-01      | 2.5000%  |  | $20642.22          | $19687.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9302 | 2054-10-01      | 4.5000%  |  | $322114.24         | $309364.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  |  | $52386.28          | $45865.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  |  | $559662.21         | $470649.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  |  | $19807801.54       | $20037781.13       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1162 | 2054-08-01      | 5.5000%  |  | $440757.24         | $442156.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $481991.31         | $403821.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0503 | 2048-04-01      | 4.0000%  |  | $135836.44         | $129712.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  |  | $643588.05         | $617657.24         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q53213 G | 2047-12-01      | 4.0000%  |  | $2121187.53        | $2010177.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  |  | $688287.99         | $596371.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  |  | $7934.83           | $7149.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4854 | 2052-10-01      | 6.0000%  |  | $2333134.33        | $2447563.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2575 | 2054-08-01      | 6.0000%  |  | $310297.70         | $321282.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  |  | $53715.93          | $54705.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CNRD5076 | 2031-12-01      | 2.0000%  |  | $251355.40         | $238477.98         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C91960 G | 2037-11-01      | 3.5000%  |  | $37548.45          | $36275.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  |  | $2836.70           | $2641.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  |  | $2414193.98        | $2372410.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6866 | 2053-08-01      | 5.5000%  |  | $15287441.81       | $15435203.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  |  | $57211.46          | $57393.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6234 | 2053-07-01      | 5.5000%  |  | $73097.33          | $73946.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3115 | 2054-04-01      | 5.5000%  |  | $827376.85         | $842829.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8810 | 2054-08-01      | 6.5000%  |  | $33862.85          | $35465.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  |  | $122219.22         | $120947.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  |  | $1850.26           | $1705.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1546 | 2052-08-01      | 3.5000%  |  | $97101.69          | $88068.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH7417 | 2054-01-01      | 6.5000%  |  | $656980.02         | $695739.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $3642.97           | $3307.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $69462.01          | $57625.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  |  | $3390.84           | $3425.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD8143 | 2055-05-01      | 5.0000%  |  | $8166240.54        | $8026146.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  |  | $49151.49          | $45768.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC4071 | 2051-07-01      | 3.0000%  |  | $27620.32          | $23976.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5453 | 2044-08-01      | 5.5000%  |  | $339718.34         | $346825.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $42616.25          | $40864.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6811 | 2053-05-01      | 5.0000%  |  | $480191.06         | $476771.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLBY9934 | 2053-12-01      | 8.0000%  |  | $110789.98         | $117291.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $3262.18           | $3090.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1857 | 2054-06-01      | 5.5000%  |  | $359486.13         | $360960.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $268287.58         | $257403.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9619 | 2055-04-01      | 5.5000%  |  | $1162424.81        | $1172045.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5147 | 2033-04-01      | 5.0000%  |  | $130374.49         | $133363.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9279 | 2053-06-01      | 6.0000%  |  | $578360.31         | $594299.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4009 | 2053-03-01      | 5.5000%  |  | $12703.50          | $12789.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $57715.13          | $54683.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $116056.48         | $96497.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ3871 | 2054-09-01      | 5.5000%  |  | $4198349.79        | $4211681.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7349 | 2054-11-01      | 5.5000%  |  | $1069089.45        | $1083396.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO3739 | 2040-06-01      | 4.5000%  |  | $811211.62         | $807961.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1659 | 2055-05-01      | 5.5000%  |  | $989871.22         | $995769.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0046 | 2055-01-01      | 6.0000%  |  | $82964.07          | $85076.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  |  | $304985.45         | $312146.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1422 | 2054-05-01      | 4.5000%  |  | $7213084.19        | $6912543.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6458 | 2055-01-01      | 6.5000%  |  | $273145.73         | $284830.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIRR0000 | 2040-06-01      | 4.0000%  |  | $37154.74          | $36389.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3692 | 2055-04-01      | 5.5000%  |  | $951359.48         | $956734.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1684 | 2055-05-01      | 5.5000%  |  | $1938908.00        | $1953158.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4146 | 2055-05-01      | 5.5000%  |  | $953061.28         | $958740.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7522 | 2055-03-01      | 6.0000%  |  | $586250.87         | $603939.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1281 | 2055-04-01      | 5.5000%  |  | $119768.36         | $120187.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1636 | 2055-04-01      | 6.0000%  |  | $20730.26          | $21329.14          | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $10233945.22       | $10211348.67       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $5308733.96        | $5335651.55        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $479318347.68      | $484535518.43      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $1213626.28        | $1233427.99        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $114362945.08      | $116664530.46      | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $4600023.00        | $4731489.12        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $81653.22          | $83396.72          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $11304284.72       | $11367023.50       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $698576963.12      | $706188970.67      | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/26     | 2026-07-31      | 4.4220%  |  | $12747349.80       | $12854484.93       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $339059.56         | $349899.34         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $3128690.46        | $3228715.18        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $284474.12         | $295192.95         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $31595147.38       | $32310339.81       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $899834.98         | $927981.53         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $275422159.50      | $275658231.27      | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $90183019.78       | $92023974.55       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $12906757.28       | $12907273.55       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $143935881.86      | $143902488.74      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $182756252.00      | $187024719.09      | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BH 25         | 2025-09-30      | 5.0000%  |  | $419363.14         | $425234.52         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $3295820.88        | $3373353.70        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  |  | $332911.20         | $338484.70         | U.S. Treasuries (including strips)        |
| USTR 3 NOTE AQ 25         | 2025-07-15      | 3.0000%  |  | $816757.14         | $827317.74         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $2696280.80        | $2601936.83        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $72493063.36       | $67294963.62       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $731016610.24      | $706898017.67      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $74.98             | $67.49             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $74.98             | $51.29             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $74.98             | $44.11             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $74.98             | $47.93             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $824.78            | $616.22            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $74.98             | $53.05             | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $8997600.00        | $9659832.81        | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  |  | $1499.60           | $1549.44           | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $740802.40         | $715666.97         | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $109470.80         | $106360.73         | U.S. Treasuries (including strips)        |
| USTR BILL 07/24/25        | 2025-07-24      | 0.0000%  |  | $50986.40          | $50846.70          | U.S. Treasuries (including strips)        |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  |  | $332986.18         | $327221.52         | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $533107.80         | $525564.32         | U.S. Treasuries (including strips)        |
| USTR BILL 07/10/25        | 2025-07-10      | 0.0000%  |  | $911831.78         | $910783.18         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $649026.88         | $672268.86         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $3491368.72        | $3466597.46        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $3184850.48        | $2216178.86        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $199259350.00      | $197233475.80      | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $27247657.02       | $26316054.45       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $145612359.68      | $151380208.53      | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  |  | $1499.60           | $1609.97           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $160457.20         | $156458.94         | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $189249.52         | $186274.67         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $272927.20         | $271797.54         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $51227085.80       | $51641479.32       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $81331255.88       | $81385915.77       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $2143228.32        | $2173841.85        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $4673653.36        | $4759611.19        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $8772.66           | $9002.57           | U.S. Treasuries (including strips)        |
| GNMA GNRA 2024-197 YK     | 2054-12-20      | 5.4519%  |  | $16844604.49       | $16839743.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4519%  |  | $3621139.87        | $3615905.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FD     | 2054-04-20      | 5.4019%  |  | $9534282.34        | $9521682.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-025 BF     | 2054-02-20      | 5.5019%  |  | $24784124.26       | $24905945.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.4519%  |  | $18078611.80       | $18060739.32       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  |  | $75856.27          | $68345.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU5925 | 2051-12-01      | 3.0000%  |  | $50451.91          | $44080.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  |  | $7722.69           | $6196.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  |  | $126320.38         | $102881.87         | Agency Mortgage-Backed Securities         |

### Security 167: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.300%, 7/23/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4519%  |  | $1138.64           | $1136.99           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.8683%  |  | $104.60            | $102.57            | Agency Collateralized Mortgage Obligation |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $72.22             | $48.36             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $70182100.00       | $71810324.72       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $19560500.00       | $20041386.79       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $132118500.00      | $135983626.72      | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $52096700.00       | $53208844.20       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $66305100.00       | $65721060.15       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $26000.00          | $26157.57          | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $62875800.00       | $61637649.75       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $76045000.00       | $73397500.78       | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $60420700.00       | $58845424.02       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $7991100.00        | $7500278.03        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $65740200.00       | $56093798.67       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $88266900.00       | $75841414.02       | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $100.00            | $80.31             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $70000000.00       | $65815496.67       | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  |  | $2.20              | $1.59              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $91.52             | $71.28             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $60438100.00       | $60941965.49       | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $73534800.00       | $71277722.85       | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $8.37              | $6.29              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $144095400.00      | $146446481.87      | U.S. Treasuries (including strips)        |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  |  | $5003164.06        | $5061253.58        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $15.15             | $15.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9952 | 2055-04-01      | 6.0000%  |  | $329161.23         | $338513.14         | Agency Mortgage-Backed Securities         |

### Security 168: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $505274000.00
- **C.18.a - Value (excl. sponsor support):** $505274000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF 005232 M     | 2041-11-20      | 3.5000%  |  | $6117564.06        | $5703218.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004195 M     | 2038-07-20      | 6.0000%  |  | $745593.04         | $798268.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $7706465.84        | $7746235.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $22033271.10       | $20500200.99       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $18696671.12       | $17938951.13       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M     | 2054-04-20      | 5.5000%  |  | $6780383.15        | $6826059.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $25071185.52       | $24055125.58       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $11332865.02       | $11162019.57       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $9197340.04        | $8893781.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $12927937.74       | $12108658.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8199 M     | 2052-08-20      | 3.5000%  |  | $891038.81         | $809766.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $7942074.81        | $7022435.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $1537943.12        | $1399581.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $34961693.29       | $29752536.96       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $2724645.72        | $2221570.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $26777720.98       | $22812740.86       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $43385587.02       | $35384768.96       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $2455566.52        | $2002173.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $7408968.03        | $7245163.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $4321338.71        | $4213542.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $3220023.82        | $2858468.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $8383304.10        | $7487905.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $5929510.77        | $5582457.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $8079661.16        | $7429526.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $6909510.29        | $6355688.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $7818149.03        | $7002142.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $4074801.70        | $3841895.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $8670244.49        | $7994090.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $6780637.13        | $6251845.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $6129827.02        | $5498311.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $11019435.35       | $10194933.03       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $565156.86         | $523131.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $421548.40         | $437936.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $68694038.51       | $57312390.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $17147670.97       | $13631508.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $512988.58         | $486026.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $889446.09         | $810133.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $993079.53         | $803530.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1528 | 2048-04-01      | 3.5000%  |  | $1833783.20        | $1670177.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $2560438.52        | $2527679.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $745084.96         | $702512.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $3977464.72        | $3383425.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $12898473.91       | $13017082.54       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $12208745.68       | $10844975.89       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $6454770.78        | $6075696.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $14973829.35       | $14756525.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $3274719.28        | $3019338.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $1868819.04        | $1743406.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $4979953.10        | $4236201.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $876265.62         | $779034.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $3827510.77        | $3741487.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9019 M     | 2053-07-20      | 6.5000%  |  | $15434764.69       | $15978934.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $902898.50         | $789058.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $26544841.74       | $22113708.37       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $7530764.26        | $6923230.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $18583610.66       | $18395131.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $4058814.90        | $3228824.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $6555371.22        | $6634340.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $1891005.33        | $1782974.50        | Agency Mortgage-Backed Securities |

### Security 169: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $14213433.33       | $12127822.36       | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AB 25 | 2025-07-31      | 0.2500%  |  | $75066.67          | $74872.99          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE N 25  | 2025-07-31      | 2.8750%  |  | $14332733.33       | $14483126.46       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $3272033.33        | $3179180.77        | U.S. Treasuries (including strips) |
| USTR 3 NOTE Q 25      | 2025-09-30      | 3.0000%  |  | $19308700.00       | $19387248.10       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $136266.67         | $132052.01         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $32965466.67       | $32230926.31       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $72339666.67       | $73824988.69       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $33.33             | $34.19             | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $33.33             | $33.59             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $23938266.67       | $24004230.33       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $203900.00         | $203790.43         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $17435000.00       | $17523951.36       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $796100.00         | $796213.82         | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $15724066.67       | $16038294.37       | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26    | 2026-02-15      | 4.0000%  |  | $4594466.67        | $4656869.30        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $539933.33         | $543354.48         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $4311333.33        | $4376898.52        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $875466.67         | $844891.47         | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $270500.00         | $250233.77         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $11194133.33       | $9618315.59        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $13099433.33       | $12850604.87       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $4592633.33        | $4790120.43        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  |  | $33.33             | $33.89             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $591466.67         | $545722.04         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE P 25  | 2025-08-31      | 2.7500%  |  | $69472766.67       | $69886396.96       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $16282733.33       | $15877000.72       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $32695466.67       | $33194898.09       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $950300.00         | $922709.71         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $22700.00          | $21204.73          | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $19333333.33       | $16528332.50       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $441200.00         | $409800.59         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $2084900.00        | $2068225.52        | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $1124166.67        | $1124712.82        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $520066.67         | $512989.82         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $56398366.67       | $52771670.32       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $15679533.33       | $15326894.50       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $23100333.33       | $21481756.16       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  |  | $13547800.00       | $13267616.15       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  |  | $4185000.00        | $4118129.46        | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AF 25 | 2025-10-31      | 0.2500%  |  | $10199433.33       | $10066059.44       | U.S. Treasuries (including strips) |

### Security 170: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.A., REPO,  4.350%, 7/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933GQA007, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 6.25 FMPR GB 32 A    | 2032-07-15      | 0.0000%  |  | $833.33            | $614.04            | Agency Debentures and Agency Strips       |
| FCSB 1.98 FCSB 36 AJ      | 2036-12-22      | 1.9800%  |  | $1666.67           | $1253.10           | Agency Debentures and Agency Strips       |
| FCSB 2.08 FCSB 36 AH      | 2036-10-06      | 2.0800%  |  | $1401666.67        | $1079442.19        | Agency Debentures and Agency Strips       |
| FCSB 3.31 FCSB 38 P       | 2038-01-26      | 3.3100%  |  | $833.33            | $727.43            | Agency Debentures and Agency Strips       |
| TVDB TVIN 01/15/34        | 2034-01-15      | 0.0000%  |  | $2500.00           | $1665.65           | Agency Debentures and Agency Strips       |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $1000.00           | $1002.03           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $1833.33           | $1842.63           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $250.00            | $254.41            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $833.33            | $847.18            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $750.00            | $764.77            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $83.33             | $83.10             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $83.33             | $83.39             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $2333.33           | $2365.78           | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  |  | $86.39             | $89.00             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $833.33            | $851.18            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  |  | $833.33            | $848.41            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $500.00            | $510.78            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $666.67            | $703.88            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $416.67            | $432.61            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $833.33            | $829.88            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $83.33             | $83.98             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $83.33             | $79.52             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $166.67            | $169.93            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $166.67            | $147.13            | U.S. Treasuries (including strips)        |
| USTR BILL 07/15/25        | 2025-07-15      | 0.0000%  |  | $83.33             | $83.19             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $250.00            | $255.66            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $916.67            | $870.54            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE H 26      | 2026-02-28      | 2.5000%  |  | $2250.00           | $2243.58           | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $83.33             | $80.61             | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $166.67            | $162.85            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $1416.67           | $1390.42           | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $666.67            | $654.00            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  |  | $907.82            | $659.45            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $83.33             | $72.25             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $2000.00           | $2006.78           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $250.00            | $255.00            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $583.33            | $600.66            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $83.33             | $67.67             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $416.67            | $431.59            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $83.33             | $84.24             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $83.33             | $78.50             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $333.33            | $340.18            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $583.33            | $568.13            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  |  | $114.66            | $96.10             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $83.33             | $83.83             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $666.67            | $392.19            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $666.67            | $698.10            | U.S. Treasuries (including strips)        |
| FNMA FNMS 04.500 CLCA3058 | 2049-02-01      | 4.5000%  |  | $24322345.16       | $23782753.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  |  | $7342057.46        | $6847182.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  |  | $3.08              | $3.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9072 | 2053-05-01      | 6.0000%  |  | $23394218.99       | $24331796.89       | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A86420 G | 2039-05-01      | 5.0000%  |  | $2474.10           | $2522.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $7506713.61        | $7575201.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  |  | $44585490.66       | $45050987.97       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M     | 2053-05-20      | 5.5000%  |  | $1691822.09        | $1707878.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB0463 | 2041-05-01      | 2.0000%  |  | $8641427.13        | $7489016.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  |  | $20650130.80       | $21501661.89       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $7699391.68        | $6826562.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3522 | 2048-11-01      | 4.5000%  |  | $1558.39           | $1516.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $1497.76           | $1530.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  |  | $685.87            | $542.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6908 | 2053-08-01      | 5.5000%  |  | $28105073.13       | $28673148.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $6377230.01        | $5605819.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0911 | 2047-12-01      | 4.0000%  |  | $17144474.10       | $16250427.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5110 | 2053-12-01      | 6.5000%  |  | $8085328.06        | $8389927.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3436 | 2052-12-01      | 5.5000%  |  | $10993790.24       | $11230547.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1090 | 2054-09-01      | 6.0000%  |  | $8796039.66        | $9007965.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5174 | 2055-03-01      | 6.5000%  |  | $3405458.46        | $3558728.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3965 | 2055-04-01      | 5.5000%  |  | $19978785.20       | $20270746.30       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0023 | 2055-05-01      | 6.0000%  |  | $822.63            | $839.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8307 | 2055-04-01      | 6.5000%  |  | $3072422.10        | $3217926.20        | Agency Mortgage-Backed Securities         |
| FMAC FERA 5515FM 03/25/55 | 2055-03-25      | 5.6552%  |  | $36076704.95       | $36063949.67       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468FM 11/25/54 | 2054-11-25      | 5.5052%  |  | $2361786.30        | $2353112.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5159KA 11/25/51 | 2051-11-25      | 1.5000%  |  | $2611682.06        | $2231724.98        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5018LT 10/25/40 | 2040-10-25      | 3.2500%  |  | $545.83            | $513.43            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5057MC 04/15/54 | 2054-04-15      | 1.0000%  |  | $984203.06         | $904763.66         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4263AF 11/15/43 | 2043-11-15      | 4.8183%  |  | $2196919.17        | $2169883.08        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4096KF 08/15/42 | 2042-08-15      | 4.9183%  |  | $3331680.67        | $3276605.68        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3772PE 12/15/40 | 2040-12-15      | 4.5000%  |  | $2476968.02        | $2487725.50        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC021BW R25F021 | 2053-07-25      | 5.5000%  |  | $7845121.67        | $7708103.13        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 5.3052%  |  | $14448925.50       | $14456060.80       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 5.3052%  |  | $3966680.61        | $3973831.86        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC046PB R20F046 | 2050-07-25      | 1.2500%  |  | $4010201.13        | $2898649.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL039MH R20F039 | 2040-06-25      | 3.0000%  |  | $3026890.60        | $2794487.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058P  R17F058 | 2046-06-25      | 3.0000%  |  | $567727.56         | $533870.94         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC001JP R17F001 | 2045-04-25      | 3.5000%  |  | $1379469.14        | $1357429.98        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL001LA R13F001 | 2028-02-25      | 1.2500%  |  | $514.95            | $498.12            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110JA R12F110 | 2042-06-25      | 2.0000%  |  | $2177420.00        | $1961322.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-207 PN     | 2054-12-20      | 5.0000%  |  | $833.33            | $791.41            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH     | 2054-11-20      | 5.9819%  |  | $95228066.53       | $95951002.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-001 E      | 2047-11-20      | 3.5000%  |  | $615.28            | $591.59            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-150 FT     | 2040-02-20      | 4.8721%  |  | $87.72             | $84.93             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012JH R05F012 | 2035-03-25      | 5.0000%  |  | $116736.60         | $119158.87         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC039DF R24F039 | 2054-06-25      | 5.4052%  |  | $8701427.43        | $8681611.83        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FC 09/25/54 | 2054-09-25      | 5.3552%  |  | $2525076.15        | $2513313.78        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5041LB 11/25/40 | 2040-11-25      | 3.0000%  |  | $500.57            | $451.51            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5538AM 01/25/52 | 2052-01-25      | 5.0000%  |  | $724189.17         | $708184.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-03 CL      | 2042-08-16      | 2.5000%  |  | $833.33            | $752.10            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4655DE 10/15/40 | 2040-10-15      | 2.2500%  |  | $1958297.35        | $1796513.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-056 FA     | 2052-03-20      | 3.5000%  |  | $628.67            | $556.23            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2907HG 12/15/34 | 2034-12-15      | 5.0000%  |  | $92.70             | $94.73             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087BF R15F087 | 2045-12-25      | 4.7197%  |  | $2784211.46        | $2744729.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468MF 11/25/54 | 2054-11-25      | 5.6052%  |  | $598789.28         | $598274.03         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL056BA R25F056 | 2051-06-25      | 5.5000%  |  | $10061000.00       | $10197301.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC015PA R17F015 | 2046-04-25      | 2.5000%  |  | $2320601.73        | $2150436.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLAS6343 | 2045-12-01      | 3.5000%  |  | $1429.71           | $1315.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1142 | 2043-11-01      | 4.5000%  |  | $67.18             | $65.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  |  | $15333830.93       | $14435520.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8371 | 2046-05-01      | 3.5000%  |  | $14083489.58       | $13051528.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8118 | 2045-03-01      | 3.0000%  |  | $10162753.75       | $9185926.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  |  | $7933756.47        | $7657187.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9853 | 2053-09-01      | 6.0000%  |  | $7659459.34        | $7897334.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7084 | 2053-02-01      | 5.5000%  |  | $44678975.77       | $44987285.55       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC0406 | 2051-04-01      | 2.5000%  |  | $27263865.22       | $22921600.91       | Agency Mortgage-Backed Securities         |
| FMAC 06.200 FRPC G80294 G | 2027-10-01      | 6.2000%  |  | $471.39            | $473.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  |  | $170345245.52      | $169281231.30      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $1018.06           | $928.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  |  | $147360523.37      | $152181029.88      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4916 | 2047-05-01      | 4.0000%  |  | $30779136.52       | $29187000.18       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1701 G        | 2043-09-01      | 7.1690%  |  | $584.83            | $606.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782707 X     | 2039-07-15      | 5.0000%  |  | $18.43             | $18.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9785 C     | 2055-06-20      | 6.5000%  |  | $971484.17         | $1027084.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1345 C     | 2055-06-20      | 6.5000%  |  | $833.33            | $870.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9243 M     | 2053-10-20      | 6.5000%  |  | $2508.32           | $2595.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8151 M     | 2052-07-20      | 4.5000%  |  | $1184.74           | $1144.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  |  | $8298850.50        | $8019884.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7827 M     | 2052-01-20      | 2.5000%  |  | $34467071.80       | $29319204.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $31870428.18       | $32178314.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  |  | $9395672.99        | $9005329.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  |  | $649.68            | $641.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2962 | 2049-01-01      | 4.5000%  |  | $16043634.83       | $15795664.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2806 | 2048-12-01      | 4.5000%  |  | $990.33            | $974.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2791 | 2048-12-01      | 4.0000%  |  | $1732888.26        | $1640288.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1877 | 2048-06-01      | 4.0000%  |  | $17875760.09       | $16997921.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1391 | 2048-03-01      | 4.5000%  |  | $7605751.68        | $7368505.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0544 | 2047-10-01      | 4.0000%  |  | $17138007.82       | $16247023.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1168 | 2052-11-01      | 5.5000%  |  | $3742996.29        | $3803447.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  |  | $3913222.50        | $3799997.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO2245 | 2049-10-01      | 3.5000%  |  | $5660384.92        | $5249986.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  |  | $959.69            | $849.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6932 M     | 2050-10-20      | 3.0000%  |  | $5144.45           | $4563.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5176 | 2048-12-01      | 4.0000%  |  | $19906424.37       | $18901592.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1501 | 2047-07-01      | 4.0000%  |  | $1311.84           | $1245.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  |  | $9552351.14        | $7606488.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0268 | 2058-05-01      | 4.5000%  |  | $19577611.80       | $18760696.79       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7224 | 2053-06-01      | 5.1560%  |  | $2720547.24        | $2745418.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0015 | 2054-12-01      | 3.5000%  |  | $18979906.02       | $17109767.37       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7715 | 2055-07-01      | 6.0000%  |  | $3787306.67        | $3882539.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $811906.76         | $814485.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4895 | 2053-01-01      | 6.5000%  |  | $7376236.06        | $7670592.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  |  | $4390.10           | $4273.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2077 | 2034-11-01      | 3.5000%  |  | $3346669.44        | $3259185.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0085 | 2051-04-01      | 3.5000%  |  | $9936642.00        | $9281593.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7501 | 2054-03-01      | 5.5000%  |  | $1290.83           | $1294.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5790 | 2048-03-01      | 3.5000%  |  | $32806109.19       | $30076524.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5734 | 2047-12-01      | 5.0000%  |  | $6422377.76        | $6540708.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2841 | 2052-09-01      | 4.0000%  |  | $715.37            | $670.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2525 | 2052-08-01      | 4.5000%  |  | $1815.76           | $1763.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2508 | 2047-07-01      | 5.0000%  |  | $3620176.46        | $3686873.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  |  | $26044253.28       | $23848647.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1573 | 2055-03-01      | 6.0000%  |  | $1438.11           | $1468.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  |  | $3475.10           | $3546.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9640 | 2054-12-01      | 5.0000%  |  | $3508795.64        | $3489043.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  |  | $3653879.43        | $3766131.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1830 | 2055-02-01      | 5.5000%  |  | $1238.40           | $1245.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9958 | 2047-07-01      | 4.0000%  |  | $222.28            | $212.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9916 | 2047-07-01      | 4.0000%  |  | $27630224.48       | $26430857.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2210 | 2048-08-01      | 4.5000%  |  | $5862904.88        | $5769585.02        | Agency Mortgage-Backed Securities         |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $1333.33           | $1298.66           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $83.33             | $83.63             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  |  | $90.21             | $91.55             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $1666.67           | $1662.38           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $166.67            | $165.22            | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $333.33            | $330.18            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $416.67            | $402.16            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $1166.67           | $1117.00           | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $2583.33           | $2492.94           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $166.67            | $154.33            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $83.33             | $71.11             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $333.33            | $312.59            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $166.67            | $164.98            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE J 26      | 2026-03-31      | 2.2500%  |  | $83.33             | $82.67             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $166.67            | $165.13            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $83.33             | $76.61             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $166.67            | $150.44            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $83.33             | $68.48             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $416.67            | $285.00            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $1000.00           | $664.34            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $1083.33           | $1057.20           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $2666.67           | $1393.80           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $166.67            | $123.43            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $833.33            | $596.84            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $1750.00           | $1327.28           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $250.00            | $198.21            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $83.33             | $68.29             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $1333.33           | $1077.96           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $166.67            | $161.10            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $250.00            | $239.02            | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $666.67            | $708.73            | U.S. Treasuries (including strips)        |

### Security 171: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 2.31 FCOR 22-36 AV    | 2036-07-14      | 2.3100%  |  | $222.22            | $176.24            | Agency Debentures and Agency Strips       |
| FCSB 4.07 FCOR 23-33 AO    | 2033-11-21      | 4.0700%  |  | $141333.33         | $134877.11         | Agency Debentures and Agency Strips       |
| FCSB 2.71 FCSB 38 K        | 2038-08-26      | 2.7100%  |  | $3111.11           | $2486.76           | Agency Debentures and Agency Strips       |
| FCSB 2 7/8 FCSB 40 L       | 2040-10-01      | 2.8750%  |  | $444.44            | $346.35            | Agency Debentures and Agency Strips       |
| FNMA 7.25 FNSM BB 05/30    | 2030-05-15      | 7.2500%  |  | $137555.56         | $159309.76         | Agency Debentures and Agency Strips       |
| FNMA 7.25 FNPR BB 05/30    | 2030-05-15      | 0.0000%  |  | $759333.33         | $623680.71         | Agency Debentures and Agency Strips       |
| FCSB 3.70 FCOR 27-42 K     | 2042-03-24      | 3.7000%  |  | $214222.22         | $175783.62         | Agency Debentures and Agency Strips       |
| FCSB 2.93 FCOR 23-42 F     | 2042-02-03      | 2.9300%  |  | $1266888.89        | $957089.16         | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E     | 2042-01-24      | 2.8200%  |  | $1601777.78        | $1191011.48        | Agency Debentures and Agency Strips       |
| FCSB 2.90 FCOR 22-41 V     | 2041-12-09      | 2.9000%  |  | $222.22            | $165.50            | Agency Debentures and Agency Strips       |
| FCSB 2.58 FCOR 22-36 BH    | 2036-11-17      | 2.5800%  |  | $222.22            | $178.17            | Agency Debentures and Agency Strips       |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  |  | $116.28            | $120.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256213  | 2026-04-01      | 6.0000%  |  | $456.00            | $465.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  |  | $483.48            | $496.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M      | 2053-01-20      | 5.5000%  |  | $329.90            | $333.29            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G1227 G         | 2036-10-01      | 7.5190%  |  | $42.73             | $44.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0808  | 2043-10-01      | 4.0000%  |  | $36.00             | $34.81             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G08156 G  | 2036-10-01      | 6.0000%  |  | $965.31            | $1017.22           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $183.49            | $190.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT256750  | 2027-06-01      | 5.0000%  |  | $854.79            | $857.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785909 C      | 2051-10-20      | 3.0000%  |  | $189.22            | $167.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  |  | $953.02            | $960.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579  | 2042-02-01      | 5.5000%  |  | $176.64            | $182.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  |  | $481.59            | $447.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $12.34             | $12.67             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 7.2110%  |  | $19.06             | $19.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  |  | $22.56             | $23.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930920  | 2039-04-01      | 4.5000%  |  | $8.36              | $8.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ9282  | 2026-12-01      | 3.5000%  |  | $2.58              | $2.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK0971  | 2027-02-01      | 3.0000%  |  | $141.91            | $140.48            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL1631  | 2038-08-01      | 6.8350%  |  | $37.31             | $38.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO6713  | 2042-06-01      | 4.0000%  |  | $503.70            | $486.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8841  | 2031-02-01      | 3.5000%  |  | $15.04             | $14.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2302  | 2041-08-01      | 4.5000%  |  | $150.84            | $150.32            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G13868 G  | 2025-07-01      | 4.5000%  |  | $108.11            | $108.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0149  | 2025-11-01      | 4.0000%  |  | $16.14             | $16.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969  | 2025-12-01      | 3.5000%  |  | $22.53             | $22.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310082  | 2038-10-01      | 6.5000%  |  | $105.67            | $111.40            | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G60528 G  | 2039-02-01      | 7.0000%  |  | $45.96             | $49.40             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL2984  | 2042-10-01      | 6.8130%  |  | $12.53             | $13.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9126  | 2043-03-01      | 2.5000%  |  | $195.87            | $172.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI5961  | 2026-06-01      | 4.0000%  |  | $177.66            | $177.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL313835  | 2027-11-01      | 7.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313397  | 2027-03-01      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 ZT310185  | 2026-07-01      | 6.0000%  |  | $117.14            | $119.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104  | 2037-08-01      | 5.5000%  |  | $412.01            | $424.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257536  | 2029-01-01      | 5.0000%  |  | $186.55            | $188.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  |  | $1.71              | $1.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  |  | $416.79            | $420.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256640  | 2027-03-01      | 5.5000%  |  | $320.81            | $322.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  |  | $4.47              | $4.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255932  | 2035-11-01      | 5.0000%  |  | $42.15             | $42.85             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WNWN4042  | 2033-07-01      | 4.2500%  |  | $666.22            | $648.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3309 M      | 2045-12-20      | 3.0000%  |  | $28.70             | $25.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787074 C      | 2053-08-20      | 5.5000%  |  | $182.05            | $183.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833  | 2046-12-01      | 3.0000%  |  | $213560.96         | $189582.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785626 C      | 2051-07-20      | 3.0000%  |  | $139.05            | $120.92            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.130 WNWN2387  | 2033-02-01      | 5.1300%  |  | $444.44            | $450.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4004 M      | 2046-10-20      | 3.5000%  |  | $30.45             | $28.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7837  | 2046-09-01      | 3.0000%  |  | $224.00            | $200.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785197 C      | 2050-11-20      | 3.5000%  |  | $62.22             | $56.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3955  | 2044-12-01      | 4.0000%  |  | $47.16             | $44.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BV9802 C      | 2036-04-20      | 5.5000%  |  | $78.74             | $81.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272  | 2031-03-01      | 3.5000%  |  | $81.40             | $80.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  |  | $8560.02           | $8257.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031  | 2046-08-01      | 3.0000%  |  | $757.69            | $681.29            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2079  | 2030-11-01      | 4.3400%  |  | $4166947.56        | $4181328.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4360  | 2053-04-01      | 6.5000%  |  | $216.74            | $231.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785786 C      | 2051-12-20      | 4.0000%  |  | $176.02            | $169.00            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5055  | 2029-03-01      | 2.4000%  |  | $591.75            | $558.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M      | 2052-09-20      | 4.0000%  |  | $5048.99           | $4719.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $48.72             | $45.31             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3875 M      | 2046-08-20      | 4.0000%  |  | $46.28             | $43.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785417 C      | 2051-04-20      | 2.5000%  |  | $141.00            | $118.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306  | 2045-01-01      | 4.5000%  |  | $270.58            | $266.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785433 C      | 2051-04-20      | 2.5000%  |  | $151.89            | $128.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7590 M      | 2051-09-20      | 3.0000%  |  | $145.94            | $129.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4773  | 2048-08-01      | 5.0000%  |  | $1098158.16        | $1100353.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785134 M      | 2049-11-20      | 5.0000%  |  | $43.66             | $43.67             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WNWN2511  | 2032-11-01      | 4.9000%  |  | $224.89            | $229.29            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $1630.00           | $1279.94           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1158  | 2028-11-01      | 1.8000%  |  | $228.67            | $212.33            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  |  | $222.25            | $225.46            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q10151 G  | 2042-08-01      | 4.5000%  |  | $467.09            | $460.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZM8918  | 2048-10-01      | 5.0000%  |  | $65735.13          | $65919.24          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J37005 G  | 2032-05-01      | 3.5000%  |  | $63.73             | $63.01             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 6.8570%  |  | $101.25            | $104.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255353  | 2034-08-01      | 6.5000%  |  | $572.97            | $604.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  |  | $609.79            | $642.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255296  | 2034-06-01      | 6.5000%  |  | $81.71             | $86.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  |  | $15.90             | $16.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254621  | 2033-01-01      | 6.5000%  |  | $14.16             | $14.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254263  | 2032-04-01      | 6.5000%  |  | $65.85             | $68.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254092  | 2031-12-01      | 6.5000%  |  | $125.54            | $132.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252712  | 2029-08-01      | 7.5000%  |  | $442.18            | $452.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL252343  | 2029-03-01      | 7.0000%  |  | $413.14            | $437.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255498  | 2034-12-01      | 5.5000%  |  | $84.12             | $86.86             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C03504 G  | 2040-06-01      | 4.5000%  |  | $13.85             | $13.85             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C00676 G  | 2028-11-01      | 6.5000%  |  | $42.88             | $44.54             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1R0014 G         | 2035-03-01      | 4.2360%  |  | $5.35              | $5.22              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.8550%  |  | $279078.02         | $290603.96         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0643 G         | 2038-11-01      | 7.3650%  |  | $16.19             | $16.74             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0473 G         | 2037-05-01      | 6.8590%  |  | $184.85            | $190.92            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G3701 G         | 2037-09-01      | 7.3140%  |  | $21.56             | $21.96             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.8850%  |  | $9.23              | $9.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3000  | 2053-05-01      | 6.5000%  |  | $217.07            | $227.58            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841076 G         | 2048-11-01      | 3.0080%  |  | $153.84            | $151.10            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  |  | $392.22            | $376.32            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6159 M      | 2049-09-20      | 6.0000%  |  | $2840.82           | $2985.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  |  | $122.67            | $120.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6627  | 2046-02-01      | 4.5000%  |  | $41.20             | $40.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $196.78            | $198.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6408  | 2046-01-01      | 3.5000%  |  | $282544.27         | $261604.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  |  | $49225.14          | $50854.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785298 C      | 2051-01-20      | 2.5000%  |  | $139.58            | $117.53            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8484  | 2046-04-01      | 3.0900%  |  | $158.00            | $163.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  |  | $215.01            | $229.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7854 C      | 2055-05-20      | 5.5000%  |  | $222.83            | $224.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8936  | 2052-04-01      | 3.5000%  |  | $175.94            | $160.86            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0378  | 2039-01-01      | 4.8900%  |  | $453.58            | $454.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786216 C      | 2052-06-20      | 3.5000%  |  | $145.40            | $129.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR0727 C      | 2046-04-20      | 4.0000%  |  | $31.70             | $29.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3665  | 2049-09-01      | 4.0000%  |  | $2631.73           | $2484.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137  | 2044-06-01      | 4.5000%  |  | $5944301.06        | $5894042.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4034 C      | 2055-06-20      | 6.5000%  |  | $222.22            | $232.22            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B7775 G         | 2050-03-01      | 2.6820%  |  | $325.18            | $318.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785301 C      | 2051-02-20      | 3.0000%  |  | $129.07            | $116.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M      | 2052-10-20      | 5.0000%  |  | $175.14            | $173.36            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK4271  | 2048-09-01      | 3.2740%  |  | $39.32             | $40.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4168  | 2044-12-01      | 4.0000%  |  | $113.69            | $108.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355  | 2051-06-01      | 2.0000%  |  | $872111.88         | $690652.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1283  | 2055-05-01      | 5.5000%  |  | $3273.35           | $3287.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5354  | 2055-06-01      | 6.5000%  |  | $286869.56         | $299052.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4254  | 2055-05-01      | 6.5000%  |  | $271976.16         | $284441.40         | Agency Mortgage-Backed Securities         |
| USTR 3 3/4 NOTE BD 27      | 2027-06-30      | 3.7500%  |  | $22.22             | $22.23             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27      | 2027-05-31      | 3.8750%  |  | $22.22             | $22.34             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35       | 2035-05-15      | 4.2500%  |  | $22.22             | $22.28             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27      | 2027-04-30      | 3.7500%  |  | $88.89             | $89.39             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28      | 2028-04-15      | 3.7500%  |  | $177.78            | $179.26            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30           | 2030-03-31      | 4.0000%  |  | $22.22             | $22.61             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30       | 2030-01-31      | 4.2500%  |  | $66.67             | $69.05             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29      | 2029-12-31      | 4.3750%  |  | $22.22             | $22.74             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27          | 2027-12-15      | 4.0000%  |  | $22.22             | $22.40             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31       | 2031-08-31      | 3.7500%  |  | $111.11            | $111.19            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27      | 2027-04-15      | 4.5000%  |  | $44.44             | $45.40             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIN AE 28      | 2028-10-15      | 2.3750%  |  | $46.53             | $48.45             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30       | 2030-10-31      | 4.8750%  |  | $22.22             | $23.46             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28      | 2028-08-31      | 4.3750%  |  | $222.22            | $229.61            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28       | 2028-01-31      | 3.5000%  |  | $44.44             | $44.83             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27      | 2027-12-31      | 3.8750%  |  | $44.44             | $44.60             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27      | 2027-11-30      | 3.8750%  |  | $22.22             | $22.36             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32       | 2032-01-15      | 0.1250%  |  | $25.71             | $23.26             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26      | 2026-09-30      | 0.8750%  |  | $66.67             | $64.34             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31           | 2031-01-31      | 4.0000%  |  | $888.89            | $908.07            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 31       | 2031-07-15      | 0.1250%  |  | $531.74            | $488.49            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AG 25      | 2025-11-30      | 0.3750%  |  | $22.22             | $21.87             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27       | 2027-07-31      | 0.3750%  |  | $444.44            | $415.17            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30       | 2030-01-15      | 0.1250%  |  | $55.39             | $52.22             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27       | 2027-05-15      | 2.3750%  |  | $666.67            | $651.79            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26       | 2026-07-15      | 0.1250%  |  | $594.56            | $589.42            | U.S. Treasuries (including strips)        |
| USTR 6 5/8 BOND 27         | 2027-02-15      | 6.6250%  |  | $311.11            | $333.34            | U.S. Treasuries (including strips)        |
| FMAC FEPC 06.000 CLQY3862  | 2055-05-01      | 6.0000%  |  | $242158.48         | $247864.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  |  | $53.77             | $55.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5432  | 2040-10-01      | 4.0000%  |  | $53.69             | $51.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139  | 2053-09-01      | 6.0000%  |  | $175.89            | $179.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5072  | 2053-07-01      | 5.5000%  |  | $1446025.54        | $1452287.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009  | 2053-05-01      | 5.0000%  |  | $360634.44         | $355090.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  |  | $73700.03          | $74104.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4838  | 2052-12-01      | 3.5000%  |  | $23781.75          | $21432.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684  | 2052-06-01      | 4.5000%  |  | $172.44            | $165.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $197967.28         | $157350.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4177  | 2040-11-01      | 2.5000%  |  | $112.97            | $102.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4474  | 2041-11-01      | 2.0000%  |  | $90278.36          | $77436.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB5115 C      | 2054-04-20      | 5.0000%  |  | $218.64            | $216.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M      | 2053-04-20      | 5.5000%  |  | $217.59            | $219.72            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782310 X      | 2038-04-15      | 5.0000%  |  | $9.40              | $9.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786831 C      | 2053-07-20      | 5.5000%  |  | $186.63            | $189.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408  | 2051-12-01      | 2.5000%  |  | $2005.01           | $1669.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206  | 2028-06-01      | 3.5000%  |  | $412.23            | $409.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252  | 2046-05-01      | 4.5000%  |  | $586.60            | $573.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M      | 2053-07-20      | 4.5000%  |  | $360282.81         | $346831.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  |  | $222.64            | $237.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0258 M      | 2055-03-20      | 5.0000%  |  | $223.54            | $220.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0027  | 2055-07-01      | 5.5000%  |  | $2287137.11        | $2294402.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4630 C      | 2055-04-20      | 6.5000%  |  | $221.84            | $231.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5512  | 2055-01-01      | 6.0000%  |  | $1223066.42        | $1252349.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7756 C      | 2055-04-20      | 6.0000%  |  | $298806.25         | $307354.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $666.34            | $697.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2433 C      | 2055-04-20      | 6.0000%  |  | $3077.55           | $3165.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3345 C      | 2055-05-20      | 6.5000%  |  | $222.03            | $232.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3223  | 2055-02-01      | 6.5000%  |  | $225.82            | $237.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0302 C      | 2055-05-20      | 5.5000%  |  | $221.98            | $224.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5761  | 2055-07-01      | 6.0000%  |  | $1600033.56        | $1633249.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2339 C      | 2054-11-20      | 5.0000%  |  | $220.55            | $218.89            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456  | 2029-12-01      | 4.5000%  |  | $72890.76          | $73644.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1923  | 2046-02-01      | 4.0000%  |  | $2377521.56        | $2308269.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6868  | 2055-03-01      | 6.5000%  |  | $221.86            | $232.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0896  | 2052-05-01      | 2.5000%  |  | $226.42            | $189.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1331 C      | 2055-05-20      | 7.5000%  |  | $222.05            | $240.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0746  | 2055-01-01      | 5.5000%  |  | $673133.02         | $675947.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787236 C      | 2054-01-20      | 6.5000%  |  | $151.41            | $158.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786172 C      | 2052-05-20      | 4.5000%  |  | $176.27            | $169.31            | Agency Mortgage-Backed Securities         |
| USTR 4 5/8 NOTE AS 26      | 2026-09-15      | 4.6250%  |  | $47933.33          | $48956.60          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27      | 2027-08-15      | 3.7500%  |  | $622.22            | $630.87            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31       | 2031-05-31      | 4.6250%  |  | $22.22             | $23.10             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28       | 2028-05-31      | 3.6250%  |  | $88.89             | $88.88             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28       | 2028-04-30      | 3.5000%  |  | $44.44             | $44.42             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44         | 2044-02-15      | 1.3750%  |  | $30.58             | $25.63             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28      | 2028-06-15      | 3.8750%  |  | $355.56            | $357.70            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27      | 2027-03-31      | 3.8750%  |  | $222.22            | $224.64            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27       | 2027-01-15      | 0.3750%  |  | $177.00            | $174.75            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27      | 2027-05-15      | 4.5000%  |  | $111.11            | $113.16            | U.S. Treasuries (including strips)        |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 5.3019%  |  | $2959501.17        | $2957777.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-122 HL      | 2053-08-20      | 5.5000%  |  | $14895.56          | $14948.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 FB      | 2053-08-20      | 5.4819%  |  | $2436651.44        | $2444026.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 LF      | 2053-07-20      | 5.3219%  |  | $883347.96         | $883161.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-079 FG      | 2053-06-20      | 5.4519%  |  | $293358.94         | $293071.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FB      | 2053-05-20      | 5.3019%  |  | $1435658.99        | $1426226.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-148 FA      | 2052-08-20      | 5.0000%  |  | $4401612.38        | $4251785.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 LF      | 2053-02-20      | 5.2119%  |  | $942395.50         | $928718.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 5.2119%  |  | $5867794.37        | $5808064.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 DF      | 2053-01-20      | 5.2519%  |  | $1759195.16        | $1745244.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 5.4019%  |  | $4132072.75        | $4057672.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $1478681.92        | $1401306.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 5.0000%  |  | $853023.10         | $830620.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 FA      | 2052-02-20      | 3.0000%  |  | $704506.95         | $603846.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $400539.26         | $329506.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-122 LH      | 2051-07-20      | 2.5000%  |  | $222000.00         | $128987.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7340%  |  | $1034475.93        | $990629.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $545427.12         | $541044.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 5.5519%  |  | $440021.80         | $440836.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 FA      | 2051-11-20      | 2.5000%  |  | $1766808.40        | $1412210.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 5.4519%  |  | $4089519.81        | $4083747.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 6.0000%  |  | $22162411.11       | $22238575.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 6.0000%  |  | $5227780.12        | $5245746.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.6019%  |  | $336284.77         | $334016.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FG      | 2054-10-20      | 5.3519%  |  | $2322372.35        | $2309166.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 5.4019%  |  | $6113328.20        | $6022902.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 FA      | 2054-09-20      | 5.4119%  |  | $49642.95          | $49717.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 5.4119%  |  | $2824576.28        | $2827418.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 5.5519%  |  | $3290617.62        | $3297403.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SP 786134 C      | 2052-04-20      | 3.0000%  |  | $143.21            | $125.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785944 C      | 2052-02-20      | 3.0000%  |  | $168.73            | $148.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252925  | 2029-12-01      | 7.5000%  |  | $55.35             | $57.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL252092  | 2028-11-01      | 6.0000%  |  | $3.63              | $3.74              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  |  | $10.80             | $11.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR9194  | 2043-03-01      | 3.0000%  |  | $87.98             | $79.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  |  | $49.48             | $42.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  |  | $247.68            | $233.01            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6240  | 2037-09-01      | 3.4600%  |  | $222.22            | $198.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8468  | 2046-04-01      | 4.0000%  |  | $198.14            | $188.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785699 C      | 2051-10-20      | 3.0000%  |  | $164.64            | $146.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785665 C      | 2051-10-20      | 3.0000%  |  | $178.32            | $158.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785584 C      | 2051-08-20      | 3.0000%  |  | $171.55            | $152.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785557 C      | 2051-07-20      | 2.5000%  |  | $147.08            | $124.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785520 C      | 2051-06-20      | 3.5000%  |  | $138.29            | $123.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785519 C      | 2051-06-20      | 3.0000%  |  | $153.29            | $137.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786384 C      | 2052-09-20      | 5.5000%  |  | $202.18            | $211.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785299 C      | 2051-02-20      | 2.5000%  |  | $147.29            | $126.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785263 C      | 2051-01-20      | 3.5000%  |  | $114.60            | $104.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785195 C      | 2050-11-20      | 3.5000%  |  | $107.20            | $96.24             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785160 C      | 2050-10-20      | 3.0000%  |  | $128.03            | $114.68            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7242 G         | 2036-09-01      | 7.4130%  |  | $115.28            | $119.03            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N1497 G         | 2036-07-01      | 6.4150%  |  | $23.18             | $23.51             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0169 G         | 2036-07-01      | 6.3800%  |  | $8.51              | $8.78              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0083 G         | 2035-06-01      | 7.3750%  |  | $1.94              | $2.01              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0078 G         | 2035-06-01      | 6.8700%  |  | $12.27             | $12.69             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A0001 G         | 2035-04-01      | 6.3010%  |  | $15.01             | $15.29             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0501 G         | 2035-06-01      | 6.6700%  |  | $13.37             | $13.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  |  | $123678.60         | $113567.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3593  | 2049-02-01      | 4.5000%  |  | $334.87            | $325.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC3237  | 2039-10-01      | 5.0000%  |  | $13.19             | $13.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA5876  | 2039-07-01      | 6.0000%  |  | $31.38             | $32.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA2560  | 2039-04-01      | 6.0000%  |  | $47.78             | $49.98             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2860 C      | 2065-02-20      | 6.5000%  |  | $12683.03          | $13020.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1645  | 2055-05-01      | 5.5000%  |  | $226.86            | $227.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6814  | 2055-07-01      | 6.0000%  |  | $599655.11         | $614622.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0307 M      | 2055-04-20      | 5.0000%  |  | $432.92            | $426.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3362 C      | 2055-02-20      | 6.5000%  |  | $221.47            | $233.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $222.05            | $233.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3340 C      | 2055-03-20      | 6.5000%  |  | $221.52            | $232.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4749 C      | 2055-06-20      | 5.5000%  |  | $281.33            | $284.04            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 5.5019%  |  | $1733939.99        | $1735273.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $4615592.67        | $4633489.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-153 FK      | 2053-10-20      | 5.7019%  |  | $530522.98         | $535782.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FB      | 2053-11-20      | 5.8019%  |  | $4070015.10        | $4117657.17        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004H R25F004   | 2051-09-25      | 5.5000%  |  | $1005753.38        | $1016067.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 5.5019%  |  | $3114923.67        | $3115161.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 5.3019%  |  | $6030893.71        | $5989622.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FC      | 2054-04-20      | 5.4319%  |  | $2878797.99        | $2873638.75        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5550CV 04/25/36  | 2036-04-25      | 5.5000%  |  | $58665.61          | $60373.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 5.3019%  |  | $5589051.49        | $5550228.46        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3217PE 09/15/36  | 2036-09-15      | 6.0000%  |  | $11486.18          | $12086.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA      | 2051-04-20      | 4.8875%  |  | $171291.89         | $163303.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 5.4019%  |  | $35036.03          | $35149.46          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $1779233.78        | $1799651.47        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL048FA R24F048  | 2054-07-25      | 5.6052%  |  | $369067.93         | $368632.98         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5349FG 10/25/53  | 2053-10-25      | 5.2552%  |  | $136.38            | $136.53            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-007 FB      | 2054-01-20      | 5.4019%  |  | $2529484.56        | $2521791.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-064 CY      | 2055-04-20      | 5.0000%  |  | $452903.78         | $432399.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 5.3019%  |  | $192.85            | $188.62            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC060PA R13F060  | 2042-10-25      | 1.7500%  |  | $17.75             | $16.54             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 5.4019%  |  | $6198947.89        | $6087332.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 6.2019%  |  | $3212876.59        | $3276346.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 5.3019%  |  | $2469940.82        | $2468653.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FA      | 2063-08-20      | 5.4019%  |  | $533977.31         | $534500.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA      | 2051-12-20      | 2.5000%  |  | $409.68            | $326.32            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111AF R10F111  | 2040-10-25      | 4.8197%  |  | $164606.33         | $163594.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 5.3619%  |  | $6437990.17        | $6441784.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 5.2019%  |  | $1997416.63        | $1952962.04        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530AC 04/25/52  | 2052-04-25      | 5.0000%  |  | $663438.30         | $663694.24         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53  | 2053-08-25      | 6.0000%  |  | $222.22            | $228.33            | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4611BF 06/15/41  | 2041-06-15      | 4.8183%  |  | $400603.46         | $396697.83         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047GF R11F047  | 2041-06-25      | 4.9897%  |  | $95.21             | $94.88             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL085FL R07F085  | 2037-09-25      | 4.9597%  |  | $2.25              | $2.24              | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLDC2610  | 2055-04-01      | 6.0000%  |  | $227.12            | $235.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0300  | 2055-04-01      | 7.0000%  |  | $430.87            | $458.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL190397  | 2039-09-01      | 5.0000%  |  | $349.96            | $355.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  |  | $10.41             | $10.96             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  |  | $0.01              | $0.02              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G         | 2030-06-01      | 4.6230%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA2572  | 2050-05-01      | 3.5000%  |  | $84355.77          | $76798.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  |  | $241.84            | $239.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  |  | $1473.99           | $1445.01           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX X2AL8943  | 2025-10-01      | 2.7500%  |  | $60.36             | $60.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9992  | 2037-02-01      | 3.0000%  |  | $981.94            | $924.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7206  | 2045-08-01      | 4.0000%  |  | $155.25            | $147.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  |  | $922.64            | $857.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8081  | 2031-02-01      | 3.5000%  |  | $38.65             | $38.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819  | 2044-12-01      | 4.5000%  |  | $135.13            | $133.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6536  | 2045-03-01      | 4.5000%  |  | $182.73            | $179.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146  | 2030-01-01      | 3.5000%  |  | $15.93             | $15.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8419  | 2046-05-01      | 4.5000%  |  | $19.25             | $18.84             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL5134  | 2044-04-01      | 6.5900%  |  | $63.48             | $65.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5379  | 2044-06-01      | 4.5000%  |  | $97.08             | $95.31             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08558 G  | 2043-11-01      | 4.0000%  |  | $56.90             | $54.78             | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G05801 G  | 2032-12-01      | 7.5000%  |  | $372.73            | $391.00            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0522 G         | 2037-07-01      | 7.6050%  |  | $36.93             | $37.90             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0336 G         | 2037-04-01      | 6.9010%  |  | $92.47             | $95.72             | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC A45751 G  | 2031-10-01      | 7.0000%  |  | $9.78              | $10.38             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1438 G         | 2034-01-01      | 6.7500%  |  | $18.23             | $18.64             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1C0004 G         | 2031-09-01      | 7.4880%  |  | $23.96             | $24.40             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847054 G         | 2030-12-01      | 4.1940%  |  | $18.07             | $17.72             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846986 G         | 2028-09-01      | 7.3180%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846981 G         | 2031-07-01      | 7.4500%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846965 G         | 2030-09-01      | 7.1650%  |  | $0.58              | $0.59              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 6.3900%  |  | $102.61            | $102.84            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.6990%  |  | $186.48            | $185.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M      | 2053-03-20      | 5.5000%  |  | $284613.44         | $287398.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8492 M      | 2052-12-20      | 6.0000%  |  | $265.72            | $272.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8200 M      | 2052-08-20      | 4.0000%  |  | $370.28            | $346.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7369 M      | 2051-05-20      | 3.5000%  |  | $118.66            | $108.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7057 M      | 2050-12-20      | 5.0000%  |  | $5443.36           | $5446.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6410 M      | 2050-01-20      | 3.5000%  |  | $32.28             | $29.44             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6094 M      | 2049-08-20      | 5.5000%  |  | $28.56             | $29.25             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4450 M      | 2047-05-20      | 3.0000%  |  | $36.11             | $32.35             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  |  | $110.34            | $114.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2961 M      | 2045-07-20      | 3.5000%  |  | $22.12             | $20.48             | Agency Mortgage-Backed Securities         |
| GNMA GNAR TL MA1120 M      | 2043-06-20      | 5.1250%  |  | $4.56              | $4.67              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0023 M      | 2042-04-20      | 4.0000%  |  | $15183.22          | $14522.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4385  | 2055-06-01      | 6.0000%  |  | $4753493.56        | $4883236.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4384  | 2055-06-01      | 6.0000%  |  | $30719.56          | $31634.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785120 M      | 2049-02-20      | 4.0000%  |  | $54.11             | $51.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785087 M      | 2048-02-20      | 3.5000%  |  | $67.34             | $62.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL594437  | 2031-07-01      | 6.5000%  |  | $213.20            | $221.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580862  | 2031-05-01      | 6.5000%  |  | $3.09              | $3.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580149  | 2031-07-01      | 6.5000%  |  | $69.36             | $71.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL568355  | 2031-01-01      | 6.5000%  |  | $797.44            | $827.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL564318  | 2030-11-01      | 9.0000%  |  | $18.15             | $18.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL560837  | 2030-10-01      | 9.0000%  |  | $141.04            | $142.94            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS555936  | 2033-09-01      | 6.8170%  |  | $15.34             | $15.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555677  | 2033-07-01      | 5.5000%  |  | $444.77            | $456.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531  | 2033-06-01      | 5.5000%  |  | $1145.39           | $1176.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545819  | 2032-08-01      | 6.5000%  |  | $225.55            | $234.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545562  | 2032-03-01      | 7.5000%  |  | $512.10            | $529.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545280  | 2031-11-01      | 6.5000%  |  | $53.48             | $55.50             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785459 C      | 2051-05-20      | 2.5000%  |  | $163.20            | $138.00            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.5580%  |  | $67.24             | $68.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783934 M      | 2044-05-20      | 4.5000%  |  | $2.72              | $2.67              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783610 X      | 2041-11-15      | 4.5000%  |  | $9.82              | $9.63              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  |  | $15.83             | $16.20             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  |  | $35.59             | $36.42             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  |  | $36.02             | $36.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII FS 004182 M      | 2038-07-20      | 5.5000%  |  | $1.71              | $1.71              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AV9440 C      | 2046-11-20      | 3.0000%  |  | $63.31             | $55.75             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6513 C      | 2055-06-20      | 6.0000%  |  | $222.22            | $228.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3405 C      | 2055-04-20      | 6.5000%  |  | $221.68            | $232.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3194 C      | 2055-04-20      | 5.5000%  |  | $221.76            | $225.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2460 C      | 2055-05-20      | 5.5000%  |  | $221.98            | $224.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2382 C      | 2055-04-20      | 6.5000%  |  | $221.82            | $232.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0136 C      | 2055-04-20      | 6.0000%  |  | $227.14            | $233.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0077 C      | 2055-04-20      | 5.5000%  |  | $221.73            | $223.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0234 M      | 2040-03-20      | 5.5000%  |  | $217.10            | $223.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  |  | $15.68             | $15.64             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2317  | 2038-06-01      | 6.3460%  |  | $209.20            | $213.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2309  | 2042-09-01      | 3.5000%  |  | $76.21             | $71.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  |  | $228.18            | $240.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAK5545  | 2027-03-01      | 3.5000%  |  | $171.76            | $170.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $56.55             | $56.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9332  | 2042-01-01      | 4.0000%  |  | $774.41            | $752.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ7684  | 2041-12-01      | 4.0000%  |  | $518.80            | $501.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5989  | 2042-01-01      | 4.5000%  |  | $3644.66           | $3607.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4406  | 2041-10-01      | 3.5000%  |  | $233.34            | $219.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ2616  | 2042-05-01      | 3.5000%  |  | $14.29             | $13.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8180  | 2041-08-01      | 4.5000%  |  | $11.17             | $11.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $21.33             | $21.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAI1807  | 2026-04-01      | 4.5000%  |  | $0.85              | $0.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5881  | 2026-02-01      | 3.5000%  |  | $341.02            | $340.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  |  | $39.96             | $39.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5616  | 2026-02-01      | 3.5000%  |  | $4.40              | $4.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $38777.68          | $38983.84          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841115 G         | 2050-08-01      | 5.8420%  |  | $36.28             | $37.26             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841739 G         | 2054-01-01      | 4.2710%  |  | $207.39            | $201.65            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  |  | $465.65            | $483.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  |  | $639.11            | $670.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  |  | $493.95            | $517.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  |  | $206.34            | $228.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2995  | 2053-04-01      | 7.0000%  |  | $651.71            | $713.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2993  | 2053-05-01      | 6.5000%  |  | $461.13            | $490.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  |  | $215.36            | $238.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5139  | 2041-02-01      | 5.0000%  |  | $61.15             | $62.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  |  | $13.34             | $13.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  |  | $202.48            | $202.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX0786  | 2053-01-01      | 6.5000%  |  | $2887.85           | $3047.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9918  | 2052-10-01      | 5.0000%  |  | $497137.89         | $491000.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  |  | $82533.73          | $85401.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $223.13            | $223.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT5985  | 2051-10-01      | 2.0000%  |  | $8635.76           | $6861.19           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6784  | 2032-10-01      | 4.1200%  |  | $222.22            | $217.52            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6220  | 2034-09-01      | 4.1600%  |  | $657102.22         | $635139.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  |  | $15660.23          | $12595.52          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9750%  |  | $2449479.30        | $2307374.66        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM6921  | 2052-05-01      | 2.2810%  |  | $364.76            | $331.56            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM1943  | 2048-05-01      | 5.9070%  |  | $100.50            | $104.19            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6070  | 2030-05-01      | 2.1700%  |  | $5250577.43        | $4798965.06        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844052  | 2035-11-01      | 6.3970%  |  | $61.07             | $62.84             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.7330%  |  | $7.57              | $7.84              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R23M004  | 2032-09-25      | 3.8926%  |  | $4600.00           | $4408.63           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5827%  |  | $233.28            | $220.43            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001  | 2029-10-25      | 2.4440%  |  | $35561.78          | $33398.83          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $231.78            | $219.17            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0031A1 R21M00  | 2033-11-25      | 1.0000%  |  | $107.98            | $107.71            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843672  | 2035-09-01      | 6.3000%  |  | $58.53             | $59.39             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD841068  | 2034-11-01      | 7.0370%  |  | $4.36              | $4.56              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836464  | 2035-10-01      | 6.5910%  |  | $1.65              | $1.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL543562  | 2030-06-01      | 7.5000%  |  | $343.85            | $347.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535440  | 2030-08-01      | 8.5000%  |  | $43.14             | $45.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL503757  | 2029-07-01      | 6.5000%  |  | $422.53            | $438.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL490210  | 2029-03-01      | 6.5000%  |  | $133.76            | $138.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL485981  | 2029-06-01      | 6.5000%  |  | $134.37            | $139.43            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462206  | 2036-04-01      | 6.2950%  |  | $12.51             | $12.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441221  | 2028-09-01      | 7.0000%  |  | $437.18            | $463.19            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD423226  | 2038-07-01      | 6.3080%  |  | $8.51              | $8.71              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  |  | $14.90             | $15.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  |  | $113.82            | $118.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  |  | $214.44            | $217.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0243  | 2054-12-01      | 5.5000%  |  | $433.76            | $437.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0110  | 2048-11-01      | 3.5000%  |  | $23186.02          | $21456.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7270  | 2053-10-01      | 6.0000%  |  | $11936392.89       | $12297675.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  |  | $570.41            | $569.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760  | 2052-05-01      | 3.5000%  |  | $11091.00          | $10051.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3615  | 2052-05-01      | 4.0000%  |  | $119286.90         | $111744.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9038  | 2051-02-01      | 2.5000%  |  | $313895.70         | $263898.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5969  | 2050-06-01      | 2.5000%  |  | $995504.90         | $837283.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2813  | 2048-12-01      | 5.0000%  |  | $129.87            | $130.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2806  | 2048-12-01      | 4.5000%  |  | $70.38             | $69.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2729  | 2048-11-01      | 4.5000%  |  | $415.32            | $404.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1712  | 2048-05-01      | 4.5000%  |  | $77.34             | $74.94             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3837  | 2033-03-01      | 5.2100%  |  | $446.45            | $462.35            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  |  | $222.22            | $226.60            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1175  | 2034-06-01      | 5.2500%  |  | $560364.44         | $582800.97         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  |  | $1401.78           | $1504.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9929  | 2053-12-01      | 7.0000%  |  | $194.98            | $207.01            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  |  | $261.78            | $229.58            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  |  | $72444.44          | $71857.58          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0373  | 2033-11-01      | 4.2400%  |  | $198.84            | $195.46            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  |  | $462.22            | $437.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2620  | 2050-06-01      | 2.5000%  |  | $258120.93         | $216745.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ7468  | 2048-12-01      | 4.5000%  |  | $40.88             | $39.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH5850  | 2047-06-01      | 4.5000%  |  | $32.36             | $31.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0697  | 2055-05-01      | 6.5000%  |  | $222.48            | $232.86            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.8683%  |  | $817.78            | $801.87            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $10461.03          | $9516.04           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004A2 R16M004  | 2026-03-25      | 2.5760%  |  | $167363.85         | $165447.88         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $342.39            | $337.88            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-04-25      | 3.5110%  |  | $225.11            | $218.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7665  | 2055-06-01      | 6.0000%  |  | $12218.88          | $12487.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7386  | 2055-04-01      | 5.0000%  |  | $443.54            | $436.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5038  | 2055-03-01      | 6.0000%  |  | $443.53            | $456.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3881  | 2055-02-01      | 6.0000%  |  | $352308.68         | $360678.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3796  | 2055-03-01      | 6.5000%  |  | $114766.04         | $119520.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  |  | $3728.33           | $3884.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6609  | 2054-11-01      | 5.0000%  |  | $210.46            | $207.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2803  | 2054-08-01      | 6.5000%  |  | $440.14            | $464.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M      | 2054-11-20      | 5.5000%  |  | $12215.72          | $12280.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9512 C      | 2055-06-20      | 6.0000%  |  | $227.56            | $232.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9472 C      | 2055-06-20      | 6.5000%  |  | $222.22            | $229.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6357 C      | 2055-06-20      | 5.5000%  |  | $222.22            | $222.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5976 C      | 2055-06-20      | 6.0000%  |  | $222.22            | $228.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4702 C      | 2055-06-20      | 6.0000%  |  | $222.22            | $228.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4602 C      | 2055-05-20      | 6.5000%  |  | $222.02            | $232.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2762 C      | 2055-06-20      | 6.5000%  |  | $224.00            | $234.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1531 C      | 2055-06-20      | 5.5000%  |  | $222.89            | $226.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9759 C      | 2055-06-20      | 6.5000%  |  | $224.22            | $235.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8246 C      | 2055-06-20      | 5.5000%  |  | $222.22            | $226.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL336682  | 2028-05-01      | 6.5000%  |  | $79.71             | $82.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323862  | 2029-08-01      | 6.5000%  |  | $104.45            | $108.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323866  | 2029-08-01      | 6.5000%  |  | $456.66            | $474.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL357729  | 2035-03-01      | 5.0000%  |  | $69.83             | $70.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9877  | 2054-08-01      | 6.0000%  |  | $991.79            | $1012.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0517  | 2054-08-01      | 5.5000%  |  | $221.82            | $222.52            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1868993  | 2036-05-01      | 7.2200%  |  | $43.37             | $45.04             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS995135  | 2038-03-01      | 6.5670%  |  | $9.18              | $9.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL975441  | 2038-03-01      | 5.0000%  |  | $81.18             | $81.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL939685  | 2037-07-01      | 6.0000%  |  | $79.61             | $81.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  |  | $18.00             | $18.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932493  | 2040-02-01      | 4.5000%  |  | $459592.06         | $459157.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  |  | $10.61             | $11.16             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1885947  | 2036-07-01      | 6.7820%  |  | $7.55              | $7.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0446  | 2055-05-01      | 6.5000%  |  | $1017586.99        | $1059062.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  |  | $222.43            | $233.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6404  | 2053-07-01      | 4.0000%  |  | $187.82            | $175.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708  | 2053-06-01      | 5.0000%  |  | $416972.63         | $413439.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3978  | 2053-01-01      | 5.0000%  |  | $274855.98         | $272989.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3331  | 2052-11-01      | 5.0000%  |  | $7785584.00        | $7720323.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2914  | 2052-09-01      | 4.5000%  |  | $186269.69         | $179818.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1866  | 2052-05-01      | 3.5000%  |  | $18645.42          | $16858.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1891  | 2050-01-01      | 4.0000%  |  | $1123008.67        | $1064019.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $1586.23           | $1326.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9978  | 2051-12-01      | 3.0000%  |  | $175635.76         | $153817.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9416  | 2045-07-01      | 3.5000%  |  | $130.59            | $121.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7866  | 2051-07-01      | 2.5000%  |  | $212.05            | $176.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6688  | 2051-04-01      | 2.5000%  |  | $1184988.71        | $995761.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971  | 2045-08-01      | 4.0000%  |  | $182221.30         | $175158.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870  | 2050-03-01      | 3.0000%  |  | $386623.69         | $341885.40         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB830607  | 2035-06-01      | 6.2870%  |  | $64.56             | $66.55             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806506  | 2044-10-01      | 5.6970%  |  | $16.48             | $16.73             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806504  | 2034-10-01      | 5.6970%  |  | $3.65              | $3.68              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB795816  | 2034-07-01      | 6.2520%  |  | $117.05            | $118.68            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LA780840  | 2034-06-01      | 6.5000%  |  | $1.73              | $1.76              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB762328  | 2034-03-01      | 6.1970%  |  | $29.01             | $29.31             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB745448  | 2036-03-01      | 6.2590%  |  | $23.83             | $24.58             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB739759  | 2033-08-01      | 6.2790%  |  | $3.90              | $4.01              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735643  | 2042-08-01      | 5.6970%  |  | $18.30             | $18.49             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 7.4650%  |  | $31.60             | $32.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9288  | 2044-02-01      | 4.5000%  |  | $123.04            | $121.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8836  | 2047-02-01      | 4.5000%  |  | $72.70             | $70.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7796  | 2046-08-01      | 3.0000%  |  | $308.44            | $274.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7660  | 2046-08-01      | 2.5000%  |  | $275.98            | $235.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7538  | 2046-07-01      | 3.0000%  |  | $650.52            | $578.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943  | 2040-12-01      | 4.0000%  |  | $209.08            | $202.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0151  | 2025-11-01      | 4.0000%  |  | $12.07             | $12.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632578  | 2032-02-01      | 6.5000%  |  | $19.63             | $20.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632553  | 2032-02-01      | 6.5000%  |  | $101.74            | $106.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL631571  | 2032-03-01      | 6.0000%  |  | $30.35             | $31.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629896  | 2032-09-01      | 6.5000%  |  | $115.95            | $120.32            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1910%  |  | $0.17              | $0.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL618037  | 2032-03-01      | 6.5000%  |  | $474.31            | $492.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL607041  | 2031-10-01      | 7.0000%  |  | $218.07            | $231.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL1013  | 2037-01-01      | 5.5000%  |  | $36.28             | $37.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119  | 2050-09-01      | 2.0000%  |  | $10724.21          | $8525.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  |  | $467.20            | $465.89            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08566 G  | 2044-01-01      | 3.5000%  |  | $166.00            | $155.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157  | 2046-10-01      | 4.5000%  |  | $46.34             | $45.24             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18497 G  | 2029-01-01      | 3.0000%  |  | $48205.93          | $47407.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  |  | $19.20             | $18.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  |  | $36.89             | $36.51             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849336 G         | 2034-12-01      | 6.4370%  |  | $17.53             | $17.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3393  | 2048-01-01      | 4.0000%  |  | $167.49            | $158.77            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.9010%  |  | $18.03             | $18.74             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 390255 G         | 2030-07-01      | 4.0990%  |  | $1.18              | $1.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  |  | $166.44            | $176.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL489035  | 2029-04-01      | 6.5000%  |  | $789.53            | $819.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8213 C      | 2055-06-20      | 6.5000%  |  | $222.22            | $234.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4910 C      | 2055-06-20      | 7.5000%  |  | $222.22            | $238.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4629 C      | 2055-04-20      | 6.0000%  |  | $220.98            | $228.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3520 C      | 2055-04-20      | 5.5000%  |  | $221.68            | $225.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3492 C      | 2055-04-20      | 6.5000%  |  | $221.81            | $226.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8177 C      | 2055-01-20      | 5.5000%  |  | $221.02            | $223.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1727 C      | 2055-03-20      | 5.5000%  |  | $223.29            | $225.71            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3005        | 2060-04-15      | 5.7000%  |  | $104802.37         | $109933.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6121  | 2045-11-01      | 4.0000%  |  | $351.67            | $333.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6102  | 2045-11-01      | 3.5000%  |  | $21.65             | $20.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS6269  | 2030-12-01      | 2.5000%  |  | $434.69            | $419.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233  | 2045-11-01      | 4.5000%  |  | $743.36            | $726.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175  | 2045-06-01      | 3.5000%  |  | $422.27            | $392.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  |  | $16803.14          | $16476.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3907  | 2044-11-01      | 4.0000%  |  | $14.69             | $13.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3651  | 2044-10-01      | 4.5000%  |  | $957.11            | $939.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6831  | 2046-03-01      | 3.5000%  |  | $513.10            | $475.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2541  | 2029-05-01      | 3.0000%  |  | $18.28             | $17.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626  | 2044-02-01      | 4.5000%  |  | $364.92            | $358.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1586  | 2044-01-01      | 4.5000%  |  | $31.44             | $30.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1047  | 2043-11-01      | 4.5000%  |  | $43.89             | $43.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910  | 2043-11-01      | 4.5000%  |  | $960.11            | $945.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1770  | 2044-02-01      | 4.0000%  |  | $35.92             | $34.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758  | 2029-02-01      | 3.5000%  |  | $247.59            | $244.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012  | 2028-07-01      | 3.5000%  |  | $36.01             | $35.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL521410  | 2029-12-01      | 9.0000%  |  | $245.99            | $249.00            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544874  | 2036-07-01      | 5.1570%  |  | $3.75              | $3.76              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB535995  | 2031-04-01      | 6.1250%  |  | $699.22            | $708.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  |  | $20.91             | $21.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM6742  | 2040-08-01      | 3.0000%  |  | $28113.62          | $26016.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL638997  | 2032-04-01      | 6.5000%  |  | $159.05            | $165.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545602  | 2030-12-01      | 7.5000%  |  | $231.57            | $238.16            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847053 G         | 2030-06-01      | 4.6120%  |  | $42.56             | $41.91             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS545974  | 2032-10-01      | 7.1400%  |  | $2.34              | $2.38              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 6.9620%  |  | $1.92              | $1.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254768  | 2033-06-01      | 6.0000%  |  | $111.29            | $115.44            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109645  | 2030-09-01      | 3.7300%  |  | $222.22            | $215.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555692  | 2033-07-01      | 5.5000%  |  | $99.65             | $102.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255230  | 2034-06-01      | 5.0000%  |  | $34.11             | $34.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255314  | 2034-08-01      | 6.0000%  |  | $103.05            | $108.07            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735335  | 2034-01-01      | 4.7730%  |  | $3.77              | $3.72              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785226 C      | 2050-12-20      | 3.0000%  |  | $120.62            | $107.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  |  | $746.72            | $693.23            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7122  | 2034-11-01      | 4.9400%  |  | $224.67            | $230.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255842  | 2035-09-01      | 5.0000%  |  | $217.12            | $220.79            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836434  | 2035-10-01      | 6.9360%  |  | $4.25              | $4.42              | Agency Mortgage-Backed Securities         |

### Security 172: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 5/8 TRIN X 30 | 2030-04-15      | 1.6250%  |  | $236934492.23      | $239056078.84      | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27 | 2027-03-31      | 2.5000%  |  | $37850.00          | $37261.81          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27 | 2027-11-30      | 0.6250%  |  | $17314500.00       | $16088759.71       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48       | 2048-02-15      | 1.0000%  |  | $184714.72         | $135251.31         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54   | 2054-11-15      | 4.5000%  |  | $50.00             | $47.49             | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33 | 2033-01-15      | 1.1250%  |  | $52944207.70       | $50719960.09       | U.S. Treasuries (including strips) |

### Security 173: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLFA0507 | 2055-01-01      | 6.0000%  |  | $33843761.54       | $34684553.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9652 | 2054-12-01      | 5.0000%  |  | $16630038.20       | $16448900.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4931 | 2054-09-01      | 5.5000%  |  | $40123383.78       | $40709729.09       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8290 | 2052-12-01      | 4.5000%  |  | $40956671.00       | $39446803.32       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4978 | 2054-02-01      | 5.5000%  |  | $41163525.37       | $41663149.97       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6562 | 2054-09-01      | 6.0000%  |  | $41832698.53       | $42730233.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5439 | 2053-08-01      | 6.0000%  |  | $45061187.57       | $46509469.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  |  | $42956508.00       | $43844562.20       | Agency Mortgage-Backed Securities |

### Security 174: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWZ000, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLBX4912 | 2053-01-01      | 5.5000%  |  | $4577161.53        | $4630304.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW4875 | 2053-04-01      | 5.0000%  |  | $4241598.23        | $4197391.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW4765 | 2052-08-01      | 4.0000%  |  | $3848949.15        | $3596967.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV8361 | 2052-05-01      | 4.0000%  |  | $4574421.13        | $4274943.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV2611 | 2052-07-01      | 4.5000%  |  | $3489110.94        | $3370875.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBT8293 | 2052-08-01      | 5.0000%  |  | $4095572.81        | $4044020.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  |  | $4684909.65        | $4806578.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT7952 | 2052-11-01      | 6.0000%  |  | $3740446.65        | $3879641.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5283 | 2049-02-01      | 4.5000%  |  | $5424198.80        | $5316826.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $3645809.15        | $3463227.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6426 | 2053-02-01      | 5.5000%  |  | $3533279.44        | $3572069.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8420 | 2055-06-01      | 6.0000%  |  | $4449350.00        | $4541666.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6204 | 2055-04-01      | 6.0000%  |  | $3031237.35        | $3146967.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC2624 | 2055-04-01      | 6.0000%  |  | $4743680.02        | $4901057.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT7717 | 2043-06-01      | 3.5000%  |  | $3598854.12        | $3350117.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9555 | 2047-05-01      | 3.5000%  |  | $5122044.80        | $4724402.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8360 | 2046-11-01      | 3.5000%  |  | $4049941.40        | $3748485.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2241 | 2042-08-01      | 3.5000%  |  | $1979945.60        | $1863533.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4767 | 2049-11-01      | 3.5000%  |  | $3959613.50        | $3633180.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8009 | 2042-07-01      | 3.5000%  |  | $4223770.62        | $3974101.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1778 | 2053-05-01      | 5.5000%  |  | $3897145.79        | $3951637.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7617 | 2053-02-01      | 5.5000%  |  | $3067565.29        | $3113997.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF6839 | 2053-02-01      | 5.0000%  |  | $3811180.30        | $3770392.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF4752 | 2052-12-01      | 5.5000%  |  | $3798674.05        | $3867838.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3156 | 2052-11-01      | 5.5000%  |  | $3285114.75        | $3334064.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1103 | 2052-10-01      | 5.5000%  |  | $4043446.71        | $4101739.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9469 | 2052-09-01      | 4.5000%  |  | $3819281.47        | $3693325.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9412 | 2052-09-01      | 4.5000%  |  | $4531100.99        | $4349145.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6640 | 2052-08-01      | 4.5000%  |  | $4310692.72        | $4138178.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5111 | 2052-07-01      | 5.0000%  |  | $4366095.89        | $4320595.84        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q46157 G | 2047-02-01      | 3.5000%  |  | $4369136.31        | $4036979.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6554 | 2055-06-01      | 6.0000%  |  | $4810032.50        | $4909832.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7172 | 2055-06-01      | 6.0000%  |  | $990160.50         | $1019214.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4869 | 2055-06-01      | 6.0000%  |  | $3944665.13        | $4047866.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4858 | 2055-06-01      | 6.0000%  |  | $4053028.41        | $4174920.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0932 | 2055-04-01      | 6.0000%  |  | $3357372.25        | $3433092.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0465 | 2055-04-01      | 6.0000%  |  | $5177946.73        | $5302131.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB8759 | 2043-03-01      | 3.5000%  |  | $5671833.68        | $5279878.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS8155 | 2054-02-01      | 7.0000%  |  | $4959769.35        | $5290327.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM3556 | 2050-06-01      | 3.0000%  |  | $4319637.80        | $3797111.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4369 | 2049-10-01      | 4.5000%  |  | $4721493.27        | $4616340.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  |  | $4964518.79        | $4850349.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY7585 | 2054-10-01      | 5.0000%  |  | $4077872.71        | $4022115.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7174 | 2055-07-01      | 6.5000%  |  | $4781866.50        | $5001321.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0128 | 2053-05-01      | 5.5000%  |  | $4993524.58        | $5065394.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX7758 | 2053-03-01      | 5.0000%  |  | $4385600.37        | $4339888.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG2086 | 2053-05-01      | 6.0000%  |  | $3485793.04        | $3615469.19        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  |  | $3835791.93        | $3529329.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8842 | 2048-08-01      | 4.5000%  |  | $4007781.09        | $3915033.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4009 | 2053-05-01      | 6.0000%  |  | $3687880.08        | $3820796.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  |  | $5099716.98        | $5255581.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX0100 | 2052-10-01      | 4.5000%  |  | $3699979.86        | $3563591.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU8747 | 2052-06-01      | 5.0000%  |  | $3160471.87        | $3135023.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE6338 | 2052-07-01      | 5.0000%  |  | $5141739.04        | $5088150.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4685 | 2048-10-01      | 4.5000%  |  | $3753632.34        | $3673210.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH3821 | 2053-11-01      | 6.0000%  |  | $4482560.71        | $4627178.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2859 | 2042-03-01      | 3.5000%  |  | $4427120.72        | $4168215.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 R3BF0668 | 2050-04-01      | 4.0000%  |  | $4843693.25        | $4718295.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2334 | 2053-05-01      | 5.5000%  |  | $4093571.35        | $4150805.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4375 | 2055-04-01      | 6.0000%  |  | $3707164.08        | $3785449.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8863 | 2055-03-01      | 6.0000%  |  | $4064444.76        | $4169166.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4862 | 2055-06-01      | 6.5000%  |  | $3017419.07        | $3155897.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7173 | 2055-06-01      | 6.0000%  |  | $3701935.00        | $3795932.07        | Agency Mortgage-Backed Securities |

### Security 175: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA9104 M | 2053-08-20      | 4.5000%  |  | $2543443.78        | $2446144.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $469265.07         | $415302.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $106874.25         | $112163.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8846 M | 2038-05-20      | 4.5000%  |  | $169796.91         | $168514.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M | 2038-07-20      | 6.5000%  |  | $68797.05          | $72410.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $489274.69         | $486135.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $257055.61         | $248684.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8564 M | 2053-01-20      | 2.5000%  |  | $714955.77         | $608177.05         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8560 M | 2053-01-20      | 5.5000%  |  | $625407.60         | $625563.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8542 M | 2038-10-20      | 7.0000%  |  | $132941.26         | $138636.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8403 M | 2031-01-20      | 7.5000%  |  | $9796.52           | $9893.73           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M | 2037-11-20      | 4.5000%  |  | $145848.07         | $144167.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M | 2052-10-20      | 4.0000%  |  | $46588998.99       | $43636524.70       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8344 M | 2052-10-20      | 3.0000%  |  | $28127292.80       | $24872871.28       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8316 M | 2037-12-20      | 3.0000%  |  | $824637.64         | $776770.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8270 M | 2052-09-20      | 5.5000%  |  | $83148108.88       | $84313891.60       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8261 M | 2052-09-20      | 4.5000%  |  | $583721.86         | $556172.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $955487.85         | $902234.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8239 M | 2037-02-20      | 2.0000%  |  | $147707.36         | $134798.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8201 M | 2052-08-20      | 4.5000%  |  | $109706637.92      | $106040790.62      | Agency Mortgage-Backed Securities |
| GNMA GNII EP 787495 C | 2064-04-20      | 2.5000%  |  | $75491710.33       | $61033227.62       | Agency Mortgage-Backed Securities |
| GNMA GNII EP 787434 C | 2064-04-20      | 3.0000%  |  | $95215002.31       | $82261921.69       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786583 C | 2052-03-20      | 3.0000%  |  | $83943.66          | $73674.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786238 C | 2052-03-20      | 3.0000%  |  | $1213348.09        | $1070930.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785842 C | 2052-01-20      | 2.5000%  |  | $68421.83          | $57315.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785668 C | 2051-09-20      | 2.5000%  |  | $104601.60         | $87622.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785615 C | 2051-08-20      | 2.5000%  |  | $116092.92         | $97769.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785612 C | 2051-09-20      | 2.5000%  |  | $225765.15         | $190234.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785359 C | 2051-03-20      | 2.0000%  |  | $13693214.94       | $10961433.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785283 C | 2051-01-20      | 2.5000%  |  | $99666.96          | $84798.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785229 C | 2050-11-20      | 3.0000%  |  | $241797.06         | $214910.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785218 C | 2050-12-20      | 2.0000%  |  | $245103.06         | $195748.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784981 C | 2050-04-20      | 3.5000%  |  | $36270.80          | $32427.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784825 C | 2049-10-20      | 3.5000%  |  | $94892.95          | $85889.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785393 C | 2050-05-20      | 4.5000%  |  | $1017853.29        | $976515.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784504 C | 2048-02-20      | 3.5000%  |  | $1784079.09        | $1632591.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783976 M | 2043-04-20      | 3.5000%  |  | $1521328.03        | $1397186.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783703 M | 2042-06-20      | 4.0000%  |  | $21225.98          | $20302.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783604 M | 2042-06-20      | 3.5000%  |  | $84870.07          | $79059.81          | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 081224 M | 2035-01-20      | 5.6250%  |  | $16574.08          | $16896.38          | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 081039 M | 2034-08-20      | 4.6250%  |  | $218718.41         | $222209.52         | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 080945 M | 2034-06-20      | 4.8750%  |  | $13842.68          | $13917.60          | Agency Mortgage-Backed Securities |
| GNMA GNAR AR 080137 M | 2027-11-20      | 4.7500%  |  | $8369.00           | $8449.14           | Agency Mortgage-Backed Securities |
| GNMA GNAR AR 080012 M | 2026-11-20      | 4.7500%  |  | $10992.11          | $11032.74          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 548529 X | 2031-09-15      | 6.5000%  |  | $457460.83         | $474846.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 530000 C | 2030-08-20      | 7.5000%  |  | $43901.26          | $44313.30          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487861 X | 2039-04-15      | 5.5000%  |  | $5093.52           | $5199.06           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736553 X | 2040-02-15      | 5.0000%  |  | $8504.96           | $8555.20           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 726376 X | 2039-10-15      | 5.0000%  |  | $7019.81           | $7062.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005181 M | 2041-09-20      | 3.5000%  |  | $127255.59         | $118373.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004832 M | 2040-10-20      | 3.5000%  |  | $30662.73          | $28589.57          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 605301 X | 2034-07-15      | 5.5000%  |  | $32653.35          | $33380.33          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX8707 X | 2047-01-15      | 3.0000%  |  | $139096.16         | $123815.15         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX2595 X | 2047-08-15      | 3.0000%  |  | $55108.40          | $48871.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV9455 C | 2046-12-20      | 3.0000%  |  | $441433.76         | $386773.08         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AS4933 X | 2046-05-15      | 4.5000%  |  | $33511.80          | $32697.09          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AS4907 X | 2046-04-15      | 4.0000%  |  | $91138.04          | $85929.15          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AR0796 X | 2046-04-15      | 4.0000%  |  | $655644.21         | $619039.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2009 C | 2055-06-20      | 6.0000%  |  | $2993932.00        | $3079586.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $200162.46         | $213535.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0093 M | 2054-12-20      | 6.0000%  |  | $133163446.16      | $135764572.09      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $51449.15          | $53854.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005258 M | 2041-12-20      | 3.5000%  |  | $11932847.89       | $11124629.47       | Agency Mortgage-Backed Securities |
| GNMA GNII SF 711788 C | 2033-07-20      | 3.5000%  |  | $444594.66         | $432393.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $4076439.60        | $3791005.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6683 M | 2035-07-20      | 2.5000%  |  | $115374.80         | $107811.97         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4365 C | 2049-04-20      | 4.0000%  |  | $389032.64         | $363231.69         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8415 M | 2052-11-20      | 3.0000%  |  | $3415291.80        | $2943601.30        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CY3572 C | 2062-09-20      | 5.0000%  |  | $578058.23         | $564529.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6843 M | 2035-09-20      | 4.0000%  |  | $6908.21           | $6690.78           | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $405967.51         | $391841.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785220 C | 2050-12-20      | 2.0000%  |  | $19662.86          | $15861.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9107 M | 2053-08-20      | 6.0000%  |  | $1809161.29        | $1852854.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7516 C | 2047-10-20      | 3.5000%  |  | $985376.33         | $899825.41         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ8013 C | 2063-12-20      | 7.5000%  |  | $386655.06         | $400985.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 729578 C | 2040-02-20      | 4.0000%  |  | $236821.51         | $225362.71         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA9241 C | 2064-03-20      | 5.0000%  |  | $617096.63         | $602651.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6408 M | 2050-01-20      | 2.5000%  |  | $494818.63         | $422962.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0623 M | 2042-12-20      | 2.5000%  |  | $787860.26         | $685945.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6148 C | 2043-03-20      | 3.0000%  |  | $465987.13         | $415242.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1090 M | 2043-06-20      | 3.5000%  |  | $171592.98         | $159650.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8847 M | 2038-08-20      | 5.0000%  |  | $37970.05          | $38668.99          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3318 X | 2046-07-15      | 2.5000%  |  | $695845.56         | $595832.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9957 C | 2051-10-20      | 2.5000%  |  | $516092.04         | $436310.34         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4389 C | 2039-08-20      | 6.0000%  |  | $1431533.07        | $1492806.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8243 M | 2037-09-20      | 4.0000%  |  | $329875.32         | $322599.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787044 C | 2048-06-20      | 3.5000%  |  | $4719496.50        | $4277602.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9276 M | 2030-12-20      | 8.0000%  |  | $173763.08         | $182248.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1535686.30        | $1550455.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5985 C | 2054-04-20      | 6.0000%  |  | $766792.20         | $780016.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8097 M | 2052-06-20      | 2.5000%  |  | $74452404.15       | $63332184.80       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785660 C | 2051-10-20      | 2.5000%  |  | $169117.87         | $141665.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8132 M | 2034-08-20      | 7.0000%  |  | $15979.47          | $16614.44          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE9975 C | 2064-10-20      | 6.5000%  |  | $969818.67         | $995586.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784670 C | 2048-01-20      | 3.5000%  |  | $2812508.50        | $2566378.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD3893 C | 2048-01-20      | 3.5000%  |  | $32832.71          | $30001.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR5903 C | 2053-01-20      | 4.5000%  |  | $798008.38         | $768669.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4963 C | 2050-09-20      | 3.0000%  |  | $7614.01           | $6732.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3074 C | 2047-02-20      | 4.0000%  |  | $580713.46         | $542384.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ1571 C | 2045-11-20      | 4.0000%  |  | $491777.54         | $465502.96         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6921 M | 2050-10-20      | 2.0000%  |  | $644022.25         | $510497.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M | 2053-11-20      | 4.0000%  |  | $357796.94         | $334122.32         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO0390 C | 2050-11-20      | 2.5000%  |  | $2305412.97        | $1939227.84        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CZ0973 C | 2047-01-20      | 3.0000%  |  | $1140503.08        | $1005385.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5798 M | 2034-08-20      | 7.0000%  |  | $22160.43          | $23041.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8315 M | 2033-07-20      | 2.5000%  |  | $25227.54          | $23842.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6598 M | 2050-04-20      | 2.5000%  |  | $1230421.56        | $1049761.09        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  |  | $61747.47          | $58218.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $434557.41         | $384242.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $765423.22         | $698027.28         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CW8950 C | 2062-09-20      | 5.0000%  |  | $308154.52         | $297048.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL1773 C | 2045-01-20      | 3.5000%  |  | $2565996.51        | $2333772.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4961 M | 2048-01-20      | 3.0000%  |  | $80771.39          | $72231.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ7065 C | 2050-04-20      | 2.7500%  |  | $540134.81         | $460494.79         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD0875 C | 2062-09-20      | 4.5000%  |  | $175338.66         | $166405.15         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE4339 C | 2064-08-20      | 3.5000%  |  | $335265.29         | $296715.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6095 M | 2049-08-20      | 6.0000%  |  | $7732.29           | $8125.58           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7647 M | 2051-10-20      | 1.5000%  |  | $780885.83         | $607246.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9688 M | 2036-07-20      | 2.0000%  |  | $66419.02          | $60616.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8985 M | 2038-07-20      | 4.5000%  |  | $46688.42          | $46426.27          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC9695 C | 2064-07-20      | 6.5000%  |  | $17505.52          | $17970.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI4372 C | 2039-07-20      | 6.0000%  |  | $1286553.84        | $1345812.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA3282 C | 2047-06-20      | 4.0000%  |  | $30615.03          | $28761.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4003 M | 2046-10-20      | 3.0000%  |  | $4684802.56        | $4200518.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786429 C | 2052-06-20      | 4.0000%  |  | $658514.82         | $616298.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH0582 C | 2051-08-20      | 2.5000%  |  | $1871939.11        | $1588881.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7941 M | 2052-03-20      | 5.0000%  |  | $15693.86          | $15583.03          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BK5544 X | 2049-09-15      | 3.0000%  |  | $6827.96           | $6049.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6452 C | 2053-11-20      | 7.5000%  |  | $652627.99         | $683241.25         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA6457 C | 2063-12-20      | 7.5000%  |  | $174836.41         | $181316.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $909681.26         | $790822.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7971 M | 2037-07-20      | 7.0000%  |  | $49345.57          | $51306.41          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM2645 C | 2046-10-20      | 3.5000%  |  | $489412.01         | $440979.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV8400 C | 2050-07-20      | 4.0000%  |  | $72524.50          | $67912.18          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1690 C | 2054-10-20      | 5.0000%  |  | $3510075.18        | $3431743.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AJ2596 C | 2045-03-20      | 2.5000%  |  | $415757.81         | $351662.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1006 C | 2054-09-20      | 7.0000%  |  | $1124755.97        | $1190597.94        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA2481 C | 2064-01-20      | 7.5000%  |  | $380497.68         | $394600.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8042 M | 2052-05-20      | 2.5000%  |  | $176529284.59      | $150162851.05      | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ7823 C | 2047-04-20      | 3.5000%  |  | $84294.53          | $77130.29          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8336 M | 2052-10-20      | 3.0000%  |  | $1400738.75        | $1207285.05        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0298 X | 2049-08-15      | 2.5000%  |  | $500901.40         | $428876.73         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC5166 C | 2064-02-20      | 6.5000%  |  | $19681.23          | $20204.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3732 C | 2053-10-20      | 7.0000%  |  | $697763.18         | $735526.74         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4484 C | 2043-05-20      | 3.0000%  |  | $254860.83         | $226854.86         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC2557 C | 2064-04-20      | 5.0000%  |  | $859527.04         | $839406.18         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ8734 C | 2062-08-20      | 5.0000%  |  | $245465.16         | $239719.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1210712.84        | $1029873.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8642 M | 2053-02-20      | 2.5000%  |  | $9471580.77        | $8124361.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8508 C | 2050-12-20      | 3.0000%  |  | $49129.43          | $43440.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO4003 C | 2052-07-20      | 4.5000%  |  | $712536.42         | $679788.96         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8862 M | 2053-01-20      | 3.0000%  |  | $757171.40         | $650723.45         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AE3305 X | 2046-10-15      | 2.5000%  |  | $595797.64         | $510160.01         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF1338 C | 2064-10-20      | 6.5000%  |  | $133692.75         | $137244.98         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8191 M | 2052-08-20      | 3.5000%  |  | $8927448.65        | $7903554.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5989 C | 2051-10-20      | 4.5000%  |  | $2772673.18        | $2629705.83        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ1038 C | 2063-11-20      | 5.0000%  |  | $171333.76         | $167323.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG5191 C | 2054-11-20      | 4.0000%  |  | $1171136.07        | $1089647.52        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ5485 C | 2065-05-20      | 6.5000%  |  | $330129.74         | $338904.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4687 C | 2055-05-20      | 5.0000%  |  | $1352095.67        | $1333582.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7043 C | 2055-04-20      | 6.0000%  |  | $11685029.67       | $12068816.67       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6809 C | 2054-11-20      | 4.5000%  |  | $11959875.65       | $11356033.49       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3484 C | 2055-03-20      | 7.0000%  |  | $12163561.05       | $12637658.82       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF9973   | 2059-11-15      | 4.9800%  |  | $675470.37         | $672223.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8366 C | 2055-05-20      | 6.5000%  |  | $1152820.39        | $1211726.18        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH4038 C | 2065-02-20      | 4.5000%  |  | $687148.97         | $652131.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4107 C | 2055-06-20      | 6.0000%  |  | $2655340.00        | $2744342.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4245 C | 2054-10-20      | 7.0000%  |  | $1040937.15        | $1100600.43        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK1047 C | 2065-02-20      | 3.0000%  |  | $225830.49         | $195103.92         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ8770   | 2065-03-15      | 5.4700%  |  | $22211.00          | $22916.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1445 C | 2055-04-20      | 6.0000%  |  | $2276319.52        | $2353321.33        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ7172 C | 2065-03-20      | 4.5000%  |  | $121886.91         | $115675.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787751 C | 2054-12-20      | 5.0000%  |  | $93977857.18       | $92676806.86       | Agency Mortgage-Backed Securities |
| GNMA GNII SF 673398 C | 2046-07-20      | 3.0000%  |  | $483439.95         | $426871.03         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 635067 X | 2046-04-15      | 2.5000%  |  | $355774.00         | $304652.80         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 757379 X | 2046-07-15      | 2.5000%  |  | $1426467.68        | $1221488.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8153 M | 2052-07-20      | 5.5000%  |  | $210802.82         | $213532.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M | 2038-07-20      | 5.0000%  |  | $261956.54         | $264792.43         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8936 M | 2053-06-20      | 5.5000%  |  | $400167.66         | $400267.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $1298661317.41     | $1148505767.45     | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7912 M | 2037-04-20      | 3.5000%  |  | $315553.49         | $305097.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7880 M | 2052-02-20      | 2.0000%  |  | $260983512.87      | $212818512.57      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7771 M | 2051-12-20      | 4.5000%  |  | $15649.77          | $15221.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7710 M | 2051-11-20      | 5.0000%  |  | $12399.51          | $12331.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7396 M | 2034-09-20      | 4.5000%  |  | $31782.21          | $32046.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7395 M | 2035-12-20      | 4.0000%  |  | $201688.44         | $189132.77         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7362 M | 2051-05-20      | 4.0000%  |  | $1094334.82        | $1004729.83        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7306 M | 2051-04-20      | 3.5000%  |  | $563320.38         | $498725.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M | 2035-08-20      | 5.0000%  |  | $335265.34         | $337078.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $189658.98         | $177240.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8017 M | 2037-05-20      | 2.5000%  |  | $392017.73         | $361975.01         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD0873 C | 2062-04-20      | 3.5000%  |  | $78789.91          | $69732.73          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC7073 C | 2064-06-20      | 6.5000%  |  | $17870.94          | $18345.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3571 C | 2054-06-20      | 6.0000%  |  | $1783473.07        | $1838146.03        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DC0018 C | 2064-07-20      | 2.5000%  |  | $196549.17         | $158897.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7057 C | 2054-04-20      | 6.5000%  |  | $373150.77         | $378948.45         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB5581 C | 2062-08-20      | 5.0000%  |  | $607297.62         | $593084.29         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB5588 C | 2063-03-20      | 5.0000%  |  | $348281.60         | $340129.30         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB6265 C | 2063-07-20      | 5.0000%  |  | $236283.03         | $230752.07         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB4158 C | 2064-06-20      | 6.5000%  |  | $12168.82          | $12492.10          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA9196 C | 2064-03-20      | 5.0000%  |  | $1257521.61        | $1228085.26        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA9180 C | 2064-03-20      | 5.0000%  |  | $1489873.04        | $1454997.76        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA7820 C | 2062-10-20      | 5.0000%  |  | $252348.85         | $246442.57         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA6376 C | 2064-06-20      | 3.0000%  |  | $194994.32         | $168463.33         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA2846 C | 2064-03-20      | 5.0000%  |  | $283092.32         | $276465.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M | 2050-11-20      | 3.5000%  |  | $4647878.27        | $4239118.03        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6925 M | 2050-10-20      | 4.0000%  |  | $129590.65         | $118992.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  |  | $63852240.50       | $56613737.69       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6744 M | 2035-03-20      | 4.5000%  |  | $53142.82          | $52802.92          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6702 M | 2050-06-20      | 4.0000%  |  | $1042511.52        | $957246.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6713 M | 2050-06-20      | 4.5000%  |  | $3375239.29        | $3305489.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6661 M | 2050-05-20      | 5.5000%  |  | $699864.39         | $717235.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6682 M | 2035-06-20      | 2.0000%  |  | $7402575.80        | $6830290.88        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6648 M | 2050-05-20      | 4.0000%  |  | $454766.97         | $417568.04         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6532 M | 2050-03-20      | 3.5000%  |  | $458472.02         | $407819.77         | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MA6351 M | 2049-12-20      | 4.5000%  |  | $141541.36         | $141680.07         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7188 M | 2051-02-20      | 4.0000%  |  | $1534802.01        | $1409118.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $4171595.39        | $3401515.17        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ8813 C | 2062-05-20      | 5.0000%  |  | $264444.81         | $258255.16         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ7050 C | 2064-02-20      | 5.0000%  |  | $390591.05         | $381448.01         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ6952 C | 2063-11-20      | 5.0000%  |  | $350647.24         | $342439.91         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ7086 C | 2063-12-20      | 7.5000%  |  | $464077.41         | $480597.94         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ1083 C | 2064-01-20      | 5.0000%  |  | $1775392.25        | $1733833.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $320453.72         | $318719.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5907 M | 2034-05-20      | 4.5000%  |  | $68702.49          | $69304.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6899 C | 2053-11-20      | 7.5000%  |  | $6635579.17        | $6922214.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6905 C | 2053-11-20      | 7.5000%  |  | $2535678.21        | $2653733.48        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CY2528 C | 2062-09-20      | 5.0000%  |  | $1724394.56        | $1684034.72        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY1385   | 2059-04-15      | 5.5000%  |  | $466401.80         | $482406.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3287 C | 2053-11-20      | 7.0000%  |  | $89169.60          | $92303.63          | Agency Mortgage-Backed Securities |
| GNMA GNII ET CX1832 C | 2062-11-20      | 5.0000%  |  | $82292.23          | $80366.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0561 C | 2053-09-20      | 6.5000%  |  | $2637271.61        | $2755690.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0542 C | 2053-10-20      | 2.0000%  |  | $3931591.98        | $3127436.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW5751 C | 2053-08-20      | 7.5000%  |  | $497531.75         | $522668.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV9811 C | 2053-06-20      | 5.0000%  |  | $1489624.94        | $1495852.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV3842 C | 2053-07-20      | 6.0000%  |  | $538398.92         | $553796.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5690 M | 2032-02-20      | 7.0000%  |  | $12402.99          | $12895.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5528 M | 2048-10-20      | 4.0000%  |  | $24814830.00       | $23396469.46       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5333 M | 2048-07-20      | 5.5000%  |  | $260164.49         | $266601.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5300 M | 2033-07-20      | 3.5000%  |  | $128397.35         | $126301.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3873 M | 2046-08-20      | 3.0000%  |  | $56899538.99       | $51040688.31       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4427 M | 2032-05-20      | 4.0000%  |  | $24102.95          | $23986.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2863 M | 2030-06-20      | 2.5000%  |  | $115952.00         | $112735.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1224 M | 2043-08-20      | 3.5000%  |  | $734597.01         | $683314.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0625 M | 2042-12-20      | 3.5000%  |  | $1239225.50        | $1153739.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5809057.18        | $5408327.76        | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MA0111 M | 2042-05-20      | 4.8750%  |  | $19002.48          | $19386.65          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB9108 X | 2042-10-15      | 3.0000%  |  | $520637.66         | $471654.33         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB3754 X | 2027-09-15      | 3.0000%  |  | $85106.04          | $84104.65          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB1086 X | 2042-11-15      | 3.0000%  |  | $271079.06         | $245576.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6160 C | 2043-03-20      | 3.5000%  |  | $1614520.18        | $1485809.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6243 C | 2043-04-20      | 3.5000%  |  | $3797082.45        | $3453581.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4131 C | 2055-06-20      | 5.5000%  |  | $1439964.00        | $1453811.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4108 C | 2055-06-20      | 6.0000%  |  | $1611594.00        | $1660172.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8117 C | 2055-05-20      | 6.0000%  |  | $4811162.34        | $4973906.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV0625 C | 2053-09-20      | 7.0000%  |  | $1447341.10        | $1503784.34        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CU4629   | 2066-02-15      | 6.0500%  |  | $20820672.00       | $22218543.00       | Agency Mortgage-Backed Securities |
| GNMA GNII ET CU0229 C | 2062-09-20      | 5.0000%  |  | $184870.24         | $180543.31         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CT5321 C | 2063-01-20      | 5.0000%  |  | $985352.66         | $962291.25         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CS3924 C | 2063-01-20      | 5.0000%  |  | $480749.31         | $469497.74         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CR6827 C | 2053-12-20      | 5.0000%  |  | $72972.90          | $71266.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ9881 C | 2052-10-20      | 4.5000%  |  | $262197.47         | $259858.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AK2626 C | 2044-12-20      | 4.5000%  |  | $545838.26         | $528629.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8929 C | 2055-02-20      | 6.5000%  |  | $1435330.83        | $1524406.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6154 C | 2055-01-20      | 7.0000%  |  | $1136149.47        | $1198485.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3849 C | 2055-01-20      | 6.5000%  |  | $1218715.37        | $1283977.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3676 C | 2055-05-20      | 6.0000%  |  | $894458.66         | $920047.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2869 C | 2055-01-20      | 6.5000%  |  | $1211191.08        | $1265584.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9942 C | 2054-12-20      | 5.5000%  |  | $1086062.11        | $1096507.38        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG9561 C | 2064-11-20      | 4.5000%  |  | $475479.02         | $451247.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9136 C | 2055-04-20      | 6.0000%  |  | $1153810.62        | $1192839.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7708 C | 2055-01-20      | 6.5000%  |  | $2023548.76        | $2114422.51        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG7517 C | 2064-12-20      | 6.5000%  |  | $90258.71          | $92656.89          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG6459 C | 2064-10-20      | 6.5000%  |  | $78349.24          | $80430.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2210 C | 2054-11-20      | 7.5000%  |  | $1967454.02        | $2112354.38        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG1121 C | 2064-10-20      | 6.0000%  |  | $270106.67         | $273937.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0944 C | 2054-10-20      | 5.5000%  |  | $2591665.71        | $2616591.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C | 2054-12-20      | 6.5000%  |  | $1254334.06        | $1311482.92        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF9994 C | 2065-01-20      | 5.0000%  |  | $300252.22         | $293222.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AD8811 C | 2043-03-20      | 3.0000%  |  | $1051139.84        | $951600.75         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD7472 X | 2043-04-15      | 3.5000%  |  | $5889.41           | $5463.71           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD6012 X | 2043-04-15      | 3.5000%  |  | $7196.46           | $6676.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9941 M | 2039-10-20      | 6.5000%  |  | $118616.10         | $125764.63         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN0928 C | 2039-02-20      | 6.0000%  |  | $1316617.08        | $1363188.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3625632.95        | $3037058.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM4442 C | 2052-06-20      | 2.5000%  |  | $1499843.46        | $1256360.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $829301.72         | $853838.73         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM2577 C | 2048-10-20      | 3.0000%  |  | $151049.21         | $132852.56         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CM1224   | 2064-06-15      | 2.7800%  |  | $616122.10         | $526642.97         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CL6201 X | 2052-03-15      | 4.0000%  |  | $24505.22          | $22901.08          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL3180 C | 2044-12-20      | 2.5000%  |  | $549833.05         | $463482.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C | 2035-05-20      | 6.0000%  |  | $772440.89         | $797492.18         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CK9733 C | 2047-12-20      | 3.0000%  |  | $124479.75         | $109485.75         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CK7590 C | 2046-12-20      | 3.0000%  |  | $93743.58          | $83480.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4917 C | 2052-01-20      | 3.5000%  |  | $567409.39         | $516629.34         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ7802 C | 2047-05-20      | 3.0000%  |  | $47733.59          | $41984.40          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CJ2152 X | 2052-02-15      | 3.0000%  |  | $1862172.77        | $1654385.33        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI8163 C | 2048-04-20      | 3.5000%  |  | $690463.70         | $622121.22         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI6753 C | 2043-08-20      | 3.0000%  |  | $350631.77         | $311894.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI4299 C | 2042-04-20      | 4.0000%  |  | $947039.37         | $901156.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4721 C | 2054-10-20      | 6.5000%  |  | $1760453.77        | $1865077.73        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF3649 C | 2064-09-20      | 6.5000%  |  | $49838.14          | $51162.29          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF4431 C | 2064-10-20      | 5.0000%  |  | $417021.31         | $407259.16         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF3557 C | 2064-10-20      | 6.0000%  |  | $534157.77         | $541734.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1312 C | 2054-10-20      | 6.5000%  |  | $595672.79         | $632670.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0757 C | 2054-09-20      | 6.0000%  |  | $3223991.51        | $3317182.06        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF0206 C | 2064-10-20      | 6.5000%  |  | $9905.41           | $10168.60          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE7718 C | 2064-06-20      | 5.0000%  |  | $632218.26         | $617419.15         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE3660 C | 2064-05-20      | 6.5000%  |  | $11386.89          | $11671.66          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE3009 C | 2064-08-20      | 6.5000%  |  | $26416.67          | $27118.53          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE2716 C | 2063-06-20      | 6.5000%  |  | $18516.77          | $19085.00          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE3599 C | 2064-08-20      | 5.0000%  |  | $107555.36         | $105037.57         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE2216 C | 2064-10-20      | 6.5000%  |  | $2367171.02        | $2430064.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2683 C | 2054-10-20      | 6.5000%  |  | $1021222.44        | $1079081.95        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD9207 C | 2064-03-20      | 6.5000%  |  | $28758.78          | $29522.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6781 C | 2054-09-20      | 7.5000%  |  | $2604132.11        | $2716496.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD5982 C | 2054-08-20      | 6.5000%  |  | $90614.75          | $95488.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4243 C | 2054-11-20      | 7.0000%  |  | $1463004.21        | $1548646.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1248 C | 2051-12-20      | 2.5000%  |  | $5846750.73        | $4922975.16        | Agency Mortgage-Backed Securities |
| GNMA GNPL LM CH6568   | 2054-05-15      | 3.1900%  |  | $52853.80          | $47609.00          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CH5613 C | 2049-05-20      | 5.5000%  |  | $722538.70         | $730285.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG8222 C | 2052-03-20      | 2.0000%  |  | $1863301.25        | $1482280.58        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD1258 C | 2064-05-20      | 6.5000%  |  | $35354.88          | $36239.04          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DD0910 C | 2062-08-20      | 5.0000%  |  | $63251.26          | $61770.79          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CF9622 C | 2049-11-20      | 3.0000%  |  | $105177.05         | $92503.81          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CE3913 C | 2049-05-20      | 5.5000%  |  | $912293.48         | $913072.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9791 C | 2051-04-20      | 3.0000%  |  | $60287.83          | $53307.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA9373 C | 2035-09-20      | 5.0000%  |  | $314058.48         | $314900.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $32317.65          | $26010.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4583 C | 2034-02-20      | 6.5000%  |  | $452089.13         | $468852.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4350 C | 2051-03-20      | 2.5000%  |  | $5343645.70        | $4436742.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1146365.56        | $1149436.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6430 C | 2050-10-20      | 3.0000%  |  | $399053.66         | $352840.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6412 C | 2050-10-20      | 3.0000%  |  | $288442.25         | $255031.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C | 2050-10-20      | 3.0000%  |  | $228536.78         | $202064.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $529678.24         | $552553.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $306011.82         | $277366.49         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BP7268 X | 2049-09-15      | 2.5000%  |  | $341158.06         | $291257.18         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO9525 X | 2050-03-15      | 2.5000%  |  | $89488.83          | $76620.68          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BO9503 X | 2049-10-15      | 2.5000%  |  | $720723.46         | $617086.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM7534 C | 2050-02-20      | 3.5000%  |  | $51689.48          | $46786.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI8200 C | 2048-09-20      | 4.5000%  |  | $181358.23         | $174149.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6397 C | 2036-02-20      | 3.0000%  |  | $334897.12         | $297178.88         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BG9698 X | 2048-06-15      | 4.0000%  |  | $415320.17         | $400487.10         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BF2343 X | 2048-03-15      | 5.0000%  |  | $36893.86          | $36542.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4690 C | 2038-11-20      | 6.5000%  |  | $785328.26         | $821537.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1588434.31        | $1584084.82        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CP1989 C | 2038-12-20      | 6.0000%  |  | $691589.98         | $721040.19         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP1101   | 2058-02-15      | 5.5500%  |  | $449781.76         | $470383.49         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CP0132 C | 2045-07-20      | 3.5000%  |  | $226935.99         | $204623.29         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO9606 C | 2039-01-20      | 6.0000%  |  | $706753.97         | $732075.08         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO7989 C | 2045-09-20      | 4.5000%  |  | $3183487.64        | $3061025.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO3938 C | 2052-08-20      | 4.5000%  |  | $6595067.32        | $6291944.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CN9838 C | 2041-02-20      | 4.0000%  |  | $968662.92         | $921750.79         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CN3291 X | 2052-05-15      | 5.0000%  |  | $148794.16         | $146688.39         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0143 X | 2048-01-15      | 4.0000%  |  | $51678.45          | $48748.19          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA2743 X | 2047-07-15      | 4.5000%  |  | $101421.66         | $97895.84          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AO9361 X | 2045-12-15      | 4.0000%  |  | $28380.89          | $26819.44          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9767 M | 2054-07-20      | 6.0000%  |  | $533376.75         | $539629.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9717 M | 2040-11-20      | 1.5000%  |  | $120811.84         | $95199.77          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9713 M | 2054-06-20      | 6.0000%  |  | $686265.65         | $694310.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9577 M | 2039-07-20      | 6.5000%  |  | $24983.70          | $26362.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $148718.81         | $148654.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  |  | $278667.36         | $291127.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9365 M | 2053-12-20      | 7.0000%  |  | $331887755.28      | $346430707.99      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1506074.06        | $1401311.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M | 2053-10-20      | 2.0000%  |  | $1389380.82        | $1133013.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9174 M | 2053-09-20      | 7.0000%  |  | $564466.12         | $587749.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M | 2053-09-20      | 6.0000%  |  | $7258772.75        | $7434081.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  |  | $7431296.17        | $6938818.39        | Agency Mortgage-Backed Securities |

### Security 176: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3125000000.00
- **C.18.a - Value (excl. sponsor support):** $3125000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $659059200.00      | $662764760.35      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $905380800.00      | $873779922.73      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $224711100.00      | $211358280.16      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $1414022400.00     | $1439597104.83     | U.S. Treasuries (including strips) |

### Security 177: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3600000000.00
- **C.18.a - Value (excl. sponsor support):** $3600000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $1721782400.00     | $1775043455.46     | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $1435526200.00     | $1414336475.28     | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $487232800.00      | $482620167.08      | U.S. Treasuries (including strips) |

### Security 178: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.440%, 7/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA8041 M     | 2052-05-20      | 2.0000%  |  | $77459286.92       | $63154191.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7986 M     | 2052-04-20      | 2.0000%  |  | $407827029.50      | $332509986.79      | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA6645 M     | 2050-05-20      | 2.5000%  |  | $1022644.87        | $856019.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5929 M     | 2049-05-20      | 3.0000%  |  | $11695.64          | $10452.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5050 M     | 2033-03-20      | 2.5000%  |  | $41906.51          | $40319.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4722 M     | 2047-09-20      | 5.0000%  |  | $15381.73          | $15391.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1156 M     | 2043-07-20      | 3.0000%  |  | $226094.56         | $205143.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6946 | 2055-07-01      | 6.0000%  |  | $11091074.78       | $11321140.64       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4964 | 2055-05-01      | 6.5000%  |  | $2176069.31        | $2294423.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8687 | 2055-03-01      | 5.5000%  |  | $1369484.21        | $1392037.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  |  | $6189392.35        | $6212234.64        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 692638 X     | 2039-06-15      | 4.5000%  |  | $16303.49          | $15956.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787058 C     | 2053-08-20      | 5.0000%  |  | $217927.42         | $215851.18         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 565772 X     | 2031-09-15      | 6.5000%  |  | $195.71            | $199.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004372 M     | 2039-02-20      | 6.5000%  |  | $1430.45           | $1526.63           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 583175 X     | 2032-11-15      | 6.0000%  |  | $47301.46          | $47588.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0208 M     | 2055-02-20      | 7.0000%  |  | $33177407.57       | $34495774.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  |  | $10102.11          | $9606.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $1306.98           | $1161.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1226 | 2040-07-01      | 4.5000%  |  | $14378.49          | $14357.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $243250.92         | $234284.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4088 | 2050-03-01      | 3.5000%  |  | $3644768.37        | $3296279.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  |  | $21708.69          | $21871.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2079 | 2051-11-01      | 2.0000%  |  | $27173.95          | $21707.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7596 | 2050-11-01      | 2.0000%  |  | $5899416.73        | $4667206.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8461 | 2053-07-01      | 6.5000%  |  | $34750.09          | $36253.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBX4574 | 2053-08-01      | 3.0000%  |  | $38739.53          | $33566.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1043 | 2052-11-01      | 5.5000%  |  | $883976.65         | $887221.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBW1174 | 2037-09-01      | 2.0000%  |  | $152561.99         | $139245.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT1897 | 2052-02-01      | 2.0000%  |  | $1062294.97        | $840361.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BM6415 | 2059-01-01      | 3.5000%  |  | $9614761.05        | $8592389.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5787 | 2047-08-01      | 4.0000%  |  | $337182.78         | $320186.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ6316 | 2048-02-01      | 4.5000%  |  | $65712.33          | $64080.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2855 | 2055-06-01      | 5.5000%  |  | $1010220.87        | $1013429.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6025 | 2055-04-01      | 6.5000%  |  | $1577341.70        | $1659568.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC9916 | 2055-01-01      | 7.0000%  |  | $1106663.95        | $1181247.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3487 | 2054-10-01      | 5.0000%  |  | $1031702.01        | $1020467.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5580 | 2054-05-01      | 6.0000%  |  | $898817.26         | $923659.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW4181 | 2029-05-01      | 3.5000%  |  | $1163.17           | $1151.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6404 | 2045-01-01      | 4.5000%  |  | $25667.29          | $25141.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2517 | 2037-03-01      | 1.5000%  |  | $58014.71          | $51501.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9874 | 2054-12-01      | 5.0000%  |  | $2074729.22        | $2038769.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ7714 | 2054-10-01      | 6.5000%  |  | $7821699.16        | $8170712.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  |  | $218528.96         | $172869.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4053 | 2053-10-01      | 6.0000%  |  | $6564896.96        | $6709779.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  |  | $1881435.11        | $1920289.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  |  | $91120104.36       | $84848510.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8381 | 2053-12-01      | 4.5000%  |  | $31933314.73       | $30597863.50       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  |  | $72442.62          | $75762.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD4680 | 2051-10-01      | 1.5000%  |  | $4545570.47        | $3412338.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN6714 | 2036-06-01      | 2.5000%  |  | $210698.56         | $197003.55         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C09059 G | 2044-03-01      | 4.5000%  |  | $12565.82          | $12362.77          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G15284 G | 2030-02-01      | 3.0000%  |  | $1061542.57        | $1042494.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG6254 | 2053-07-01      | 6.5000%  |  | $17447.01          | $18182.16          | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC J20129 G | 2027-08-01      | 2.5000%  |  | $163039.31         | $160593.70         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  |  | $88145.57          | $83020.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7079 | 2051-04-01      | 2.0000%  |  | $4722277.36        | $3814566.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY1724 | 2053-05-01      | 6.5000%  |  | $79007.11          | $82439.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU5976 | 2051-11-01      | 4.0000%  |  | $6656.35           | $6206.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD3166 | 2047-12-01      | 3.5000%  |  | $551360.91         | $511359.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $27334.82          | $24819.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $75789061.52       | $75020392.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA4711 | 2046-09-01      | 3.0000%  |  | $14687.83          | $13050.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8348 | 2053-08-01      | 5.0000%  |  | $153634.77         | $151249.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAS3673 | 2034-10-01      | 4.0000%  |  | $478747.84         | $471479.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2309 | 2054-09-01      | 6.0000%  |  | $6678.73           | $6829.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9515 C     | 2055-06-20      | 6.0000%  |  | $7168000.00        | $7387809.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8348 C     | 2055-04-20      | 6.0000%  |  | $1408985.39        | $1449295.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7204 | 2054-11-01      | 5.5000%  |  | $10452230.68       | $10616775.50       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7206       | 2059-12-15      | 4.9900%  |  | $721907.15         | $719850.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2952 C     | 2055-06-20      | 6.0000%  |  | $2265937.39        | $2336982.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5415 | 2055-01-01      | 5.0000%  |  | $7634920.53        | $7558867.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0302 M     | 2055-04-20      | 2.5000%  |  | $544736.83         | $463366.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2678 C     | 2055-05-20      | 5.5000%  |  | $1327230.60        | $1329394.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2363 C     | 2055-05-20      | 5.0000%  |  | $2763770.43        | $2702085.23        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-030 NU     | 2054-02-20      | 5.0000%  |  | $3718194.31        | $3686956.94        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481GF 12/25/54 | 2054-12-25      | 5.4552%  |  | $17561561.15       | $17537987.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H20 PT     | 2062-07-20      | 4.8804%  |  | $1390.01           | $1393.71           | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0093 M     | 2054-12-20      | 6.0000%  |  | $815866.21         | $831802.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4843 C     | 2055-06-20      | 6.5000%  |  | $4770114.78        | $5009470.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3321 C     | 2055-06-20      | 5.5000%  |  | $20522330.43       | $20555813.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8393 C     | 2055-06-20      | 6.0000%  |  | $1030020.87        | $1064548.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5428 C     | 2055-05-20      | 5.0000%  |  | $4912230.36        | $4805304.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1736 C     | 2055-04-20      | 5.0000%  |  | $1477406.26        | $1444430.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9240 M     | 2053-10-20      | 5.0000%  |  | $318149.90         | $314627.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  |  | $298041135.40      | $242997739.43      | Agency Mortgage-Backed Securities         |

### Security 179: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $255000000.00
- **C.18.a - Value (excl. sponsor support):** $255000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SP 780898 X     | 2028-11-15      | 7.0000%  |  | $163.40            | $167.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  |  | $4242.59           | $4291.03           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595189 X     | 2032-11-15      | 6.0000%  |  | $872.30            | $898.40            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0090 M     | 2054-12-20      | 4.5000%  |  | $1071857.31        | $1027862.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0088 M     | 2054-12-20      | 3.5000%  |  | $80137070.50       | $72552773.45       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7981 C     | 2055-06-20      | 6.0000%  |  | $1285771.63        | $1322556.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8883 C     | 2055-01-20      | 7.0000%  |  | $1517224.07        | $1618544.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9908 M     | 2054-09-20      | 6.5000%  |  | $320126.65         | $330846.45         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI8163 C     | 2048-04-20      | 3.5000%  |  | $95298.82          | $85866.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE4013 C     | 2051-09-20      | 2.5000%  |  | $256604.77         | $218276.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9727 M     | 2054-06-20      | 6.5000%  |  | $96012318.27       | $99227397.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8271 M     | 2052-09-20      | 6.0000%  |  | $9171.22           | $9413.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5654 M     | 2048-12-20      | 5.5000%  |  | $254557.99         | $260453.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  |  | $760020.06         | $728230.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0328 | 2053-11-01      | 6.5000%  |  | $14954368.58       | $15591441.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  |  | $83570.73          | $73959.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $1282170.00        | $1112265.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $5401.75           | $5260.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  |  | $9078179.56        | $8072976.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAB5209 | 2032-05-01      | 3.0000%  |  | $12114.60          | $11766.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1522564.03        | $1205263.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO1040 | 2049-09-01      | 3.0000%  |  | $71378.02          | $62496.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD0910 | 2051-11-01      | 2.0000%  |  | $2124787.26        | $1680921.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQC9480 | 2051-10-01      | 4.0000%  |  | $26946.51          | $25135.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3808 | 2053-08-01      | 6.0000%  |  | $2189995.86        | $2271578.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $3109014.25        | $3176913.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8305 | 2053-03-01      | 4.0000%  |  | $192315.60         | $179080.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1884 | 2052-11-01      | 5.0000%  |  | $45600.97          | $45005.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8698 | 2033-05-01      | 3.5000%  |  | $1356.96           | $1337.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2510 | 2038-06-01      | 3.5000%  |  | $30317.46          | $29213.59          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V84594 G | 2048-09-01      | 4.0000%  |  | $2473615.65        | $2346699.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AT8215 C     | 2046-09-20      | 3.0000%  |  | $9196.45           | $8097.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA7327 | 2052-06-01      | 3.0000%  |  | $298318.25         | $260770.92         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18578 G | 2030-12-01      | 3.0000%  |  | $251707.84         | $246319.44         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G07957 G | 2045-01-01      | 4.0000%  |  | $17132.76          | $16416.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $5379057.94        | $4775079.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2581 C     | 2052-03-20      | 4.5000%  |  | $1577984.05        | $1497885.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  |  | $15075648.87       | $15643595.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  |  | $4651031.29        | $4349923.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0538 | 2048-03-01      | 3.5000%  |  | $183627.86         | $168739.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX7350 | 2055-03-01      | 6.5000%  |  | $4243426.10        | $4418654.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4163 C     | 2055-04-20      | 5.5000%  |  | $1168146.31        | $1170052.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4741 C     | 2055-06-20      | 5.5000%  |  | $13098978.13       | $13224932.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1149 C     | 2055-04-20      | 6.5000%  |  | $1022684.91        | $1072428.41        | Agency Mortgage-Backed Securities |

### Security 180: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $75081460.61       | $75758030.76       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 4.4000%  |  | $23204606.06       | $23372370.23       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $3654575.76        | $3720679.28        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $29545257.58       | $29581384.39       | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $12592036.36       | $12777308.47       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $170892341.98      | $168890947.03      | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $12023857.58       | $12029699.08       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $5327084.85        | $5410027.18        | U.S. Treasuries (including strips) |

### Security 181: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  |  | $16660850.00       | $16396975.46       | U.S. Treasuries (including strips) |
| USTR 2 TPRN E 25      | 2025-08-15      | 0.0000%  |  | $3121250.00        | $3103717.94        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  |  | $27150.00          | $26203.83          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  |  | $107900.00         | $105119.53         | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26        | 2026-02-15      | 0.0000%  |  | $21432750.00       | $20888572.48       | U.S. Treasuries (including strips) |
| USTR 6 7/8 TPRN 25    | 2025-08-15      | 0.0000%  |  | $703300.00         | $699628.78         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26    | 2026-08-15      | 0.0000%  |  | $13730037.50       | $13144849.57       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26    | 2026-05-15      | 0.0000%  |  | $10149158.50       | $9804036.37        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/26    | 2026-02-15      | 0.0000%  |  | $23150835.50       | $22590122.27       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/25    | 2025-08-15      | 0.0000%  |  | $901996.50         | $897520.80         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $50.00             | $50.55             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $141152500.00      | $141643569.55      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $54100.00          | $54442.79          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $54.12             | $54.93             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  |  | $59750.00          | $58769.26          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $1050.00           | $1064.44           | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $2755000.00        | $2777286.15        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  |  | $23189819.00       | $22839188.94       | U.S. Treasuries (including strips) |

### Security 182: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| REFC RFIN 01/15/30        | 2030-01-15      | 0.0000%  |  | $3867764.10        | $3219867.20        | Agency Debentures and Agency Strips |
| REFC 8.875 RFBD 30 B      | 2030-04-15      | 8.8750%  |  | $79123.08          | $97043.63          | Agency Debentures and Agency Strips |
| REFC 8.625 RFBD 30 A      | 2030-01-15      | 8.6250%  |  | $194600.00         | $238525.35         | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6600%  |  | $143695348.72      | $145069674.99      | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 4.6200%  |  | $238153333.33      | $239421169.06      | Agency Debentures and Agency Strips |
| FMAC 4.60 FMNT GB25-27P8  | 2027-05-14      | 4.6000%  |  | $2851.28           | $2867.48           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AF 27/11   | 2027-11-12      | 4.6500%  |  | $78183579.49       | $79006244.51       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF K 27/05    | 2027-05-03      | 4.5950%  |  | $712.82            | $719.09            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 4.5700%  |  | $2834174.36        | $2843999.50        | Agency Debentures and Agency Strips |
| FHLB 4.65 FHOR 25-28 MD   | 2028-04-25      | 4.6500%  |  | $2494871.79        | $2512300.56        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 4.7300%  |  | $34935333.33       | $35209439.84       | Agency Debentures and Agency Strips |
| FMAC 4.75 FMNT GB25-28K6  | 2028-02-28      | 4.7500%  |  | $69808651.28       | $70882114.42       | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 27 QL     | 2027-06-11      | 4.1250%  |  | $53461.54          | $53913.13          | Agency Debentures and Agency Strips |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $131761949.23      | $129808932.11      | U.S. Treasuries (including strips)  |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $3454114.36        | $3385977.64        | U.S. Treasuries (including strips)  |

### Security 183: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $190901000.00
- **C.18.a - Value (excl. sponsor support):** $190901000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 5/8 TRIN X 30 | 2030-04-15      | 1.6250%  |  | $37119676.46       | $37452057.82       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27 | 2027-04-15      | 0.1250%  |  | $80104054.18       | $78391234.28       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 25 | 2025-07-15      | 0.3750%  |  | $12859792.32       | $12871103.96       | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN A 26 | 2026-01-15      | 0.6250%  |  | $66227654.83       | $66028377.29       | U.S. Treasuries (including strips) |

### Security 184: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  4.330%, 7/31/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  |  | $696014.74         | $522710.78         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-001 FA     | 2052-01-20      | 3.0000%  |  | $268848050.24      | $229440392.56      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  |  | $241275673.09      | $182031772.10      | Agency Collateralized Mortgage Obligation |

### Security 185: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $383174000.00
- **C.18.a - Value (excl. sponsor support):** $383174000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  |  | $167.56            | $168.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9904 M     | 2054-09-20      | 4.5000%  |  | $184621.32         | $177043.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $30677107.26       | $25012920.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $12.14             | $11.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  |  | $77.06             | $72.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  |  | $4811818.45        | $5046890.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  |  | $3686432.69        | $3938956.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3500 | 2052-05-01      | 3.5000%  |  | $22721546.43       | $20652964.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  |  | $3705797.72        | $3096660.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  |  | $41.30             | $36.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7910 | 2054-12-01      | 6.0000%  |  | $169.38            | $174.34            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  |  | $38.41             | $35.32             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q10443 G | 2042-08-01      | 4.0000%  |  | $21.51             | $20.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $2116210.33        | $1872661.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  |  | $459859.97         | $407461.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3504 | 2042-06-01      | 3.5000%  |  | $2302167.64        | $2172045.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4042 | 2041-12-01      | 3.5000%  |  | $610371.98         | $574994.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $4700649.60        | $4241064.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  |  | $19466845.54       | $18185191.68       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  |  | $4533796.90        | $3612035.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  |  | $5160015.16        | $4501270.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  |  | $41.90             | $38.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  |  | $32.91             | $29.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  |  | $53.67             | $49.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  |  | $150.50            | $157.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  |  | $5755464.21        | $5107120.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  |  | $133.40            | $139.88            | Agency Mortgage-Backed Securities         |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $119.21            | $117.67            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $5363993.22        | $5265034.25        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $1653557.59        | $1535553.59        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $91297.59          | $88876.68          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $59604691.17       | $59167460.96       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $1515.67           | $1356.32           | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $990870.93         | $905708.55         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $17.03             | $10.49             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $17.03             | $11.36             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $17.03             | $8.96              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $198381.95         | $95098.06          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $42574888.89       | $30581617.19       | U.S. Treasuries (including strips)        |
| GNMA GNRA 2023-103 FJ     | 2053-07-20      | 5.3519%  |  | $22346.53          | $22381.72          | Agency Collateralized Mortgage Obligation |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $17.03             | $12.68             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $1822937.53        | $1369073.20        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $266672.07         | $205502.57         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $851395.60         | $656355.13         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $17.03             | $13.83             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $17.03             | $16.35             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $1702876.35        | $1815257.67        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 TRIB 32        | 2032-04-15      | 3.3750%  |  | $1538181.01        | $1721007.97        | U.S. Treasuries (including strips)        |
| USTR BILL 08/05/25        | 2025-08-05      | 0.0000%  |  | $357.63            | $356.15            | U.S. Treasuries (including strips)        |
| USTR BILL 08/21/25        | 2025-08-21      | 0.0000%  |  | $1565086.98        | $1555561.86        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $175067.94         | $175109.08         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $250033.81         | $252589.44         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $800356.82         | $804482.04         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $17.03             | $17.13             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $374659.02         | $376399.50         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $17.03             | $17.72             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $169805.69         | $170232.27         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $209604.69         | $214862.12         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $1970059.32        | $2050100.83        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $1805.18           | $1839.85           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $1192.10           | $1230.27           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $868.53            | $885.76            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $168221.90         | $168683.19         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $170.30            | $174.54            | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/26     | 2026-01-31      | 4.4850%  |  | $40718.62          | $41074.23          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $340.60            | $348.70            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $136.24            | $139.51            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $46185.24          | $47118.27          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $170.30            | $171.35            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AR 25     | 2025-08-15      | 3.1250%  |  | $2625508.25        | $2651177.86        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $8514977.78        | $8239808.37        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $734110.29         | $648812.11         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $119.21            | $114.72            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $17.03             | $16.45             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $17.03             | $15.80             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $2275099.88        | $1953600.06        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $17.03             | $16.51             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 26      | 2026-04-15      | 0.1250%  |  | $10042888.54       | $9930765.35        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  |  | $8250962.38        | $8080958.45        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $153.27            | $142.01            | U.S. Treasuries (including strips)        |
| USTR 0 1/4 NOTE AB 25     | 2025-07-31      | 0.2500%  |  | $3491430.40        | $3482904.02        | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $170316.59         | $154871.58         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $371593.63         | $360622.13         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $606762.36         | $572320.22         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $953558.30         | $882860.61         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $51.09             | $49.52             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $3048.36           | $3108.12           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $2886679.65        | $2551268.84        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $136.24            | $99.85             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $357.63            | $177.19            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $4257488.89        | $4066604.37        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $153.27            | $156.91            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $815820.02         | $808851.31         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  |  | $37806.50          | $36317.21          | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $1413.49           | $1238.04           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $2721812.65        | $2749766.34        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $8514977.78        | $8521023.22        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $286716.33         | $280385.03         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $390496.88         | $391475.08         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $51.09             | $47.29             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $38777.21          | $39107.16          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $1067079.99        | $986474.31         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $391688.98         | $400107.37         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $4904.63           | $4974.73           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $4046436.65        | $4044865.70        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $9477204.33        | $9474120.73        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $1424743.11        | $1468787.62        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $12134064.72       | $12246621.38       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $546167.70         | $537024.45         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $12499.99          | $6946.82           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $17.03             | $17.35             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $17.03             | $13.97             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $1021729.21        | $901775.39         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $2116636.15        | $2083859.71        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $2520.43           | $2617.70           | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $8514977.78        | $8032525.98        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $38116446.52       | $38564950.90       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $46935613.37       | $47803640.60       | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $36784.70          | $25394.80          | U.S. Treasuries (including strips)        |

### Security 186: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $15700.00          | $15833.59          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $6708400.00        | $6825536.37        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $458864000.00      | $290870562.84      | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $100.00            | $47.94             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $100.00            | $73.67             | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $100.00            | $71.02             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $100.00            | $76.16             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $14509700.00       | $14640051.78       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $44238900.00       | $44691072.34       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $100.00            | $69.04             | U.S. Treasuries (including strips) |

### Security 187: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $478340000.00
- **C.18.a - Value (excl. sponsor support):** $478340000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $15959056.73       | $16309180.40       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $8060387.76        | $7861469.36        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $39.86             | $39.93             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $107626.50         | $108022.89         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $775189.83         | $783151.23         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $7302537.75        | $7161102.20        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $5918700.13        | $5806846.40        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $44239394.49       | $43066945.46       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $27624.14          | $26583.12          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $83271.02          | $80364.58          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $39.86             | $36.97             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $5999220.70        | $5598788.25        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $9965416.67        | $8647943.16        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $7310191.19        | $6799740.53        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $735965.95         | $681877.60         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  |  | $2492151.40        | $2452569.50        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $16024.39          | $13683.06          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $4036870.71        | $3470736.93        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $7420829.61        | $6999595.16        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $3654597.32        | $3547374.97        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $7174781.11        | $7070340.24        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $39.86             | $39.03             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $6469149.88        | $6512244.12        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $98657.63          | $100216.87         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $39.86             | $40.67             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $69319438.33       | $70294402.86       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $39.86             | $38.75             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $279.03            | $273.04            | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  |  | $3788.40           | $3824.18           | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $13013678.18       | $13340094.88       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $1996790.47        | $2060827.85        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $677528.75         | $684974.05         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $8104674.07        | $8254561.91        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $2351.84           | $2397.01           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $9965376.81        | $10178927.48       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $39.86             | $40.64             | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $646556.23         | $648329.17         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $4342848.86        | $4381852.13        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $16938218.71       | $17340892.10       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $39.86             | $42.11             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $7254.82           | $7600.48           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $39861666.67       | $41202855.33       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $9965376.81        | $9938868.57        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $8438555.39        | $8655859.66        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $66966802.77       | $66708377.88       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $79.72             | $79.69             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $21764.47          | $21874.03          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $29896250.00       | $30094042.93       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  |  | $39.86             | $40.71             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $5491980.99        | $5492975.04        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $12851.41          | $12738.32          | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $3986166.67        | $4085416.58        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $8365050.47        | $8035531.23        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $39.86             | $39.99             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $39.86             | $38.98             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $85064.80          | $85362.37          | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $5979210.14        | $6239047.73        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $48272.48          | $48683.22          | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $39.86             | $38.00             | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $18473132.05       | $18916147.05       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $1316710.57        | $1316917.71        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $9064702.45        | $8989453.00        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $39.86             | $40.98             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $7972333.33        | $6823358.66        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $394550.78         | $358771.30         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $39.86             | $38.18             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $4329256.03        | $4496327.72        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $39.86             | $40.26             | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $2790197.08        | $2791549.84        | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $52.92             | $52.25             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $3253110.62        | $3353741.28        | U.S. Treasuries (including strips) |

### Security 188: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $103459750.00      | $104296671.51      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $15366950.00       | $15210713.88       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $40016000.00       | $34210228.62       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $101337100.00      | $101313589.80      | U.S. Treasuries (including strips) |

### Security 189: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450000150.00
- **C.18.a - Value (excl. sponsor support):** $450000150.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $50909881.26       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $50909881.26       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $40000000.00       | $40727905.01       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50553310.08       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50553310.08       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50553310.08       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50553310.08       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50553310.08       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50553310.08       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $13485000.00       | $13634227.73       | U.S. Treasuries (including strips) |

### Security 190: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $24999400.00       | $25381881.72       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $300.00            | $290.31            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $99190000.00       | $97315471.57       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $100.00            | $95.79             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $1719200.00        | $1596430.57        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $400.00            | $353.04            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $77000.00          | $74999.25          | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $200.00            | $186.03            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $63999700.00       | $60021798.65       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $3999600.00        | $3842046.24        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $100.00            | $99.20             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $13905100.00       | $13606778.91       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $37300.00          | $36611.86          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $7471800.00        | $7273672.15        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $130292400.00      | $127664632.65      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $14235200.00       | $13752834.67       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $96423500.00       | $87239671.42       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $53059200.00       | $48498920.94       | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $600.00            | $525.52            | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $45800.00          | $31474.03          | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $1164500.00        | $738168.11         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $100.00            | $52.61             | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $1387700.00        | $854933.44         | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $200.00            | $118.36            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $800.00            | $528.46            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $82387200.00       | $62742425.29       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $300.00            | $291.12            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $521400.00         | $500413.91         | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $2100.00           | $1914.79           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $65324600.00       | $67412501.60       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $200.00            | $201.14            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $658000000.00      | $673631448.00      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $800.00            | $807.61            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $300.00            | $299.31            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $153765700.00      | $156719193.12      | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $43082900.00       | $43698677.08       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $1000.00           | $1020.56           | U.S. Treasuries (including strips) |
| USTR 4 3/4 NOTE BE 25 | 2025-07-31      | 4.7500%  |  | $46759600.00       | $47685361.52       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $128081700.00      | $127587432.72      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $11430200.00       | $11426480.96       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $7651600.00        | $7657032.47        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $100.00            | $79.67             | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $330464000.00      | $337819661.36      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $595400.00         | $471510.21         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $1000.00           | $955.17            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $10200.00          | $10232.55          | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $177114000.00      | $187157010.62      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $1749800.00        | $1445717.39        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $100.00            | $85.98             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $454700.00         | $350535.85         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $134761500.00      | $130133803.30      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $400.00            | $415.62            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $900.00            | $919.37            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $62800.00          | $51698.70          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $29577500.00       | $29839667.92       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $12869500.00       | $12140324.48       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $10898100.00       | $10871356.65       | U.S. Treasuries (including strips) |

### Security 191: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  |  | $524600000.00      | $523986218.00      | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $657572800.00      | $647866403.41      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $383400.00         | $373233.48         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $342087700.00      | $216444663.60      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $579530000.00      | $607141311.03      | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AF 25 | 2025-10-31      | 0.2500%  |  | $649998000.00      | $641554137.28      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $415035300.00      | $423007194.28      | U.S. Treasuries (including strips) |

### Security 192: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.380%, 7/3/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $1700.00           | $1488.99           | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $2100.00           | $1532.55           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $700.00            | $431.32            | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $2100.00           | $1443.13           | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $100.00            | $66.73             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $100.00            | $56.60             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $22300.00          | $11731.70          | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $300.00            | $148.63            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $998400.00         | $717152.47         | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $200.00            | $149.49            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $700.00            | $503.93            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $500.00            | $379.49            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $700.00            | $462.40            | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $19984800.00       | $15400666.59       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $11473500.00       | $9316252.60        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $900500.00         | $873845.88         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $11537100.00       | $11328114.09       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $2145200.00        | $2232357.30        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $10200.00          | $10656.37          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  |  | $300.00            | $301.80            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $28916700.00       | $30032633.54       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $300.00            | $308.00            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $800.00            | $816.45            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $900.00            | $905.95            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $159662100.00      | $163164906.06      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $600.00            | $605.32            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $600.00            | $603.85            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $200.00            | $203.06            | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $900.00            | $913.67            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $700.00            | $698.28            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $52129700.00       | $48538251.69       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  |  | $6972800.00        | $7040973.11        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $11000.00          | $10906.04          | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $364800.00         | $357905.88         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $1000.00           | $965.66            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $1200.00           | $1183.70           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $200.00            | $194.70            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $100.00            | $88.38             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $200.00            | $188.14            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $700.00            | $646.12            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $54994200.00       | $53074714.89       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $4100.00           | $3960.50           | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $12772600.00       | $12440719.41       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $1100.00           | $1022.39           | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $23978400.00       | $20555813.10       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $12574100.00       | $10736895.75       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $25002100.00       | $23448094.47       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $14350600.00       | $13497856.29       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $11000.00          | $10376.75          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $500.00            | $480.30            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  |  | $1250000.00        | $1237798.85        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $19109100.00       | $18573918.41       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $200.00            | $195.71            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $2600.00           | $2552.03           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $200.00            | $191.03            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $659100.00         | $645807.12         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $10900.00          | $10076.63          | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $12076400.00       | $11667186.45       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $863900.00         | $781618.09         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $5800.00           | $4736.76           | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $1700.00           | $1404.57           | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $1881900.00        | $1720156.34        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $67755600.00       | $50460769.33       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $2800.00           | $2230.82           | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $15598300.00       | $12352633.03       | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $900.00            | $907.08            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $100.00            | $72.59             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $631100.00         | $605698.54         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $200.00            | $200.64            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $26145600.00       | $24319924.26       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $200.00            | $154.18            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $700.00            | $707.19            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $200.00            | $200.14            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $39000.00          | $33844.02          | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $1800.00           | $1671.46           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $200.00            | $207.81            | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $200.00            | $204.04            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $438703400.00      | $419302071.16      | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $220014400.00      | $219928983.81      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $48649300.00       | $48292433.06       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $3161200.00        | $3068453.45        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $1100.00           | $1123.67           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $15450700.00       | $15192043.69       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $7992300.00        | $6579483.15        | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $1200.00           | $1279.19           | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $700.00            | $670.55            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $22089600.00       | $14002437.29       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $1353000.00        | $1333028.44        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $300.00            | $297.61            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $3500.00           | $3567.23           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $2262300.00        | $2202311.16        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $100.00            | $101.80            | U.S. Treasuries (including strips) |

### Security 193: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50251441.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43566405.00       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $53204483.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $53204483.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $53204483.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $53204483.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $53204483.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51520888.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51520888.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51520888.70       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51835500.00       | $53384415.67       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51835500.00       | $53384415.67       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $51835500.00       | $53384415.67       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 04/15/2029 | 2029-04-15      | 2.1250%  |  | $19579616.07       | $20164681.79       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF BH3672 C     | 2048-05-20      | 4.5000%  |  | $3426.26           | $3294.84           | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CP3750       | 2059-01-15      | 5.7400%  |  | $3950695.78        | $4165364.29        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC1180 X     | 2047-08-15      | 4.0000%  |  | $5111.01           | $4821.43           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BB7229 X     | 2047-09-15      | 5.0000%  |  | $160.24            | $158.75            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8726 M     | 2053-03-20      | 5.5000%  |  | $1030.75           | $1040.84           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8431 M     | 2052-11-20      | 6.5000%  |  | $1633.19           | $1691.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $1258.06           | $1070.62           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  |  | $937.47            | $831.19            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6648 M     | 2050-05-20      | 4.0000%  |  | $1410.15           | $1294.80           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7137 M     | 2051-01-20      | 3.0000%  |  | $1772.51           | $1572.25           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91295 G | 2030-04-01      | 4.5000%  |  | $597.65            | $601.49            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91288 G | 2030-02-01      | 4.5000%  |  | $56225.97          | $56708.50          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08756 G | 2047-04-01      | 3.0000%  |  | $135168.70         | $119921.22         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08749 G | 2047-02-01      | 4.0000%  |  | $124323.21         | $118034.97         | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  |  | $143004.62         | $127287.50         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08702 G | 2046-04-01      | 3.5000%  |  | $47719.73          | $44121.87          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08637 G | 2045-04-01      | 4.0000%  |  | $75007.75          | $71385.42          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  |  | $11406.43          | $10081.88          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  |  | $3976.97           | $3662.69           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G16550 G | 2033-05-01      | 3.0000%  |  | $1105.95           | $1078.27           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G14095 G | 2025-08-01      | 4.5000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G07849 G | 2044-05-01      | 3.5000%  |  | $178383.64         | $168028.19         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G06496 G | 2041-06-01      | 5.0000%  |  | $22432.87          | $22620.76          | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G05394 G | 2035-05-01      | 7.0000%  |  | $152117.69         | $161325.21         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC D98784 G | 2031-09-01      | 4.0000%  |  | $4915.26           | $4883.89           | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC P51406 G | 2025-11-01      | 5.0000%  |  | $2087.19           | $2092.33           | Agency Mortgage-Backed Securities  |
| FMAC 08.000 FGPC P50572 G | 2027-02-01      | 8.0000%  |  | $1915.36           | $1926.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6042 M     | 2049-07-20      | 5.0000%  |  | $2003.41           | $2007.05           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5530 M     | 2048-10-20      | 5.0000%  |  | $1268.98           | $1272.01           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5190 M     | 2048-05-20      | 3.0000%  |  | $220352.95         | $197558.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5388 M     | 2048-08-20      | 4.0000%  |  | $85.41             | $78.42             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3875 M     | 2046-08-20      | 4.0000%  |  | $969302.06         | $918432.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3804 M     | 2046-07-20      | 4.0000%  |  | $83109.97          | $78696.85          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3310 M     | 2045-12-20      | 3.5000%  |  | $3538.69           | $3273.14           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3172 M     | 2045-10-20      | 3.0000%  |  | $1582394.15        | $1420456.15        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2753 M     | 2045-04-20      | 3.0000%  |  | $101785.39         | $91480.20          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2445 M     | 2044-12-20      | 3.5000%  |  | $597247.28         | $553569.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1376 M     | 2043-10-20      | 4.0000%  |  | $74678.66          | $71272.44          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1011 M     | 2043-05-20      | 3.0000%  |  | $225096.47         | $204517.40         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0529 M     | 2042-11-20      | 4.0000%  |  | $161182.65         | $152201.75         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0461 M     | 2042-10-20      | 3.0000%  |  | $8393.69           | $7650.56           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0391 M     | 2042-09-20      | 3.0000%  |  | $123102.56         | $112204.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0087 M     | 2042-05-20      | 3.0000%  |  | $8375.25           | $7633.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0021 M     | 2042-04-20      | 3.0000%  |  | $4936.24           | $4499.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0851 M     | 2043-03-20      | 3.0000%  |  | $21613.87          | $19664.65          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C91385 G | 2031-08-01      | 4.0000%  |  | $1093.39           | $1089.11           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C09055 G | 2043-12-01      | 4.0000%  |  | $1746.65           | $1681.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1759 M     | 2044-03-20      | 3.0000%  |  | $235729.95         | $214280.10         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08592 G | 2044-06-01      | 4.0000%  |  | $49585.53          | $47321.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003078 M     | 2031-05-20      | 5.5000%  |  | $980.34            | $988.27            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003093 M     | 2031-06-20      | 5.5000%  |  | $3365.65           | $3448.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  |  | $877.37            | $880.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  |  | $901.07            | $907.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  |  | $812.97            | $816.70            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003555 M     | 2034-05-20      | 5.0000%  |  | $569.83            | $575.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2269 | 2046-12-01      | 3.0000%  |  | $33409.84          | $29786.06          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003736 M     | 2035-07-20      | 5.5000%  |  | $549.85            | $566.15            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003819 M     | 2036-02-20      | 5.5000%  |  | $325.49            | $335.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1195 | 2052-04-01      | 3.5000%  |  | $818.79            | $738.56            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5878 M     | 2049-04-20      | 5.0000%  |  | $78886.07          | $79037.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $1627.92           | $1410.57           | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC H09070 G | 2037-09-01      | 6.5000%  |  | $10627.55          | $10901.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004040 M     | 2037-10-20      | 6.5000%  |  | $2640.86           | $2881.56           | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18681 G | 2033-03-01      | 3.0000%  |  | $1336.35           | $1301.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004541 M     | 2039-09-20      | 5.0000%  |  | $470.65            | $483.70            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004679 M     | 2040-04-20      | 5.0000%  |  | $3126.83           | $3172.06           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91309 G | 2030-07-01      | 4.5000%  |  | $582.78            | $586.69            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004832 M     | 2040-10-20      | 3.5000%  |  | $3975.22           | $3706.45           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0532 M     | 2042-11-20      | 2.5000%  |  | $11923.42          | $10381.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  |  | $1889.97           | $1934.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1012 M     | 2043-05-20      | 3.5000%  |  | $152527.55         | $141943.58         | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC U79018 G | 2028-07-01      | 3.0000%  |  | $283.50            | $280.01            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4342 C     | 2046-10-20      | 3.5000%  |  | $3438.48           | $3150.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  |  | $258.50            | $261.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC3259 | 2051-06-01      | 2.0000%  |  | $5969.56           | $4722.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  |  | $1313.37           | $1342.99           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7936 M     | 2052-03-20      | 2.5000%  |  | $2951.64           | $2510.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA1033 | 2049-07-01      | 3.0000%  |  | $161.18            | $141.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIZS7187 | 2027-09-01      | 4.0000%  |  | $430.65            | $429.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1184 | 2048-02-01      | 3.5000%  |  | $3854837.62        | $3531954.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1347 | 2055-05-01      | 6.0000%  |  | $1005.22           | $1042.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1344 | 2055-05-01      | 5.5000%  |  | $1017.06           | $1027.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1343 | 2055-05-01      | 5.5000%  |  | $1012.90           | $1018.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7634 | 2055-07-01      | 6.0000%  |  | $1046650.00        | $1076885.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7415 | 2055-07-01      | 6.0000%  |  | $13521676.00       | $13887928.62       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7414 | 2055-07-01      | 6.0000%  |  | $6834320.00        | $7023229.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  |  | $1000.00           | $1045.89           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5713 M     | 2049-01-20      | 5.5000%  |  | $141355.19         | $144173.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  |  | $28.90             | $29.17             | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS9830 | 2033-11-01      | 5.2600%  |  | $1619324.00        | $1683881.95        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4345 C     | 2046-10-20      | 3.5000%  |  | $4250.65           | $3881.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  |  | $7.90              | $7.92              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA4516 | 2045-02-01      | 3.5000%  |  | $1054555.80        | $980543.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  |  | $849.46            | $841.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1351 | 2052-07-01      | 4.5000%  |  | $729.94            | $703.03            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6599 M     | 2050-04-20      | 3.0000%  |  | $82248.66          | $72874.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CTZS8894 | 2025-09-01      | 5.5000%  |  | $1.35              | $1.36              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA2688 | 2049-09-01      | 3.0000%  |  | $1475.65           | $1291.79           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6080 M     | 2049-08-20      | 3.0000%  |  | $595.98            | $518.84            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5989 M     | 2049-06-20      | 5.5000%  |  | $3185.27           | $3255.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BA0591 C     | 2047-06-20      | 3.5000%  |  | $213.97            | $193.00            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BF3074 C     | 2048-07-20      | 4.0000%  |  | $5211.27           | $4874.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI7346 | 2038-04-01      | 5.5000%  |  | $57264.15          | $58852.52          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  |  | $87567.11          | $85366.99          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  |  | $1356.43           | $1248.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  |  | $823.05            | $651.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BT3502 X     | 2050-02-15      | 3.5000%  |  | $1223.58           | $1112.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  |  | $1886.36           | $1948.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQG9629 | 2053-08-01      | 4.0000%  |  | $3635.30           | $3385.12           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT1544 | 2048-12-01      | 3.5000%  |  | $1760.73           | $1610.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTZS8833 | 2027-06-01      | 4.5000%  |  | $456.23            | $456.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  |  | $827.08            | $835.08            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08727 G | 2046-10-01      | 3.5000%  |  | $588.02            | $543.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY6998 | 2055-06-01      | 5.0000%  |  | $1000.00           | $995.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY6997 | 2055-06-01      | 5.0000%  |  | $1000.00           | $986.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1023.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6970 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1027.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6969 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1030.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0850 M     | 2043-03-20      | 2.5000%  |  | $49665.27          | $43240.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6848 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1026.49           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6836 | 2055-06-01      | 5.5000%  |  | $1000.00           | $1005.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6751 | 2055-06-01      | 5.5000%  |  | $1000.00           | $1012.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6743 | 2055-06-01      | 6.5000%  |  | $1000.00           | $1051.87           | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $84667200.00       | $84879291.34       | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $38786500.00       | $39024394.48       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $478600.00         | $483053.01         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $36307200.00       | $36518327.57       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $2000.00           | $2031.08           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $376800.00         | $390482.93         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $853700.00         | $858571.21         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $4200000.00        | $4299775.20        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $62999400.00       | $63523387.68       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $3499000.00        | $3540376.19        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $2717200.00        | $2735300.63        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1000.00           | $1003.50           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $24999000.00       | $25251466.53       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $80400.00          | $82180.49          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $1021500.00        | $1039688.83        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $1552000.00        | $1621440.27        | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $108000.00         | $108296.15         | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $128585000.00      | $135837559.44      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $5000300.00        | $5193268.16        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $1000500.00        | $1034162.90        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $48655700.00       | $48526274.23       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $877300.00         | $879640.26         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $10998900.00       | $10512481.90       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $999200.00         | $1004229.86        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $6200300.00        | $6241321.05        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $12000700.00       | $12263981.80       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $6019200.00        | $5870655.09        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $1800.00           | $1811.55           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $19999800.00       | $20205202.95       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $1392500.00        | $1418732.12        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $350000.00         | $343221.20         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $15630500.00       | $15041464.61       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $210700.00         | $180333.86         | U.S. Treasuries (including strips) |
| FMAC FEPC 05.500 CLQY7141 | 2055-06-01      | 5.5000%  |  | $1000.00           | $1005.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5786 | 2055-06-01      | 6.5000%  |  | $1000.00           | $1047.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5578 | 2055-06-01      | 6.5000%  |  | $1000.00           | $1055.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5572 | 2055-06-01      | 6.5000%  |  | $1000.00           | $1048.89           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5569 | 2055-06-01      | 6.0000%  |  | $1100.00           | $1132.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5451 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5450 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1036.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY6194 | 2055-06-01      | 5.0000%  |  | $1002.00           | $985.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6179 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1027.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5172 | 2055-06-01      | 6.0000%  |  | $1096.00           | $1127.14           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5171 | 2055-05-01      | 5.0000%  |  | $1000.00           | $988.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5166 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1029.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4824 | 2055-06-01      | 6.0000%  |  | $987.82            | $1016.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5346 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1023.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5338 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1028.89           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6118 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1027.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2132 | 2055-04-01      | 6.5000%  |  | $998.41            | $1038.34           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD7185 X     | 2047-11-15      | 5.0000%  |  | $2513.72           | $2487.14           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08610 G | 2044-10-01      | 4.0000%  |  | $42648.87          | $40650.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  |  | $660.91            | $586.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA5388 | 2048-04-01      | 3.5000%  |  | $82987.68          | $75749.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $812.99            | $704.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  |  | $735.73            | $752.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2372 M     | 2044-11-20      | 4.0000%  |  | $1260.61           | $1197.93           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ0632 | 2031-03-01      | 4.8000%  |  | $58673.00          | $59972.47          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3775 X     | 2047-09-15      | 5.0000%  |  | $4180.39           | $4145.15           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  |  | $6138.55           | $5717.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $920.19            | $939.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  |  | $802.11            | $673.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4013 | 2055-05-01      | 5.5000%  |  | $918.41            | $931.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIQO3590 | 2040-05-01      | 5.5000%  |  | $991.60            | $1020.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX1807 | 2054-12-01      | 4.5000%  |  | $939.59            | $900.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6837 | 2055-06-01      | 5.5000%  |  | $1000.00           | $1009.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY2518 | 2055-05-01      | 5.0000%  |  | $997.55            | $990.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2351 | 2055-07-01      | 6.0000%  |  | $1210399.00        | $1243184.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6744 | 2055-06-01      | 6.5000%  |  | $1000.00           | $1047.19           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3173 | 2035-02-01      | 4.6600%  |  | $199568.91         | $199872.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CTRB1180 | 2045-06-01      | 6.0000%  |  | $1000.00           | $1028.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5164 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1027.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7462 | 2055-01-01      | 5.0000%  |  | $748477.02         | $739516.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7401 | 2055-07-01      | 5.5000%  |  | $1248415.00        | $1255274.49        | Agency Mortgage-Backed Securities  |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $15000000.00       | $13912333.85       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $49941000.00       | $48250268.07       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $23000900.00       | $22483784.77       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $25000000.00       | $23254318.38       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $2500000.00        | $2323618.24        | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AF 25     | 2025-10-31      | 0.2500%  |  | $617000.00         | $608984.80         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $67508300.00       | $63312321.61       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $50000200.00       | $42988134.45       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $3146700.00        | $3175889.07        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $143700.00         | $141845.54         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $69443600.00       | $68281062.05       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $8000600.00        | $7788450.09        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $100.00            | $92.45             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $1500000.00        | $1501851.75        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $78650600.00       | $75985493.59       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $99901300.00       | $90386229.35       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $9502200.00        | $7760278.08        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $100.00            | $82.62             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $400.00            | $350.35            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $25000000.00       | $21219633.15       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $300.00            | $218.94            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $20001800.00       | $14659100.08       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $5000900.00        | $3436648.49        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $1601200.00        | $889860.09         | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $316800.00         | $184079.67         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $7150900.00        | $3761983.01        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $1799200.00        | $1424825.61        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $999500.00         | $710904.87         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $702800.00         | $730246.29         | U.S. Treasuries (including strips) |
| USTR BILL 10/21/25        | 2025-10-21      | 0.0000%  |  | $200000.00         | $197383.80         | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  |  | $395300.00         | $380824.51         | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $54999500.00       | $53139856.91       | U.S. Treasuries (including strips) |
| USTR BILL 08/26/25        | 2025-08-26      | 0.0000%  |  | $64900.00          | $64463.09          | U.S. Treasuries (including strips) |
| USTR BILL 08/19/25        | 2025-08-19      | 0.0000%  |  | $414000.00         | $411572.72         | U.S. Treasuries (including strips) |
| USTR BILL 08/05/25        | 2025-08-05      | 0.0000%  |  | $1561900.00        | $1555430.61        | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $437900.00         | $424331.23         | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $11331700.00       | $11172546.27       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  |  | $100.00            | $105.52            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $500.00            | $377.54            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $383.28            | U.S. Treasuries (including strips) |
| FMAC FEPC 05.500 CLQY2860 | 2055-05-01      | 5.5000%  |  | $999.06            | $1011.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1452 | 2040-04-01      | 6.0000%  |  | $901.60            | $931.49            | Agency Mortgage-Backed Securities  |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $1871700.00        | $1329339.74        | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $1499500.00        | $1155543.19        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $3510000.00        | $2889529.40        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $5566600.00        | $5714204.46        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2180500.00        | $2092735.97        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $1000000.00        | $930357.97         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $800800.00         | $816038.37         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $1057500.00        | $1071350.08        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $48900400.00       | $50468643.41       | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $7400100.00        | $5511201.13        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $48702100.00       | $47719864.75       | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $999300.00         | $1024181.16        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $11220200.00       | $7901262.03        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $4000.00           | $3740.30           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $2570000.00        | $1865674.80        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $400.00            | $401.47            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $59509700.00       | $57466142.73       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE S 25      | 2025-11-30      | 2.8750%  |  | $200.00            | $199.29            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $999900.00         | $1008379.76        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $63817800.00       | $66821763.07       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $44327600.00       | $43923685.93       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $44121600.00       | $44020216.77       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $2000500.00        | $1440165.00        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $4999100.00        | $4626779.27        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $1500000.00        | $1359295.21        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $127711000.00      | $131551719.95      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $14489600.00       | $10407905.04       | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AD 25     | 2025-09-30      | 0.2500%  |  | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| USTR BILL 07/31/25        | 2025-07-31      | 0.0000%  |  | $3099300.00        | $3088613.61        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $104284000.00      | $106525328.15      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $13934700.00       | $13677622.20       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $1148100.00        | $1150984.23        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $99999900.00       | $101714698.29      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $150000000.00      | $148754794.50      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $500.00            | $379.49            | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AC 25     | 2025-08-31      | 0.2500%  |  | $153200.00         | $152237.11         | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  |  | $1000000.00        | $974711.00         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $1040200.00        | $802842.51         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $11953000.00       | $12027528.33       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $3975100.00        | $4066746.52        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1800400.00        | $1559165.57        | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $999100.00         | $591267.94         | U.S. Treasuries (including strips) |
| USTR BILL 10/07/25        | 2025-10-07      | 0.0000%  |  | $19999900.00       | $19771081.14       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $50189500.00       | $44297114.68       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $299.73            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $85000.00          | $80183.97          | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $28837000.00       | $19243629.20       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $36030900.00       | $36454864.39       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $6200100.00        | $6238904.34        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $500.00            | $498.77            | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $400.00            | $407.25            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $121318100.00      | $123648347.74      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $555000.00         | $540291.18         | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $5000000.00        | $4140567.50        | U.S. Treasuries (including strips) |
| FMAC FEPC 07.000 CLQY2644 | 2055-05-01      | 7.0000%  |  | $964.34            | $1036.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY2638 | 2055-05-01      | 7.0000%  |  | $996.15            | $1065.11           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9584 | 2055-04-01      | 6.5000%  |  | $997.85            | $1039.47           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX9577 | 2055-04-01      | 6.0000%  |  | $997.40            | $1022.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6256 | 2055-02-01      | 6.0000%  |  | $1275.30           | $1311.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  |  | $2922.85           | $2800.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5449 | 2039-08-01      | 5.5000%  |  | $770.59            | $787.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  |  | $2281.61           | $2359.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5092 | 2038-07-01      | 4.5000%  |  | $4138.14           | $4122.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  |  | $3653.08           | $3165.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4316 | 2036-04-01      | 2.5000%  |  | $2563.83           | $2397.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA3216 | 2037-12-01      | 4.0000%  |  | $888.75            | $875.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3539 | 2052-07-01      | 3.5000%  |  | $868.58            | $782.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFM4985 | 2030-12-01      | 1.5000%  |  | $779.05            | $735.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2714 | 2050-03-01      | 3.0000%  |  | $347.66            | $304.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2075 | 2049-12-01      | 3.0000%  |  | $401.98            | $355.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA0290 | 2054-10-01      | 6.5000%  |  | $2529.63           | $2645.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8855 | 2054-07-01      | 6.0000%  |  | $146434.85         | $150726.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV3851 | 2052-03-01      | 4.5000%  |  | $1179.40           | $1131.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO5686 | 2049-09-01      | 4.5000%  |  | $323.85            | $319.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM4696 | 2047-03-01      | 3.0000%  |  | $367.64            | $332.39            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBL9492 | 2030-12-01      | 1.4500%  |  | $324647.00         | $278805.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3506 | 2055-07-01      | 6.0000%  |  | $1034450.00        | $1060231.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2493 | 2055-06-01      | 6.0000%  |  | $2090.00           | $2147.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2350 | 2055-07-01      | 6.0000%  |  | $1156150.00        | $1188106.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2268 | 2055-06-01      | 5.5000%  |  | $1005053.00        | $1010108.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2274 | 2055-07-01      | 6.0000%  |  | $2927110.00        | $3011669.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2852 | 2055-05-01      | 6.0000%  |  | $998.90            | $1034.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIQO2801 | 2039-12-01      | 3.5000%  |  | $925.78            | $894.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQY0420 | 2055-04-01      | 4.5000%  |  | $986.18            | $953.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7350 | 2055-06-01      | 6.5000%  |  | $34787.00          | $36668.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1471 | 2055-04-01      | 5.5000%  |  | $988.86            | $1007.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1427 | 2055-06-01      | 5.5000%  |  | $1008.00           | $1015.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2258 | 2055-07-01      | 6.0000%  |  | $2889275.00        | $2969135.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CIRR0004 | 2040-06-01      | 6.0000%  |  | $971.07            | $1003.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2486 | 2055-06-01      | 5.5000%  |  | $2032.00           | $2058.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5326 | 2055-05-01      | 5.0000%  |  | $1000.00           | $989.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4671 | 2055-05-01      | 5.5000%  |  | $1007.01           | $1013.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2680 | 2055-05-01      | 6.5000%  |  | $999.20            | $1047.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1341 | 2055-05-01      | 6.5000%  |  | $2649212.00        | $2769173.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  |  | $1000.00           | $986.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6906 | 2055-07-01      | 5.5000%  |  | $1000.00           | $1017.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9575 | 2055-04-01      | 5.5000%  |  | $2225.60           | $2235.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE2246 | 2055-06-01      | 5.0000%  |  | $4085.00           | $4051.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1424 | 2055-06-01      | 5.0000%  |  | $1006.00           | $995.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1338 | 2055-06-01      | 6.5000%  |  | $3162801.00        | $3309501.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ7366 | 2050-11-01      | 2.0000%  |  | $620.47            | $491.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1723 | 2055-06-01      | 5.5000%  |  | $1004.00           | $1017.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1705 | 2055-05-01      | 5.5000%  |  | $1000.00           | $1008.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0196 | 2055-05-01      | 5.0000%  |  | $998.97            | $990.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9579 | 2055-05-01      | 6.5000%  |  | $1259.00           | $1316.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD4622 | 2055-02-01      | 4.5000%  |  | $994.82            | $956.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2685 | 2055-05-01      | 6.5000%  |  | $947.16            | $1002.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1381 | 2055-01-01      | 6.5000%  |  | $1780.91           | $1852.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS1984 | 2029-03-01      | 3.0000%  |  | $431.36            | $423.65            | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX HYAN0571 | 2026-01-01      | 3.1000%  |  | $349677.00         | $347158.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAJ3142 | 2041-10-01      | 4.5000%  |  | $373.41            | $370.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 K2589586 | 2031-05-01      | 8.5000%  |  | $372.55            | $381.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL252717 | 2029-09-01      | 7.5000%  |  | $59.01             | $61.23             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL250385 | 2025-09-01      | 8.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIQO3709 | 2040-06-01      | 3.5000%  |  | $1000.00           | $966.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIQO3065 | 2040-02-01      | 5.5000%  |  | $1025.72           | $1056.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIQO3049 | 2040-01-01      | 5.5000%  |  | $1782.07           | $1833.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIQO1276 | 2038-04-01      | 3.0000%  |  | $843.73            | $804.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 ZLSI2002 | 2048-03-01      | 4.0000%  |  | $156.39            | $148.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIRC3465 | 2040-03-01      | 5.0000%  |  | $977.88            | $991.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC8216 | 2055-06-01      | 6.0000%  |  | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CTRB1179 | 2045-06-01      | 6.0000%  |  | $1000.00           | $1026.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  |  | $696.96            | $558.39            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 3PQU8307 | 2055-05-01      | 7.0000%  |  | $999.30            | $1039.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH9251 | 2054-02-01      | 6.0000%  |  | $907.56            | $926.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4231 | 2052-06-01      | 5.0000%  |  | $775.57            | $764.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD8010 | 2052-03-01      | 2.0000%  |  | $823.33            | $651.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD6951 | 2052-02-01      | 2.0000%  |  | $2289.51           | $1811.16           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004976 M     | 2041-03-20      | 3.5000%  |  | $102.56            | $95.63             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004796 M     | 2040-09-20      | 4.5000%  |  | $2052.05           | $1993.34           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004770 M     | 2040-08-20      | 4.0000%  |  | $762.52            | $729.35            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004631 M     | 2040-02-20      | 4.5000%  |  | $1045.31           | $1015.40           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004554 M     | 2039-10-20      | 5.0000%  |  | $3595.57           | $3589.45           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004075 M     | 2038-01-20      | 7.0000%  |  | $129.68            | $135.69            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003841 M     | 2036-04-20      | 5.5000%  |  | $1383.99           | $1425.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003829 M     | 2036-03-20      | 5.0000%  |  | $790.30            | $798.80            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003796 M     | 2035-12-20      | 5.5000%  |  | $839.81            | $864.71            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003389 M     | 2033-05-20      | 5.0000%  |  | $244.08            | $246.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA7256 | 2050-02-01      | 3.0000%  |  | $490159.81         | $429809.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA6272 | 2050-01-01      | 3.0000%  |  | $278.36            | $244.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQA1029 | 2049-07-01      | 5.5000%  |  | $3392.53           | $3436.53           | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.650 WNWN4055 | 2035-03-01      | 4.6500%  |  | $1598795.00        | $1587270.62        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC U49055 G | 2030-06-01      | 3.0000%  |  | $2260.40           | $2222.24           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q20179 G | 2043-07-01      | 3.5000%  |  | $403388.74         | $380403.43         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q17937 G | 2043-05-01      | 3.5000%  |  | $153059.04         | $144208.93         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99094 G | 2044-03-01      | 3.5000%  |  | $27191.16          | $25343.72          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U95137 G | 2043-08-01      | 4.0000%  |  | $21889.65          | $20981.63          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U90316 G | 2042-10-01      | 4.0000%  |  | $195965.11         | $188520.24         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q09004 G | 2042-06-01      | 3.5000%  |  | $2189.37           | $2063.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004488 M     | 2039-07-20      | 4.5000%  |  | $2895.68           | $2864.12           | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Z40250 G | 2046-09-01      | 3.5000%  |  | $239325.45         | $221353.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD3806 | 2051-08-01      | 4.0000%  |  | $845.24            | $793.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $4272376.97        | $4360607.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $914.75            | $917.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $969.09            | $928.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD5892 | 2052-02-01      | 2.0000%  |  | $948.17            | $750.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  |  | $1060.89           | $965.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3371 | 2053-05-01      | 5.5000%  |  | $867.94            | $874.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1884 | 2052-11-01      | 5.0000%  |  | $780.34            | $770.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1878 | 2048-05-01      | 4.5000%  |  | $738.12            | $736.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0619 | 2050-07-01      | 4.0000%  |  | $461.43            | $434.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  |  | $848.08            | $876.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $2374.68           | $2453.33           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $1430.75           | $1463.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8064 | 2050-05-01      | 4.0000%  |  | $3572.05           | $3351.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  |  | $2769.21           | $2797.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $742.27            | $692.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  |  | $1056.49           | $1006.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8053 | 2035-07-01      | 2.5000%  |  | $3955.26           | $3704.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB1173 | 2039-03-01      | 5.5000%  |  | $2180.72           | $2229.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  |  | $614.11            | $586.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZT1955 | 2049-05-01      | 3.0000%  |  | $1072.72           | $941.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIZS8712 | 2033-08-01      | 4.0000%  |  | $190.63            | $190.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8646 | 2032-03-01      | 3.0000%  |  | $3253.40           | $3164.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4768 | 2048-05-01      | 3.5000%  |  | $161661.43         | $148012.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4784 | 2048-08-01      | 3.5000%  |  | $8532.95           | $7789.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4659 | 2046-04-01      | 3.5000%  |  | $416553.95         | $384656.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS4600 | 2045-01-01      | 4.0000%  |  | $110080.44         | $104722.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS1579 | 2037-09-01      | 5.5000%  |  | $245.40            | $253.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  |  | $24.08             | $25.50             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS0800 | 2033-07-01      | 5.5000%  |  | $174.76            | $178.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  |  | $80.86             | $73.57             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  |  | $40744.85          | $37073.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZA0728 | 2031-01-01      | 7.0000%  |  | $6.19              | $6.55              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 08.000 CLZA0674 | 2030-04-01      | 8.0000%  |  | $7.87              | $8.29              | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC T65099 G | 2042-10-01      | 3.0000%  |  | $59333.04          | $52669.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  |  | $55.24             | $50.61             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZM8127 | 2048-08-01      | 5.0000%  |  | $216242.73         | $216763.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM6220 | 2048-04-01      | 4.0000%  |  | $354.33            | $335.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4599 | 2047-11-01      | 3.5000%  |  | $2012.96           | $1847.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM1684 | 2046-09-01      | 3.5000%  |  | $471.33            | $434.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5245 | 2043-03-01      | 3.0000%  |  | $120521.34         | $109034.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  |  | $3039.00           | $3155.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  |  | $1539.14           | $1630.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZI9346 | 2039-10-01      | 5.0000%  |  | $27.29             | $27.69             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI7971 | 2038-08-01      | 5.5000%  |  | $21990.07          | $22562.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003251 M     | 2032-06-20      | 7.0000%  |  | $335.76            | $350.42            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003080 M     | 2031-05-20      | 6.5000%  |  | $48.50             | $50.72             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002985 M     | 2030-10-20      | 6.5000%  |  | $184.56            | $190.74            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003556 M     | 2034-05-20      | 5.5000%  |  | $361.89            | $373.70            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003488 M     | 2033-12-20      | 5.5000%  |  | $548.41            | $563.01            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002549 M     | 2028-02-20      | 7.5000%  |  | $17.57             | $17.79             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002536 M     | 2028-01-20      | 7.5000%  |  | $13.76             | $14.04             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002457 M     | 2027-07-20      | 7.5000%  |  | $111.70            | $113.74            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002592 M     | 2028-05-20      | 7.5000%  |  | $52.05             | $53.49             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4343 C     | 2046-10-20      | 3.5000%  |  | $2654.05           | $2428.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZI3774 | 2035-11-01      | 5.5000%  |  | $2941.46           | $2990.11           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC A95259 G | 2040-12-01      | 4.0000%  |  | $84844.35          | $82556.97          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A90282 G | 2039-12-01      | 4.5000%  |  | $207255.81         | $207316.54         | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC C01175 G | 2031-05-01      | 7.0000%  |  | $372.72            | $395.28            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4341 C     | 2046-10-20      | 3.5000%  |  | $2733.13           | $2507.67           | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CU4644       | 2058-12-15      | 5.8300%  |  | $6132529.97        | $6492358.55        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CU4641       | 2058-12-15      | 5.7300%  |  | $5920531.86        | $6229203.72        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CU4637       | 2058-11-15      | 5.7400%  |  | $4930076.75        | $5190527.23        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CM3807       | 2059-09-15      | 5.3300%  |  | $3351525.21        | $3428686.07        | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CK9447 C     | 2047-04-20      | 3.0000%  |  | $79813.17          | $70988.60          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BS5197 X     | 2050-01-15      | 4.5000%  |  | $2668.31           | $2576.59           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BJ2870 X     | 2048-10-15      | 5.5000%  |  | $2998.69           | $3042.38           | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50375000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50375000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50375000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50375000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50375000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50375000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $13018000.00       | $13115635.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50375000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $40998000.00       | $41997821.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50375000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2028 | 2028-06-30      | 4.0000%  |  | $50000000.00       | $50375000.00       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51219354.28       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $1720000.00        | $1738610.14        | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $29394000.00       | $30501167.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $50540992.40       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $34620000.00       | $34312371.20       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $53883322.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $53883322.01       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 04/30/2029 | 2029-04-30      | 4.6250%  |  | $50000000.00       | $51883322.01       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49555706.52       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000000.00
- **C.19 - Percentage of Net Assets:** 5.8400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $3990000.00        | $4116233.03        | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50250606.48       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $44064000.00       | $44284854.47       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $50000000.00       | $48750256.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2027 | 2027-02-28      | 1.8750%  |  | $24800000.00       | $24180127.29       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $40833982.50       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $22300000.00       | $18211956.20       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $50000000.00       | $48126325.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/15/2043 | 2043-08-15      | 4.3750%  |  | $44901000.00       | $43218402.72       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52142322.12       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $49900000.00       | $52038037.48       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51957202.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51957202.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51957202.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51957202.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51957202.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51957202.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51957202.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52906422.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52906422.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52906422.65       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $30716000.00       | $32501473.56       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51773437.50       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51773437.50       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51773437.50       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51773437.50       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51773437.50       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51773437.50       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $50861327.50       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $48806000.00       | $49646759.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 02/15/2045 | 2045-02-15      | 4.7500%  |  | $31000000.00       | $31149528.14       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50263670.00       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $19166000.00       | $19267069.98       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $50000000.00       | $45134658.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 02/15/2043 | 2043-02-15      | 3.8750%  |  | $15001000.00       | $13541300.20       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $50000000.00       | $50288383.15       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  |  | $29369000.00       | $29538390.50       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $42889330.11       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $14601000.00       | $12524542.18       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $50000000.00       | $48412107.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/15/2054 | 2054-05-15      | 4.6250%  |  | $8815000.00        | $8535054.55        | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $2754000.00        | $2766586.61        | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $46695312.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $36050000.00       | $33667320.31       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $16255000.00       | $16534382.81       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $51581867.51       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2150000000.00
- **C.18.a - Value (excl. sponsor support):** $2150000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $930213200.00      | $935007732.78      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $847450200.00      | $849579146.60      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $398419800.00      | $408413198.90      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5050000000.00
- **C.18.a - Value (excl. sponsor support):** $5050000000.00
- **C.19 - Percentage of Net Assets:** 2.9500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $2853806200.00     | $2860954984.53     | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  |  | $124300.00         | $126384.47         | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $2014625800.00     | $2058824413.52     | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $160067100.00      | $161093967.26      | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $2745900.00        | $2583014.26        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  |  | $28781700.00       | $28124836.96       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE N 25  | 2025-07-31      | 2.8750%  |  | $3641700.00        | $3679719.29        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  |  | $320800.00         | $318266.00         | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AC 25 | 2025-08-31      | 0.2500%  |  | $9899200.00        | $9836981.59        | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $4830900.00        | $4833242.15        | U.S. Treasuries (including strips) |
| USTR 3 NOTE AQ 25     | 2025-07-15      | 3.0000%  |  | $15423900.00       | $15623684.33       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $4912200.00        | $5000560.06        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $49391000.00       | $50499514.20       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51122182.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51122182.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51122182.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51122182.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $49391000.00       | $50499514.20       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51122182.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51122182.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51122182.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51122182.38       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $44763000.00       | $45871583.67       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 04/30/2029 | 2029-04-30      | 2.8750%  |  | $50000000.00       | $48644531.25       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $2888000.00        | $2802499.22        | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $47112000.00       | $45717224.14       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 11/30/2026 | 2026-11-30      | 1.6250%  |  | $50000000.00       | $48519723.36       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49272541.24       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49272541.24       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49272541.24       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 02/15/2028 | 2028-02-15      | 2.7500%  |  | $50000000.00       | $49272541.24       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  4.390%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $165050000.00      | $153271419.17      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $180902300.00      | $167429139.54      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $10610600.00       | $10329241.37       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $137547000.00      | $134772920.19      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $101567200.00      | $83916714.46       | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $2600.00           | $2277.27           | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $12382700.00       | $9036694.42        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $3539000.00        | $2180625.22        | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $90314700.00       | $60269188.81       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $3200.00           | $1683.47           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $435682300.00      | $275663547.27      | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $15113900.00       | $11297229.83       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $25599000.00       | $19225510.61       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $16128200.00       | $12178221.33       | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $1891900.00        | $1654791.01        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $29996400.00       | $26085038.80       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $92626200.00       | $71407089.07       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $13100.00          | $10636.94          | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $683100.00         | $662880.75         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $1000.00           | $1026.52           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  |  | $946000.00         | $998198.47         | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $192476000.00      | $193656539.04      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $860121000.00      | $868123767.05      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $358488000.00      | $367479806.09      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $200100.00         | $209052.96         | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 4.4850%  |  | $600.00            | $605.24            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $309900.00         | $307965.91         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $1000.00           | $1030.91           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $884400.00         | $926536.63         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $174960000.00      | $174494600.63      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $2000.00           | $1862.21           | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $48698900.00       | $47125149.85       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $229708300.00      | $214794201.49      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $340659400.00      | $301077299.62      | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $5701000.00        | $5262222.54        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $400.00            | $347.12            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $4000.00           | $3429.06           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $34996800.00       | $29883410.59       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $16391600.00       | $13089200.74       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $28817400.00       | $21119956.74       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 4.4450%  |  | $409776500.00      | $413280283.31      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $2952100.00        | $2819742.60        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $50000000.00       | $41216000.30       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $6302000.00        | $6220672.24        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $587600000.00      | $567421873.58      | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $5999800.00        | $4196957.32        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $4362800.00        | $4568161.04        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $114877500.00      | $113617519.79      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $100.00            | $102.72            | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $783230000.00      | $785377716.13      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $9060100.00        | $8892952.48        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $16900.00          | $17305.29          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $24999700.00       | $20580446.78       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $459270800.00      | $463341667.06      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $184006800.00      | $162403895.66      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $191806800.00      | $195456677.79      | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $100.00            | $91.18             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $51995800.00       | $53383218.07       | U.S. Treasuries (including strips) |

### Security 201: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  4.400%, 7/1/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $10000000.00       | $9482336.62        | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47095956.63       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $39300000.00       | $37017421.91       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 10/31/2026 | 2026-10-31      | 1.6250%  |  | $25000000.00       | $24328082.85       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2043 | 2043-05-15      | 2.8750%  |  | $20401000.00       | $15660955.16       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2040 | 2040-02-15      | 4.6250%  |  | $34000000.00       | $34524008.96       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49313861.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49313861.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49313861.20       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $37000000.00       | $36492257.28       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $50859375.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $35601562.50       | U.S. Treasuries (including strips) |
| UST - 2.2500 - 08/15/2049 | 2049-08-15      | 2.2500%  |  | $45000000.00       | $28305714.78       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51520888.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51520888.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $51520888.70       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $5000000.00        | $5152088.87        | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46238432.32       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46238432.32       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $16000000.00       | $14796298.34       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $49876955.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $49876955.00       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $41253000.00       | $29946148.61       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $50398372.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51581967.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51581967.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $50000000.00       | $51581967.21       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 12/15/2027 | 2027-12-15      | 4.0000%  |  | $34800000.00       | $35901049.18       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $45629316.30       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42267986.30       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42267986.30       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $42267986.30       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $12500000.00       | $10566996.57       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $45000000.00       | $40515488.43       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $29633000.00       | $30499996.39       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $50000000.00       | $41240235.00       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $50000000.00       | $41240235.00       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $50000000.00       | $41240235.00       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $10000000.00       | $8248047.00        | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $19079102.50       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $49491761.03       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $35094607.75       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46295855.98       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $22851000.00       | $21158132.10       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50315883.91       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50315883.91       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50315883.91       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50315883.91       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50315883.91       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50315883.91       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $50000000.00       | $50315883.91       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 03/31/2028 | 2028-03-31      | 3.6250%  |  | $16000000.00       | $16101082.85       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $48464845.00       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $48464845.00       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19385938.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50228515.00       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $13200000.00       | $13260327.96       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50540152.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50540152.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50540152.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50540152.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50540152.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50540152.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $50000000.00       | $50540152.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $30000000.00       | $30324091.43       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41033672.40       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 05/15/2040 | 2040-05-15      | 1.1250%  |  | $20000000.00       | $12341407.00       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $7196000.00        | $7088193.74        | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $50079008.59       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $14662000.00       | $14685168.48       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47411683.09       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47411683.09       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-07-08

**By:** Stephen Van Meter

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

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